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Computation of pseudospectra

Published online by Cambridge University Press:  07 November 2008

Lloyd N. Trefethen
Lloyd N. Trefethen
Affiliation:
Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford OX1 3QD, England E-mail: [email protected]
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Abstract

There is more to the computation of pseudospectra than the obvious algorithm of computing singular value decompositions on a grid and sending the results to a contour plotter. Other methods may be hundreds of times faster. The state of the art is reviewed, with emphasis on methods for dense matrices, and a Matlab code is given.

Type
Research Article
Information
Acta Numerica , Volume 8 , January 1999 , pp. 247 - 295
Copyright
Copyright © Cambridge University Press 1999

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