Lp Norm. p-th root of sum of p-th powers of absolute values of a vector components (for PSG version 2.2 and higher).

 

 

Syntax

lp_norm(p, matrix)

short call;

lp_norm_name(p, matrix)

call with optional name.

 
Parameters

matrix        is a PSG matrix:

 

where the header row contains names of variables. The second row contains numerical data.

 

        is a parameter.

 

Mathematical Definition

Lp Norm function is calculated as follows:

,

where

is an argument of Lp Norm function.

 

Example

•Calculation in Run-File Environment
•Calculation in MATLAB Environment

 

See also

L1 Norm, L2 Norm, L-Infinity Norm, Scaled CVaR Norm

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