Package org.drip.numerical.matrixnorm

Class Gamma2Evaluator

java.lang.Object
org.drip.numerical.matrixnorm.R1SquareEvaluator
org.drip.numerical.matrixnorm.EntryWiseEvaluator
org.drip.numerical.matrixnorm.MaxInfinityInfinityEvaluator
org.drip.numerical.matrixnorm.Gamma2Evaluator
public class Gamma2Evaluator
extends MaxInfinityInfinityEvaluator
Gamma2Evaluator computes the Max Norm variant of the Gamma2 Evaluator of the R1 Square Matrix. The References are:

  • Alon, N., and A. Naor (2004): Approximating the Cut-norm via Grothendieck Inequality Proceedings of the 36th Annual ACM Symposium on Theory of Computing STOC’04 ACM Chicago IL
  • Golub, G. H., and C. F. van Loan (1996): Matrix Computations 3rd Edition Johns Hopkins University Press Baltimore MD
  • Horn, R. A., and C. R. Johnson (2013): Matrix Analysis 2nd Edition Cambridge University Press Cambridge UK
  • Lazslo, L. (2012): Large Networks and Graph Limits American Mathematical Society Providence RI
  • Wikipedia (2024): Matrix Norm https://en.wikipedia.org/wiki/Matrix_norm




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    Gamma2Evaluator()
    Gamma2Evaluator Constructor

  • Method Summary

    Modifier and Type Method Description
    double norm​(R1Square r1Square)
    Compute the Max Norm of the R1 Square Matrix
    SingularValueDecomposer singularValueDecomposer()
    Retrieve the SingularValueDecomposer Instance

    Methods inherited from class org.drip.numerical.matrixnorm.EntryWiseEvaluator

    L2_1, Lp_p, p, q

    Methods inherited from class org.drip.numerical.matrixnorm.R1SquareEvaluator

    validator

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • Gamma2Evaluator

      public Gamma2Evaluator() throws java.lang.Exception
      Gamma2Evaluator Constructor
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • singularValueDecomposer

      public SingularValueDecomposer singularValueDecomposer()
      Retrieve the SingularValueDecomposer Instance
      Returns:
      The SingularValueDecomposer Instance

    • norm

      public double norm​(R1Square r1Square) throws java.lang.Exception
      Compute the Max Norm of the R1 Square Matrix
      Overrides:
      norm in class MaxInfinityInfinityEvaluator
      Parameters:
      r1Square - R1 Square Matrix
      Returns:
      Max Norm of the R1 Square Matrix
      Throws:
      java.lang.Exception - Thrown if the Norm cannot be calculated