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qnorm.m
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qnorm.m
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% qnorm(x,A) returns the quadratic norm of vector x with respect to positive
% definite matrix A. For a definition of the quadratic norm, see p. 635 of
% Convex Optimization (2004) by Boyd & Vandenberghe.
function y = qnorm (x, A)
% Part of the varbvs package, https://github.com/pcarbo/varbvs
%
% Copyright (C) 2012-2017, Peter Carbonetto
%
% This program is free software: you can redistribute it under the
% terms of the GNU General Public License; either version 3 of the
% License, or (at your option) any later version.
%
% This program is distributed in the hope that it will be useful, but
% WITHOUT ANY WARRANY; without even the implied warranty of
% MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE. See the GNU
% General Public License for more details.
%
x = x(:);
y = sqrt(x'*A*x);