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Results tagged with na.numerical-analysis
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user 12491
Numerical algorithms for problems in analysis and algebra, scientific computation
1
vote
How to compute the induced $||\cdot||_{2} $ matrix norm of an SPD matrix
I fill bad about this but I found my answer thanks to the comment of Yemon Choi! After looking for operator norm on Wikipedia I got that: $||A||_{2} = \sqrt{\lambda_{max}(A^*A)}$ where $A^*$ is the c …
- 41
2
votes
3
answers
12k
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How to compute the induced $||\cdot||_{2} $ matrix norm of an SPD matrix
Hi, I know they are related questions on the board but mine is more specific. Although the answer for any non-singular matrix would be also interesting. Thanks!
UPDATE: I am sorry I though this wa …
- 41