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C++ API

: nest = normest (A)

: nest = normest (A, tol)

: [nest, iter] = 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 iter returns the number of iterations that were required for normest to converge.

See also: normest1, norm, cond, condest.

Package: octave