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Matrix Norms

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Nuclear Norm

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Definition: The sum of the singular values of the matrix. Example: For matrix A=[4003]A = \begin{bmatrix}4 & 0\\0 & 3\end{bmatrix}, the nuclear norm is the sum of singular values, which is 4+3=74 + 3 = 7.

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1-Norm (or the Manhattan Norm)

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Definition: The maximum absolute column sum of the matrix. Example: For matrix A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix}, the 1-norm is max(1+3,2+0)=4\max(|1| + |3|, |-2| + |0|) = 4.

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Infinity Norm (or the Maximum Norm)

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Definition: The maximum absolute row sum of the matrix. Example: For matrix A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix}, the infinity norm is max(1+2,3+0)=3\max(|1| + |-2|, |3| + |0|) = 3.

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Schatten Norm

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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 p=2p=2 and matrix A=[4003]A = \begin{bmatrix}4 & 0\\0 & 3\end{bmatrix}, the Schatten norm would be 42+32=5\sqrt{4^2 + 3^2} = 5.

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Weighted Norm

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Definition: A matrix norm that includes weighting factors for different elements. Example: For matrix A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix} and weights wijw_{ij} on each element aija_{ij}, the weighted norm could be wijaij\sum w_{ij}|a_{ij}| for some choice of weights.

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Holder Norm

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Definition: Generalization of the p-norm that allows for different p values. Example: If p=q=2p=q=2 for A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix}, then the Holder norm reduces to the Frobenius norm.

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Spectral Norm

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Definition: The largest singular value of the matrix (2-Norm). Example: For matrix A=[5002]A = \begin{bmatrix}5 & 0\\0 & 2\end{bmatrix}, the spectral norm is the largest singular value, which is 5.

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Ky Fan k-Norm

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Definition: The sum of the k largest singular values of the matrix. Example: For k=1k=1 and matrix A=[6004]A = \begin{bmatrix}6 & 0\\0 & 4\end{bmatrix}, the Ky Fan 1-norm is the largest singular value, which is 6.

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p-Norm

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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 A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix}, compute (13+23+33+03)13=(1+8+27+0)13=3613(|1|^3+|-2|^3+|3|^3+|0|^3)^{\frac{1}{3}} = (1+8+27+0)^{\frac{1}{3}} = 36^{\frac{1}{3}}.

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Row Sum Norm

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Definition: The maximum absolute row sum of the matrix. Example: For matrix A=[1230]A = \begin{bmatrix}1 & 2\\-3 & 0\end{bmatrix}, the row sum norm is max(1+2,3+0)=3\max(|1| + |2|, |-3| + |0|) = 3.

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Maximum Norm

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Definition: The largest absolute value of the elements of the matrix. Example: For matrix A=[1324]A = \begin{bmatrix}1 & -3\\2 & 4\end{bmatrix}, the maximum norm is max(1,3,2,4)=4\max(|1|, |-3|, |2|, |4|) = 4.

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2-Norm (or the Euclidean Norm)

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Definition: The largest singular value of the matrix. Example: For matrix A=[4003]A = \begin{bmatrix}4 & 0\\0 & 3\end{bmatrix}, the 2-norm is the larger singular value, which is 4.

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L1-Norm

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Definition: The sum of the absolute values of all elements. Example: For matrix A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix}, the L1-norm is 1+2+3+0=6|1| + |-2| + |3| + |0| = 6.

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Column Sum Norm

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Definition: The maximum absolute column sum of the matrix. Example: For matrix A=[1320]A = \begin{bmatrix}1 & -3\\2 & 0\end{bmatrix}, the column sum norm is max(1+2,3+0)=4\max(|1| + |2|, |-3| + |0|) = 4.

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Frobenius Norm

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Definition: The square root of the sum of the absolute squares of its elements. Example: For matrix A=[1230]A = \begin{bmatrix}1 & -2\\3 & 0\end{bmatrix}, the Frobenius norm is 12+(2)2+32+02=14\sqrt{1^2 + (-2)^2 + 3^2 + 0^2} = \sqrt{14}.

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