Changes between Version 3 and Version 4 of u/erica/norms


Ignore:
Timestamp:
08/22/13 15:35:21 (11 years ago)
Author:
Erica Kaminski
Comment:

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  • u/erica/norms

    v3 v4  
    2929= Error of vectors =
    3030
    31 This is different than scalars in that now we must think of ''norms'' of error vectors (scalar measures of their "lengths"). There are 3 different ways to measure their "lengths", namely the 1-norm, 2-norm, and infinity-norm (aka max-norm).
     31Now we are considering how to compute the error of an approximate vector of s quantities at a given position (say from solving a system of s equations at a given point). This is different than scalars in that now we must think of ''norms'' of error vectors (scalar measures of their "lengths"). There are 3 different ways to measure their "lengths", namely the 1-norm, 2-norm, and infinity-norm (aka max-norm).
    3232
    33 Thus, if we define the error vector as e=
     33If we define the error vector as [[latex($\vec{e}=\vec{\hat{z}} - \vec{z}$)]], then the different norms are given by,
     34
     351-norm:
     36
     37[[latex($||e||_1 = \sum_{i=1} ^{s} |e_i| $)]],
     38
     392-norm:
     40
     41[[latex($||e||_2 = \sum_{i=1} ^{s}(|e_i|^2)^{1/2} $)]], and
     42
     43infinity-norm:
     44
     45[[latex($||e||_{\infty} = max_{(1\leq i\leq s)} |e_i| $)]]
     46
     47Note the bound on the infinity-norm that we don't get from the others, this may be helpful in determining the error of some schemes.
     48
     49These norms are **equivalent** so long as the dimension of z is fixed as h goes to 0.
     50
     51** This is NOT true when approximating functions!!