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Variational Analysis of Pseudospectra

SIAM J. Optim. Volume 19, Issue 3, pp. 1048-1072 (2008)

Published October 22, 2008
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The $\epsilon$-pseudospectrum of a square matrix $A$ is the set of eigenvalues attainable when $A$ is perturbed by matrices of spectral norm not greater than $\epsilon$. The pseudospectral abscissa is the largest real part of such an eigenvalue, and the pseudospectral radius is the largest absolute value of such an eigenvalue. We find conditions for the pseudospectrum to be Lipschitz continuous in the set-valued sense and hence find conditions for the pseudospectral abscissa and the pseudospectral radius to be Lipschitz continuous in the single-valued sense. Our approach illustrates diverse techniques of variational analysis. The points at which the pseudospectrum is not Lipschitz (or more properly, does not have the Aubin property) are exactly the critical points of the resolvent norm, which in turn are related to the coalescence points of pseudospectral components.

©2008 Society for Industrial and Applied Mathematics
History: Received January 31, 2007; accepted May 23, 2008; published October 22, 2008
Permalink: http://dx.doi.org/10.1137/070681521

KEYWORDS and AMS

Keywords
AMS Subject Classifications
15A18, 49K40, 65F15, 65K10, 90C31

PUBLICATION DATA

ISSN:
1052-6234 (print)   1095-7189 (online)
Publisher:
AIP is a member of CrossRef SIAM

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