I was wondering if someone has implemented the "Tunneling algorithm" for the global minimization of a single variable function in Matlab.

I am hoping to implement it on $[B, A - \lambda I]$. Where $A$ is and $N\times N$ matrix, B is an $N\times M$ matrix, $I$ is the identity and $\lambda$ is the unknown variable in the complex domain.

This problem is related to "the distance to uncontrollability of a dynamic system".

  • $\begingroup$ Welcome to SciComp.SE. Do you have any reference to the algorithm? What the brackets mean? $\endgroup$
    – nicoguaro
    Aug 10 '15 at 23:45
  • $\begingroup$ The "Distance to uncontrollability" is equivalent to finding the minimum singular value of [B,A−λI]. Where A is and N×N matrix, B is an N×M matrix, I is the identity. λ is the value that I am searching for in both complex and real domain so that when I insert into [B,A−λI], I get the minimum singular value. the tunneling algorithm can be explained here .epubs.siam.org/doi/abs/10.1137/0906002 thanks $\endgroup$
    – Azup
    Aug 11 '15 at 13:20

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