chord.norm.diff {CJIVE}

Chordal norm between column-subspaces of two matrices

Description

Calculates the chordal norm between the column subspaces of two matrices. Matrices must have the same number of rows. Let U_x and U_y represent the singular vectors of matrices X and Y, respectively. The chordal norm can be calculated as the square root of the sum of the singular values of t(U_x)

Usage

chord.norm.diff(X, Y, tol = 1e-08)

Arguments

X

a matrix with the same number of rows as Y and any number of columns

Y

a matrix with the same number of rows as X and any number of columns

tol

threshold under which singular values of inner product are zeroed out

Value

(Numeric) Chordal norm between column-subspaces of X and Y, scaled to the interval [0,1]