2016
DOI: 10.1002/nla.2082
|View full text |Cite
|
Sign up to set email alerts
|

Approximated structured pseudospectra

Abstract: Pseudospectra and structured pseudospectra are important tools for the analysis of matrices. Their computation, however, can be very demanding for all but small-matrices. A new approach to compute approximations of pseudospectra and structured pseudospectra, based on determining the spectra of many suitably chosen rank-one or projected rank-one perturbations of the given matrix is proposed. The choice of rank-one or projected rank-one perturbations is inspired by Wilkinson's analysis of eigenvalue sensitivity.… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
2
1

Citation Types

0
14
0

Year Published

2019
2019
2023
2023

Publication Types

Select...
4
1

Relationship

4
1

Authors

Journals

citations
Cited by 6 publications
(14 citation statements)
references
References 23 publications
0
14
0
Order By: Relevance
“…When the adjacency matrix A is very large, we may consider replacing the vectors u and v in (8) by the vector e=1n[1,1,,1]T and compute ρ(A) and ρ(A+εeeT) by the (standard) Arnoldi or restarted Arnoldi methods to determine the structural robustness of the graph with adjacency matrix A . This approach was applied in Reference 21 to estimate pseudospectra of large matrices.…”
Section: Estimating and Reducing The Spectral Radiusmentioning
confidence: 99%
See 1 more Smart Citation
“…When the adjacency matrix A is very large, we may consider replacing the vectors u and v in (8) by the vector e=1n[1,1,,1]T and compute ρ(A) and ρ(A+εeeT) by the (standard) Arnoldi or restarted Arnoldi methods to determine the structural robustness of the graph with adjacency matrix A . This approach was applied in Reference 21 to estimate pseudospectra of large matrices.…”
Section: Estimating and Reducing The Spectral Radiusmentioning
confidence: 99%
“…This approach takes possible uncertainty of the available edge‐weights into account. The analysis in Reference 21 leads to the following numerical method: Apply the two‐sided Arnoldi method to A𝒮 to compute the Perron root ρ(A), as well as the unit right and left Perron vectors u and v, respectively, with positive entries. Project vuT into 𝒮, normalize the projected matrix to have unit Frobenius norm, and define E=vuT|𝒮vuT|𝒮F. We refer to the matrix (9) as an 𝒮‐structured analogue of the Wilkinson perturbation. This is the worst 𝒮‐structured perturbation for ρ(A); one has, by Noschese and Pasquini, 9 (Proposition 2.3) vTEuvTu=|vTEu|vTu=vvuT|𝒮FuvT…”
Section: Estimating and Reducing The Spectral Radiusmentioning
confidence: 99%
“…, 1] T and compute ρ(A) and ρ(A+ε e e T ) by the (standard) Arnoldi or restarted Arnoldi methods to determine the structural robustness of the graph with adjacency matrix A. This approach was applied in [20] to estimate pseudospectra of large matrices.…”
Section: Computation Of the Left And Right Perron Vectors Of A Nonneg...mentioning
confidence: 99%
“…However, the computation of pseudospectra is a computationally demanding task except for very small matrices. Therefore, the development of numerical methods for the efficient computation of pseudospectra of medium-sized matrices, or partial pseudospectra of large matrices, has received considerable attention; see [3,15,18,19,25,26].…”
Section: Introductionmentioning
confidence: 99%
“…Our approach is inspired by Wilkinson's analysis of eigenvalue perturbation of a single matrix; see [24]. It generalizes an approach recently developed in [18] for the efficient computation of structured or unstructured pseudospectra of a single matrix. This paper is organized as follows.…”
Section: Introductionmentioning
confidence: 99%