Ljiljana Cvetković
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Ljiljana Cvetković has a total of 31 co-authors. Here are the top co-authors by number of shared publications:
- Vladimir R. Kostic
Computational Statistics and Machine Learning, Italian Institute of Technology, Genoa, Italy
6 shared publications Dragana Lj. Cvetković
2 shared publications- Ernest Sanca
Faculty of Sciences, Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovića 3, 21000 Novi Sad, Serbia
2 shared publications - Francisco Pedroche
Institut de Matemàtica Multidisciplinària, Universitat Politècnica de València, Camí de Vera s/n, 46022 València, Spain
2 shared publications Maja Nedović
2 shared publications- Rafael Bru
Institut de Matemàtica Multidisciplinar, Universitat Politècnica de València, 46022 València, Spain
2 shared publications
Latest Publications
- Open Access
Pseudospectral Bounds and Transient Amplification in Low-Rank Economic Systems
Pseudospectral analysis provides a natural framework for assessing robustness, systemic vulnerability, and transient shock amplification in non-normal dynamical systems, but its direct application becomes computationally demanding in large-scale problems. Recently, a scalable framework for matrices of the form , with and , was developed, and the computation of the smallest singular value of , together with several related pseudospectral problems, was reduced to structured eigenvalue problems whose dimensions depend only on the low rank r. Building on this framework, the present paper develops further theoretical and computational results motivated by systemic-risk analysis in large-scale economic and financial interaction models. We extend the analysis to diagonally shifted low-rank systems and derive a characterization of pseudospectral boundary intersections with circular trajectories centered at the diagonal shift. For approximately low-rank matrices, known localization results are used to derive computable lower and upper bounds for the distance to instability. As a new theoretical contribution, we establish an analytical lower bound for the smallest eigenvalue of the reduced matrix , together with computable refinements involving only reduced-order quantities; the bound is shown to be sharp in a representative example. The reduced framework is further employed in the computation of the Kreiss constant and the analysis of transient amplification. Numerical experiments on large-scale economic interaction models illustrate how these results enable computationally tractable assessment of robustness and transient risk through reduced problems whose dimensions are independent of the full system size.Open AccessPseudospectral Bounds and Transient Amplification in Low-Rank Economic Systems
Pseudospectral analysis provides a natural framework for assessing robustness, systemic vulnerability, and transient shock amplification in non-normal dynamical systems, but its direct application becomes computationally demanding in large-scale problems. Recently, a scalable framework for matrices of the form , with and , was developed, and the computation of the smallest singular value of , together with several related pseudospectral problems, was reduced to structured eigenvalue problems whose dimensions depend only on the low rank r. Building on this framework, the present paper develops further theoretical and computational results motivated by systemic-risk analysis in large-scale economic and financial interaction models. We extend the analysis to diagonally shifted low-rank systems and derive a characterization of pseudospectral boundary intersections with circular trajectories centered at the diagonal shift. For approximately low-rank matrices, known localization results are used to derive computable lower and upper bounds for the distance to instability. As a new theoretical contribution, we establish an analytical lower bound for the smallest eigenvalue of the reduced matrix , together with computable refinements involving only reduced-order quantities; the bound is shown to be sharp in a representative example. The reduced framework is further employed in the computation of the Kreiss constant and the analysis of transient amplification. Numerical experiments on large-scale economic interaction models illustrate how these results enable computationally tractable assessment of robustness and transient risk through reduced problems whose dimensions are independent of the full system size. - Open Access
- 16 September 2026
- Published by MDPI AG in Mathematics
- Vol. 14 (18) , 3369
Structure-Aware Bounds for the Distance to Instability in Hierarchical Non-Normal Networks
The distance to instability provides a natural robustness measure for stable continuous-time dynamical systems, but its direct computation can become computationally expensive for large non-normal matrices. In this paper, we develop a structure-aware framework for obtaining certified lower bounds for the distance to instability by exploiting block decompositions of the system matrix. Building on an existing block comparison result, we formulate a recursive two-block procedure in which local stability margins can be supplied by different certified estimates. A new theoretical ingredient is a Frobenius-resolvent lower estimate which, for the class of substochastic network blocks considered here, leads to an explicit DTI bound depending only on the block dimension and the model parameters, thereby avoiding singular-value and resolvent computations for such blocks. The resulting framework admits adaptive and hybrid implementations: individual blocks may be treated by direct computation, explicit estimates, or further partitioning according to the quality and computational cost of the available local information. Particular attention is given to hierarchical and nearly triangular interaction patterns, for which directional coupling can substantially simplify the admissibility condition. Numerical experiments show that finer partitions do not necessarily produce sharper bounds and that carefully selected coarse, possibly highly unbalanced partitions can provide a favorable balance between accuracy and computational cost. A large hierarchical socio-economic network example illustrates the ability of the explicit local estimate to replace direct DTI computation for a high-dimensional subsystem while retaining a substantial portion of the corresponding block bound.
- 16 September 2026
- Published by MDPI AG in Mathematics
- Vol. 14 (18) , 3369
Open AccessStructure-Aware Bounds for the Distance to Instability in Hierarchical Non-Normal Networks
The distance to instability provides a natural robustness measure for stable continuous-time dynamical systems, but its direct computation can become computationally expensive for large non-normal matrices. In this paper, we develop a structure-aware framework for obtaining certified lower bounds for the distance to instability by exploiting block decompositions of the system matrix. Building on an existing block comparison result, we formulate a recursive two-block procedure in which local stability margins can be supplied by different certified estimates. A new theoretical ingredient is a Frobenius-resolvent lower estimate which, for the class of substochastic network blocks considered here, leads to an explicit DTI bound depending only on the block dimension and the model parameters, thereby avoiding singular-value and resolvent computations for such blocks. The resulting framework admits adaptive and hybrid implementations: individual blocks may be treated by direct computation, explicit estimates, or further partitioning according to the quality and computational cost of the available local information. Particular attention is given to hierarchical and nearly triangular interaction patterns, for which directional coupling can substantially simplify the admissibility condition. Numerical experiments show that finer partitions do not necessarily produce sharper bounds and that carefully selected coarse, possibly highly unbalanced partitions can provide a favorable balance between accuracy and computational cost. A large hierarchical socio-economic network example illustrates the ability of the explicit local estimate to replace direct DTI computation for a high-dimensional subsystem while retaining a substantial portion of the corresponding block bound.
- 2 September 2026
- Published by Springer Nature in Advances in Computational Mathematics
- Vol. 52 (5) , 80
Partition-based bounds for the norm of the inverse of monotone matrices and totally non-negative matrices
- 2 September 2026
- Published by Springer Nature in Advances in Computational Mathematics
- Vol. 52 (5) , 80
Partition-based bounds for the norm of the inverse of monotone matrices and totally non-negative matrices
- Open Access
Scalable Pseudospectral Analysis via Low-Rank Approximations of Dynamical Systems
Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While existing research on scalable pseudospectral computation has focused on exploiting sparsity structures, common in discretizations of differential operators, these approaches are ill-suited for machine learning and data-driven dynamical systems, where operators are typically dense but approximately low-rank. In this paper, we develop a comprehensive low-rank framework that dramatically reduces this computational burden. Our core theoretical contribution is an exact characterization of the pseudospectrum of arbitrary low-rank matrices, reducing the evaluation of resolvent norms to eigenvalue problems of dimension proportional to the rank. Building on this foundation, we derive rigorous inclusion sets for the pseudospectra of general matrices via truncated and randomized low-rank approximations, with explicit perturbation bounds. These results enable efficient estimators for key stability quantities, including distance to instability and Kreiss constants, at a cost that scales with the effective rank rather than the ambient dimension. We further demonstrate how our framework naturally extends to data-driven settings, providing pseudospectral analysis of transfer operators learned from nonlinear and stochastic dynamical systems. Numerical experiments confirm orders-of-magnitude speedups while preserving accuracy, opening pseudospectral analysis to previously intractable high-dimensional problems in computational PDEs, control theory, and data-driven dynamics.
Open AccessScalable Pseudospectral Analysis via Low-Rank Approximations of Dynamical Systems
Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While existing research on scalable pseudospectral computation has focused on exploiting sparsity structures, common in discretizations of differential operators, these approaches are ill-suited for machine learning and data-driven dynamical systems, where operators are typically dense but approximately low-rank. In this paper, we develop a comprehensive low-rank framework that dramatically reduces this computational burden. Our core theoretical contribution is an exact characterization of the pseudospectrum of arbitrary low-rank matrices, reducing the evaluation of resolvent norms to eigenvalue problems of dimension proportional to the rank. Building on this foundation, we derive rigorous inclusion sets for the pseudospectra of general matrices via truncated and randomized low-rank approximations, with explicit perturbation bounds. These results enable efficient estimators for key stability quantities, including distance to instability and Kreiss constants, at a cost that scales with the effective rank rather than the ambient dimension. We further demonstrate how our framework naturally extends to data-driven settings, providing pseudospectral analysis of transfer operators learned from nonlinear and stochastic dynamical systems. Numerical experiments confirm orders-of-magnitude speedups while preserving accuracy, opening pseudospectral analysis to previously intractable high-dimensional problems in computational PDEs, control theory, and data-driven dynamics.
- Open Access
- 1 January 2021
- Published by National Library of Serbia in Filomat
- Vol. 35 (1) , 239-250
Norm bounds for the inverse and error bounds for linear complementarity problems for {P1,P2}-Nekrasov matrices
{P1,P2}-Nekrasov matrices represent a generalization of Nekrasov matrices via permutations. In this paper, we obtained an error bound for linear complementarity problems for fP1; P2g-Nekrasov matrices. Numerical examples are given to illustrate that new error bound can give tighter results compared to already known bounds when applied to Nekrasov matrices. Also, we presented new max-norm bounds for the inverse of {P1,P2}-Nekrasov matrices in the block case, considering two different types of block generalizations. Numerical examples show that new norm bounds for the block case can give tighter results compared to already known bounds for the point-wise case.
- 1 January 2021
- Published by National Library of Serbia in Filomat
- Vol. 35 (1) , 239-250
Open AccessNorm bounds for the inverse and error bounds for linear complementarity problems for {P1,P2}-Nekrasov matrices
{P1,P2}-Nekrasov matrices represent a generalization of Nekrasov matrices via permutations. In this paper, we obtained an error bound for linear complementarity problems for fP1; P2g-Nekrasov matrices. Numerical examples are given to illustrate that new error bound can give tighter results compared to already known bounds when applied to Nekrasov matrices. Also, we presented new max-norm bounds for the inverse of {P1,P2}-Nekrasov matrices in the block case, considering two different types of block generalizations. Numerical examples show that new norm bounds for the block case can give tighter results compared to already known bounds for the point-wise case.
- 1 January 2021
- Published by Elsevier in Linear Algebra and its Applications
- Vol. 608, 158-184
CKV-type matrices with applications
- 1 January 2021
- Published by Elsevier in Linear Algebra and its Applications
- Vol. 608, 158-184
CKV-type matrices with applications
- 1 December 2019
- Published by Elsevier in Applied Mathematics and Computation
- Vol. 362, 124541
The Schur complement of matrices- 1 December 2019
- Published by Elsevier in Applied Mathematics and Computation
- Vol. 362, 124541
The Schur complement of matrices- 1 March 2019
- Published by Elsevier in Linear Algebra and its Applications
- Vol. 565, 99-122
An infinity norm bound for the inverse of Dashnic–Zusmanovich type matrices with applications
- 1 March 2019
- Published by Elsevier in Linear Algebra and its Applications
- Vol. 565, 99-122
An infinity norm bound for the inverse of Dashnic–Zusmanovich type matrices with applications
- Open Access
- 1 January 2019
- Published by National Library of Serbia in Filomat
- Vol. 33 (9) , 2711-2723
A new lower bound for the smallest singular value
The aim of this paper is to obtain new lower bounds for the smallest singular value for some special subclasses of nonsingularH-matrices. This is done in two steps: first, unifying principle for deriving new upper bounds for the norm 1 of the inverse of an arbitrary nonsingular H-matrix is presented, and then, it is combined with some well-known upper bounds for the infinity norm of the inverse. The importance and efficiency of the results are illustrated by an example from ecological modelling, as well as on a type of large-scale matrices posessing a block structure, arising in boundary value problems.
- 1 January 2019
- Published by National Library of Serbia in Filomat
- Vol. 33 (9) , 2711-2723
Open AccessA new lower bound for the smallest singular value
The aim of this paper is to obtain new lower bounds for the smallest singular value for some special subclasses of nonsingularH-matrices. This is done in two steps: first, unifying principle for deriving new upper bounds for the norm 1 of the inverse of an arbitrary nonsingular H-matrix is presented, and then, it is combined with some well-known upper bounds for the infinity norm of the inverse. The importance and efficiency of the results are illustrated by an example from ecological modelling, as well as on a type of large-scale matrices posessing a block structure, arising in boundary value problems.
- Open Access
- 1 January 2019
- Published by National Library of Serbia in Filomat
- Vol. 33 (13) , 4229-4238
An implicit algorithm for computing the minimal Gersgorin set
In this paper we present a new algorithm for the computation of the minimal Gersgorin set that can be considered an extension of the results from [5]. While the general approach to calculation of the boundary of the minimal Gersgorin set is kept, the core numerical calculation is changed. Namely, the problem is formulated in such a way that the eigenvalue computations are replaced by LU decompositions, allowing the algorithm to be used for larger matrices more efficiently. To illustrate the benefits, we compare both algorithms on several test matrices.
- 1 January 2019
- Published by National Library of Serbia in Filomat
- Vol. 33 (13) , 4229-4238
Open AccessAn implicit algorithm for computing the minimal Gersgorin set
In this paper we present a new algorithm for the computation of the minimal Gersgorin set that can be considered an extension of the results from [5]. While the general approach to calculation of the boundary of the minimal Gersgorin set is kept, the core numerical calculation is changed. Namely, the problem is formulated in such a way that the eigenvalue computations are replaced by LU decompositions, allowing the algorithm to be used for larger matrices more efficiently. To illustrate the benefits, we compare both algorithms on several test matrices.