A note on computation of pseudospectra

Drahoslava Janovská, Vladimír Janovský and Kunio Tanabe

Mathematics and Computers in Simulation (MATCOM), 2012, vol. 82, issue 10, 1732-1743

Abstract: The aim is to contribute to pseudospectra computation via a path following technique. Given a matrix A∈ℂn×n, we compute the branch consisting of a fixed singular value ϵ and corresponding left and right singular vectors of the parameter dependent matrix (x+iy)I−A. The fact that the branch corresponds to the smallest singular value σmin((x+iy)I−A)=ϵ is sufficient to verify at just one point of the branch due to the continuity argument. We can exploit a standard ready-made software.

Keywords: Pseudospectrum; Path following; Continuation (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:82:y:2012:i:10:p:1732-1743

DOI: 10.1016/j.matcom.2012.03.002

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