from
LYAPACK
by Volker Mehrmann LYAPACK toolbox provides solutions for certain large scale problems related to Lyapunov equations.
lp_s(p,set)
function [max_r,ind] = lp_s(p,set)
%
% Computation of the maximal magnitude of the rational ADI function over
% a discrete subset of the left complex half plane.
%
% Calling sequence:
%
% [max_r,ind] = lp_s(p,set)
%
% Input:
%
% p vector of ADI parameters;
% set vector representing the discrete set.
%
% Output:
%
% max_r maximal magnitude of the rational ADI function over set;
% ind index - maximum is attained for set(ind).
%
%
% LYAPACK 1.0 (Thilo Penzl, Jan 1999)
%
max_r = -1;
ind = 0;
for i = 1:length(set)
x = set(i);
rr = 1;
for j = 1:length(p)
rr = rr*abs(p(j)-x)/abs(p(j)+x);
end
if rr > max_r
max_r = rr;
ind = i;
end
end