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  2. Norm (mathematics) - Wikipedia

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

    In particular, the Euclidean distance in a Euclidean space is defined by a norm on the associated Euclidean vector space, called the Euclidean norm, the 2-norm, or, sometimes, the magnitude or length of the vector. This norm can be defined as the square root of the inner product of a vector with itself.

  3. 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.

  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. Normed vector space - Wikipedia

    en.wikipedia.org/wiki/Normed_vector_space

    An inner product space is a normed vector space whose norm is the square root of the inner product of a vector and itself. The Euclidean norm of a Euclidean vector space is a special case that allows defining Euclidean distance by the formula d ( A , B ) = ‖ A B → ‖ . {\displaystyle d(A,B)=\|{\overrightarrow {AB}}\|.}

  6. Euclidean distance - Wikipedia

    en.wikipedia.org/wiki/Euclidean_distance

    By Dvoretzky's theorem, every finite-dimensional normed vector space has a high-dimensional subspace on which the norm is approximately Euclidean; the Euclidean norm is the only norm with this property. [24] It can be extended to infinite-dimensional vector spaces as the L 2 norm or L 2 distance. [25]

  7. Inner product space - Wikipedia

    en.wikipedia.org/wiki/Inner_product_space

    The first usage of the concept of a vector space with an inner product is due to Giuseppe Peano, in 1898. [3] An inner product naturally induces an associated norm, (denoted | | and | | in the picture); so, every inner product space is a normed vector space.

  8. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    A real random vector = (, …,) is called a centered normal random vector if there exists a matrix such that has the same distribution as where is a standard normal random vector with components. [ 1 ] : p. 454

  9. Uniform norm - Wikipedia

    en.wikipedia.org/wiki/Uniform_norm

    The perimeter of the square is the set of points in ℝ 2 where the sup norm equals a fixed positive constant. For example, points (2, 0), (2, 1), and (2, 2) lie along the perimeter of a square and belong to the set of vectors whose sup norm is 2.