DistatisR (version 1.1.1)

NuclearNormedCP: NuclearNormedCP

Description

Normalizes a positive semi-definite matrix by diving it by its nuclear norm (i.e., the sum of the square root of its eigen-values).

Usage

NuclearNormedCP(Y)

Value

The normalized matrix

Arguments

Y

The matrix to normalize

Examples

# \donttest{
A <- toeplitz(c(1, 0.6))
NuclearNormedCP(A)
# }