$\newcommand{\br}{\\}$ $\newcommand{\R}{\mathbb{R}}$ $\newcommand{\Q}{\mathbb{Q}}$ $\newcommand{\Z}{\mathbb{Z}}$ $\newcommand{\N}{\mathbb{N}}$ $\newcommand{\C}{\mathbb{C}}$ $\newcommand{\P}{\mathbb{P}}$ $\newcommand{\F}{\mathbb{F}}$ $\newcommand{\L}{\mathcal{L}}$ $\newcommand{\spa}[1]{\text{span}(#1)}$ $\newcommand{\dist}[1]{\text{dist}(#1)}$ $\newcommand{\max}[1]{\text{max}(#1)}$ $\newcommand{\min}[1]{\text{min}(#1)}$ $\newcommand{\supr}[1]{\text{sup}(#1)}$ $\newcommand{\infi}[1]{\text{inf}(#1)}$ $\newcommand{\ite}[1]{\text{int}(#1)}$ $\newcommand{\ext}[1]{\text{ext}(#1)}$ $\newcommand{\bdry}[1]{\partial#1}$ $\newcommand{\argmax}[1]{\underset{#1}{\text{argmax }}}$ $\newcommand{\argmin}[1]{\underset{#1}{\text{argmin }}}$ $\newcommand{\set}[1]{\left\{#1\right\}}$ $\newcommand{\emptyset}{\varnothing}$ $\newcommand{\otherwise}{\text{ otherwise }}$ $\newcommand{\if}{\text{ if }}$ $\newcommand{\proj}{\text{proj}}$ $\newcommand{\union}{\cup}$ $\newcommand{\intercept}{\cap}$ $\newcommand{\abs}[1]{\left| #1 \right|}$ $\newcommand{\norm}[1]{\left\lVert#1\right\rVert}$ $\newcommand{\pare}[1]{\left(#1\right)}$ $\newcommand{\brac}[1]{\left[#1\right]}$ $\newcommand{\t}[1]{\text{ #1 }}$ $\newcommand{\head}{\text H}$ $\newcommand{\tail}{\text T}$ $\newcommand{\d}{\text d}$ $\newcommand{\limu}[2]{\underset{#1 \to #2}\lim}$ $\newcommand{\der}[2]{\frac{\d #1}{\d #2}}$ $\newcommand{\derw}[2]{\frac{\d #1^2}{\d^2 #2}}$ $\newcommand{\pder}[2]{\frac{\partial #1}{\partial #2}}$ $\newcommand{\pderw}[2]{\frac{\partial^2 #1}{\partial #2^2}}$ $\newcommand{\pderws}[3]{\frac{\partial^2 #1}{\partial #2 \partial #3}}$ $\newcommand{\inv}[1]{{#1}^{-1}}$ $\newcommand{\inner}[2]{\langle #1, #2 \rangle}$ $\newcommand{\nullity}[1]{\text{nullity}(#1)}$ $\newcommand{\rank}[1]{\text{rank }#1}$ $\newcommand{\nullspace}[1]{\mathcal{N}\pare{#1}}$ $\newcommand{\range}[1]{\mathcal{R}\pare{#1}}$ $\newcommand{\var}[1]{\text{var}(#1)}$ $\newcommand{\tr}[1]{\text{tr}(#1)}$ $\newcommand{\oto}{\text{ one-to-one }}$ $\newcommand{\ot}{\text{ onto }}$ $\newcommand{\ceil}[1]{\lceil#1\rceil}$ $\newcommand{\floor}[1]{\lfloor#1\rfloor}$ $\newcommand{\Re}[1]{\text{Re}(#1)}$ $\newcommand{\Im}[1]{\text{Im}(#1)}$ $\newcommand{\dom}[1]{\text{dom}(#1)}$ $\newcommand{\fnext}[1]{\overset{\sim}{#1}}$ $\newcommand{\transpose}[1]{{#1}^{\text{T}}}$ $\newcommand{\b}[1]{\boldsymbol{#1}}$ $\newcommand{\None}[1]{}$ $\newcommand{\Vcw}[2]{\begin{bmatrix} #1 \br #2 \end{bmatrix}}$ $\newcommand{\Vce}[3]{\begin{bmatrix} #1 \br #2 \br #3 \end{bmatrix}}$ $\newcommand{\Vcr}[4]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \end{bmatrix}}$ $\newcommand{\Vct}[5]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \end{bmatrix}}$ $\newcommand{\Vcy}[6]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \end{bmatrix}}$ $\newcommand{\Vcu}[7]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \br #7 \end{bmatrix}}$ $\newcommand{\vcw}[2]{\begin{matrix} #1 \br #2 \end{matrix}}$ $\newcommand{\vce}[3]{\begin{matrix} #1 \br #2 \br #3 \end{matrix}}$ $\newcommand{\vcr}[4]{\begin{matrix} #1 \br #2 \br #3 \br #4 \end{matrix}}$ $\newcommand{\vct}[5]{\begin{matrix} #1 \br #2 \br #3 \br #4 \br #5 \end{matrix}}$ $\newcommand{\vcy}[6]{\begin{matrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \end{matrix}}$ $\newcommand{\vcu}[7]{\begin{matrix} #1 \br #2 \br #3 \br #4 \br #5 \br #6 \br #7 \end{matrix}}$ $\newcommand{\Mqw}[2]{\begin{bmatrix} #1 & #2 \end{bmatrix}}$ $\newcommand{\Mqe}[3]{\begin{bmatrix} #1 & #2 & #3 \end{bmatrix}}$ $\newcommand{\Mqr}[4]{\begin{bmatrix} #1 & #2 & #3 & #4 \end{bmatrix}}$ $\newcommand{\Mqt}[5]{\begin{bmatrix} #1 & #2 & #3 & #4 & #5 \end{bmatrix}}$ $\newcommand{\Mwq}[2]{\begin{bmatrix} #1 \br #2 \end{bmatrix}}$ $\newcommand{\Meq}[3]{\begin{bmatrix} #1 \br #2 \br #3 \end{bmatrix}}$ $\newcommand{\Mrq}[4]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \end{bmatrix}}$ $\newcommand{\Mtq}[5]{\begin{bmatrix} #1 \br #2 \br #3 \br #4 \br #5 \end{bmatrix}}$ $\newcommand{\Mqw}[2]{\begin{bmatrix} #1 & #2 \end{bmatrix}}$ $\newcommand{\Mwq}[2]{\begin{bmatrix} #1 \br #2 \end{bmatrix}}$ $\newcommand{\Mww}[4]{\begin{bmatrix} #1 & #2 \br #3 & #4 \end{bmatrix}}$ $\newcommand{\Mqe}[3]{\begin{bmatrix} #1 & #2 & #3 \end{bmatrix}}$ $\newcommand{\Meq}[3]{\begin{bmatrix} #1 \br #2 \br #3 \end{bmatrix}}$ $\newcommand{\Mwe}[6]{\begin{bmatrix} #1 & #2 & #3\br #4 & #5 & #6 \end{bmatrix}}$ $\newcommand{\Mew}[6]{\begin{bmatrix} #1 & #2 \br #3 & #4 \br #5 & #6 \end{bmatrix}}$ $\newcommand{\Mee}[9]{\begin{bmatrix} #1 & #2 & #3 \br #4 & #5 & #6 \br #7 & #8 & #9 \end{bmatrix}}$
Note: Notation of a Sequence

Let $X $ be a set. A sequence in $X $ will be denoted by

$$\pare{X^{(n)}}^ \infty_ {n = m} $$

where $m$ is the initial term of the sequence, $n$ is the term of the sequence you are considering.

Lemma

Let $(x_n)^ \infty _{n=m}$ be a sequence of real numbers, and let $x $ be another real number. Then

$$(x_n)^ \infty _ {n=1} \text{ converges to }x \triangleq \limu{ n }{ \infty }d(x_n, x) = 0$$

Equivalently,

$$(x_n)^ \infty _ {n=1} \text{ converges to }x \triangleq \text{Fix }\epsilon > 0, \exists N > 0\text{ s.t. }\forall n > N , d(x^{(n)}, x_0) < \epsilon $$

Definition: Metric Spaces

A metric space is any space $X$ which has a concept of distance $d(x, y)$ - and this distance should behave in a reasonable manner. More precisely,

A metric space $(X, d)$ is a space $X$ ob objects (called points), together with a distance function or metric $d: X \times X \to [0, +\infty)$, which associates to each pair $x, y$ of points in $X $ a non-negative real number $d(x, y) \geq 0$. Furthermore, the metric must satisfy the following four axioms:

  1. For any $x \in X $, we have $d(x, x) = 0$.
  2. (Positivity) For any distinct $x, y \in X$, we have $d(x,y) > 0$.
  3. (Symmetry) For any $x, y \in X $, we have $d(x, y) = d(y, x)$.
  4. (Triangle inequality) For any $x, y, z \in X$, we have $d(x, z) \leq d(x, y) + d(y, z)$.

In many cases, it will be clear what the metric $d$ is, and we shall abbreviate $(X, d)$ as just $X$.

Remarks

The conditions (a) and (b) can be rephrased as follows:

for any $x, y \in X $ we have $d(x, y) = 0 $ if and only if $x= y $.

Definition: Discrete Metric

$$d(x,y) = \begin{cases} 0 &x = y \br 1 &x \neq y \br \end{cases}$$

Remarks: Convergence in the discrete metric

Let $X $ be any set, and let $d_{ \text{disc}} $ be the discrete metric on $X $.

Let $(x^{(n)})^ \infty _{n = m} $ be a sequence of points in $X $, and let $x $ be a point in $X $.

Then $(x^{(n)}) ^ \infty _{n = m}$ converges to $x $ with respect to the discrete metric $d_{ \text{disc}} $ if and only if there exists an $N \geq m $ such that $x^{(n)} = x $ for all $n \geq N $.

Note

Let $X $ be any set, $d$ be the discrete metric.

$(X, d) $ is always a metric space.

Definition: N-Dimensional Euclidean Space (\R^n)

$\R^n = \set{ x = (x_1, _2, …, _{ n }) : x_1, x_2, …, x_{ n } \in \R } $.

Metrics on $\R^n$.

  1. $l^1$ metric, or Taxi-cab metric.
  2. $l^2$ metric, or Euclidean / Standard metric.
  3. $l^ \infty $ metric, or sup norm metric.
Definition: $\None{}l^1$ Metric (Or Tax-Cab Metric)

Let $n \geq 1 $, and let $\R^n $ be as before. $d_{l^ 1} $, the so-called taxicab metric (or {l^ 1} metric), is defined by

$$d_{l^1} ((x_1, _2, …, _{ n }), (y_1, (y_2, …, (y_{ n })) \triangleq \abs{ x_1 - y_1 } + … + \abs{ x_n - y_n } = $$

Proof
  </span>
</span>
<span class="proof__expand"><a>[expand]</a></span>

Want to prove this definition is a valid metric over $\R^n $.

$\forall x, y \in \R^n, 0 \leq \abs{ x - y } < \infty$.

  1. $d(x, x) = \sum_{ i = 1 }^{ n } \abs{ x_i - x_i } = 0$

  2. If $x \neq y $, there exist some $i $ s.t.
    $$x_i \neq y_i \iff \abs{ x_i - y_i } \neq 0 $$
    $$o < \abs{ x_i - y_i } \leq \sum_{ i=1 }^{ n } \abs{ x_i - y_i } = d(x, y) \implies$$

  3. $d(x, y) = \sum_{ i =1 }^{ n } \abs{ x_i -y_i }= \sum_{ i=1 }^{ n } \abs{ y_i - x_i } = d(y, x)$

  4. For each index $i$, $$x_i - y_i \leq \abs{ x_i - z_i } + \abs{ z_i - y_i } \implies$$

$$\sum_{ i=1 }^{ n } \abs{ x_i - y_i } \leq \sum_{ i=1 }^{ n } \abs{ x_i - z_i } + \sum_{ i=1 }^{ n } \abs{ z_i - y_i } $$

Definition: $\None{}l^2$ Metric (Or Euclidean / Standard Metric)

Let $n \geq 2 $, and let $\R^n $ be as before.

$$d_{l^2} ((x_1, _2, …, _{ n }), (y_1, (y_2, …, (y_{ n })) \triangleq \sqrt[ ]{ \sum_{ i=1 }^{ n } \abs{ x_i - y_i }^2 }$$

Definition: $\None{}l^\infty$ Metric (Or Sup Norm Metric)

Let $n \geq 1 $, and let $\R^n $ be as before. But now we use a different metric $d_l^ \infty $, the so-called sup norm metric(or $l^ \infty $ metric), defined by

$$d_{l^ \infty} ((x_1, _2, …, _{ n }), (y_1, (y_2, …, (y_{ n })) \triangleq \supr{ \abs{ x_i - y_i } : 1 \leq i \leq n }$$

Thus for instance, if $n =2 $, then $d_{l^ \infty} ((1, 6), (4, 2)) = \supr{ 3, 4 } = 4 $. The space $(\R^n, d_{l^ \infty})$ is also a metric space, and is related to the $l^2 $ metric by the inequalities

$\frac{1}{\sqrt{n}}d_{l^ 2} (x, y) \leq d_{l^ \infty} (x, y) \leq d_{l^2} (x, y)$ for all $x, y $.

Example

$x^{(n)} = (\frac{ 1 }{ n }, \frac{ 1 }{ n }).$ Does $(x^{(n)})^ \infty_ {n = 1}$ converge in $d_{l^1} $?

Guess that $x_0 = (0, 0) $ is a great candidate for a limit.

$d(x^{(n)}, x_0) = \sum_{ i = 1 }^{ 2 } \abs{ \frac{ 1 }{ n } - 0 } = \frac{2}{n} $

$\lim d(x^{(n)}, x_0) = 0 $

Hence, $x^{(n)} = (\frac{ 1 }{ n }, \frac{ 1 }{ n })$ converges.