scipy.linalg.interpolative.
estimate_spectral_norm_diff#
- scipy.linalg.interpolative.estimate_spectral_norm_diff(A, B, its=20, rng=None)[source]#
Estimate spectral norm of the difference of two matrices by the randomized power method.
- Parameters:
- A
scipy.sparse.linalg.LinearOperator First matrix given as a
scipy.sparse.linalg.LinearOperatorwith the matvec and rmatvec methods (to apply the matrix and its adjoint).- B
scipy.sparse.linalg.LinearOperator Second matrix given as a
scipy.sparse.linalg.LinearOperatorwith the matvec and rmatvec methods (to apply the matrix and its adjoint).- itsint, optional
Number of power method iterations.
- rng
numpy.random.Generator NumPy generator for the randomization steps in the algorithm.
- A
- Returns:
- float
Spectral norm estimate of matrix difference.