Computationally efficient approximations of the joint spectral radius

Details Computationally efficient approximations of the joint spectral radius Computationally efficient approximations of the joint spectral radius

2004-07-28

arxiv.org/abs/math/0407485v1

Mathematics

Dynamical Systems

Scientific paper

The joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This quantity appears in a number of application contexts but is notoriously difficult to compute and to approximate. We introduce in this paper a procedure for approximating the joint spectral radius of a finite set of matrices with arbitrary high accuracy. Our approximation procedure is polynomial in the size of the matrices once the number of matrices and the desired accuracy are fixed.

Affiliated with

Also associated with

No associations

Rating

Computationally efficient approximations of the joint spectral radius does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Computationally efficient approximations of the joint spectral radius, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Computationally efficient approximations of the joint spectral radius will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-623221