Paper Info
Title
Approximated structured pseudospectra.
Abstract
Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small-matrices. A new approach to compute approximations of pseudospectra and structured pseudospectra, based on determining the spectra of many suitably chosen rank-one or projected rank-one perturbations of the given matrix is proposed. The choice of rank-one or projected rank-one perturbations is inspired by Wilkinson's analysis of eigenvalue sensitivity. Numerical examples illustrate that the proposed approach gives much better insight into the pseudospectra and structured pseudospectra than random or structured random rank-one perturbations with lower computational burden. The latter approach is presently commonly used for the determination of structured pseudospectra.
Year
DOI
Venue
2017
10.1002/nla.2082
NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS
Keywords
DocType
Volume
eigenvalue sensitivity,Hamiltonian structure,pseudospectrum,structured pseudospectrum,Toeplitz structure
Journal
24.0
Issue
ISSN
Citations 
2.0
1070-5325
0
PageRank 
References 
Authors
0.34
0
2
Name
Order
Citations
PageRank
Silvia Noschese1326.77
Lothar Reichel245395.02