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bundles / scipy latest / scipy / linalg / interpolative / estimate_spectral_norm

function

scipy.linalg.interpolative:estimate_spectral_norm

source: /scipy/linalg/interpolative.py :697

Signature

def   estimate_spectral_norm ( A its = 20 rng = None )

Summary

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

Parameters

A : :class:`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, optional

Number of power method iterations.

rng : `numpy.random.Generator`, optional

Pseudorandom number generator state. When rng is None, a new numpy.random.Generator is created using entropy from the operating system. Types other than numpy.random.Generator are passed to numpy.random.default_rng to instantiate a Generator. If rand is False, the argument is ignored.

Returns

: float

Spectral norm estimate.

Aliases

  • scipy.linalg.interpolative.estimate_spectral_norm