HLIBpro  3.0
TSpectralNorm Class Reference

computes spectral norm ‖·‖₂ of matrix (or linear operator)

#include <mat_norm.hh>

Public Member Functions

 TSpectralNorm (const uint min_it=10, const uint max_it=100, const double rel_eps=double(1e-5), const double abs_eps=double(100) *std::numeric_limits< double >::epsilon())
 construct spectral norm object with given stop criterion
 
virtual ~TSpectralNorm ()
 dtor
 
template<typename value_t >
real_type_t< value_t > norm (const TLinearOperator< value_t > *A) const
 compute spectral norm of A
 
template<typename value_t >
real_type_t< value_t > diff_norm (const TLinearOperator< value_t > *A, const TLinearOperator< value_t > *B, const bool rel=true) const
 compute difference norm ‖A-B‖₂ or ‖A-B‖₂/‖A‖₂ (if rel == true)
 
template<typename value_t >
real_type_t< value_t > inv_norm (const TLinearOperator< value_t > *A) const
 compute spectral norm of A^-1
 
template<typename value_A_t , typename value_B_t >
promote_type_t< real_type_t< value_A_t >, real_type_t< value_B_t > > inv_approx (const TLinearOperator< value_A_t > *A, const TLinearOperator< value_B_t > *B) const
 compute ‖ I - B A ‖₂