The Frobenius norm is also equal to the Euclidean, or
l
2
l_2
l2，norm of the vector of singular
values, i.e.,
∥
X
∥
F
:
=
⟨
X
,
X
⟩
=
Tr
(
X
′
X
)
=
(
∑
i
=
1
m
∑
j
=
1
n
X
i
j
2
)
1
2
=
(
∑
i
=
1
r
σ
i
2
)
1
2
\|X\|_{F}:=\sqrt{\langle X, X\rangle}=\sqrt{\operatorname{Tr}\left(X^{\prime} X\right)}=\left(\sum_{i=1}^{m} \sum_{j=1}^{n} X_{i j}^{2}\right)^{\frac{1}{2}}=\left(\sum_{i=1}^{r} \sigma_{i}^{2}\right)^{\frac{1}{2}}
∥X∥F:=⟨X,X⟩=Tr(X′X)=(i=1∑mj=1∑nXij2)21=(i=1∑rσi2)21
The operator norm (or induced 2-norm) of a matrix is equal to its largest singular value (i.e., the
l
∞
l_{\infty}
l∞ norm of the singular values):
∥
X
∥
:
=
σ
1
(
X
)
\|X\|:=\sigma_{1}(X)
∥X∥:=σ1(X)
The nuclear norm of a matrix is equal to the sum of its singular values, i.e.,
∥
X
∥
∗
:
=
∑
i
=
1
r
σ
i
(
X
)
\|X\|_{*}:=\sum_{i=1}^{r} \sigma_{i}(X)
∥X∥∗:=i=1∑rσi(X)
dual norms
Proposition 2.1 The dual norm of the operator norm ∥ ⋅ ∥ in R m × n \|\cdot\| \text { in } \mathbb{R}^{m \times n} ∥⋅∥ in Rm×n is the nuclear norm ∥ ⋅ ∥ ∗ \|\cdot\|_{*} ∥⋅∥∗
Proposition 2.1
这个问题有待证明
参考
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