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Choice of Norm Important

We use norms for error analysis. The natural question arises: which norm should we use?

Example: Given in meters and in meters. Then is a good approximation to because the rel. error

And is considered a bad approximation as

But suppose the first component of each vector is measured in kms. In this case,

. The relative error measured as:

If we use a different norm, say the 1-norm, the results would be different.

Definiton: Let B be real linear space, : is an inner product if

  1. if .

Example: Over ,

Lemma: Cauchy-Schwartz: .

Lemma: is a norm.

Definition: are orthogonal.

Lemma: Let and be two norms on , then constants such that .

For some particular norms, the following results are useful:



Dinesh Manocha
Mon Jan 27 13:16:15 EST 1997