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Schatten norm

by Yee Wei Law - Sunday, 19 March 2023, 9:47 PM
 

For , suppose its singular values are .

Then, the Schatten -norm of , where , is defined as [Ber09, Proposition 9.2.3]:

When , we have the Schatten 1-norm, which is also called the trace norm or nuclear norm [Ber09, p. 549]:

When , we have the Frobenius norm:

When , we have the spectral norm:

References

[Ber09] D. R. Bernstein, Matrix Mathematics: Theory, Facts, and Formulas, 2nd ed., Princeton University Press, 2009.

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