adlift (version 1.4-5)

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)

Value

condno

the condition number of the matrix W.

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 matrix) or "1" (1-norm).

Author

Matt Nunes (), Marina Knight

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<-fwtnp(x,y,LocalPred=AdaptNeigh,neigh=2,do.W=TRUE,varonly=FALSE)
#
#computes the transition matrix for the specified options
#
W<-a$W
#
condno(W,"F")
#
condno(W,"l1")
#
condno(W,"1")
#