Fast Approximation of the H-infinity Norm via Optimization over Spectral Value Sets

The iterates of Algorithm SVSA0 superimposed on a plot of spectral value sets converging to a locally rightmost point, see the paper for details.

A MATLAB package for approximating the spectral set abscissa and radius and H-infinity norm of a transfer matrix.

Reference : N. Guglielmi, M. Gurbuzbalaban, M.L. Overton, Fast Approximation of the H-infinity Norm via Optimization over Spectral Value Sets, Siam Journal on Matrix Analysis and Applications, 2013.

The main routines are svsar.m and hinfnorm.m.

Code

• HINFNORM version 1.02

• Script to generate examples.