freqdom (version 1.0.4)

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

Description

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

Usage

norm.spec(P)

Arguments

P

numeric matrix

Value

numeric norm

Examples

# NOT RUN {
P = matrix(rnorm(15),3,5)
norm.spec(P)
# }