Experience with a Matrix Norm Estimator

Higham, Nicholas J. (1990) Experience with a Matrix Norm Estimator. SIAM Journal on Scientific and Statistical Computing, 11 (4). pp. 804-809. ISSN 1095-7197

[thumbnail of 0911047.pdf] PDF

Download (641kB)


Fortran 77 codes for estimating the 1-norm of a real or complex matrix were presented by Higham in [ACM Trans. Math. Software, 14 (1988), pp. 381–396]. The codes have found use in various applications and have been adopted by two program libraries. Further observations about the norm estimation algorithm and experience in using it are reported here. In particular, an example is given where the algorithm requires nearly the maximum possible number of iterations.

Item Type: Article
Uncontrolled Keywords: matrix 1-norm, condition number estimation
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory
MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User: Ms Lucy van Russelt
Date Deposited: 30 Jun 2006
Last Modified: 20 Oct 2017 14:12
URI: https://eprints.maths.manchester.ac.uk/id/eprint/339

Actions (login required)

View Item View Item