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Norms for matrices: how big is a transformation?

A matrix is a [[la-linear-transformation|linear transformation]], so its size should mean how much it can stretch a vector. That single idea produces the induced norms and the crucial submultiplicative inequality.

Size as maximum stretch

Given a vector norm, the induced (operator) norm of a matrix A is its worst-case stretch factor: ||A|| = max over v != 0 of ||A v|| / ||v||. Equivalently, the largest ||A v|| over all unit vectors v. This is the most a matrix can amplify any input.

The three induced norms you can compute by hand

For the three p-norms, the induced matrix norm has a closed form. ||A||_1 is the largest absolute column sum, ||A||_inf is the largest absolute row sum, and ||A||_2 is the largest singular value sigma_max from the singular value decomposition (the hardest of the three to compute by hand).

A = [ 1, -7;
      4,  2 ]

||A||_1   = max( |1|+|4| , |-7|+|2| )  = max(5, 9) = 9   (column sums)
||A||_inf = max( |1|+|-7| , |4|+|2| )  = max(8, 6) = 8   (row sums)
||A||_2   = sigma_max(A) ~= 7.34                          (largest singular value)

Sanity: A maps the unit-2-ball to an ellipse whose longest
        semi-axis has length sigma_max ~= 7.34.
Computing all three induced norms of a 2x2 matrix.

Submultiplicativity: errors that chain

Every induced norm obeys submultiplicativity: ||A B|| <= ||A|| * ||B||. The proof is one line of the compatibility bound: ||A B v|| <= ||A|| * ||B v|| <= ||A|| * ||B|| * ||v||, then take the max over unit v. This is what lets us bound the effect of a product or a power of perturbed matrices.