Following the development of weighted asymptotic approximation properties of matrices, we introduce the analogous uniform approximation properties (that is, study the improvability of Dirichlet's Theorem). An added feature is the use of general norms, rather than the supremum norm, to quantify the approximation. In terms of homogeneous dynamics, the approximation properties of an m x n matrix are governed by a trajectory in SLm+n(R)/SLm+n(Z) avoiding a compact subset of the space of lattices called the critical locus defined with respect to the corresponding norm. The trajectory is formed by the action of a one-parameter diagonal subgroup corresponding to the weights. We first state a very precise form of Dirichlet's theorem and prove it for some norms. Secondly we show, for these same norms, that the set of Dirichlet-improvable matrices has full Hausdorff dimension. Though the techniques used vary greatly depending on the chosen norm, we expect these results to hold in general.