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L2 norm or Frobenius norm?

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Xiaohan Du
Xiaohan Du il 31 Ago 2018
Risposto: Christine Tobler il 18 Set 2018
Hi all,
I read that Matlab norm(x, 2) gives the 2-norm of matrix x, is this the L2 norm of x? Some people say L2 norm is square root of sum of element square of x, but in Matlab norm(x, 2) gives max singular value of x, while norm(x, 'fro') gives square root of sum element square.
If I want to do |x|||_2^2, should I use (norm(x, 2))^2 or (norm(x, 'fro'))^2?
Many thanks!
  1 Commento
Adam
Adam il 31 Ago 2018
doc norm
gives the maths of each of the options.

Accedi per commentare.

Risposte (2)

Christine Tobler
Christine Tobler il 18 Set 2018
The L2-norm of a matrix, |A|||_2, ( norm(A, 2) in MATLAB) is an operator norm, which is computed as max(svd(A)).
For a vector x, the norm |x|||_2, ( norm(x, 2) in MATLAB), is a vector norm, defined as sqrt(sum(x.^2)).
The Frobenius norm |A|||_F, ( norm(A, 'fro') in MATLAB), is equivalent to a vector norm applied to all elements of the matrix A. This is identical to norm(A(:), 2).
See the Wikipedia page on matrix norms for more information.
By the way, if the matrix A is of size 1-by-n or n-by-1, the matrix norm and vector norm interpretations give the same result (max(svd(x)) is identical to sqrt(sum(x.^2))).

Yuvaraj Venkataswamy
Yuvaraj Venkataswamy il 31 Ago 2018
Use 'fro' to estimate the Frobenius norm of a matrix, which estimates the 2-norm of the matrix.
if true
x=your_matrix;
n = norm(x,'fro');
end

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