Skip to Main Content Skip to Search
Product Documentation

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.

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

cond | condest | norm | rcond | svd

  


Free MATLAB Interactive Kit

Explore how to use MATLAB to make advancements in engineering and science.


Download free kit

Trials Available

Try the latest version of MATLAB and other MathWorks products.


Get trial software
 © 1984-2012- The MathWorks, Inc.    -   Site Help   -   Patents   -   Trademarks   -   Privacy Policy   -   Preventing Piracy   -   RSS