topic look at ?nrm2 routines, where in Intel® oneAPI Math Kernel Library

What LAPACK function is available to calculate 2-norm of a matrix?

zzzhhh — Sun, 04 Nov 2018 22:13:40 GMT

What LAPACK function is available to calculate 2-norm (or spectral norm) of a matrix? Thank you.

look at ?nrm2 routines, where

Gennady_F_Intel — Mon, 05 Nov 2018 03:17:13 GMT

look at ?nrm2 routines, where ? == [s,d,c,z]

That's BLAS level 1 routine,

zzzhhh — Mon, 05 Nov 2018 03:21:00 GMT

That's BLAS level 1 routine, for vector norm only. But I was asking about matrix norm in LAPACK.

In LAPACK we have ?lange for

Nadezhda_M_Intel — Wed, 07 Nov 2018 15:40:56 GMT

In LAPACK we have ?lange for general matrix and ?lan[sy/he] for symmetric matrices. Using these functions you can get: 1-norm, Frobenius and infinity norms.

Unfortunately in LAPACK we

Nadezhda_M_Intel — Wed, 07 Nov 2018 16:00:29 GMT

Unfortunately in LAPACK we don't have function for 2-norm.

Computations of spectral norm is very time-consuming task. Using "F" norm from ?lange function you can get fast upper estimation.

Thanks, Nadezhda Mozartova. I

zzzhhh — Wed, 07 Nov 2018 17:14:25 GMT

Thanks, Nadezhda Mozartova. I have to use 2-norm. This is not something I have control over.