Computing Extremal Points of Symplectic Pseudospectra and Solving Symplectic Matrix Nearness Problems

نویسندگان

  • Nicola Guglielmi
  • Daniel Kressner
  • Christian Lubich
چکیده

We study differential equations that lead to extremal points in symplectic pseudospectra. In a two-level approach, where on the inner level we compute extremizers of the symplectic ε-pseudospectrum for a given ε and on the outer level we optimize over ε, this is used to solve symplectic matrix nearness problems such as the following: For a symplectic matrix with eigenvalues of unit modulus, we aim to determine the nearest complex symplectic matrix such that some or all eigenvalues leave the complex unit circle. Conversely, for a symplectic matrix with all eigenvalues lying off the unit circle, we consider the problem of computing the nearest symplectic matrix that has an eigenvalue on the unit circle.

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عنوان ژورنال:
  • SIAM J. Matrix Analysis Applications

دوره 35  شماره 

صفحات  -

تاریخ انتشار 2014