2023/10/07 by Mitchell, Tim, Overton, Michael L.
#15A60 #90C22 #FOS: Mathematics #Numerical Analysis (math.NA)
paper · doi:10.48550/arxiv.2310.04646
We make an experimental comparison of methods for computing the numerical radius of an n× n complex matrix, based on two well-known characterizations, the first a nonconvex optimization problem in one real variable and the second a convex optimization problem in n2+1 real variables. We make comparisons with respect to both accuracy and computation time using publicly available software.