Version 1.0.0

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MC71 Unsymmetric matrix: estimate 1-norm

This subroutine estimates the 1-norm

maxj i=1n|a ij|

of an n × n matrix A given the ability to multiply a vector by both the matrix and its transpose. Because the explicit form of 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.