Package org.drip.numerical.matrixnorm

Class MaxInfinityInfinityEvaluator

java.lang.Object

org.drip.numerical.matrixnorm.R1SquareEvaluator

org.drip.numerical.matrixnorm.EntryWiseEvaluator

org.drip.numerical.matrixnorm.MaxInfinityInfinityEvaluator

Direct Known Subclasses:

Gamma2Evaluator

public class MaxInfinityInfinityEvaluator
extends EntryWiseEvaluator

MaxInfinityInfinityEvaluator computes the Entry-wise L^{Infinity, Infinity} Norm of the Entries of the R¹ Square Matrix. The References are:

• Alon, N., and A. Naor (2004): Approximating the Cut-norm via Grothendieck Inequality Proceedings of the 36^th Annual ACM Symposium on Theory of Computing STOC’04 ACM Chicago IL
• Golub, G. H., and C. F. van Loan (1996): Matrix Computations 3^rd Edition Johns Hopkins University Press Baltimore MD
• Horn, R. A., and C. R. Johnson (2013): Matrix Analysis 2^nd 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

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Implementation of Matrix Norm Variants

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
MaxInfinityInfinityEvaluator()	MaxInfinityInfinityEvaluator Constructor

Method Summary

Modifier and Type	Method	Description
double	norm(R1Square r1Square)	Compute the Max Norm of the R1 Square Matrix

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

MaxInfinityInfinityEvaluator

public MaxInfinityInfinityEvaluator()
                             throws java.lang.Exception

MaxInfinityInfinityEvaluator Constructor

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

norm

public double norm(R1Square r1Square)
            throws java.lang.Exception

Compute the Max Norm of the R¹ Square Matrix

Overrides:

norm in class EntryWiseEvaluator

Parameters:

r1Square - R¹ Square Matrix

Returns:

Max Norm of the R¹ Square Matrix

Throws:

java.lang.Exception - Thrown if the Norm cannot be calculated