Norms and Related Functions for Matrices --- Generic Function

DESCRIPTION:
Computes a variety of matrix norms and related functions (e.g., the element of maximum modulus) for matrices.

This function is generic (see Methods); method functions can be written to handle specific classes of data. Classes which already have methods for this function include: "Matrix", "Hermitian", "LowerTriangular", "UpperTriangular", "UnitLowerTriangular", "UnitUpperTriangular". "eigen.Hermitian", "svd.Matrix".


USAGE:
norm(x, type)

REQUIRED ARGUMENTS:
x:
a matrix of class "Matrix", or an object of class "eigen.Hermitian" or "svd.Matrix". No missing values or IEEE special values are allowed.

OPTIONAL ARGUMENTS:
type:
a value indicating the quantity to be computed. type is used only when x is a Matrix.

VALUE:
A numeric value representing the norm or related quantity.

BACKGROUND:
If A is a matrix, its one norm is the maximum l-1 norm of its columns, and its infinity norm is the maximum l-1 norm of it rows, its two norm is its largest singular value, and its Frobenius norm is its l-2 norm if the entire matrix were taken as a vector.

REFERENCES:
Golub, G., and Van Loan, C. F. (1989). Matrix Computations, 2nd edition, Johns Hopkins, Baltimore.

SEE ALSO:
norm.Matrix

EXAMPLES:
library(Matrix)
x <- Matrix( rnorm(9), 3, 3)
norm(x, type = "1" )    # one-norm of x (maximum column sum)