Acta Numerica

Research Article

Computation of pseudospectra

Lloyd N. Trefethena1

a1 Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford OX1 3QD, England E-mail: LNT@comlab.ox.ac.uk

Abstract

There is more to the computation of pseudospectra than the obvious algorithm of computing singular value decompositions on a grid and sending the results to a contour plotter. Other methods may be hundreds of times faster. The state of the art is reviewed, with emphasis on methods for dense matrices, and a Matlab code is given.