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trans_lb_et_help.m
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trans_lb_et_help.m
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% Selecting this option will plot a lower bound for the
% transient growth onto the transient plot. After selecting
% 'Compute', you will be asked to click on a point in the
% complex plane to base the bound upon; the bound is then
% computed as follows [1], where R is the resolvent norm at the
% selected point z. The bound will be computed over the values
% of k (or t) currently visable on the transient plot
%
% For matrix powers:
%
% max_{1<=k<=K}||A^k||} >= r^K/(1+(r^K-1)/((r-1)*(rR-1)))
% (only valid for |z| = r > 1).
%
% For matrix exponentials:
%
% sup_{0<=t<=T}||exp(t*A)||} >= exp(a*T)/(1+(exp(a*T)-1)/(aR))
% (only valid for Re(z) = a > 0).
%
% The bound appears as a green curve on the transient plot
% (with the selected point highlighted on the pseudospectra
% plot). For any particular point on this curve at step K (or
% time T), the bound says that the transient growth must have
% been at least this large for some point k < K (or t < T).
%
% The 'Best estimate lower bound' is computed by taking
% the best bound over all of the points used in the
% pseudospectra computation. In other words, using a
% finer grid and/or zooming in should give a better
% 'best estimate' lower bound.
%
% [1]: L. N. Trefethen, 2002, unpublished note