ℋ_∞-Norm Computation for Large and Sparse Descriptor Systems

In this paper we discuss the problem of computing the ℋ_∞-norms of transfer functions associated to large-scale descriptor systems. We exploit the relationship between the ℋ_∞-norm and the structured complex stability radius of the corresponding system pencil. To compute the structured stability radius we consider so-called structured pseudospectra. Namely, we have to find the pseudospectrum that touches the imaginary axis. Therefore, we set up an iteration over the real part of the rightmost pseudoeigenvalue. For that we use a new fast iterative scheme which is based on certain rank-1 perturbations of the system pencil. Finally, we illustrate the performance of our algorithm by using a real-world example. (© 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)