normF {fungible}

Compute the Frobenius norm of a matrix

Description

A function to compute the Frobenius norm of a matrix

Usage

normF(X)

Arguments

X

A matrix.

Value

The Frobenius norm of X.

Author(s)

Niels Waller

Examples

data(BadRLG)
out <- smoothLG(R = BadRLG, Penalty = 50000)
cat("\nGradient at solution:", out$gr,"\n")
cat("\nNearest Correlation Matrix\n")
print( round(out$RLG,8) )
cat("\nFrobenius norm of (NPD - PSD) matrix\n")
print(normF(BadRLG - out$RLG ))