Subspace methods for computing the pseudospectral abscissa and the stability radius
The goal of the paper is to combine the linearly converging iterative method for computing the pseudospectral abscissa proposed by \textit{N. Guglielmi} and \textit{M. L. Overton} [SIAM J. Matrix Anal. Appl. 32, No. 4, 1166--1192 (2011; Zbl 1248.65034)], and its variants with subspace acceleration. The basic idea is to collect the essential information from all the previous iterates in a subspace and obtain a more accurate iterate by extracting a quasi-best approximation from this subspace.NEWLINENEWLINEThe first section is an introduction into the nature of the subject.NEWLINENEWLINEThe second section briefly summarizes the basic algorithm by Guglielmi and Overton together with some results.NEWLINENEWLINEIn the third section, the authors develop the fundamental ideas behind the proposed subspace method and prove monotonicity as well as stability of the extraction procedure. Each extraction step computes the pseudospectral abscissa of a small rectangular matrix pencil.NEWLINENEWLINEIn the fourth section, two different variants of the subspace are proposed and analysed from the point of view of convergence. The authors observe local quadratic convergence and prove local superlinear convergence of the resulting subspace methods.NEWLINENEWLINEThe implementation details of the proposed subspace algorithms and some numerical experiments for a suite of dense and sparse test problems are discussed in the fifth section, in order to demonstrate the robustness and efficiency of the above algorithms.NEWLINENEWLINEThe sixth section is concerned with extending the proposed methods to the computation of the stability radius.NEWLINENEWLINEThe main conclusions are exposed in the last section.
- New algorithms for computing the real structured pseudospectral abscissa and the real stability radius of large and sparse matrices
- An iterative method for computing the pseudospectral abscissa for a class of nonlinear eigenvalue problems
- Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
- Subspace method for the estimation of large-scale structured real stability radius
- Computation of pseudospectral abscissa for large-scale nonlinear eigenvalue problems
- Pseudospectra for matrix pencils and stability of equilibria
- Robust stability and a criss-cross algorithm for pseudospectra
- Guaranteed stability with subspace methods
- Some regularity results for the pseudospectral abscissa and pseudospectral radius of a matrix
- Subspace iterative methods for eigenvalue problems
- Computing spectral value sets using the subharmonicity of the norm of rational matrices
- Nearest -stable matrix via Riemannian optimization
- Solving symmetric and positive definite second-order cone linear complementarity problem by a rational Krylov subspace method
- Black-box learning of multigrid parameters
- Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations
- Krylov subspace methods for discrete-time algebraic Riccati equations
- On the method by Rostami for computing the real stability radius of large and sparse matrices
- Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
- A subspace method for large-scale eigenvalue optimization
- A new approach for calculating the real stability radius
- Subspace acceleration for the Crawford number and related eigenvalue optimization problems
- Pseudospectra of matrix pencils for transient analysis of differential-algebraic equations
- Approximating the real structured stability radius with Frobenius-norm bounded perturbations
- Path-Following Method to Determine the Field of Values of a Matrix with High Accuracy
- Large-scale and global maximization of the distance to instability
- Computation of pseudospectral abscissa for large-scale nonlinear eigenvalue problems
- An iterative method for computing robustness of polynomial stability
- On matrix nearness problems: distance to delocalization
- Criss-cross type algorithms for computing the real pseudospectral abscissa
- Computing the Kreiss constant of a matrix
- Model Order Reduction in Contour Integral Methods for Parametric PDEs
- Rank-1 Matrix Differential Equations for Structured Eigenvalue Optimization.
- Variational characterization and Rayleigh quotient iteration of 2D eigenvalue problem with applications
- Large-scale minimization of the pseudospectral abscissa
- A reduced-\textsc{\textsc{irka}} method for large-scale \(\mathcal{H}_2\)-optimal model order reduction
- Minimization of the pseudospectral abscissa of a quadratic matrix polynomial
- Subspace methods for spectral and pseudo-spectral quantities
- Structured linear stability problems
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