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changeset 9875:47f36dd27203

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randomize initial guess in normest
author Jaroslav Hajek <highegg@gmail.com>
date Thu, 26 Nov 2009 13:17:39 +0100
parents 90bc0cc4518f
children 21d81d06b221
files scripts/ChangeLog scripts/linear-algebra/normest.m
diffstat 2 files changed, 8 insertions(+), 0 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog	Thu Nov 26 13:06:59 2009 +0100
+++ b/scripts/ChangeLog	Thu Nov 26 13:17:39 2009 +0100
@@ -1,3 +1,7 @@
+2009-11-26  Jaroslav Hajek  <highegg@gmail.com>
+
+	* linear-algebra/normest.m: Randomize initial vector.
+
 2009-11-26  Jaroslav Hajek  <highegg@gmail.com>
 
 	* linear-algebra/dot.m: Remove.
--- a/scripts/linear-algebra/normest.m	Thu Nov 26 13:06:59 2009 +0100
+++ b/scripts/linear-algebra/normest.m	Thu Nov 26 13:17:39 2009 +0100
@@ -42,6 +42,10 @@
   e = norm (x);
   if (e > 0)
     [m, n] = size (A);
+    ## Randomize x to avoid bad guesses for important matrices.
+    ## FIXME: can we do something smarter?
+    x .*= randn (n, 1);
+    e = norm (x);
     x /= e;
     e0 = 0;
     while (abs (e - e0) > tol * e)