[Math] 2-Norm of a complex matrix equation

complex numbersmatricesnormed-spaces

I am having trouble understanding the following excerpt from a math text I'm working through:

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My question specifically is how line 2 came about in the expansion. How do the real and imaginary parts expand like that? Also I can't figure out from the context what the cursive "I" means.

For reference, I understand how to expand the 2-norm squared of $||x + iy||^2 = x^2 + y^2$, but I can't seem to understand how it's working in this example.

Thanks.

Best Answer

$\def\RR{\mathfrak{R}}\def\II{\mathfrak{I}}\def\ii{\iota}$ You might notice that $(\alpha+\ii\beta)(\gamma+\ii\delta)=\alpha\gamma-\beta\delta+\ii(\beta\gamma+\alpha\delta)$, where $\alpha,\ldots,\delta\in\mathbb{R}$ and $\ii$ is the imaginary unit. Similar stuff holds, e.g., for matrix-vector products. So: $$ \begin{align} \|Ax-b\|_2^2 &= \|(\RR A + \ii\II A)(\RR x + \ii\II x)-(\RR b + \ii\II b)\|_2^2 \\ &= \|\RR A \RR x - \II A \II x -\RR b + \ii( \RR A \II x + \II A \RR x - \II b )\|_2^2 \\ &= \|\RR A \RR x - \II A \II x -\RR b\|_2^2 + \|\RR A \II x + \II A \RR x - \II b \|_2^2. \end{align} $$