NuclearNormedCP {DistatisR} | R Documentation |
NuclearNormedCP
Description
Normalizes a positive semi-definite matrix by diving it by its nuclear norm (i.e., the sum of the square root of its eigen-values).
Usage
NuclearNormedCP(Y)
Arguments
Y |
The matrix to normalize |
Value
The normalized matrix
Examples
A <- toeplitz(c(1, 0.6))
NuclearNormedCP(A)
[Package DistatisR version 1.1.1 Index]