EECS Joint Colloquium Distinguished Lecture Series  
Wednesday, October 22, 2003 Dr. Michael Overton Courant Institute of Mathematical Sciences, 

Optimizing Matrix Stability and Controllability 

Abstract: 

A matrix is stable if its eigenvalues are in the left half of the complex
plane. More practical stability measures include the pseudospectral abscissa
(maximum real part of the pseudospectrum) and the distance to instability
(minimum norm perturbation required to make a stable matrix unstable).
Likewise, the classical definition of controllability is not as useful
as a measure of the distance to uncontrollability.


Biography:  
Michael L. Overton is a Professor of Computer Science and Mathematics at the Courant Institute of Mathematical Sciences, New York University, where he has worked since receiving his Ph.D. from Stanford in 1979. He is editorinchief of the MPSSIAM book series and was editorinchief of SIAM Journal on Optimization from 1995 to 1999. He also serves on the editorial boards of various other journals, and is an an elected member of the SIAM Board of Trustees. His research interests are at the interface of optimization and linear algebra, especially nonsmooth optimization problems involving eigenvalues. He is also the author of "Numerical Computing with IEEE Floating Point Arithmetic", published by SIAM in 2001. 