Add a norm function to the matrices module.

diff --git a/matrices.py b/matrices.py
index 82944ee72ab77ca676054601991afadcd804ae77..60db346a0a966ed6b686d9c368f3e2b18eb6a73d 100644 (file)
--- a/matrices.py
+++ b/matrices.py
@@ -1,4 +1,5 @@
 from cvxopt import matrix, spmatrix
+from math import sqrt
 
 def append_col(A,b):
     """
@@ -17,3 +18,9 @@ def identity(n):
     Return the ``n``-by-``n`` identity matrix.
     """
     return spmatrix(1,range(n),range(n))
+
+def norm(x):
+    """
+    Return the Euclidean norm of the given vector.
+    """
+    return sqrt(sum([z**2 for z in x]))