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A note on computation of pseudospectra

Author

Listed:
  • Janovská, Drahoslava
  • Janovský, Vladimír
  • Tanabe, Kunio

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.

Suggested Citation

  • Janovská, Drahoslava & Janovský, Vladimír & Tanabe, Kunio, 2012. "A note on computation of pseudospectra," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(10), pages 1732-1743.
    • Handle: RePEc:eee:matcom:v:82:y:2012:i:10:p:1732-1743
    DOI: 10.1016/j.matcom.2012.03.002
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