The Mathematical Institute, University of Oxford, Eprints Archive

Eigenvalues and Pseudospectra of Rectangular Matrices

Wright, Thomas G. and Trefethen, Lloyd N. (2001) Eigenvalues and Pseudospectra of Rectangular Matrices. Technical Report. Unspecified. (Submitted)



Pseudospectra of rectangular matrices vary continuously with the matrix entries, a feature that eigenvalues of rectangular 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 given. Applications are given in (square) eigenvalue computation (Lanczos and Arnoldi iteration), square pseudospectra approximation, control theory (nearest uncontrollable system) and game theory.

Item Type:Technical Report (Technical Report)
Subjects:H - N > Numerical analysis
Research Groups:Numerical Analysis Group
ID Code:1238
Deposited By: Lotti Ekert
Deposited On:20 May 2011 08:19
Last Modified:29 May 2015 18:56

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