Experience with a matrix norm estimator
SIAM Journal on Scientific and Statistical Computing
ACM Transactions on Mathematical Software (TOMS)
ScaLAPACK user's guide
LAPACK Users' guide (third ed.)
LAPACK Users' guide (third ed.)
A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra
SIAM Journal on Matrix Analysis and Applications
Accuracy and Stability of Numerical Algorithms
Accuracy and Stability of Numerical Algorithms
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We describe a parallel Fortran 77 implementation, in ScaLA-PACK style, of a block matrix 1-norm estimator of Higham and Tisseur. This estimator differs from that underlying the existing ScaLAPACK code, PxLACON, in that it iterates with a matrix with t columns, where t ≥ 1 is a parameter, rather than with a vector, ands o the basic computational kernel is level 3 BLAS operations. Our experiments on an SGI Origin2000 show that with t = 2 or 4 the new code offers better estimates than PDLACON with a similar execution time. Moreover, with t 4, estimates exact over 90% of the time are achieved with execution time growing much slower than t.