Approximating the weighted pseudospectra of large matrices

被引：1
|
作者：
Astudillo, R. [1 ]
Castillo, Z. [1 ]
机构：
[1] Cent Univ Venezuela, Escuela Comp, Ctr Calculo Cient & Tecnol, Caracas, Venezuela
来源：
MATHEMATICAL AND COMPUTER MODELLING | 2013年 / 57卷 / 9-10期
关键词：
Spectrum; Pseudospectrum; Weighted pseudospectrum; Arnoldi method; Weighted Arnoldi factorization; COMPUTATION;
D O I：
10.1016/j.mcm.2011.03.029
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In different applications it is necessary to compute the pseudospectra of matrices in an energy or weighted norm. In this work we develop a practical method to convert an Arnoldi factorization based on the Euclidean inner product into another Arnoldi factorization in a weighted inner product. We also propose how to use this approach to find a portion of the weighted pseudospectra of large matrices. Numerical results on different test problems are presented. (c) 2011 Elsevier Ltd. All rights reserved.
引用
收藏
页码：2169 / 2176
页数：8
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