Extended and improved criss-cross algorithms for computing the spectral value set abscissa and radius
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Publication:5203963
DOI10.1137/19M1246213zbMATH Open1457.93066arXiv1712.10067WikidataQ115214773 ScholiaQ115214773MaRDI QIDQ5203963FDOQ5203963
Authors: P. Benner, Tim Mitchell 
Publication date: 9 December 2019
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Abstract: In this paper, we extend the original criss-cross algorithms for computing the -pseudospectral abscissa and radius to general spectral value sets. By proposing new root-finding-based strategies for the horizontal/radial search subphases, we significantly reduce the number of expensive Hamiltonian eigenvalue decompositions incurred, which typically translates to meaningful speedups in overall computation times. Furthermore, and partly necessitated by our root-finding approach, we develop a new way of handling the singular pencils or problematic interior searches that can arise when computing the -spectral value set radius. Compared to would-be direct extensions of the original algorithms, that is, without our additional modifications, our improved criss-cross algorithms are not only noticeably faster but also more robust and numerically accurate, for both spectral value set and pseudospectral problems.
Full work available at URL: https://arxiv.org/abs/1712.10067
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Cited In (8)
- Convergence Rate Analysis and Improved Iterations for Numerical Radius Computation
- Fast Interpolation-Based Globality Certificates for Computing Kreiss Constants and the Distance to Uncontrollability
- Nearest \(\Omega \)-stable matrix via Riemannian optimization
- Computing the Kreiss constant of a matrix
- Root-Max Problems, Hybrid Expansion-Contraction, and Quadratically Convergent Optimization of Passive Systems
- Criss-cross type algorithms for computing the real pseudospectral abscissa
- Large-scale minimization of the pseudospectral abscissa
- Fast computation of \(\mathrm{sep}_\lambda\) via interpolation-based globality certificates
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