Frobenius Norm

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Frobenius Norm

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The Frobenius norm, sometimes also called the Euclidean norm (which may cause confusion with the vector L^2-norm which also sometimes known as the Euclidean norm), is matrix norm of an m×n matrix A defined as the square root of the sum of the absolute squares of its elements,

 ||A||_F=sqrt(sum_(i=1)^msum_(j=1)^n|a_(ij)|^2)

(Golub and van Loan 1996, p. 55).

The Frobenius norm can also be considered as a vector norm.

It is also equal to the square root of the matrix trace of AA^(H), where A^(H) is the conjugate transpose, i.e.,

 ||A||_F=sqrt(Tr(AA^(H))).

The Frobenius norm of a matrix m is implemented as Norm[m, "Frobenius"] and of a vector v as Norm[v, "Frobenius"].


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