Pseudospectra of a Dense Random Matrix
Dimension N=200

Pseudospectra of a random matrix whose entries are drawn from the normal distribution with mean 0 and variance 1/N. This example was first illustrated in [Tre92].

Further details about this example can be found on the page:
Pseudospectra of Random Matrices: Dense and Triangular Matrices.

Use the following MATLAB code compute a similar image using EigTool.

   N = 200;
   A = randn(N)/sqrt(N);
   opts.npts = 20;
   opts.ax = [-1.5 1.5 -1.5 1.5];
   opts.levels = [-4:-1];
   eigtool(A, opts)