Jacobi eigenvalue algorithm: Difference between revisions

Revision as of 06:19, 6 September 2019

Revision as of 17:26, 16 October 2019

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;2-norm and spectral radius

:The 2-norm of a matrix ''A'' is the norm based on the Euclidean vectornorm, i.e. the largest value <math> \| A x\|_2 </math> when x runs through all vectors with <math> \|x\|_2 = 1 </math>. It is the largest singular value of ''A''. In case of a symmetric matrix it is the largest absolute value of its eigenvectors and thus equal to its spectral radius.

;Condition number