Given a square complex or real matrix , a matrix norm
is a nonnegative number
associated with
having the properties
1. when
and
iff
,
2. for any scalar
,
3. ,
4. .
Let , ...,
be the eigenvalues of
, then
(1)
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The matrix -norm
is defined for a real number
and a matrix
by
(2)
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where
is a vector norm. The task of computing a matrix
-norm is difficult for
since it is a nonlinear optimization problem with constraints.
Matrix norms are implemented as Norm[m, p], where
may be 1, 2, Infinity, or "Frobenius".
The maximum absolute column sum norm is defined as
(3)
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The spectral norm , which is the square root
of the maximum eigenvalue of
(where
is the conjugate transpose),
(4)
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is often referred to as "the" matrix norm.
The maximum absolute row sum norm is defined by
(5)
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,
, and
satisfy the inequality
(6)
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