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

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, [e-mail]

Examples

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

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