A novel algorithm for the computation of the quadratic numerical range is presented and exemplified yielding much better results in less time compared to the random vector sampling method. Furthermore, a bound on the probability for the random vector sampling method to produce a point exceeding a neighborhood of the expectation value in dependence on norm and size of the matrix is given.
翻译:提出了一种计算二次数值域的新算法,并通过实例验证,该算法在更短的时间内取得了比随机向量采样方法更好的结果。此外,给出了随机向量采样方法生成的样本点超出期望值邻域的概率的一个上界,该上界依赖于矩阵的范数和尺寸。