Some Regularity Results for the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix

The ε-pseudospectral abscissa αε and radius ρε of an n× n matrix are, respectively, the maximal real part and the maximal modulus of points in its ε-pseudospectrum, defined using the spectral norm. It was proved in [A.S. Lewis and C.H.J. Pang, SIAM J. Optim., 19 (2008), pp. 1048–1072] that for fixed ε > 0, αε and ρε are Lipschitz continuous at a matrix A except when αε and ρε are attained at a critical point of the norm of the resolvent (in the nonsmooth sense), and it was conjectured that the points where αε and ρε are attained are not resolvent-critical. We prove this conjecture, which leads to the new result that αε and ρε are Lipschitz continuous, and also establishes the Aubin property with respect to both ε and A of the ε-pseudospectrum for the points z ∈ C where αε and ρε are attained. Finally, we give a proof showing that the pseudospectrum can never be “pointed outwards.”