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matrix norms/determinant #5
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Oops, you're right, I switched those! Feel free to make a pull request for LogDet() On Mon, Jan 21, 2013 at 12:31 AM, kshedden [email protected] wrote:
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John, Thanks, and thanks for your work on this project. Best, Kerby On Mon, Jan 21, 2013 at 6:58 AM, John Asmuth [email protected]:
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btw, the norm in this package uses vector norm not matrix norm. |
fixed in #15 |
I believe that the OneNorm and InfinityNorm functions are implemented incorrectly.
The OneNorm should be the sum of absolute values of the elements of the matrix.
The InfinityNorm should be the maximum absolute value of the elements of the matrix.
Also, it would be helpful to have a function that provides the log determinant, since the determinant will blow up for moderate or large matrix sizes.
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