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Re: norm of sparse matrices
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From: |
c. |
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Subject: |
Re: norm of sparse matrices |
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Date: |
Fri, 25 Nov 2011 12:10:50 +0100 |
On 25 Nov 2011, at 11:00, Marco Caliari wrote:
> Dear users,
>
> anybody knows which algorithm is used to compute the Euclidean norm of a
> sparse matrix? An iterative method with a random initial value (such as in
> normest)? Because I sometimes see different results on the same matrix:
>
> octave:39> S=sprand(5,5,0.5);
> octave:40> norm(S)
> ans = 1.08208354239579e+00
> octave:41> norm(S)
> ans = 1.08208354232114e+00
> octave:42> norm(S)
> ans = 1.08208354232114e+00
>
> (not easy to reproduce this behaviour). I'm using 3.4.1.
>
> Cheers,
>
> Marco
Looking at the comments in the source code at
http://hg.savannah.gnu.org/hgweb/octave/file/c3c8f513cf1f/liboctave/oct-norm.cc#l317
http://hg.savannah.gnu.org/hgweb/octave/file/c3c8f513cf1f/liboctave/oct-norm.cc#l408
it refers to "Higham's method" which I guess is the one described here
http://www.springerlink.com/content/vh62v0354536p236/
but I'm not an expert on the topic so I cannot help further.
c.