spectral_radius.m

   1 function rho = spectral_radius(A)
   2   %
   3   % Compute the spectral radius of ``A``, which is not necessarily
   4   % Hermitian.
   5   %
   6   % This is slow. Don't use it on big matrices.
   7   %
   8   % INPUT:
   9   %
  10   %   ``A`` -- The matrix whose spectral radius you want.
  11   %
  12   % OUTPUT:
  13   %
  14   %   ``rho`` -- The spectral radius of ``A``.
  15   %
  16   rho = max(abs(eig(A)));
  17 end