There are many matrix norms. The Mathematica web site (http://mathworld.wolfram.com/MatrixNorm.html) says the one Andy just gave 'is often referred to as "the" matrix norm.' However, there many others. For some purposes, any matrix norm will do. For other purposes, you need to know the purpose.

Please excuse me if this seems like a picky, pedantic rant. spencer graves

Liaw, Andy wrote:

If the matrix is real, then isn't that just
sqrt(eigen(crossprod(x))$values[1]) ??

Andy



From: li xian

suppose x is a matrix.
how to define ||x|| in R?

thank you!


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