Package org.drip.numerical.matrixnorm

Implementation of Matrix Norm Variants
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    DoubleVectorNormEvaluator
    DoubleVectorNormEvaluator exposes the row/column alpha/beta Vector Norm of a R1Square Matrix.
    DoubleVectorOneTwoEvaluator
    DoubleVectorOneTwoEvaluator exposes the row/column alpha = 1/beta = 2 Vector Norm of a R1 Square Matrix.
    DoubleVectorTwoInfinityEvaluator
    DoubleVectorTwoInfinityEvaluator exposes the row/column alpha = 2/beta = Infinity Vector Norm of a R1 Square Matrix.
    EntryWiseEvaluator
    EntryWiseEvaluator computes the Entry-wise Norm of a R1Square Matrix.
    FrobeniusEvaluator
    FrobeniusEvaluator computes the Entry-wise L2, 2 Norm of the Entries of the R1 Square Matrix.
    Gamma2Evaluator
    Gamma2Evaluator computes the Max Norm variant of the Gamma2 Evaluator of the R1 Square Matrix.
    MaxInfinityInfinityEvaluator
    MaxInfinityInfinityEvaluator computes the Entry-wise LInfinity, Infinity Norm of the Entries of the R1 Square Matrix.
    R1SquareConsistencyValidator
    R1SquareConsistencyValidator contains the Consistency Validation Checks for the Norm Evaluator of a R1 Square Matrix.
    R1SquareEvaluator
    R1SquareEvaluator exposes the Norm of a R1Square Matrix.
    SingleVectorNorm1Evaluator
    SingleVectorNorm1Evaluator exposes the Single Vector p = 1 Norm applicable to both Rows/Columns of a R1 Square Matrix.
    SingleVectorNorm2Evaluator
    SingleVectorNorm2Evaluator exposes the Single Vector p = 2 Norm applicable to both Rows/Columns of a R1 Square Matrix.
    SingleVectorNormEvaluator
    SingleVectorNormEvaluator exposes the Single Vector p-Norm applicable to both Rows/Columns of a R1 Square Matrix.
    SingleVectorNormInfinityEvaluator
    SingleVectorNormInfinityEvaluator exposes the Single Vector p = Infinity Norm applicable to both Rows/Columns of a R1 Square Matrix.