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While vector spaces have additional structure compared to a metric space, a general vector space has no notion of “length” or “distance.”

Definition 1

Let V be a vector space over K . A norm is a function · : V R such that

  • x 0 x V
  • x = 0 iff x = 0
  • α x = | α | x x V , α K
  • x + y x + y x , y V

A vector space together with a norm is called a normed vector space (or normed linear space ).

  • V = R N : x 2 = i = 1 N | x i | 2
    An illustration showing a point x in R2 and it's ell_2 (Euclidian) norm.  The norm is equal to the length of a straight line connecting x to the origin.
  • V = R N : x 1 = i = 1 N | x i | (“Taxicab”/“Manhattan” norm)
  • V = R N : x = max i = 1 , . . . , N | x i |
    An illustration showing a point x in R2 and it's ell_infinity norm.  The norm is equal to the length of the longer of the two (orthogonal) paths that connect x to the x- and y-axes.
  • V = L p [ a , b ] , p [ 1 , ) : x ( t ) p = a b | x ( t ) | p d t 1 / p (The notation L p [ a , b ] denotes the set of all functions defined on the interval [ a , b ] such that this norm exists, i.e., x ( t ) p < .)

Note that any normed vector space is a metric space with induced metric d ( x , y ) = x - y . (This follows since x - y = x - z + z - y x - z + y - z .) While a normed vector space “feels like” a metric space, it is important to remember that it actually satisfies a great deal of additional structure.

Technical Note: In a normed vector space we must have (from N2) that x = y if x - y = 0 . This can lead to a curious phenomenon when dealing with continuous-time functions. For example, in L 2 ( [ a , b ] ) , we can consider a pair of functions like x ( t ) and y ( t ) illustrated below. These functions differ only at a single point, and thus x ( t ) - y ( t ) 2 = 0 (since a single point cannot contribute anything to the value of the integral.) Thus, in order for our norm to be consistent with the axioms of a norm, we must say that x = y whenever x ( t ) and y ( t ) differ only on a set of measure zero. To reiterate x = y x ( t ) = y ( t ) t [ a , b ] , i.e., when we treat functions as vectors, we will not interpret x = y as pointwise equality, but rather as equality almost everywhere .

A smooth function defined on the interval [-1,1]. A function that is identical to the previous function, except for a point discontinuity where it takes a different value.

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Source:  OpenStax, Digital signal processing. OpenStax CNX. Dec 16, 2011 Download for free at http://cnx.org/content/col11172/1.4
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