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]