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Matrix Norms
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Nuclear Norm
Definition: The sum of the singular values of the matrix. Example: For matrix , the nuclear norm is the sum of singular values, which is .
1-Norm (or the Manhattan Norm)
Definition: The maximum absolute column sum of the matrix. Example: For matrix , the 1-norm is .
Infinity Norm (or the Maximum Norm)
Definition: The maximum absolute row sum of the matrix. Example: For matrix , the infinity norm is .
Schatten Norm
Definition: A generalization of the nuclear norm that raises singular values to the p-th power before summing and taking the p-th root. Example: For and matrix , the Schatten norm would be .
Weighted Norm
Definition: A matrix norm that includes weighting factors for different elements. Example: For matrix and weights on each element , the weighted norm could be for some choice of weights.
Holder Norm
Definition: Generalization of the p-norm that allows for different p values. Example: If for , then the Holder norm reduces to the Frobenius norm.
Spectral Norm
Definition: The largest singular value of the matrix (2-Norm). Example: For matrix , the spectral norm is the largest singular value, which is 5.
Ky Fan k-Norm
Definition: The sum of the k largest singular values of the matrix. Example: For and matrix , the Ky Fan 1-norm is the largest singular value, which is 6.
p-Norm
Definition: Generalization of vector norms to matrices, sum each element to the p-th power and take the p-th root. Example for p=3, For matrix , compute .
Row Sum Norm
Definition: The maximum absolute row sum of the matrix. Example: For matrix , the row sum norm is .
Maximum Norm
Definition: The largest absolute value of the elements of the matrix. Example: For matrix , the maximum norm is .
2-Norm (or the Euclidean Norm)
Definition: The largest singular value of the matrix. Example: For matrix , the 2-norm is the larger singular value, which is 4.
L1-Norm
Definition: The sum of the absolute values of all elements. Example: For matrix , the L1-norm is .
Column Sum Norm
Definition: The maximum absolute column sum of the matrix. Example: For matrix , the column sum norm is .
Frobenius Norm
Definition: The square root of the sum of the absolute squares of its elements. Example: For matrix , the Frobenius norm is .
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