SciPy

scipy.linalg.interpolative.estimate_spectral_norm

scipy.linalg.interpolative.estimate_spectral_norm(A, its=20)[source]

Estimate spectral norm of a matrix by the randomized power method.

Parameters :

A : scipy.sparse.linalg.LinearOperator

Matrix given as a scipy.sparse.linalg.LinearOperator with the matvec and rmatvec methods (to apply the matrix and its adjoint).

its : int

Number of power method iterations.

Returns :

float :

Spectral norm estimate.