Math 2.0

example

p-norm on R^n

Example

Let n≥1n \ge 1 be an integer and let p≥1p \ge 1 be a real number. For x=(x1,…,xn)∈Rnx = (x_1, \ldots, x_n) \in \mathbb{R}^n, let ∥x∥p=(∑i=1n∣xi∣p)1/p,∥x∥∞=max⁡1≤i≤n∣xi∣.\|x\|_p = \left( \sum_{i=1}^{n} |x_i|^p \right)^{1/p}, \qquad \|x\|_\infty = \max_{1 \le i \le n} |x_i|. Then ∥⋅∥p\|\cdot\|_p and ∥⋅∥∞\|\cdot\|_\infty are norms on Rn\mathbb{R}^n. They are 00 only at x=0x = 0, they satisfy ∥λx∥=∣λ∣ ∥x∥\|\lambda x\| = |\lambda| \, \|x\| for real λ\lambda, and they satisfy the triangle inequality ∥x+y∥≤∥x∥+∥y∥\|x + y\| \le \|x\| + \|y\|.

Remarks

The triangle inequality for ∥⋅∥p\|\cdot\|_p is the Minkowski inequality. The metric ∥x−y∥p\|x - y\|_p is the p-metric. For p=2p = 2, the norm is the Euclidean norm. For each xx, ∥x∥p→∥x∥∞\|x\|_p \to \|x\|_\infty as p→∞p \to \infty. All these norms are equivalent, and Rn\mathbb{R}^n is a Banach space with each of them.

Explanations

L1 human

The p-norms give different ways to measure the length of a vector from its coordinates. For p=1p = 1, you add the absolute values. For p=2p = 2, you get the usual length. For p=∞p = \infty, you take the largest coordinate.

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Sources

  1. Web https://en.wikipedia.org/wiki/Lp_space, The p-norm in finite dimensions
  2. Web https://en.wikipedia.org/wiki/Norm_(mathematics), p-norm