Syntax

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 matrixS.

nrm = normest(S,tol)uses relative errortolinstead of the default tolerance1.e-6. The value oftoldetermines 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.

Algorithms

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

Extended Capabilities

See Also

cond|condest|norm|rcond|svd