Computing the Structured Pseudospectrum of a Toeplitz Matrix and Its Extreme Points

DOI10.1137/120864349MaRDI QIDQ4918167zbMATH OpenOpenAlexFDO

Authors Paolo Buttà, Silvia Noschese, Nicola Guglielmi

Publication date 23 April 2013

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1202.0254

zbMATH Keywords

eigenvaluepseudospectrumspectral abscissaspectral radiusstructured pseudospectrumToeplitz structure

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Abstract: The computation of the structured pseudospectral abscissa and radius (with respect to the Frobenius norm) of a Toeplitz matrix is discussed and two algorithms based on a low rank property to construct extremal perturbations are presented. The algorithms are inspired by those considered in [SIAM J. Matrix Anal. Appl., 32 (2011), pp. 1166-1192] for the unstructured case, but their extension to structured pseudospectra and analysis presents several difficulties. Natural generalizations of the algorithms, allowing to draw significant sections of the structured pseudospectra in proximity of extremal points are also discussed. Since no algorithms are available in the literature to draw such structured pseudospectra, the approach we present seems promising to extend existing software tools (Eigtool, Seigtool) to structured pseudospectra representation for Toeplitz matrices. We discuss local convergence properties of the algorithms and show some applications to a few illustrative examples.

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Cited in

(10)

• Computing unstructured and structured polynomial pseudospectrum approximations
• A gradient system approach for Hankel structured low-rank approximation
• Structured maximal perturbations for Hamiltonian eigenvalue problems
• Matrix Stabilization Using Differential Equations
• Differential equations for real-structured defectivity measures
• An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility
• Approximated structured pseudospectra
• A novel iterative method to approximate structured singular values
• The structured distance to singularity of a symmetric tridiagonal Toeplitz matrix
• On the computation of structured singular values and pseudospectra

Describes a project that uses

Uses Software

• Eigtool
• Seigtool

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