norm.spec: Compute a spectral norm of given matrix P

Description Usage Arguments Value Examples

Description

Compute the spectral norm of any matrix P, defined as the square root of the largest eigenvalue of P P'.

Usage

1

Arguments

P

numeric matrix

Value

numeric norm

Examples

1
2
P = matrix(rnorm(15),3,5)
norm.spec(P)

freqdom documentation built on May 2, 2019, 5:55 p.m.

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