norm {fBasics} | R Documentation |
Returns the norm of a matrix.
norm(x, p = 2)
x |
a numeric matrix. |
p |
an integer value, |
The function norm
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.
Golub, van Loan, (1996); Matrix Computations, 3rd edition. Johns Hopkins University Press.
## Create Pascal Matrix: P = pascal(5) P ## Return the Norm of the Matrix: norm(P)