LInf_norm

<p>Computes the L-oo norm of a matrix <code>A</code>, which is defined as:
L-oo A =  max ( 1 &lt;= I &lt;= M ) sum ( 1 &lt;= J &lt;= N ) abs ( A(I,J) ).</p>

Tools for homogeneous and in-homogeneous phase-type distributions.
Methods for functional evaluation, simulation and estimation using the
expectation-maximization (EM) algorithm are provided.
The methods of this package are based on the following references.
Asmussen, S., Nerman, O., & Olsson, M. (1996) <https://www.jstor.org/stable/4616418>,
Olsson, M. (1996) <https://www.jstor.org/stable/4616419>.
Albrecher, H., & Bladt, M. (2019) <doi:10.1017/jpr.2019.60>
Albrecher, H., Bladt, M., & Yslas, J. (2020) <doi:10.1111/sjos.12505>
Bladt, M., & Yslas, J. (2020) <arXiv:2011.03219>.

Martin Bladt

matrixdist

LInf_norm: L-oo norm of a matrix

Description

Usage

Arguments