Convergence Rate Analysis and Improved Iterations for Numerical Radius Computation

Abstract

Listen

Translate article

The current two main methods for computing the numerical are the level-set approach of Mengi and Overton and the cutting-plane method of Uhlig, but until now, no formal convergence rate results have been established for either. In practice, which is faster is also unclear, with Uhlig's method sometimes being much faster than Mengi and Overton's approach, and on other problems, much slower. In this paper, we clarify this issue and also propose three improved methods. We show that Mengi and Overton's method converges quadratically, as has been suspected, while we completely characterize the total cost of Uhlig's method for so-called disk matrices. Then, for arbitrary fields of values, we derive the exact Q-linear local convergence rate of Uhlig's cutting procedure. Together, this establishes that Uhlig's method is extremely expensive when the field of values is a disk centered at the origin, but that the local rate of convergence of his cutting procedure actually varies from linear to superlinear depending on the shape and location of the field of values, which we show can be encapsulated by a single parameter via introducing the notion of normalized curvature. These results fully explain why Uhlig's method can both be exceptionally fast and exceptionally slow. With this insight, we propose an improved level-set method and an improved cutting-plane method, both of which can be significantly faster than their earlier counterparts, while also establishing analogous convergence rate results for both. Moreover, in order to remain efficient for any field of values configuration, we introduce a third algorithm that leverages the concept of normalized curvature and combines both of our improved iterations.