Eigenvalues and Pseudospectra of Rectangular Matrices
Thomas Goddard Wright, Lloyd N. Trefethen · Oxford University Research Archive (ORA) (University of Oxford) · 2001
Pseudospectra of rectangular matrices vary continuously with the matrix entries, a feature that eigenvalues of rectangular matrices do not have. Some properties of eigenvalues and pseudospectra of rectangular matrices are explored, and an efficient algorithm for the computation of pseudospectra is given. Applications are given in (square) eigenvalue computation (Lanczos and Arnoldi iteration), square pseudospectra approximation, control theory (nearest uncontrollable system) and game theory.