frobenius_error()

frobenius_error()#

frobenius_error(Qtrue, Qapprox)[source]#

Compute the absolute and relative Frobenius-norm errors between the snapshot sets Qtrue and Qapprox, where Qapprox approximates Qtrue:

absolute_error = ||Qtrue - Qapprox||_F, relative_error = ||Qtrue - Qapprox||_F / ||Qtrue||_F.

Parameters

Qtrue(n, k): “True” data. Each column is one snapshot, i.e., Qtrue[:, j] is the data at some time t[j].
Qapprox(n, k): An approximation to Qtrue, i.e., Qapprox[:, j] approximates Qtrue[:, j] and corresponds to some time t[j].

Returns