A Newton-based method for the calculation of the distance to instability

DOI10.1016/j.laa.2011.06.012zbMath1228.65065OpenAlexW2087462091MaRDI QIDQ716432

Melina A. Freitag, Alastair Spence

Publication date: 22 September 2011

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2011.06.012

zbMATH Keywords

numerical resultsstable matricesfast algorithmdistance to instabilityNewtons's method

Mathematics Subject Classification ID

Related Items (16)

On the real stability radius for some classes of matrices ⋮ New Algorithms for Computing the Real Structured Pseudospectral Abscissa and the Real Stability Radius of Large and Sparse Matrices ⋮ Stability and distance to instability for polynomial matrix families. Complex perturbations ⋮ Stability radii for real linear Hamiltonian systems with perturbed dissipation ⋮ Computing the distance to continuous-time instability of quadratic matrix polynomials ⋮ A new approach for calculating the real stability radius ⋮ From pseudospectra of diagonal blocks to pseudospectrum of a full matrix ⋮ The verification of multiplicity support of a defective eigenvalue of a real matrix ⋮ Pseudospectra localizations and their applications ⋮ Robust Stability of Differential-Algebraic Equations ⋮ Fractional pseudospectra and their localizations ⋮ Stability Radii for Linear Hamiltonian Systems with Dissipation Under Structure-Preserving Perturbations ⋮ The calculation of the distance to a nearby defective matrix ⋮ On Matrix Nearness Problems: Distance to Delocalization ⋮ A Subspace Method for Large-Scale Eigenvalue Optimization ⋮ An implicit algorithm for computing the minimal Gersgorin set

Uses Software

• MatrixMarket

Cites Work

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• A fast algorithm to compute the \(H_{\infty}\)-norm of a transfer function matrix
• A regularity result for the singular values of a transfer matrix and a quadratically convergent algorithm for computing its \(L_{\infty}\)-norm
• Large-scale complex eigenvalue problems
• Photonic band structure calculations using nonlinear eigenvalue techniques
• Characterization and Computation of Generalized Turning Points
• Characterization of the stability radius via bifurcation techniques
• The Numerical Solution of Nonlinear Equations Having Several Parameters I: Scalar Equations
• A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices
• An Algorithm for Computing the Distance to Instability

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