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

zzzhhh
Beginner
580 Views

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

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Nadezhda_M_Intel
Employee
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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.

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Gennady_F_Intel
Moderator
580 Views

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

zzzhhh
Beginner
580 Views

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

Nadezhda_M_Intel
Employee
580 Views

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.

 

Nadezhda_M_Intel
Employee
581 Views

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.

zzzhhh
Beginner
580 Views

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

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