Matrix or vector norm.
This function is able to return one of seven different matrix norms, or one of an infinite number of vector norms (described below), depending on the value of the ord parameter.
Parameters : | x : array_like, shape (M,) or (M, N)
ord : {non-zero int, inf, -inf, ‘fro’}, optional
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Returns : | n : float
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Notes
For values of ord <= 0, the result is, strictly speaking, not a mathematical ‘norm’, but it may still be useful for various numerical purposes.
The following norms can be calculated:
ord | norm for matrices | norm for vectors |
---|---|---|
None | Frobenius norm | 2-norm |
‘fro’ | Frobenius norm | – |
inf | max(sum(abs(x), axis=1)) | max(abs(x)) |
-inf | min(sum(abs(x), axis=1)) | min(abs(x)) |
0 | – | sum(x != 0) |
1 | max(sum(abs(x), axis=0)) | as below |
-1 | min(sum(abs(x), axis=0)) | as below |
2 | 2-norm (largest sing. value) | as below |
-2 | smallest singular value | as below |
other | – | sum(abs(x)**ord)**(1./ord) |
The Frobenius norm is given by [R43]:
References
[R43] | (1, 2) G. H. Golub and C. F. Van Loan, Matrix Computations, Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15 |
Examples
>>> from numpy import linalg as LA
>>> a = np.arange(9) - 4
>>> a
array([-4, -3, -2, -1, 0, 1, 2, 3, 4])
>>> b = a.reshape((3, 3))
>>> b
array([[-4, -3, -2],
[-1, 0, 1],
[ 2, 3, 4]])
>>> LA.norm(a)
7.745966692414834
>>> LA.norm(b)
7.745966692414834
>>> LA.norm(b, 'fro')
7.745966692414834
>>> LA.norm(a, np.inf)
4
>>> LA.norm(b, np.inf)
9
>>> LA.norm(a, -np.inf)
0
>>> LA.norm(b, -np.inf)
2
>>> LA.norm(a, 1)
20
>>> LA.norm(b, 1)
7
>>> LA.norm(a, -1)
-4.6566128774142013e-010
>>> LA.norm(b, -1)
6
>>> LA.norm(a, 2)
7.745966692414834
>>> LA.norm(b, 2)
7.3484692283495345
>>> LA.norm(a, -2)
nan
>>> LA.norm(b, -2)
1.8570331885190563e-016
>>> LA.norm(a, 3)
5.8480354764257312
>>> LA.norm(a, -3)
nan