norm.eigen.Hermitian(x)
"eigen.Hermitian"
representing
the eigenvalue decomposition of a real symmetric or complex Hermitian matrix.
"norm"
representing the spectral or 2 norm of the matrix underlying
x
.
A copy of the call to
"norm"
is returned as an attribute.
The spectral or 2 norm the matrix underlying
x
is equal to its
eigenvalue of largest magnitude.
Golub, G., and Van Loan, C. F. (1989). Matrix Computations, 2nd edition, Johns Hopkins, Baltimore.
x <- Matrix( sample(-3:3, size = 9, replace = T), nrow = 3, ncol = 3) x[row(x) > col(x)] <- t(x)[row(x) > col(x)] # construct symmetric matrix class(x) <- Matrix.class(x) norm(eigen(x))