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Version 1.0.0

12th July 2004

MC71: Unsymmetric matrix: estimate 1-norm

This subroutine estimates the 1-norm \[\max _ j \sum_ {i=1} ^ n | a _{ij} |\] of an \(n \times n\) matrix \(\mathbf{A}\) given the ability to multiply a vector by both the matrix and its transpose. Because the explicit form of \(\mathbf{ A}\) is not required, the subroutine can be used for estimating the norm of matrix functions such as the inverse. Additionally this subroutine is potentially useful for estimating condition numbers of a matrix when the matrix is sparse or not available explicitly.