# matrix-norm: Matrix Norm In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Returns the norm of a matrix.

## Usage

 `1` ```norm2(x, p = 2) ```

## Arguments

 `x` a numeric matrix. `p` an integer value, `1`, `2` or `Inf`. `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.

## Details

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`.

## Value

returns the value of the norm of the matrix.

## References

Golub, van Loan, (1996); Matrix Computations, 3rd edition. Johns Hopkins University Press.

## Examples

 ```1 2 3 4 5 6``` ```## Create Pascal Matrix: P <- pascal(5) P ## Return the Norm of the Matrix: norm2(P) ```

fBasics documentation built on Nov. 18, 2017, 4:05 a.m.