riecovest.distance.frob_sq_weighted

riecovest.distance.frob_sq_weighted(A, B, W)

The squared Frobenius distance between two matrices A and B, weighted by a matrix W.

Parameters:

• A (ndarray of shape (M, M)) – Matrix

• B (ndarray of shape (M, M)) – Matrix

• W (ndarray of shape (M, M)) – Weighting matrix

Returns:

distance – The squared Frobenius distance between A and B, weighted by W

Return type:

float