[Math] What does norm of a matrix mean

linear algebramatrices

I was reading the proof of SVD decomposition form here SVD decomposition proof. I was able to follow the proof except for one thing, they define norm of a matrix as
$$|A|_2= \text{sup}_{v_1 \in C^n}\;\; |Av_1| >0 , |v|=1$$
They have used it it the proof for showing some entries are $0$ in the decomposed matrix. I looked up wikipedia but am unable to follow, I was able to follow other types of norm defined for matrices though.

Best Answer

Given a vector norm $|\cdot|$ on $\mathbb{C}^n$ one defines the induced matrix norm as the largest value that $|Ax|$ can attain for a vector $x$ of norm $1$. Equivalenetly, one can define it as the largest value that $|Ax|/|x|$ can attain over all non-zero vectors (this is quite clearly the same).

Intuitively, this makes sense, since it measures by how much the matrix can change the size of a vector. Of course, one still needs to check this actually gives a norm.

This norm then has the nice property that $|Ay| \le ||A|| \ |y|$ for a matrix $A$ and a vector $y$, and also that $||AB|| \le ||A|| \ ||B||$ for two matrices $A,B$.

One can do this definition for any vector norm, there it is done with respect to the $2$-norm.

Another advantage is that this definition generalizes quite directly to linear operators on Banach spaces.

Related Question