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-   -   Squared norms: difference or notational convenience (http://www.physicsforums.com/showthread.php?t=584993)

onako Mar8-12 10:22 AM

Squared norms: difference or notational convenience
 
Given certain matrix [tex]A\in\mathbb{R}^{n\times m},[/tex]the rank d approximation L with the same number of rows/column as A, minimizing the Frobenius norm of the difference [tex]||A-L||[/tex] is matrix obtained by singular value decomposition of A, with only d dominant singular values (the rest is simply set to zero).

However, I often encounter the minimization of the adapted norm, such as various kinds of normalization on the norm, ie.
[tex]i) ||A-K||^2[/tex]
[tex]ii) \left(\frac{||A-K||}{||A||}\right)^{1/2}[/tex]
and I'm not sure if the solution L from the above non-squared Frobenius norm coincides with the normalized Frobenius norm solution from i) and ii).
Isn't it the case that K should be L, but appropriately scaled for i) and/or ii)?

Office_Shredder Mar8-12 01:21 PM

Re: Squared norms: difference or notational convenience
 
Essentially you're given a function f(K) and asked to minimize it. You're then asked to minimize f(K)^2 and f(K)/constant. All of these functions have the same minimum because the operations you are applying to f are all monotone

onako Mar9-12 04:35 AM

Re: Squared norms: difference or notational convenience
 
Thanks; I had similar reasoning. However, I'm surprised that in the literature one might find some confusing monotone transformations.


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