What does the function 'norm' do?
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Please tell me what does the 2(in bold) in the below expression mean?
residsumsq = norm(y-yhat, 2 )^2;
Also, Is the norm function referring to summation? I read the documentation but it is not clear.
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Walter Roberson
on 21 Feb 2014
n = norm(X) returns the 2-norm of input X and is equivalent to norm(X,2). If X is a vector, this is equal to the Euclidean distance. If X is a matrix, this is equal to the largest singular value of X.
The 2-norm is equal to the Euclidean length of the vector.
So it norm(x) is norm(x,2) is sqrt(sum(x.^2))
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Bruno Pop-Stefanov
on 21 Feb 2014
The second input argument of the "norm" function specifies the order of the norm you would like to use. The default norm is the 2-norm, which is the Euclidean distance.
The p-norm is the p-th root of the sum of the terms elevated to the p-th power, i.e.:
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Walter Roberson
on 21 Feb 2014
No, it would be
SS_res = ∑(y-yhat)^2
There would normally be a sqrt() around the sum() but you then square the result of the norm, so that cancels out the sqrt()
dpb
on 21 Feb 2014
It's the order of the norm requested, in this case the "2-norm" which is the same thing as the Euclidean norm...
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