Pseudospectra of rectangular matrices
- 1 October 2002
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Numerical Analysis
- Vol. 22 (4) , 501-519
- https://doi.org/10.1093/imanum/22.4.501
Abstract
Pseudospectra of rectangular matrices vary continuously with the matrix entries, a feature that eigenvalues of these matrices do not have. Some properties of eigenvalues and pseudospectra of rectangular matrices are explored, and an efficient algorithm for the computation of pseudospectra is proposed. Applications are given in (square) eigenvalue computation (Lanczos iteration), square pseudospectra approximation (Arnoldi iteration), control theory (nearest uncontrollable system) and game theory.Keywords
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