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Finding the distance to instability of a large sparse matrix
Umeå University, Faculty of Science and Technology, Department of Computing Science.
Umeå University, Faculty of Science and Technology, Department of Computing Science.
2006 (English)In: Conference Name: IEEE Conference on Computer-Aided Control Systems DesignConference Location: Munich, GHANA, 2006, 31-35 p.Conference paper, Published paper (Refereed)
Abstract [en]

The distance to instability of a matrix A is a robust measure for the stability of the corresponding dynamical system x = Ax, known to be far more reliable than checking the eigenvalues of A. In this paper, a new algorithm for computing such a distance is sketched. Built on existing approaches, its computationally most expensive part involves a usually modest number of shift-and-invert Amoldi iterations. This makes it possible to address large sparse matrices, such as those arising from discretized partial differential equations.

Place, publisher, year, edition, pages
2006. 31-35 p.
Identifiers
URN: urn:nbn:se:umu:diva-23271OAI: oai:DiVA.org:umu-23271DiVA: diva2:222526
Available from: 2009-06-09 Created: 2009-06-09

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CiteExportLink to record
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Citation style
  • apa
  • ieee
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