SciPy

scipy.linalg.norm

scipy.linalg.norm(a, ord=None)[source]

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 : (M,) or (M, N) array_like

Input array.

ord : {non-zero int, inf, -inf, ‘fro’}, optional

Order of the norm (see table under Notes). inf means numpy’s inf object.

Returns :

norm : float

Norm of the matrix or vector.

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 [R71]:

||A||_F = [\sum_{i,j} abs(a_{i,j})^2]^{1/2}

References

[R71](1, 2) G. H. Golub and C. F. Van Loan, Matrix Computations, Baltimore, MD, Johns Hopkins University Press, 1985, pg. 15

Examples

>>> from scipy.linalg import norm
>>> 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]])
>>> norm(a)
7.745966692414834
>>> norm(b)
7.745966692414834
>>> norm(b, 'fro')
7.745966692414834
>>> norm(a, np.inf)
4
>>> norm(b, np.inf)
9
>>> norm(a, -np.inf)
0
>>> norm(b, -np.inf)
2
>>> norm(a, 1)
20
>>> norm(b, 1)
7
>>> norm(a, -1)
-4.6566128774142013e-010
>>> norm(b, -1)
6
>>> norm(a, 2)
7.745966692414834
>>> norm(b, 2)
7.3484692283495345
>>> norm(a, -2)
nan
>>> norm(b, -2)
1.8570331885190563e-016
>>> norm(a, 3)
5.8480354764257312
>>> norm(a, -3)
nan

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