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IMSL_NORM

IMSL_NORM

IMSL_NORM

The IMSL_NORM function computes various norms of a vector or the difference of two vectors.

By default, IMSL_NORM computes the Euclidean norm as follows:

If the keyword One is set, then the 1-norm:

is returned. If the keyword INF is set, the infinity norm max|xi| is returned. In the case of the infinity norm, the index of the element with maximum modulus also is

returned.

If the parameter y is specified, the computations of the norms described above are performed on (x – y).



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