Chapter 1 Flashcards

1
Q

Norm

A

A real number ||x|| such that:

i) ||x||>0 , for all x=/=0
ii) ||αx||=|α| ||x||
iii) ||x+y||<=||x|| + ||y||

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2
Q

Subordinate Matrix Norm

A

||A|| = max (||Ax||/||x||)

i) ||A|| > 0, for all A=/=0
ii) ||αA|| = |α| ||A||
iii) ||Ax|| <= ||A|| ||x||
iv) ||AB|| <= ||A|| ||B||
v) ||A + B|| <= ||A|| + ||B||

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3
Q

Cauchy-Schwartz Inequality

A

² <=

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4
Q

P-norm

A

||x|| = (∑|xi|^p)^(1/p)

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5
Q

Infinity - norm

A

||x|| = max (|xi|)

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6
Q

Spectral radius

A

p(A) = max (λ)

p(A) <= ||A||

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7
Q

Estimating B inverse

A

<= 1/(1-||A||)

where B = I + A and ||A||<1

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8
Q

Error in x when the system is changed by δb

A

<= K(A)||δb||/||b||

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9
Q

Condition Number

A

K(A)=||A|| ||A-1||
K(A) >= 1
K(A) >= |λ1|/|λn|
K(αA) = K(A)

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10
Q

Matrix norm subordinate to the infinity norm

A

Maximum row sum

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11
Q

Matrix norm subordinate to the L1 normed vector space

A

Maximum column sum

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12
Q

||x+y||² <= ||x||² + ||y||²

A
||x+y||² 
= 
=  + 2 + 
<=  +  + 2sqrt() by C-S
<=  +
= ||x||² + ||y||²
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