*! 1.0.4  18Jun1997  Jeroen Weesie/ICS  STB-39 dm49

program define matnorm
        version 5.0

      * scratch

        tempname A B nrm

      * parse input
                
        parse "`*'", parse(",")
        local A0 "`1'"       
        capt mat `A' = `A0'
        if _rc {
                di in red "`A0' is undefined or an illegal matrix expression"
                exit 198
        }
        local nc = colsof(`A')
        local nr = rowsof(`A')

        mac shift
        local options "Display Norm(str) Format(str)"

        if `nr' > `nc' { 
                mat `B' = `A'' * `A'  
        }
        else { 
                mat `B' = `A'  * `A'' 
        }
        scalar `nrm' = sqrt(trace(`B'))

        if "`display'" != "" | "`norm'" == "" {
                if "`format'" == "" { 
                        local format "%10.2g"
                }                        
                di in gr "L2-norm of `A0'[`nc',`nr'] = " /*
                        */ in ye `format' scalar(`nrm')
        }

        if "`norm'" != "" { 
                scalar `norm' = `nrm' 
        }
end
exit  

Returns the norm of a matrix expression.

currently, we only implement a 2-norm 
   = square-root of the sum of the squares of the elements 
later version should add 
  * true L-x norms.
  * operator norms
  * ...