Numerical Analysis Group Research
Report NA-99/03
Computation of Pseudospectra
L N Trefethen
March 1999, 49 pages.
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.
- Key words and phrases:
- pseudospectra, eigenvalues, numerical linear algebra
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