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matrix norm

How much a matrix can stretch a vector, at most -- extending a vector norm's own 'how big is this' question one level up, to 'how much can this matrix amplify any vector's size.'

A matrix norm induced by a vector norm is \lVert A\rVert=\max_{\lVert\mathbf{x}\rVert=1}\lVert A\mathbf{x}\rVert, the largest factor by which A can stretch a unit vector. The infinity-norm (\max_i\sum_j|a_{ij}|, the largest absolute row sum) and one-norm (\max_j\sum_i|a_{ij}|, the largest absolute column sum) are hand-computable directly from A's entries; the two-norm is geometrically the image ellipse's longest semi-axis, but needs a singular value to pin down exactly.

Examples

  • For A=\begin{pmatrix}1&-2\\3&4\end{pmatrix}: row sums |1|+|-2|=3 and |3|+|4|=7 give \lVert A\rVert_\infty=7.

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