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Mathematics · Glossary

What is norm?

Definition 5.1 University Mathematics — Year 2 · Chapter 5 — Normed Vector Spaces

A norm on EE is a map ∥ ⋅ ∥ ⁣:E→R+\norm{\,\cdot\,} \colon E \to \R_+ with, for all x,y∈Ex, y \in E, λ∈K\lambda \in K:

∥x∥=0  ⟺  x=0,∥λx∥=∣λ∣ ∥x∥,∥x+y∥≤∥x∥+∥y∥.\norm x = 0 \iff x = 0, \qquad \norm{\lambda x} = \abs\lambda\,\norm x, \qquad \norm{x + y} \leq \norm x + \norm y .

Then d(x,y)=∥x−y∥d(x, y) = \norm{x - y} is a distance, and all of Chapter 4 applies. The reverse triangle inequality ∣∥x∥−∥y∥∣≤∥x−y∥\bigl|\norm x - \norm y\bigr| \leq \norm{x - y} makes the norm itself 11-Lipschitz; addition and scalar multiplication are continuous (estimates ∥(x+y)−(x′+y′)∥≤∥x−x′∥+∥y−y′∥\norm{(x + y) - (x' + y')} \leq \norm{x - x'} + \norm{y - y'}, etc.).

Examples

Example 5.2

On KnK^n:

∥x∥1=∑i∣xi∣,∥x∥2=(∑i∣xi∣2)1/2,∥x∥∞=max⁡i∣xi∣\norm{x}_1 = \sum_i \abs{x_i}, \qquad \norm{x}_2 = \Bigl(\sum_i \abs{x_i}^2\Bigr)^{1/2}, \qquad \norm{x}_\infty = \max_i \abs{x_i}

(∥⋅∥2\norm\cdot_2 is a norm by Cauchy–Schwarz, Year 1 volume). On C([a, b])C(\intcc{a}{b}):

∥f∥∞=sup⁡∣f∣,∥f∥1=∫ab∣f∣,∥f∥2=(∫ab∣f∣2)1/2,\norm f_\infty = \sup \abs f, \qquad \norm f_1 = \int_a^b \abs f, \qquad \norm f_2 = \Bigl(\int_a^b \abs f^2\Bigr)^{1/2},

the last two being norms thanks to strict positivity of the integral and integral Cauchy–Schwarz (Year 1 volume). On matrices: any norm on Mn(K)≃Kn2\mathcal M_n(K) \simeq K^{n^2}; the operator norms below are the structurally important ones.

Example 5.4 (Non-equivalence in infinite dimension)

On C([0, 1])C(\intcc{0}{1}): ∥f∥1≤∥f∥∞\norm f_1 \leq \norm f_\infty always, but no reverse bound holds: fn(x)=xnf_n(x) = x^n has ∥fn∥∞=1\norm{f_n}_\infty = 1 and ∥fn∥1=1n+1→0\norm{f_n}_1 = \frac{1}{n+1} \to 0. So fn→0f_n \to 0 for ∥⋅∥1\norm\cdot_1 but not for ∥⋅∥∞\norm\cdot_\infty: the two norms disagree about convergence itself.

Example 5.5 (Explicit constants in dimension nn)

On KnK^n the three classical norms are equivalent with sharp constants:

∥x∥∞≤∥x∥2≤∥x∥1≤n ∥x∥2≤n ∥x∥∞,\norm x_\infty \leq \norm x_2 \leq \norm x_1 \leq \sqrt n\,\norm x_2 \leq n\,\norm x_\infty ,

the middle bound ∥x∥1≤n∥x∥2\norm x_1 \leq \sqrt n\norm x_2 coming from Cauchy–Schwarz against the all-ones vector. Extremal vectors: e1e_1 makes the first two inequalities equalities, (1,1,…,1)(1, 1, \dots, 1) the last two. The dimension nn sits visibly in the constants — the quantitative seed of the failure in infinite dimension: as n→∞n \to \infty no uniform constant survives, which is exactly what Example 5.4 exhibits on function spaces.

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