A note on computation of pseudospectra

A note on computation of pseudospectra

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Article ID: iaor20124618
Volume: 82
Issue: 10
Start Page Number: 1732
End Page Number: 1743
Publication Date: Jun 2012
Journal: Mathematics and Computers in Simulation
Authors: , ,
Keywords: numerical analysis
Abstract:

The aim is to contribute to pseudospectra computation via a path following technique. Given a matrix A C n × n equ1, we compute the branch consisting of a fixed singular value σ and corresponding left and right singular vectors of the parameter dependent matrix (x +iy)IA. The fact that the branch corresponds to the smallest singular value s min((x +iy)IA)= 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.

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