Finding the distance to instability of a large sparse matrix
2006 (English)In: Conference Name: IEEE Conference on Computer-Aided Control Systems DesignConference Location: Munich, GHANA, 2006, 31-35 p.Conference paper (Refereed)
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.
IdentifiersURN: urn:nbn:se:umu:diva-23271OAI: oai:DiVA.org:umu-23271DiVA: diva2:222526