Difference between revisions of "KyFanNorm"

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|desc=Computes the [[Ky Fan norm|Ky Fan k-norm]] of an operator
 
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|rel=[[kpNorm]]<br />[[SchattenNorm]]<br />[[TraceNorm]]
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|rel=[[SchattenNorm]]<br />[[TraceNorm]]
 
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Revision as of 17:56, 1 December 2012

KyFanNorm
Computes the Ky Fan k-norm of an operator

Other toolboxes required kpNorm
Related functions SchattenNorm
TraceNorm

KyFanNorm is a function that computes the Ky Fan k-norm of an operator (i.e., the sum of its k largest singular values). It works with both full and sparse matrices.

Syntax

  • NRM = KyFanNorm(X,K)

Argument descriptions

  • X: An operator to have its Ky Fan K-norm computed.
  • K: A positive integer.

Examples

Equals the operator norm when K = 1 (but faster!)

The Ky Fan 1-norm is just the operator norm, which is implemented in MATLAB by the norm function. However, the KyFanNorm function is typically faster than the norm function:

>> X = rand(2500);
>> tic; KyFanNorm(X,1)
   toc

ans =

       1250.2

Elapsed time is 0.861377 seconds.
>> tic; norm(X)
   toc

ans =

       1250.2

Elapsed time is 4.288788 seconds.