What does the function 'norm' do?
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Please tell me what does the 2(in bold) in the below expression mean?
residsumsq = norm(y-yhat, 2 )^2;
Also, Is the norm function referring to summation? I read the documentation but it is not clear.
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Accepted Answer
  Walter Roberson
      
      
 on 21 Feb 2014
        n = norm(X) returns the 2-norm of input X and is equivalent to norm(X,2). If X is a vector, this is equal to the Euclidean distance. If X is a matrix, this is equal to the largest singular value of X.
The 2-norm is equal to the Euclidean length of the vector.
So it norm(x) is norm(x,2) is sqrt(sum(x.^2))
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More Answers (2)
  Bruno Pop-Stefanov
    
 on 21 Feb 2014
        The second input argument of the "norm" function specifies the order of the norm you would like to use. The default norm is the 2-norm, which is the Euclidean distance.
The p-norm is the p-th root of the sum of the terms elevated to the p-th power, i.e.:

3 Comments
  Walter Roberson
      
      
 on 21 Feb 2014
				No, it would be
SS_res = ∑(y-yhat)^2
There would normally be a sqrt() around the sum() but you then square the result of the norm, so that cancels out the sqrt()
  dpb
      
      
 on 21 Feb 2014
        It's the order of the norm requested, in this case the "2-norm" which is the same thing as the Euclidean norm...
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