scipy.linalg.interpolative.estimate_spectral_norm_diff

scipy.linalg.interpolative.estimate_spectral_norm_diff(A, B, its=20)

Estimate spectral norm of the difference of two matrices by the randomized power method.

Parameters :

A : scipy.sparse.linalg.LinearOperator

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

B : scipy.sparse.linalg.LinearOperator

Second 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 of matrix difference.