frobenius_piece_slow: Frobenius Norm of a rank-3 Matrix (Vanilla)

In TMasak/surfcov: Random Surfaces' Covariance Estimation beyond Separability

Frobenius Norm of a rank-3 Matrix (Vanilla)

Description

Calculates the Frobenius norm of a single sub-matrix of the difference of the Van Loan's permutations of a separable-plus-banded covariance, which must be at most rank 3, with left factors a1, b1 and 1, and right factors a2, b2, 1. This is a vanilla version used for matrices with ncol <= 3 or nrow <= 3, because the Gram-Schmidt orthogonalization cannot be used for such a small matrix.

Usage

frobenius_piece_slow(a1, b1, a2, b2, beta)

Arguments

a1	left singular vector of the minuend
b1	right singular vector of the minuend
a2	left singular vector of the subtrahend
b2	left singular vector of the minuend
beta	corresponding to the constant matrix 1 otimes 1

Value

a number, the Frobenius norm

Examples

a1 <- runif(5)
b1 <- runif(10)
a2 <- runif(5)
b2 <- runif(10)
beta <- runif(1)
frobenius_piece(a1,b1,a2,b2,beta)

TMasak/surfcov documentation built on April 25, 2022, 12:15 a.m.