A fast algorithm to compute the real structured stability radius

We describe a fast algorithm to compute the real structured stability radius with respect to the open left-half plane or the open unit disk. It is based on a recent formula proved by Qiu et al. (Automatica, vol. 31, pp. 879-890, 1995) and the well-known correspondence between the singular values of a transfer function matrix and the imaginary eigenvalues of a related Hamiltonian matrix. Numerical tests suggest that its local convergence is quadratic.