Beruflich Dokumente
Kultur Dokumente
Mathematical review
2011/2012
2. Mathematical review
1p<
-norm
kxk = max |xi |
i
The three most commonly used norms are kxk1 , kxk and the Euclidean norm
1/2
kxk2 = |x1 |2 + |x2 |2 + . . . + |xn |2
2. Mathematical review
For k.k ,k.k , with 6= there exist positive constants c1 , c2 such that
kxk kxk2
n kxk2
n kxk
H
older inequality
T
x y kxkp kykq ,
1
1
+ = 1, x, y Rn
p
q
2. Mathematical review
x6=0
kAxkp
kxkp
sup kAxkp
kxkp =1
In particular
p=1
kAk1 = max
j
m
X
|aij |
i=1
1/
2
kAk2 = max AT A
where max (AT A) is the maximum eigenvalue of AT A.
p=
kAk = max
i
n
X
|aij |
j=1
2. Mathematical review
2.
1
kAk kAk2 mkAk
n
1
kAk1 kAk2 nkAk1
m
3.
kAk2
kAk1 kAk
4.
kABkp kAkp kBkp
2. Mathematical review
Topological concepts in Rn
Convergence of sequences
A sequence of vectors x0 , x1 , ..., xk , ... Rn denoted by {xk }, is said to converge
to a limit vector x if
kxk xk 0
as k , which is equivalent to
>0 N : kxk xk < , kN
A vector x is an accumulation point of a sequence {xk } if there is a subsequence
real number.
Similarly, a decreasing sequence that is bounded from below converges to a real
number.
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2. Mathematical review
Topological concepts in Rn
Sets Let S Rn
Open set: x S, one can find an -neighborhood of x
N (x, ) = {z Rn : kz xk < }
such that N (x, ) S
Closed set: Every convergent sequence {xk } with elements in S converges to a
point in S.
Bounded set: S is bounded if there is r > 0 such that kxk < r, x S
Compact set: If it is closed and bounded.
Boundary point: A point p is a boundary point of a set S if every neighborhood
2. Mathematical review
h0
f (x + h) f (x)
h
2. Mathematical review
f
x1
f
x2
f
xn
iT
Jacobian Matrix
For a continuous differentiable function f : Rn Rm
2
J (x) =
f
x
6
=6
4
f1
x1
f1
xn
..
.
..
..
.
7
7
5
fm
x1
fm
xn
Chain rule
Let h(x) = g(f (x)) be a continuously differentiable function at x0 . Then the Jacobian
matrix is given by the chain rule
h
g
f
=
x x=x0
f f =f (x0 ) x x=x0
9
2. Mathematical review
f
f (y) f (x) =
(y x)
x
x=z
10
2. Mathematical review
Mathematical review
Grownwall-Bellman Inequality
Let : [a, b] R be continuous and : [a, b] R be continuous and nonnegative. If
a continuous function y : [a, b] R satisfies
Zt
y (t) (t) +
atb
then
Rt
Zt
y (t) (t) +
(s) (s) e
( )d
ds
( )d
y (t) ea
If in addition, (t) = > 0 is a constant, then
y (t) e(ta)
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