Norm

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Norm
:VR0
Where V is a vector space over the field \mathbb{R} or \mathbb{C}
relation to other topological spaces
is a
contains all
Related objects
Induced metric
  • d_{\Vert\cdot\Vert}:V\times V\rightarrow\mathbb{R}_{\ge 0}
  • d_{\Vert\cdot\Vert}:(x,y)\mapsto\Vert x-y\Vert
Induced by inner product
  • \Vert\cdot\Vert_{\langle\cdot,\cdot\rangle}:V\rightarrow\mathbb{R}_{\ge 0}
  • \Vert\cdot\Vert_{\langle\cdot,\cdot\rangle}:x\mapsto\sqrt{\langle x,x\rangle}
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 (V,F) (where F is either \mathbb{R} or \mathbb{C} ) is a function \|\cdot\|:V\rightarrow\mathbb{R} such that[1][2][3][4]See warning notes:[Note 1][Note 2]:

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

Often parts 1 and 2 are combined into the statement:

  • \|x\|\ge 0\text{ and }\|x\|=0\iff x=0 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 \langle\cdot,\cdot\rangle:V\times V\rightarrow(\mathbb{R}\text{ or }\mathbb{C}) induces a norm given by:

  • \Vert x\Vert:=\sqrt{\langle x,x\rangle}

TODO: see inner product (norm induced by) for more details, on that page is a proof that \langle x,x\rangle\ge 0, 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]:

  • d(x,y):=\|x-y\|

(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 \|\cdot\|_1 and another \|\cdot\|_2 we say:

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

Equivalence of norms

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

\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

[Expand]

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

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

Examples

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

Common norms

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

Examples

Notes

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

References

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