Matrix Norm
Returns the norm of a matrix.
norm2(x, p = 2)
x |
a numeric matrix. |
p |
an integer value, |
The function norm2
computes the norm of a matrix. Three choices
are possible:
p=1
- The maximum absolute column sum norm which is defined
as the maximum of the sum of the absolute valued elements of columns
of the matrix.
p=2
- The spectral norm is "the norm" of a matrix X
.
This value is computed as the square root of the maximum eigenvalue
of CX
where C
is the conjugate transpose.
p=Inf
- The maximum absolute row sum norm is defined
as the maximum of the sum of the absolute valued elements
of rows of the matrix.
Note, the function fBasics::norm()
has become obsolete, since
base::norm()
has become available in the R base environment.
To avoid conflicts with norm()
we have renamed in the fBasics
package as norm2
.
returns the value of the norm of the matrix.
Golub, van Loan, (1996); Matrix Computations, 3rd edition. Johns Hopkins University Press.
## Create Pascal Matrix: P <- pascal(5) P ## Return the Norm of the Matrix: norm2(P)
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