SchattenNorm: Difference between revisions

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|cat=[[List of functions#Norms|Norms]]
|cat=[[List of functions#Norms|Norms]]
|upd=December 1, 2012
|upd=December 1, 2012
|cvx=no}}
|cvx=yes (convex)}}
<tt>'''SchattenNorm'''</tt> is a [[List of functions|function]] that computes the [http://en.wikipedia.org/wiki/Schatten_norm Schatten p-norm] of an operator (i.e., the p-norm of its vector of singular values). It works with both full and sparse matrices.
<tt>'''SchattenNorm'''</tt> is a [[List of functions|function]] that computes the [http://en.wikipedia.org/wiki/Schatten_norm Schatten p-norm] of an operator (i.e., the p-norm of its vector of singular values). It works with both full and sparse matrices.



Revision as of 18:57, 24 June 2015

SchattenNorm
Computes the Schatten p-norm of an operator

Other toolboxes required none
Related functions kpNorm
KyFanNorm
TraceNorm
Function category Norms
Usable within CVX? yes (convex)

SchattenNorm is a function that computes the Schatten p-norm of an operator (i.e., the p-norm of its vector of singular values). It works with both full and sparse matrices.

Syntax

  • NRM = SchattenNorm(X,P)

Argument descriptions

  • X: An operator to have its Schatten P-norm computed.
  • P: A real number ≥ 1, or Inf.

Examples

Equals the Frobenius norm when P = 2

The Shatten 2-norm is simply the Frobenius norm:

>> X = rand(2500);
>> [norm(X,'fro'), SchattenNorm(X,2)]

ans =

       1443.6       1443.6

Source code

Click here to view this function's source code on github.