I have two matrices A and B of the same dimensions. Each cell a(i,j) represents some parameter I'm interested in, and b(i,j) represents the corresponding value in the other matrix. The cells are not interrelated. What's the best way to represent how close these two matrices are?
The entries in these matrices are the number of occurrences of some event out of a large sample of events. If this is the case, does the problem make more sense?