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normest

2-norm estimate

Syntax

nrm = normest(S)
nrm = normest(S,tol)
[nrm,count] = normest(...)

Description

This function is intended primarily for sparse matrices, although it works correctly and may be useful for large, full matrices as well.

nrm = normest(S) returns an estimate of the 2-norm of the matrix S.

nrm = normest(S,tol) uses relative error tol instead of the default tolerance 1.e-6. The value of tol determines when the estimate is considered acceptable.

[nrm,count] = normest(...) returns an estimate of the 2-norm and also gives the number of power iterations used.

More About

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Algorithms

The power iteration involves repeated multiplication by the matrix S and its transpose, S'. The iteration is carried out until two successive estimates agree to within the specified relative tolerance.

See Also

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