Estimate matrix
z
-norm.
nrm = normest(S)
nrm = normest(S,tol)
[nrm,cnt] = normest(S)
nrm = normest(S)
is 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,cnt] = normest(S)
also gives the number of power iterations used.
W = wilkinson(101)
is a tridiagonal matrix. Its order, 101, is small enough that norm(full(W))
, which involves svd(full(W))
, is feasible. The computation takes 4.13 seconds (on a SPARC 1) and produces the exact norm, 50.7462. On the other hand, normest(sparse(W))
requires only 1.56 seconds and produces the estimated norm, 50.7458.
S
and its transpose, S'
. The iteration is carried out until two successive estimates agree to within the specified relative tolerance.
condest
,norm
,rcond
,svd
(c) Copyright 1994 by The MathWorks, Inc.