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Function File: n = normest (A)
Function File: n = normest (A, tol)
Function File: [n, c] = normest (…)

Estimate the 2-norm of the matrix A using a power series analysis.

This is typically used for large matrices, where the cost of calculating norm (A) is prohibitive and an approximation to the 2-norm is acceptable.

tol is the tolerance to which the 2-norm is calculated. By default tol is 1e-6.

The optional output c returns the number of iterations needed for normest to converge.

Package: octave