Complete Iterative Method for Computing Pseudospectra
نویسنده
چکیده
EEcient codes for computing pseudospectra of large sparse matrices usually use a Lanczos type method with the shift and invert technique and a shift equal to zero. Then, these codes are very eecient for computing pseudospectra on regions where the matrix is nonnormal (because k(A ? zI) ?1 k2 is large) but they lose their eeciency when they compute pseudospectra on regions where the spectrum of A is not sensitive (k(A ? zI) ?1 k2 is small). A way to overcome this loss of eeciency using only iterative methods associated with an adaptive shift is proposed.
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