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Frobenius matrix norm
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(Definition)
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Let $R$ be a ring with a valuation $|\cdot|$ and let $M(R)$ denote the set of matrices over $R$ . The Frobenius norm function or Euclidean matrix norm is the norm function $||\,\cdot\,||_F:M(R)\ra\R$ given by \begin{align*} ||\,A\,||_F = \sqrt{\sum_{i=1}^m\sum_{j=1}^n|a_{ij}|^2}, \end{align*}where $m$ and $n$ respectively denote the number of rows and columns of $A$ . Note $A$ need not be square for this definition. A more concise (though equivalent) definition, in the case that $R=\mathbb{R}$ or $\mathbb{C}$ , is \begin{align*} ||\,A\,||_F = \sqrt{\textrm{trace}(A^*A)}, \end{align*}where $A^*$ denotes the conjugate transpose of $A$ .
Some properties:
- Denote the columns of $A$ by $A_i$ . A nice property of the norm is that \begin{align*} ||A||_F^2=||A_1||_2^2+||A_2||_2^2+\cdots+||A_n||_2^2. \end{align*}
- Let $A$ be a square matrix and let $U$ be a unitary matrix of same size as $A$ . Then $||\,A\,||_F = ||\,U^\ast A U\,||_F$ where $U^\ast$ is the conjugate transpose of $U$ .
- If $AB$ is defined, then $||\,A B\,||_F \le ||\,A\,||_F\ ||\,B\,||_F$ .
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See Also: matrix norm, matrix p-norm, vector norm, vector p-norm, Schur's inequality, trace, transpose, transpose, matrix logarithm, Frobenius product
| Other names: |
Euclidean matrix norm, matrix F-norm, Hilbert-Schmidt norm |
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Cross-references: size, unitary matrix, square matrix, property, conjugate transpose, square, columns, rows, number, norm, function, Frobenius norm, matrices, valuation, ring
There are 7 references to this entry.
This is version 15 of Frobenius matrix norm, born on 2001-10-06, modified 2007-06-24.
Object id is 109, canonical name is FrobeniusMatrixNorm.
Accessed 28581 times total.
Classification:
| AMS MSC: | 15A60 (Linear and multilinear algebra; matrix theory :: Norms of matrices, numerical range, applications of functional analysis to matrix theory) | | | 65F35 (Numerical analysis :: Numerical linear algebra :: Matrix norms, conditioning, scaling) |
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Pending Errata and Addenda
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