adlift (version 0.8-2)

condno: condno

Description

This function uses a specified norm to compute the condition number of a matrix representation of a wavelet transform.

Usage

condno(W, type)

Arguments

W

a matrix which represents a wavelet transform.

type

a character string denoting which norm to use when computing the condition number. Possible values are "l1", or one of the standard norm types, "F" (Frobenius norm), "i" (infinity norm), "m" (max modulus of a ma

Value

• condno
  the condition number of the matrix W.

Details

The function computes the condition number as condno = $||W||*||W^{-1}||$.

Examples

#create test signal data
#
x<-runif(100)
y<-make.signal2("blocks",x=x)
#
a<-transmatdual(x,y,Pred=AdaptNeigh,neigh=2)
#
#computes the transition matrix for the specified options
#
W<-a$Wnew
#
condno(W,"F")
#
condno(W,"l1")
#
condno(W,"1")
#