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Scaled Relative Graph of Normal Matrices
Published 28 Dec 2019 in math.NA, cs.NA, and math.OC | (2001.02061v3)
Abstract: The Scaled Relative Graph (SRG) is a geometric tool that maps the action of a multi-valued nonlinear operator onto the 2D plane, used to analyze the convergence of a wide range of iterative methods. As the SRG includes the spectrum for linear operators, we can view the SRG as a generalization of the spectrum to multi-valued nonlinear operators. In this work, we further study the SRG of linear operators and characterize the SRG of block-diagonal and normal matrices.
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