Norm (mathematics)

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In mathematics, the norm of a vector is its length. A vector is a mathematical object that has a size, called the magnitude, and a direction. For the real numbers, the only norm is the absolute value. For spaces with more dimensions, the norm can be any function p with the following three properties:[1]

  1. Scales for real numbers a, that is, p(ax)=|a|p(x).
  2. Function of sum is less than sum of functions, that is, p(x+y)p(x)+p(y) (also known as the triangle inequality).
  3. p(x)=0 if and only if x=0.

Definition

For a vector x, the associated norm is written as ||x||p,[2] or Lp where p is some value. The value of the norm of x with some length N is as follows:[3]

||x||p=|x1|p+|x2|p+...+|xN|pp

The most common usage of this is the Euclidean norm, also called the standard distance formula.

Examples

  1. The one-norm is the sum of absolute values: x1=|x1|+|x2|+...+|xN|.[2] This is like finding the distance from one place on a grid to another by summing together the distances in all directions the grid goes; see Manhattan Distance.
  2. Euclidean norm (also called L2-norm) is the sum of the squares of the values:[3] x2=x12+x22+...+xN2
  3. Maximum norm is the maximum absolute value: x=max(|x1|,|x2|,...,|xN|)
  4. When applied to matrices, the Euclidean norm is referred to as the Frobenius norm.
  5. L0 norm is the number of non-zero elements present in a vector.

References

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