scipy.linalg.interpolative.estimate_spectral_norm

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

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.

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