Introduction



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Introduction

Eigenvalues of nonsymmetric matrices play an essential role in physical problems. These eigenvalues may be used either for their physical meaning (vibration modes, stability region,...) or for their numerical meaning (convergence of numerical scheme,...). However, the eigenproblem to be solved becomes more and more difficult as the matrix under study gets significantly far from normal () [6]. And highly nonnormal problems are encountered more and more frequently in physics. Such nonnormal matrices have unstable spectra so that the computed eigenvalues can be far away from the exact ones. It is therefore important to analyse the spectral behaviour under data perturbations.
Perturbations on the computed eigenvalues are the consequence of perturbations on the matrix A. These perturbations may come from physics (uncertainty on the data,...) and/or from numerics (numerical approximations, finite precision arithmetic).
For isolated eigenvalues, the condition number is usually sufficient to predict the influence of a perturbation on the matrix. For defective eigenvalues, no exact formulation for the condition number is available. And moreover, in presence of nonnormality, separated eigenvalues in exact arithmetic tend to be coupled by the finite precision computation. This is why there is a need to develop global tools to investigate the influence of perturbations on the spectrum of nonnormal matrices (see [6], [10], [13], [14], [12]). One way to carry out such a study is to compute the spectral portrait of matrix that we describe in the next section.



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