# st: fastest norm() ?

 From "Stas Kolenikov" To statalist@hsphsun2.harvard.edu Subject st: fastest norm() ? Date Mon, 29 Dec 2008 17:58:36 -0600

which of the Mata matrix norms is the fastest one? The default
norm(,2) is probably the slowest one as it relies on singular values
decomposition, an O(n^3) operation for a n \times n matrix. Other
norms appear to be O(n^2) or maybe O( n^2 log n) computations (the
latter with p=1 or p=. due to max operation) -- is that right? I am
doing something iterative where I am using norms a lot, so I want the
fastest thing around there. As long as they all generate the same
topology on the space of matrices, I am fine with either :))

--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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