Package org.drip.numerical.matrixnorm

Class R1SquareEvaluator

java.lang.Object

org.drip.numerical.matrixnorm.R1SquareEvaluator

Direct Known Subclasses:

DoubleVectorNormEvaluator, EntryWiseEvaluator, SingleVectorNormEvaluator

public abstract class R1SquareEvaluator
extends java.lang.Object

R1SquareEvaluator exposes the Norm of a R¹Square 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
R1SquareEvaluator()

Method Summary

Modifier and Type	Method	Description
abstract double	norm(R1Square r1Square)	Compute the Norm of the R1Square Matrix
R1SquareConsistencyValidator	validator(R1Square a, R1Square b, double[] v, double alpha, int p)	Construct a Norm Consistency Validator for the Suite of Inputs

Methods inherited from class java.lang.Object

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

Constructor Details

R1SquareEvaluator

public R1SquareEvaluator()

Method Details

norm

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

Compute the Norm of the R¹Square Matrix

Parameters:

r1Square - R¹Square Matrix

Returns:

Norm of the R¹Square Matrix

Throws:

java.lang.Exception

validator

public R1SquareConsistencyValidator validator(R1Square a,
R1Square b,
double[] v,
double alpha,
int p)

Construct a Norm Consistency Validator for the Suite of Inputs

Parameters:

a - Matrix A

b - Matrix B

v - Vector V

alpha - Alpha Scale

p - Vector Norm Index

Returns:

The Norm Consistency Validator