nrm = normest(S)
nrm = normest(S,tol)
[nrm,count] = normest(...)
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
nrm = normest(S,tol) uses
tol instead of the default tolerance
The value of
tol determines when the estimate is
[nrm,count] = normest(...) returns
an estimate of the 2-norm and also gives the number of power iterations
The power iteration involves repeated multiplication by the
S and its transpose,
The iteration is carried out until two successive estimates agree
to within the specified relative tolerance.