Page 30 - Vector Analysis
P. 30
26 CHAPTER 1. Linear Algebra
1.6.1 Matrix norms
Each m ˆ n matrix A P M(m, n; F) induces a linear map L : Fn Ñ Fm in a natural way: let
A = [aij]mˆn be a m ˆ n matrix, B = tejujn=1 and Br = trekukm=1 be the standard basis of Fn
and Fm, respectively. We define the linear map L : Fn Ñ Fm by
mn n
Lx = ÿ ÿ aijxjrei P Fm, where x = ÿ xjej P Fn ,
i=1 j=1 j=1
or equivalently, [Lx]Br = A[x]B. The linear map L is called the linear map induced by
the matrix A.
By matrix norms it means the operator norm of the induced linear map. However,
as introduced in Section 1.6, the operator norm of a linear map depends on the norms
equipped on the vector spaces. In particular, we have introduced p-norm on Fn, and we
have the following
Definition 1.88. Let A P M(m, n; F) with induced linear map L : Fn Ñ Fm. The p-norm
of A, denoted by }A}p, is the operator norm of L : (Fn, } ¨ }p) Ñ (Fm, } ¨ }p) given by
}A}p = sup }Lx}p = sup }Lx}p .
}x}p
}x}p=1 x‰0
Remark 1.89. We can also choose different p in the domain and the co-domain. In other
words, the (p, q)-norm of A P M(m, n, F) is the operator norm of the induced linear map
L : (Fn, } ¨ }p) Ñ (Fm, } ¨ }q) given by
}A}(p,q) = sup }Lx}q = sup }Lx}q .
}x}p
}x}p=1 x‰0
From now on, for notational simplicity we use Ax to denote [Lx]Br if Br is the
standard basis of the co-domain.
Example 1.90. Consider the case p = 1 and p = 8, respectively.
! mm m )
|anj| .
1. p = 8: }A}8 = sup max ÿ ÿ ÿ
}Ax}8 = |a1j |, |a2j |, ¨ ¨ ¨
}x}8=1 j=1 j=1 j=1
[]
Reason: Let x = (x1, x2, ¨ ¨ ¨ , xn)T and A = aij nˆm. Then
a11x1 + ¨ ¨ ¨ + a1mxm
a21 x1 a2mxm
Ax = + ¨ ¨¨ +
...
an1x1 + ¨ ¨ ¨ + anmxm