Alphabeta Math
ExampleConstruction: AI-generatedVerification: AI-generatedPipeline-generatedjudge pass (gpt-6-luna)
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The closed epsilon-pseudospectrum of the two-by-two Jordan block is a disk

Example

Let J=(0100) and ϵ>0. Then

Λϵ(J)={z∈C:∣z∣2≤ϵ+ϵ2},

the closed disk centered at 0 with radius ϵ+ϵ2. In particular, its radius is of order ϵ as ϵ↓0, while σ(J)={0}.

Facts & Assumptions

Given: The matrix J and ϵ>0.

[F1]

Closed epsilon-pseudospectrum in the spectral norm: z∈Λϵ(J) exactly when σmin⁡(zI−J)≤ϵ.

[F2]

The singular values of a linear map as the eigenvalues of the positive square root of T^*T: the singular values are the nonnegative square roots of the eigenvalues of M∗M.

Verification

1.1givenF2algebra

Put x=∣z∣2 and M=zI−J=(z−10z). Then M∗M=(x−z‾−zx+1) has trace 1+2x and determinant x2, so its smaller eigenvalue is f(x)=σmin⁡(M)2=(1+2x−1+4x)/2 by [F2].

2.1givenF1step 1.1algebra∎

For y≥x≥0, f(y)−f(x)=(y−x)(1−21+4y+1+4x)≥0. The parenthesized factor is strictly positive when y>x, since then 1+4y+1+4x>2; thus f is strictly increasing on [0,∞). Also 1+4(ϵ+ϵ2)=1+2ϵ, hence f(ϵ+ϵ2)=ϵ2. By strict monotonicity and [F1], f(∣z∣2)≤ϵ2 exactly when ∣z∣2≤ϵ+ϵ2.

Depends on

Used by

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Sources