Pseudospectrum — Eigenvalue Sensitivity

ε-pseudospectrum: where eigenvalues can go under ε-perturbation (Trefethen 1997)

Matrix Type

Computing…

The ε-pseudospectrum of A is:

Λ_ε(A) = {z: σ_min(zI-A) ≤ ε}

For non-normal matrices, eigenvalues are highly sensitive: a tiny perturbation can move them far. The pseudospectrum reveals the true "operational" spectrum.

Grcar and Jordan matrices are prototypically non-normal — their pseudospectra are enormous compared to their actual eigenvalues.