Difference between revisions of "Norm"

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m (Metric induced by a norm)
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* <math>d(x,y):=\|x-y\|</math>
 
* <math>d(x,y):=\|x-y\|</math>
 
(See [[Subtypes of topological spaces]] for more information, this relationship is very important in [[Functional analysis]])
 
(See [[Subtypes of topological spaces]] for more information, this relationship is very important in [[Functional analysis]])
{{Todo|Some sort of proof this is ''never'' complex}}
+
{{Todo|Move to its own page and do a proof (trivial)}}
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==Weaker and stronger norms==
 
==Weaker and stronger norms==
 
Given a norm <math>\|\cdot\|_1</math> and another <math>\|\cdot\|_2</math> we say:
 
Given a norm <math>\|\cdot\|_1</math> and another <math>\|\cdot\|_2</math> we say:

Revision as of 23:53, 9 January 2016

Norm
[ilmath]\Vert\cdot\Vert:V\rightarrow\mathbb{R}_{\ge 0} [/ilmath]
Where [ilmath]V[/ilmath] is a vector space over the field [ilmath]\mathbb{R} [/ilmath] or [ilmath]\mathbb{C} [/ilmath]
relation to other topological spaces
is a
contains all
Related objects
Induced metric
  • [ilmath]d_{\Vert\cdot\Vert}:V\times V\rightarrow\mathbb{R}_{\ge 0}[/ilmath]
  • [ilmath]d_{\Vert\cdot\Vert}:(x,y)\mapsto\Vert x-y\Vert[/ilmath]
Induced by inner product
  • [ilmath]\Vert\cdot\Vert_{\langle\cdot,\cdot\rangle}:V\rightarrow\mathbb{R}_{\ge 0}[/ilmath]
  • [ilmath]\Vert\cdot\Vert_{\langle\cdot,\cdot\rangle}:x\mapsto\sqrt{\langle x,x\rangle}[/ilmath]
A norm is a an abstraction of the notion of the "length of a vector". Every norm is a metric and every inner product is a norm (see Subtypes of topological spaces for more information), thus every normed vector space is a topological space to, so all the topology theorems apply. Norms are especially useful in functional analysis and also for differentiation.

Definition

A norm on a vector space [ilmath](V,F)[/ilmath] (where [ilmath]F[/ilmath] is either [ilmath]\mathbb{R} [/ilmath] or [ilmath]\mathbb{C} [/ilmath]) is a function [math]\|\cdot\|:V\rightarrow\mathbb{R}[/math] such that[1][2][3][4]See warning notes:[Note 1][Note 2]:

  1. [math]\forall x\in V\ \|x\|\ge 0[/math]
  2. [math]\|x\|=0\iff x=0[/math]
  3. [math]\forall \lambda\in F, x\in V\ \|\lambda x\|=|\lambda|\|x\|[/math] where [math]|\cdot|[/math] denotes absolute value
  4. [math]\forall x,y\in V\ \|x+y\|\le\|x\|+\|y\|[/math] - a form of the triangle inequality

Often parts 1 and 2 are combined into the statement:

  • [math]\|x\|\ge 0\text{ and }\|x\|=0\iff x=0[/math] so only 3 requirements will be stated.

I don't like this (inline with the Doctrine of monotonic definition)

Terminology

Such a vector space equipped with such a function is called a normed space[1]

Relation to various subtypes of topological spaces

The reader should note that:

These are outlined below

Relation to inner product

Every inner product [ilmath]\langle\cdot,\cdot\rangle:V\times V\rightarrow(\mathbb{R}\text{ or }\mathbb{C})[/ilmath] induces a norm given by:

  • [ilmath]\Vert x\Vert:=\sqrt{\langle x,x\rangle}[/ilmath]

TODO: see inner product (norm induced by) for more details, on that page is a proof that [ilmath]\langle x,x\rangle\ge 0[/ilmath], this needs its own page with a proof.



Metric induced by a norm

To get a metric space from a norm simply define[2][1]:

  • [math]d(x,y):=\|x-y\|[/math]

(See Subtypes of topological spaces for more information, this relationship is very important in Functional analysis)


TODO: Move to its own page and do a proof (trivial)



Weaker and stronger norms

Given a norm [math]\|\cdot\|_1[/math] and another [math]\|\cdot\|_2[/math] we say:

  • [math]\|\cdot\|_1[/math] is weaker than [math]\|\cdot\|_2[/math] if [math]\exists C> 0\forall x\in V[/math] such that [math]\|x\|_1\le C\|x\|_2[/math]
  • [math]\|\cdot\|_2[/math] is stronger than [math]\|\cdot\|_1[/math] in this case

Equivalence of norms

Given two norms [math]\|\cdot\|_1[/math] and [math]\|\cdot\|_2[/math] on a vector space [ilmath]V[/ilmath] we say they are equivalent if:

[math]\exists c,C\in\mathbb{R}\text{ with }c,C>0\ \forall x\in V:\ c\|x\|_1\le\|x\|_2\le C\|x\|_1[/math]

Theorem: This is an Equivalence relation - so we may write this as [math]\|\cdot\|_1\sim\|\cdot\|_2[/math]




TODO: proof


Note also that if [math]\|\cdot\|_1[/math] is both weaker and stronger than [math]\|\cdot\|_2[/math] they are equivalent

Examples

  • Any two norms on [math]\mathbb{R}^n[/math] are equivalent
  • The norms [math]\|\cdot\|_{L^1}[/math] and [math]\|\cdot\|_\infty[/math] on [math]\mathcal{C}([0,1],\mathbb{R})[/math] are not equivalent.

Common norms

Name Norm Notes
Norms on [math]\mathbb{R}^n[/math]
1-norm [math]\|x\|_1=\sum^n_{i=1}|x_i|[/math] it's just a special case of the p-norm.
2-norm [math]\|x\|_2=\sqrt{\sum^n_{i=1}x_i^2}[/math] Also known as the Euclidean norm - it's just a special case of the p-norm.
p-norm [math]\|x\|_p=\left(\sum^n_{i=1}|x_i|^p\right)^\frac{1}{p}[/math] (I use this notation because it can be easy to forget the [math]p[/math] in [math]\sqrt[p]{}[/math])
[math]\infty-[/math]norm [math]\|x\|_\infty=\sup(\{x_i\}_{i=1}^n)[/math] Also called sup-norm
Norms on [math]\mathcal{C}([0,1],\mathbb{R})[/math]
[math]\|\cdot\|_{L^p}[/math] [math]\|f\|_{L^p}=\left(\int^1_0|f(x)|^pdx\right)^\frac{1}{p}[/math] NOTE be careful extending to interval [math][a,b][/math] as proof it is a norm relies on having a unit measure
[math]\infty-[/math]norm [math]\|f\|_\infty=\sup_{x\in[0,1]}(|f(x)|)[/math] Following the same spirit as the [math]\infty-[/math]norm on [math]\mathbb{R}^n[/math]
[math]\|\cdot\|_{C^k}[/math] [math]\|f\|_{C^k}=\sum^k_{i=1}\sup_{x\in[0,1]}(|f^{(i)}|)[/math] here [math]f^{(k)}[/math] denotes the [math]k^\text{th}[/math] derivative.
Induced norms
Pullback norm [math]\|\cdot\|_U[/math] For a linear isomorphism [math]L:U\rightarrow V[/math] where V is a normed vector space

Examples

Notes

  1. A lot of books, including the brilliant Analysis - Part 1: Elements - Krzysztof Maurin referenced here state explicitly that it is possible for [ilmath]\Vert\cdot,\cdot\Vert:V\rightarrow\mathbb{C} [/ilmath] they are wrong. I assure you that it is [ilmath]\Vert\cdot\Vert:V\rightarrow\mathbb{R}_{\ge 0} [/ilmath]. Other than this the references are valid, note that this is 'obvious' as if the image of [ilmath]\Vert\cdot\Vert[/ilmath] could be in [ilmath]\mathbb{C} [/ilmath] then the [ilmath]\Vert x\Vert\ge 0[/ilmath] would make no sense. What ordering would you use? The canonical ordering used for the product of 2 spaces ([ilmath]\mathbb{R}\times\mathbb{R} [/ilmath] in this case) is the Lexicographic ordering which would put [ilmath]1+1j\le 1+1000j[/ilmath]!
  2. The other mistake books make is saying explicitly that the field of a vector space needs to be [ilmath]\mathbb{R} [/ilmath], it may commonly be [ilmath]\mathbb{R} [/ilmath] but it does not need to be [ilmath]\mathbb{R} [/ilmath]

References

  1. 1.0 1.1 1.2 Analysis - Part 1: Elements - Krzysztof Maurin
  2. 2.0 2.1 Functional Analysis - George Bachman and Lawrence Narici
  3. Functional Analysis - A Gentle Introduction - Volume 1, by Dzung Minh Ha
  4. Real and Abstract Analysis - Edwin Hewitt & Karl Stromberg