FDist2: Compute the squared Frobenius distance between two matrices.

In yukai-yang/SMFilter: Filtering Algorithms for the State Space Models on the Stiefel Manifold

Compute the squared Frobenius distance between two matrices.

Description

This function Compute the squared Frobenius distance between two matrices.

Usage

FDist2(mX, mY)

Arguments

mX	a p \times r matrix where p \geq r.
mY	another p \times r matrix where p \geq r.

Details

The Frobenius distance between two matrices is defined to be

d(X, Y) = \sqrt{ \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,,])

yukai-yang/SMFilter documentation built on July 3, 2025, 10:56 p.m.