Computes the spectral (2) norm or a real symmetric or complex Hermitian matrix
given its eigenvalue decomposition.
USAGE:
norm.eigen.Hermitian(x)
REQUIRED ARGUMENTS:
x:
an object of class "eigen.Hermitian" representing
the eigenvalue decomposition of a real symmetric or complex Hermitian matrix.
VALUE:
A numeric value of class "norm"
representing the spectral or 2 norm of the matrix underlying x.
A copy of the call to "norm" is returned as an attribute.
DETAILS:
The spectral or 2 norm the matrix underlying x is equal to its
eigenvalue of largest magnitude.
REFERENCES:
Golub, G., and Van Loan, C. F. (1989).
Matrix Computations,
2nd edition, Johns Hopkins, Baltimore.