KpNormDual

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kpNormDual
Computes the dual of the (k,p)-norm of an operator

Other toolboxes required kpNorm
Related functions KyFanNorm
SchattenNorm
TraceNorm

kpNormDual is a function that computes the dual of the (k,p)-norm[1]. It works with both full and sparse matrices.

Syntax

  • NRM = kpNormDual(X,K,P)

Argument descriptions

  • X: An operator to have its norm computed.
  • K: A positive integer.
  • P: A real number ≥ 1, or Inf.

Examples

A simple 4-by-4 example

The (k,p)-norm when k = 1 is simply the operator norm. The dual of the operator norm is the trace norm, so when k = 1 this function just returns the trace norm (regardless of p):

>> X = [1 1 1 1;1 2 3 4;1 4 9 16;1 8 27 64];
>> [kpNormDual(X,1,1), TraceNorm(X)]

ans =

   77.0015   77.0015

Similarly, if K = min(size(X)) and P = 2 then kpNorm(X,K,P) is the Frobenius norm, which is its own dual. Thus kpNormDual(X,K,2) decreases from the trace norm of X to its Frobenius norm as K increases:

>> [kpNormDual(X,1,2), TraceNorm(X)]

ans =

   77.0015   77.0015

>> kpNormDual(X,2,2)

ans =

   72.6903

>> kpNormDual(X,3,2)

ans =

   72.6505

>> [kpNormDual(X,4,2), norm(X,'fro')]

ans =

   72.6498   72.6498

References

  1. G.S. Mudholkar and M. Freimer. A structure theorem for the polars of unitarily invariant norms. Proc. Amer. Math. Soc., 95:331–337, 1985.