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  4. Subspace Methods For Computing The Pseudospectral Abscissa And The Stability Radius
 
research article

Subspace Methods For Computing The Pseudospectral Abscissa And The Stability Radius

Kressner, Daniel  
•
Vandereycken, Bart
2014
SIAM Journal On Matrix Analysis And Applications

The pseudospectral abscissa and the stability radius are well-established tools for quantifying the stability of a matrix under unstructured perturbations. Based on first-order eigenvalue expansions, Guglielmi and Overton [SIAM J. Matrix Anal. Appl., 32 (2011), pp. 1166-1192] recently proposed a linearly converging iterative method for computing the pseudospectral abscissa. In this paper, we propose to combine this method and its variants with subspace acceleration. Each extraction step computes the pseudospectral abscissa of a small rectangular matrix pencil, which is comparably cheap and guarantees monotonicity. We observe local quadratic convergence and prove local superlinear convergence of the resulting subspace methods. Moreover, these methods extend naturally to computing the stability radius. A number of numerical experiments demonstrate the robustness and efficiency of the subspace methods.

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Type
research article
DOI
10.1137/120869432
Web of Science ID

WOS:000333693300014

Author(s)
Kressner, Daniel  
Vandereycken, Bart
Date Issued

2014

Publisher

Siam Publications

Published in
SIAM Journal On Matrix Analysis And Applications
Volume

35

Issue

1

Start page

292

End page

313

Subjects

eigenvalue problem

•

pseudospectra

•

spectral abscissa

•

stability radius

•

subspace acceleration

•

complex approximation

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ANCHP  
Available on Infoscience
May 2, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/103047
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