mat: add SymDense.Norm

mat/symmetric.go

@@ -9,6 +9,8 @@ import (
 
 	"gonum.org/v1/gonum/blas"
 	"gonum.org/v1/gonum/blas/blas64"
+	"gonum.org/v1/gonum/lapack"
+	"gonum.org/v1/gonum/lapack/lapack64"
 )
 
 var (
@@ -577,6 +579,25 @@ func (s *SymDense) sliceSym(i, k int) *SymDense {
 	return &v
 }
 
+// Norm returns the specified norm of the receiver. Valid norms are:
+//  1 - The maximum absolute column sum
+//  2 - The Frobenius norm, the square root of the sum of the squares of the elements
+//  Inf - The maximum absolute row sum
+//
+// Norm will panic with ErrNormOrder if an illegal norm is specified.
+func (s *SymDense) Norm(norm float64) float64 {
+	if s.IsEmpty() {
+		panic(ErrZeroLength)
+	}
+	lnorm := normLapack(norm, false)
+	if lnorm == lapack.MaxColumnSum || lnorm == lapack.MaxRowSum {
+		work := getFloats(s.mat.N, false)
+		defer putFloats(work)
+		return lapack64.Lansy(lnorm, s.mat, work)
+	}
+	return lapack64.Lansy(lnorm, s.mat, nil)
+}
+
 // Trace returns the trace of the matrix.
 func (s *SymDense) Trace() float64 {
 	// TODO(btracey): could use internal asm sum routine.