Re: maximum power?

From: Peter Spellucci (spellucci_at_fb04373.mathematik.tu-darmstadt.de)
Date: 03/23/05 

Date: Wed, 23 Mar 2005 08:52:22 +0000 (UTC)

In article <gb10e.6679$IN.153498@twister2.libero.it>,
 gooliver <gooliverNOSP@Mlibero.it> writes:
>What's "Maximum Power" for estimation of cond(A) ???
>thanks^10 for tips and links !
the correct term is
p-norm power method and computes norm(A,p).
this can be applied to A and inv(A), involving only forward/backward substitutions
of a computed decomposition.
Higham: accuracy and stability of numerical algorithms, 2nd ed. (SIAM 2002)
page 289, p=infty.
see also later in this section: algorithm 15.4 (for the 1-norm condition number)
hth
peter