Squared norms: difference or notational convenience

  • Context: Graduate 
  • Thread starter Thread starter onako
  • Start date Start date
  • Tags Tags
    Difference
Click For Summary
SUMMARY

The discussion centers on the minimization of the Frobenius norm ||A-L|| for a matrix A using singular value decomposition (SVD) to obtain a rank d approximation L. The conversation highlights the potential confusion surrounding the adaptation of norms, specifically the normalized Frobenius norms represented by ||A-K||^2 and \left(\frac{||A-K||}{||A||}\right)^{1/2}. Participants assert that the solutions for these adapted norms should coincide with the original Frobenius norm solution, provided that K is appropriately scaled. The consensus emphasizes the importance of recognizing monotone transformations in these minimization problems.

PREREQUISITES
  • Understanding of singular value decomposition (SVD)
  • Familiarity with Frobenius norm and its properties
  • Knowledge of matrix rank and approximations
  • Concept of monotone transformations in mathematical optimization
NEXT STEPS
  • Study the implications of singular value decomposition in matrix approximations
  • Research the properties and applications of the Frobenius norm
  • Explore normalization techniques for matrix norms
  • Investigate monotone transformations in optimization problems
USEFUL FOR

Mathematicians, data scientists, and machine learning practitioners who are working with matrix approximations and optimization techniques in linear algebra.

onako
Messages
86
Reaction score
0
Given certain matrix A\in\mathbb{R}^{n\times m},the rank d approximation L with the same number of rows/column as A, minimizing the Frobenius norm of the difference ||A-L|| 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.
i) ||A-K||^2
ii) \left(\frac{||A-K||}{||A||}\right)^{1/2}
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)?
 
Last edited:
Physics news on Phys.org
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
 
Thanks; I had similar reasoning. However, I'm surprised that in the literature one might find some confusing monotone transformations.
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
Replies
4
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 15 ·
Replies
15
Views
2K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 0 ·
Replies
0
Views
4K
  • · Replies 4 ·
Replies
4
Views
4K
  • · Replies 2 ·
Replies
2
Views
2K