Closed Metaxal closed 4 years ago
The text was wrong, so I changed it to say Frobenius norm everywhere (which is what the code computes).
I removed the note on the max norm. I misread the LAPACK documentation:
Note that max(abs(A(i,j))) is not a consistent matrix norm.
Cool. I think you should also rename 'max-abs
to just 'max
in the code too, but I won't insist further if you'd rather not to for some reason.
Missed those. Now fixed.
Excellent, thanks!
First, excellent work on the documentation!
The docs' definition of ||A||_2 is actually the Frobenius norm ||A||_F (also the entrywise matrix 2-norm), not the matrix (operator) 2-norm. It is probably best to define ||A||_2 as in WP. The Frobenius norm is still pretty useful to have in any case.
||A||_maxabs should be just ||A||max, and it is indeed a [norm](https://en.wikipedia.org/wiki/Norm(mathematics)) as far as I can tell.