Maximum Component Absolute (max_comp_abs)
Contents
Maximum Component Absolute. L-infinity norm of a vector, i.e., the largest absolute value of scaled components of the vector
Syntax
max_comp_abs(matrix) |
short call; |
max_comp_abs_name(matrix) |
call with optional name. |
Parameters
matrix is a PSG matrix:
where the header row contains names of variables. The second row contains numerical data.
Mathematical Definition
Maximum Component Absolute function is calculated as follows:
,
where
values 
are arranged in ascending order: 
;
is an argument of Maximum Component Absolute function.
Example
See also
Polynomial Absolute, Relative Entropy, CVaR Component Positive, CVaR Component Negative, CVaR Component Absolute, VaR Component Positive, VaR Component Negative, Maximum Component Positive, Maximum Component Negative, Quadratic Function, Squareroot Quadratic, Logarithms Sum