Computing the Kreiss constant of a matrix

DOI10.1137/19M1275127zbMATH Open1464.65044arXiv1907.06537OpenAlexW3111653800MaRDI QIDQ5854656FDOQ5854656

Authors: Tim Mitchell 

Publication date: 17 March 2021

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

Abstract: We establish the first globally convergent algorithms for computing the Kreiss constant of a matrix to arbitrary accuracy. We propose three different iterations for continuous-time Kreiss constants and analogues for discrete-time Kreiss constants. With standard eigensolvers, the methods do $mathcalO(n^6)$ work, but we show how this theoretical work complexity can be lowered to $mathcalO(n^4)$ on average and $mathcalO(n^5)$ in the worst case via divide-and-conquer variants. Finally, locally optimal Kreiss constant approximations can be efficiently obtained for large-scale matrices via optimization.

Full work available at URL: https://arxiv.org/abs/1907.06537

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zbMATH Keywords

pseudospectratransient growthdiscontinuity of Kreiss constantsdistance to uncontrollability algorithmsinverses of Kronecker sums

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)

Cites Work

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Cited In (6)

• Computing the Additive Degree-Kirchhoff Index with the Laplacian Matrix
• Convergence Rate Analysis and Improved Iterations for Numerical Radius Computation
• Fast Interpolation-Based Globality Certificates for Computing Kreiss Constants and the Distance to Uncontrollability
• Optimizing the Kreiss constant
• DoD stabilization for non-linear hyperbolic conservation laws on cut cell meshes in one dimension
• Fast computation of \(\mathrm{sep}_\lambda\) via interpolation-based globality certificates

Uses Software

• PROPACK
• JDQR
• Chebfun
• Eigtool
• Seigtool
• JDQZ
• MORLAB
• PSAPSR
• ROSTAPACK

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