Fast Algorithms for Approximating the Pseudospectral Abscissa and Pseudospectral Radius

A MATLAB package for approximating the pseudospectral abscissa and pseudospectral radius of a matrix.

Nicola Guglielmi and Michael L. Overton

The method is documented in this paper.

PSAPSR is based upon work supported by the National Science Foundation (NSF) under grant DMS-1016325. Any opinions, findings and conclusions or recommendations expressed in this material are those of the authors and do not necessarily reflect the views of NSF.