L2 Distance (sqrt_quadratic)
Contents
L2 Distance. Minkowski distance between two points of order 2 (using L2 norm).
Syntax
sqrt_quadratic(matrix) |
short call; |
sqrt_quadratic_name(matrix) |
call with optional name. |
Parameters
matrix is a PSG matrix:
where the header row contains names of variables. Other rows contain numerical predefined data.
Mathematical Definition
L2 Distance function is calculated as follows:
,
where
is a Square Root Quadratic function,
is an argument of L2 Distance function.
Example
See also
L1 Norm, L2 Norm, Lp Norm, L-Infinity Norm, Scaled CVaR Norm