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:
Ascipy.sparse.linalg.LinearOperator

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

itsint, optional

Number of power method iterations.

Returns:
float

Spectral norm estimate.