# FDist2: Compute the squared Frobenius distance between two matrices. In SMFilter: Filtering Algorithms for the State Space Models on the Stiefel Manifold

## Description

This function Compute the squared Frobenius distance between two matrices.

## Usage

 1 FDist2(mX, mY) 

## Arguments

 mX a p \times r matrix where p ≥q r. mY another p \times r matrix where p ≥q r.

## Details

The Frobenius distance between two matrices is defined to be

d(X, Y) = √{ \mathrm{tr} \{ A' A \} }

where A = X - Y.

The Frobenius distance is a possible measure of the distance between two points on the Stiefel manifold.

## Value

the Frobenius distance.

## Author(s)

Yukai Yang, yukai.yang@statistik.uu.se

## Examples

 1 FDist2(runif_sm(1,4,2)[1,,], runif_sm(1,4,2)[1,,]) 

SMFilter documentation built on May 1, 2019, 8:01 p.m.