dynare/matlab/+identification/vnorm.m

91 lines
2.7 KiB
Matlab

function y = vnorm(A,varargin)
% VNORM - Return the vector norm along specified dimension of A
%
% VNORM(A) returns the 2-norm along the first non-singleton
% dimension of A
% VNORM(A,dim) return the 2-norm along the dimension 'dim'
% VNORM(A,dim,normtype) returns the norm specified by normtype
% along the dimension 'dim'
% VNORM(A,[],normtype) returns the norm specified by normtype along
% the first non-singleton dimension of A
%
% normtype may be one of {inf,-inf,positive integer}.
% For a given vector, v, these norms are defined as
% inf: max(abs(v))
% -inf: min(abs(v))
% p (where p is a positive integer): sum(abs(v).^p)^(1/p)
%
% Examples:
% A = [8 1 6; 3 5 7; 4 -9 2];
%
% %Columnwise 2-norm (Euclidean norm)
% vnorm(A,1) = [9.4340 10.3441 9.4340];
% vnorm(A,[],2) % Same as above (since first non-singleton dimensions
% % is columnwise and default norm is 2-norm.
% vnorm(A,[],[])% Again, same as above
%
% % Row-wise maximum of absolute values
% vnorm(A,2,inf) = [8 7 9]';
%
% % Columnwise minimum of absolute values
% vnorm(A,[],-inf) = [3 1 2];
%
% % Error: Use the inf type and not the string 'inf'
% vnorm(A,[],'inf') % Wrong
% vnorm(A,[],inf) % Correct
%
%
% Copyright © 2009-2017 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
dim = [];
ntype = [];
if nargin>1
dim = varargin{1};
if isempty(dim)
idx = find(size(A)~=1);
dim = idx(1);
elseif dim~=floor(dim) || dim<1
error('Dimension must be positive integer');
end
if nargin>2
ntype = varargin{2};
end
end
if isempty(dim)
idx = find(size(A)~=1);
dim = idx(1);
end
if isempty(ntype)
y = sqrt(sum( abs(A).^2 , dim) );
elseif ntype==1
y = sum( abs(A) , dim );
elseif isinf(ntype)
if ntype > 0
y=max(abs(A), [], dim);
else
y=min(abs(A), [], dim);
end
elseif ntype~=floor(ntype) || ntype<1
error(['Norm type must be one of inf,-inf or a positive ' ...
'integer']);
else
y = (sum( abs(A).^ntype , dim) ).^(1/ntype);
end