Pseudospectra of rectangular matrices |
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Authors: | Wright Thomas G; Trefethen Lloyd N |
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Institution: |
1 Oxford University Computing Laboratory, Parks Road, Oxford OX1 3QD, UK
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Abstract: | Pseudospectra of rectangular matrices vary continuously withthe matrix entries, a feature that eigenvalues of these matricesdo not have. Some properties of eigenvalues and pseudospectraof rectangular matrices are explored, and an efficient algorithmfor the computation of pseudospectra is proposed. Applicationsare given in (square) eigenvalue computation (Lanczos iteration),square pseudospectra approximation (Arnoldi iteration), controltheory (nearest uncontrollable system) and game theory. |
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Keywords: | eigenvalues pseudospectra rectangular matrices control theory |
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