scipy.linalg.interpolative.estimate_spectral_norm¶

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

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

Parameters: 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. float Spectral norm estimate.