|
In mathematics, the logarithmic norm is a real-valued functional on operators, and is derived from either an inner product, a vector norm, or its induced operator norm. The logarithmic norm was independently introduced by Germund Dahlquist〔Germund Dahlquist, "Stability and error bounds in the numerical integration of ordinary differential equations", Almqvist & Wiksell, Uppsala 1958〕 and Sergei Lozinskiĭ in 1958, for square matrices. It has since been extended to nonlinear operators and unbounded operators as well.〔Gustaf Söderlind, "The logarithmic norm. History and modern theory", ''BIT Numerical Mathematics'', 46(3):631-652, 2006〕 The logarithmic norm has a wide range of applications, in particular in matrix theory, differential equations and numerical analysis. In the finite dimensional setting it is also referred to as the matrix measure. ==Original definition== Let be a square matrix and be an induced matrix norm. The associated logarithmic norm of is defined : Here is the identity matrix of the same dimension as , and is a real, positive number. The limit as equals , and is in general different from the logarithmic norm , as for all matrices. The matrix norm is always positive if , but the logarithmic norm may also take negative values, e.g. when is negative definite. Therefore, the logarithmic norm does not satisfy the axioms of a norm. The name ''logarithmic norm,'' which does not appear in the original reference, seems to originate from estimating the logarithm of the norm of solutions to the differential equation : The maximal growth rate of is . This is expressed by the differential inequality : where is the upper right Dini derivative. Using logarithmic differentiation the differential inequality can also be written : showing its direct relation to Grönwall's lemma. In fact, it can be shown that the norm of the state transition matrix associated to the differential equation is bounded by : for all . 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「logarithmic norm」の詳細全文を読む スポンサード リンク
|