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The Frobenius norm is an extension of the Euclidean norm to and comes from the Frobenius inner product on the space of all matrices. The Frobenius norm is sub-multiplicative and is very useful for numerical linear algebra. The sub-multiplicativity of Frobenius norm can be proved using Cauchy–Schwarz inequality.
One example is the squared Frobenius norm, which can be viewed as an -norm acting either entrywise, or on the singular values of the matrix: = ‖ ‖ = | | = =. In the multivariate case the effect of regularizing with the Frobenius norm is the same as the vector case; very complex models will have larger norms, and, thus, will be penalized ...
On the other hand, this makes the Frobenius normal form rather different from other normal forms that do depend on factoring the characteristic polynomial, notably the diagonal form (if A is diagonalizable) or more generally the Jordan normal form (if the characteristic polynomial splits into linear factors). For instance, the Frobenius normal ...
The Frobenius inner product and norm arise frequently in matrix calculus and statistics. The Frobenius inner product may be extended to a hermitian inner product on the complex vector space of all complex matrices of a fixed size, by replacing B by its complex conjugate.
Hadamard product (matrices) Hilbert–Schmidt inner product; Kronecker product; Matrix analysis; Matrix multiplication; Matrix norm; Tensor product of Hilbert spaces – the Frobenius inner product is the special case where the vector spaces are finite-dimensional real or complex vector spaces with the usual Euclidean inner product
For example, in the above example the null space is spanned by the last row of and the range is spanned by the first three columns of . As a consequence, the rank of M {\displaystyle \mathbf {M} } equals the number of non-zero singular values which is the same as the number of non-zero diagonal elements in Σ ...
where [] is the augmented matrix with E and F side by side and ‖ ‖ is the Frobenius norm, the square root of the sum of the squares of all entries in a matrix and so equivalently the square root of the sum of squares of the lengths of the rows or columns of the matrix. This can be rewritten as
where ‖ ‖ denotes the Frobenius norm. This is a special case of Wahba's problem (with identical weights; instead of considering two matrices, in Wahba's problem the columns of the matrices are considered as individual vectors). Another difference is that Wahba's problem tries to find a proper rotation matrix instead of just an orthogonal one.