[Octave-patch-tracker] [patch #8837] normest1

[Marco Caliari]

URL:
  <http://savannah.gnu.org/patch/?8837>

                 Summary: normest1
                 Project: GNU Octave
            Submitted by: caliari
            Submitted on: Mon 21 Dec 2015 03:15:13 PM GMT
                Category: None
                Priority: 5 - Normal
                  Status: None
                 Privacy: Public
             Assigned to: None
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any

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Details:

I wrote the function normest1, which estimates the 1-norm of a matrix. It is
based on Algorithm 2.4 of "A block algorithm for matrix 1-norm estimation,
with an application to 1-norm pseudospectra", by N. J. Higham and F. Tisseur.
The function call is the same as Matlab's normest1. I checked the
implementation by trying to reproduce the tables included in the paper (see my
testnormest1.m). The results are quite satisfactory. Matlab's normest1 is
usually faster (in term of iterations), but produces much less exact results.
It seems to me that the exit criteria were relaxed in favor of speed of
"convergence". 



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File Attachments:


-------------------------------------------------------
Date: Mon 21 Dec 2015 03:15:13 PM GMT  Name: normest1.m  Size: 9kB   By:
caliari

<http://savannah.gnu.org/patch/download.php?file_id=35825>
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Date: Mon 21 Dec 2015 03:15:13 PM GMT  Name: testnormest1.m  Size: 1kB   By:
caliari

<http://savannah.gnu.org/patch/download.php?file_id=35826>

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