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About the sharpness of the stability estimates in the Kreiss matrix theorem

Authors: M. N. Spijker, S. Tracogna and B. D. Welfert
Journal: Math. Comp. 72 (2003), 697-713
MSC (2000): Primary 15A60, 65M12
Published electronically: October 29, 2002
MathSciNet review: 1954963
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Abstract: One of the conditions in the Kreiss matrix theorem involves the resolvent of the matrices $A$ under consideration. This so-called resolvent condition is known to imply, for all $n\ge1$, the upper bounds $\Vert A^n\Vert\le eK(N+1)$ and $\Vert A^n\Vert\le eK(n+1)$. Here $\Vert\cdot\Vert$ is the spectral norm, $K$ is the constant occurring in the resolvent condition, and the order of $A$ is equal to $N+1\ge1$.

It is a long-standing problem whether these upper bounds can be sharpened, for all fixed $K>1$, to bounds in which the right-hand members grow much slower than linearly with $N+1$ and with $n+1$, respectively. In this paper it is shown that such a sharpening is impossible. The following result is proved: for each $\epsilon >0$, there are fixed values $C>0, K>1$ and a sequence of $(N+1)\times (N+1)$ matrices $A_N$, satisfying the resolvent condition, such that $\Vert(A_N)^n\Vert\ge\nolinebreak C(N+\nolinebreak 1)^{1-\epsilon}$ $=C(n+1)^{1-\epsilon}$ for $N=n=1,2,3,\ldots$.

The result proved in this paper is also relevant to matrices $A$whose $\epsilon$-pseudospectra lie at a distance not exceeding $K\epsilon$ from the unit disk for all $\epsilon>0$.

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Additional Information

M. N. Spijker
Affiliation: Department of Mathematics, Rijksuniversiteit Leiden, P.O. Box 9512, NL 2300 RA Leiden, The Netherlands

S. Tracogna
Affiliation: Department of Mathematics, Arizona State University, Tempe, Arizona 85287-1804

B. D. Welfert
Affiliation: Department of Mathematics, Arizona State University, Tempe, Arizona 85287-1804

Keywords: Kreiss matrix theorem, resolvent condition, stability estimate, numerical stability, $\epsilon$-pseudospectrum
Received by editor(s): May 12, 1998
Published electronically: October 29, 2002
Article copyright: © Copyright 2002 American Mathematical Society

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