I have SPD matrix A and two vectors z and b.
Is there exist a matrix norm where I can calculate $||A^{1/2}b-z||$ without having to calculate $A^{1/2}b$ explicitly ?
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2 | matrix norm changed by vector norm | ||
Ease of calculation of matrix norm |
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Ease of calculation of matrix normI have SPD matrix A and two vectors z and b. Is there exist a matrix norm where I can calculate $||A^{1/2}b-z||$ without having to calculate $A^{1/2}b$ explicitly ?
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