NuclearNormedCP: NuclearNormedCP

View source: R/NuclearnormCP.R

NuclearNormedCPR Documentation

NuclearNormedCP

Description

Normalizes a positive semi-definite matrix by diving it by its nuclear norm (i.e., the sum of the square root of its eigen-values).

Usage

NuclearNormedCP(Y)

Arguments

Y

The matrix to normalize

Value

The normalized matrix

Examples


A <- toeplitz(c(1, 0.6))
NuclearNormedCP(A)


DistatisR documentation built on Dec. 5, 2022, 9:05 a.m.