sandbox.linalg – Linear Algebra Ops


aesara.sandbox.linalg.ops.spectral_radius_bound(X, log2_exponent)[source]

Returns upper bound on the largest eigenvalue of square symmetric matrix X.

log2_exponent must be a positive-valued integer. The larger it is, the slower and tighter the bound. Values up to 5 should usually suffice. The algorithm works by multiplying X by itself this many times.

From V.Pan, 1990. “Estimating the Extremal Eigenvalues of a Symmetric Matrix”, Computers Math Applic. Vol 20 n. 2 pp 17-22. Rq: an efficient algorithm, not used here, is defined in this paper.