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  2. File:Prox function for both L2 and L1 norm.pdf - Wikipedia

    en.wikipedia.org/wiki/File:Prox_function_for...

    Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.

  3. Norm (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Norm_(mathematics)

    In mathematics, a norm is a function from a real or complex vector space to the non-negative real numbers that behaves in certain ways like the distance from the origin: it commutes with scaling, obeys a form of the triangle inequality, and zero is only at the origin.

  4. Operator norm - Wikipedia

    en.wikipedia.org/wiki/Operator_norm

    In mathematics, the operator norm measures the "size" of certain linear operators by assigning each a real number called its operator norm. Formally, it is a norm defined on the space of bounded linear operators between two given normed vector spaces .

  5. Truncated normal distribution - Wikipedia

    en.wikipedia.org/wiki/Truncated_normal_distribution

    Implementations can be found in C, C++, Matlab and Python. Sampling from the multivariate truncated normal distribution is considerably more difficult. [ 11 ] Exact or perfect simulation is only feasible in the case of truncation of the normal distribution to a polytope region.

  6. Matrix norm - Wikipedia

    en.wikipedia.org/wiki/Matrix_norm

    Suppose a vector norm ‖ ‖ on and a vector norm ‖ ‖ on are given. Any matrix A induces a linear operator from to with respect to the standard basis, and one defines the corresponding induced norm or operator norm or subordinate norm on the space of all matrices as follows: ‖ ‖, = {‖ ‖: ‖ ‖} where denotes the supremum.

  7. Hilbert–Schmidt operator - Wikipedia

    en.wikipedia.org/wiki/Hilbert–Schmidt_operator

    The norm induced by this inner product is the Hilbert–Schmidt norm under which the space of Hilbert–Schmidt operators is complete (thus making it into a Hilbert space). [4] The space of all bounded linear operators of finite rank (i.e. that have a finite-dimensional range) is a dense subset of the space of Hilbert–Schmidt operators (with ...

  8. Schatten norm - Wikipedia

    en.wikipedia.org/wiki/Schatten_norm

    The Schatten 1-norm is the nuclear norm (also known as the trace norm, or the Ky Fan n-norm [1]). The Schatten 2-norm is the Frobenius norm . The Schatten ∞-norm is the spectral norm (also known as the operator norm , or the largest singular value).

  9. Norman Matloff - Wikipedia

    en.wikipedia.org/wiki/Norman_Matloff

    Norman Saul Matloff was born on December 16, 1948. [citation needed] Matloff received his Doctor of Philosophy degree in 1975 from the mathematics department at the University of California, Los Angeles under the supervision of Thomas M. Liggett.