A Continuous Approach to Computing the Pseudospectra of Linear Operators

Abstract. We propose a continuous approach to computing the pseudospectra of linear operators with compact or compact-plus-scalar resolvent, following a “solve-then-discretize” strategy. Instead of taking a finite section approach or using a finite-dimensional matrix to approximate the operator of interest, the new method employs an operator analogue of the Lanczos process to work with operators and functions directly. The method is shown to be free of spectral pollution and spectral invisibility, fully adaptive, and nearly optimal in accuracy. The advantages of the method are demonstrated by extensive numerical examples and comparison with the traditional method. Reproducibility of computational results. This paper has been awarded the “SIAM Reproducibility Badge: Code and Data Available” as a recognition that the authors have followed reproducibility principles valued by SISC and the scientific computing community. Code and data that allow readers to reproduce the results in this paper are available at https://github.com/kuandeng/PseSp and in the supplementary materials ( PseSp-master.zip [2.29MB]), linked from the main article webpage. [Formula: see text]