What is the Infinity Norm & Why Use It?

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    Infinity Norm
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SUMMARY

The Infinity Norm, denoted as || x ||_∞, is defined as the maximum absolute value among the components of a vector, expressed mathematically as max{|x₁|, |x₂|, ..., |xₙ|}. This norm is strictly positive except when the vector is the zero vector, and it satisfies the triangle inequality. The Infinity Norm is part of a family of norms, including the one-norm (|| x ||₁) and the two-norm (|| x ||₂), and can be understood as the limit of these norms as p approaches infinity.

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  • Understanding of vector spaces and their properties
  • Familiarity with mathematical norms and their definitions
  • Knowledge of limit concepts in calculus
  • Basic algebra skills for manipulating expressions
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  • Explore the properties of different norms, including || x ||₁ and || x ||₂
  • Study the concept of limits in calculus, particularly in relation to sequences
  • Learn about applications of the Infinity Norm in optimization problems
  • Investigate the geometric interpretation of various norms in vector spaces
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Mathematicians, data scientists, and anyone involved in linear algebra or optimization who seeks to understand vector norms and their applications.

alecrimi
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Hi
I was wondering about the meaning of the infinity norm
|| x ||_\inf= max\{|x_1|, |x_2|...|x_n| \}

if a norm is a function that assigns a strictly positive length or size to all vectors in a vector space, why do we assign the maximum (or sup) as the value of this norm ?
It must be a very basic or obvious answer because I cannot find in any text.
 
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I'm not sure of exactly what you're asking alerimi.

It is positive (and zero only when the entire vector is identically zero). It's very easy to show that it satisfies the triangle inequality. Exactly what problem do you have with it's use as a norm?
 
why is it defined by "max" ?
 
alecrimi said:
why is it defined by "max" ?

Do you mean in the sense of limit of the sequence one-norm, two-norm etc?

Ok I think that must be what you're asking, what is the connection between infinity in the name and maximum in the definition.

There are a family of norms,

|| x ||_1 = |x_1| + |x_2| + ... |x_n|
|| x ||_2 = \left( |x_1|^2 + |x_2|^2 + ... |x_n|^2 \right)^{\frac{1}{2}}
|| x ||_p = \left( |x_1|^p + |x_2|^p + ... |x_n|^p \right)^{\frac{1}{p}}

Imagine that you take the limit as p goes to infinity. Factor out the largest |x_i| and then the i-th element becomes unity, while the all other elements are (magnitude) less than one. Think about what happens as you take the p-th power of each element now (as p -> infinity). That's an oversimplification, but hopefully it let's you see how it works.
 
Last edited:
yes, it was that. I thought it was something like that. Thanks
 

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