I have two matrices containing some probabilities score obtained from
two different prediction programs. Now, I want to compare these two matrices
to measure the difference. Could you please suggest some method to do this
Dear Sabari, if you need a single number for comparison then there could be many options. You can calculate smallest absolute eigen value, or may be the determinant (i.e. a measure of volumn of matrices) or may be the smallest element in absolute term, depending on your research need.