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Pseudospectra of linear matrix pencils by block diagonalization
Authors:P.-F. Lavallée  M. Sadkane
Affiliation:(1) IRISA-INRIA, Campus de Beaulieu, F-35042 Rennes Cedex, France;(2) Département de Mathématiques, Université de Bretagne Occidentale, 6, avenue Le Gorgeu, B.P. 809, F-29285 Brest Cedex, France
Abstract:We propose an algorithm that block-diagonalizes regular matrix pencils using well conditioned transformations. This algorithm is used for approximating the pseudospectra of matrix pencils. Several numerical experiments illustrate the behavior of the proposed algorithm.
Keywords:65F15  65F30
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