H2Lib  3.0
Functions
matrixnorms

Estimators for spectral norm of difference form differnt types of matrices $A$ and $B$. Approximation of the form $\lVert A-B \rVert_2$ or $\lVert A-B \rVert_2$ with some factorized matrix $B$ or $\lVert I - B^{-1} A \rVert_2$ with some facotized matrix $B$ can be computed. More...

Functions

real norm2diff_amatrix_rkmatrix (pcrkmatrix a, pcamatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_amatrix_sparsematrix (pcsparsematrix a, pcamatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_amatrix_hmatrix (pchmatrix a, pcamatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_amatrix_h2matrix (pch2matrix a, pcamatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_amatrix_dh2matrix (pcdh2matrix a, pcamatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_rkmatrix_sparsematrix (pcsparsematrix a, pcrkmatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_rkmatrix_hmatrix (pchmatrix a, pcrkmatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_rkmatrix_h2matrix (pch2matrix a, pcrkmatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_rkmatrix_dh2matrix (pcdh2matrix a, pcrkmatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_sparsematrix_hmatrix (pchmatrix a, pcsparsematrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_sparsematrix_h2matrix (pch2matrix a, pcsparsematrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_sparsematrix_dh2matrix (pcdh2matrix a, pcsparsematrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_hmatrix_h2matrix (pch2matrix a, pchmatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_hmatrix_dh2matrix (pcdh2matrix a, pchmatrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_h2matrix_dh2matrix (pcdh2matrix a, pch2matrix b)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. More...
 
real norm2diff_lr_amatrix (pcamatrix A, pcamatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_lr_amatrix_hmatrix (pcamatrix A, pchmatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_chol_amatrix (pcamatrix A, pcamatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_chol_amatrix_hmatrix (pcamatrix A, pchmatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_lr_hmatrix_amatrix (pchmatrix A, pcamatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_lr_hmatrix (pchmatrix A, pchmatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_chol_hmatrix_amatrix (pchmatrix A, pcamatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_chol_hmatrix (pchmatrix A, pchmatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_lr_sparsematrix_amatrix (pcsparsematrix A, pcamatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_lr_sparsematrix_hmatrix (pcsparsematrix A, pchmatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_chol_sparsematrix_amatrix (pcsparsematrix A, pcamatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_chol_sparsematrix_hmatrix (pcsparsematrix A, pchmatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_lr_h2matrix_amatrix (pch2matrix A, pcamatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_lr_h2matrix_hmatrix (pch2matrix A, pchmatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_chol_h2matrix_amatrix (pch2matrix A, pcamatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_chol_h2matrix_hmatrix (pch2matrix A, pchmatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_lr_dh2matrix_amatrix (pcdh2matrix A, pcamatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_lr_dh2matrix_hmatrix (pcdh2matrix A, pchmatrix LR)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_chol_dh2matrix_amatrix (pcdh2matrix A, pcamatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_chol_dh2matrix_hmatrix (pcdh2matrix A, pchmatrix chol)
 Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_amatrix (pcamatrix A, pcamatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_amatrix_hmatrix (pcamatrix A, pchmatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_amatrix (pcamatrix A, pcamatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_amatrix_hmatrix (pcamatrix A, pchmatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_hmatrix_amatrix (pchmatrix A, pcamatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_hmatrix (pchmatrix A, pchmatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_hmatrix_amatrix (pchmatrix A, pcamatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_hmatrix (pchmatrix A, pchmatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_sparsematrix_amatrix (pcsparsematrix A, pcamatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_sparsematrix_hmatrix (pcsparsematrix A, pchmatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_sparsematrix_amatrix (pcsparsematrix A, pcamatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_sparsematrix_hmatrix (pcsparsematrix A, pchmatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_h2matrix_amatrix (pch2matrix A, pcamatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_h2matrix_hmatrix (pch2matrix A, pchmatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_h2matrix_amatrix (pch2matrix A, pcamatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_h2matrix_hmatrix (pch2matrix A, pchmatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_dh2matrix_amatrix (pcdh2matrix A, pcamatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_lr_dh2matrix_hmatrix (pcdh2matrix A, pchmatrix LR)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_dh2matrix_amatrix (pcdh2matrix A, pcamatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 
real norm2diff_id_chol_dh2matrix_hmatrix (pcdh2matrix A, pchmatrix chol)
 Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector. More...
 

Detailed Description

Estimators for spectral norm of difference form differnt types of matrices $A$ and $B$. Approximation of the form $\lVert A-B \rVert_2$ or $\lVert A-B \rVert_2$ with some factorized matrix $B$ or $\lVert I - B^{-1} A \rVert_2$ with some facotized matrix $B$ can be computed.

Function Documentation

real norm2diff_amatrix_dh2matrix ( pcdh2matrix  a,
pcamatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aD $\mathcal H^2$ matrix $A$.
bDense matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_amatrix_h2matrix ( pch2matrix  a,
pcamatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
a$\mathcal H^2$ matrix $A$.
bDense matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_amatrix_hmatrix ( pchmatrix  a,
pcamatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aHierarchical matrix $A$.
bDense matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_amatrix_rkmatrix ( pcrkmatrix  a,
pcamatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aLow rank matrix $A$.
bDense matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_amatrix_sparsematrix ( pcsparsematrix  a,
pcamatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aSparse matrix $A$.
bDense matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_amatrix ( pcamatrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ADense matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_amatrix_hmatrix ( pcamatrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ADense matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_dh2matrix_amatrix ( pcdh2matrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_dh2matrix_hmatrix ( pcdh2matrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_h2matrix_amatrix ( pch2matrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_h2matrix_hmatrix ( pch2matrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_hmatrix ( pchmatrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AHierarchical matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_hmatrix_amatrix ( pchmatrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AHierarchical matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_sparsematrix_amatrix ( pcsparsematrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ASparse matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_chol_sparsematrix_hmatrix ( pcsparsematrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ASparse matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_h2matrix_dh2matrix ( pcdh2matrix  a,
pch2matrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aD $\mathcal H^2$ matrix $A$.
b$\mathcal H^2$ matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_hmatrix_dh2matrix ( pcdh2matrix  a,
pchmatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aD $\mathcal H^2$ matrix $A$.
bHierarchical matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_hmatrix_h2matrix ( pch2matrix  a,
pchmatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
a$\mathcal H^2$ matrix $A$.
bHierarchical matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_id_chol_amatrix ( pcamatrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ADense matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_amatrix_hmatrix ( pcamatrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ADense matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_dh2matrix_amatrix ( pcdh2matrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_dh2matrix_hmatrix ( pcdh2matrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_h2matrix_amatrix ( pch2matrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_h2matrix_hmatrix ( pch2matrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_hmatrix ( pchmatrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AHierarchical matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_hmatrix_amatrix ( pchmatrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
AHierarchical matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_sparsematrix_amatrix ( pcsparsematrix  A,
pcamatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ASparse matrix $A$.
cholDense Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_chol_sparsematrix_hmatrix ( pcsparsematrix  A,
pchmatrix  chol 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a Cholesky factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a Cholesky decomposition of $A$.

Parameters
ASparse matrix $A$.
cholHierarchical Cholesky factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_amatrix ( pcamatrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ADense matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_amatrix_hmatrix ( pcamatrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ADense matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_dh2matrix_amatrix ( pcdh2matrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_dh2matrix_hmatrix ( pcdh2matrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_h2matrix_amatrix ( pch2matrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_h2matrix_hmatrix ( pch2matrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_hmatrix ( pchmatrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AHierarchical matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_hmatrix_amatrix ( pchmatrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AHierarchical matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_sparsematrix_amatrix ( pcsparsematrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ASparse matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_id_lr_sparsematrix_hmatrix ( pcsparsematrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|I - B^{-1}A\|_2$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(I - B^{-1}A)^* (I - B^{-1}A)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ASparse matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|I - B^{-1}A\|_2$.
real norm2diff_lr_amatrix ( pcamatrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ADense matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_amatrix_hmatrix ( pcamatrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ADense matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_dh2matrix_amatrix ( pcdh2matrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_dh2matrix_hmatrix ( pcdh2matrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AD $\mathcal H^2$ matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_h2matrix_amatrix ( pch2matrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_h2matrix_hmatrix ( pch2matrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
A$\mathcal H^2$ matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_hmatrix ( pchmatrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AHierarchical matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_hmatrix_amatrix ( pchmatrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
AHierarchical matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_sparsematrix_amatrix ( pcsparsematrix  A,
pcamatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ASparse matrix $A$.
LRDense LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_lr_sparsematrix_hmatrix ( pcsparsematrix  A,
pchmatrix  LR 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$. The matrix $B$ is given as a LR factorization and can be applied to some vector.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation. $B$ is given as a LR decomposition of $A$.

Parameters
ASparse matrix $A$.
LRHierarchical LR factorization of the matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_rkmatrix_dh2matrix ( pcdh2matrix  a,
pcrkmatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aD $\mathcal H^2$ matrix $A$.
bLow rank matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_rkmatrix_h2matrix ( pch2matrix  a,
pcrkmatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
a$\mathcal H^2$ matrix $A$.
bLow rank matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_rkmatrix_hmatrix ( pchmatrix  a,
pcrkmatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aHierarchical matrix $A$.
bLow rank matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_rkmatrix_sparsematrix ( pcsparsematrix  a,
pcrkmatrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aSparse matrix $A$.
bLow rank matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_sparsematrix_dh2matrix ( pcdh2matrix  a,
pcsparsematrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aD $\mathcal H^2$ matrix $A$.
bSparse matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_sparsematrix_h2matrix ( pch2matrix  a,
pcsparsematrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
a$\mathcal H^2$ matrix $A$.
bSparse matrix $B$.
Returns
Approximation of $\|A-B\|_2$.
real norm2diff_sparsematrix_hmatrix ( pchmatrix  a,
pcsparsematrix  b 
)

Approximate the spectral norm $\|A-B\|_2$ of the difference of two matrices $A$ and $B$.

The spectral norm is approximated by applying a few steps of the power iteration to the matrix $(A-B)^* (A-B)$ and computing the square root of the resulting eigenvalue approximation.

Parameters
aHierarchical matrix $A$.
bSparse matrix $B$.
Returns
Approximation of $\|A-B\|_2$.