I have a basic question about the metric spaces. There are several metric spaces like L1, L2 to L∞. The Lp metric is defined by the following equation:
dp(x,y)=(n∑i=1|xi−yi|p)1/p
Now, when p=∞, then the equation of the matrix is following:
d∞(x,y)=max
Now, I am taking the value of x as x = [1,2,3]^T (Transpose) and compute L_p metric for, p = 1,2 and \infty.
My question is, why L_\infty metric choose the maximum value.
Answer
In the general case, let x = (x_1,\dots,x_n) be a finite-length vector (in a finite dimensional space). The finite sequence of absolute values |x_i| does attain its maximum (because the sequence is finite), denoted M = \max_i |x_i|.
Let m be the (exact) number of coordinates in x = (x_1,\dots,x_n) whose absolute value is equal to M. Thus, 1\le m\le n. Then, we can lower and upper bound the \ell_p norm of x as follows: (mM^p)^{\frac{1}{p}}\le\ell_p(x)\le (nM^p)^{\frac{1}{p}}\,.
Both m^\frac{1}{p} and n^\frac{1}{p} tend to 1 as p\to\infty, thus \ell_p(x) \to M, by the squeeze theorem.
[EDIT] To provide more concrete substance, let us see what happen with your example: x=[1,2,3]^T (the transposition does not change the result): \|x\|_p = d_p(x,0) = (1^p+2^p+3^p)^{1/p} = 3\times\left(\left(\frac{1}{3}\right)^p+\left(\frac{2}{3}\right)^p+1\right)^{1/p}\,.
Both \left(\frac{1}{3}\right)^p and \left(\frac{2}{3}\right)^p tend to 0 as p \to \infty. Thus, \|x\|_p \to 3.
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