https://github.com/FarhadPourkamali/RandomizedClusteredNystrom
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Tip revision: c4ed5e68a161e0ce1cc3c752424a14112486ccdd authored by Farhad Pourkamali Anaraki on 08 August 2017, 16:34:03 UTC
Demo for Modified Nystrom
Tip revision: c4ed5e6
errFrobNorm.m
function [ err ] = errFrobNorm( K , K_F , L )
% [ err ] = errFrobNorm( K , K_F , L ) computes normalized approximation error in terms of the
% Frobenius norm:
%                     | K - L*L'|_F / |K|_F
% where K is nxn and L is nxr
% K_F is |K|_F

sqnorm = K_F^2 + norm(L'*L,'fro').^2 - (2 * trace((L'*K)*L));
err = sqrt(sqnorm)./K_F;

end

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