sqnorms: Quadratic multiplication of a matrix M with respect to a...

In AnomalyScore: Anomaly Scoring for Multivariate Time Series

Quadratic multiplication of a matrix M with respect to a matrix A: Conj(M) A M, where Conj() is the complex conjugate function

Description

Quadratic multiplication of a matrix M with respect to a matrix A: Conj(M) A M, where Conj() is the complex conjugate function

Usage

sqnorms(M, A)

Arguments

M	A Matrix of dimension P by P
A	A squared Matrix of dimension P by P

Value

The squared root of the absolute values of the matrix result of the operation Conj(M) A M

Examples

M=matrix( rnorm(100), ncol=10  )
A=matrix( rnorm(100), ncol=10  )
sqnorms(M, A)

AnomalyScore documentation built on April 4, 2025, 3:13 a.m.