Returns the norm of a matrix.
norm2(x, p = 2)
a numeric matrix.
an integer value,
norm2 computes the norm of a matrix. Three choices
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
This value is computed as the square root of the maximum eigenvalue
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
returns the value of the norm of the matrix.
Golub, van Loan, (1996); Matrix Computations, 3rd edition. Johns Hopkins University Press.
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