Calculation of Pseudospectra by the Arnoldi Iteration
Toh, Kim-Chuan; Trefethen, Lloyd N.
The Arnoldi iteration, usually viewed as a method for calculating eigenvalues, can also be used to estimate pseudospectra. This possibility may be of practical importance, for in applications involving highly non-normal matrices or operators, such as hydrodynamic stability, pseudospectra may be physically more significant than spectra.
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