A fast algorithm for computing the pseudospectra of Toeplitz matrices |
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Authors: | Zhengsheng Wang Chuntao Liu Yuanjun Li |
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Affiliation: | Department of Mathematics, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, PR China |
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Abstract: | The concept of pseudospectra was introduced by Trefethen during the 1990s and became a popular tool to explain the behavior of non-normal matrices. In this paper, we propose a fast algorithm for computing the pseudospectra of Toeplitz matrices by using fast Toeplitz QR factorization. Numerical experiments are given to illustrate the efficiency of the new algorithm. |
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