Open dlfivefifty opened 9 years ago
This issue is mitigated by the new support for hessenberg eig problems
I think this problem is related to computation of pseudospectra. Could it be sped up by continuation methods? Computation of Pseudospectra by Continuation.
One approach is to embed the domain between an inner and outer ellipse (or in the simplest case, an annulus). Then (mapped) Laurent series can be used instead of the Cauchy formula involving eigs.
I'm not sure how to find the inner/outer ellipses automatically though.