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Advanced Linear Algebra - Lecture 40: The Operator Norm of a Matrix

Nathaniel Johnston

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Advanced Linear Algebra - Lecture 40: The Operator Norm of a Matrix

12 452 просмотра · 6 лет назад
Nathaniel Johnston
7,92 тыс. подписчиков
12 452 просмотра · 6 лет назад
We introduce the operator norm of a matrix, and demonstrate how to compute it via the singular value decomposition. We also present some related results about the Frobenius norm. Textbook: http://www.njohnston.ca/publications/... Blank course notes (lectures 38-41): http://www.njohnston.ca/ala_week10.pdf Annotated course notes (lectures 38-41): http://www.njohnston.ca/ala_week10_an... Please leave a comment below if you have any questions, comments, or corrections. Timestamps: 00:00 - Introduction 01:22 - Definition 04:35 - Submultiplicativity and unitary invariance 13:51 - Computation via singular values 20:49 - 3x3 example