The generalized spectral radius is strictly increasing (Q1765909): Difference between revisions

Given a nonempty compact set of matrices \(\mathcal{M}\subset \mathbb{K}^{n\times n},\) where \(\mathbb{K}=\mathbb{R}\) or \(\mathbb{C}.\) Consider the discrete linear inclusion \(x(t+1)\in \{Ax(t):A\in \mathcal{M}\}.\) A solution to this inclusion is a sequence \(\{x(t)\}_{t\in \mathbb{N}},\) such that for every \(t\in \mathbb{N}\) there is an \(A(t)\in \mathcal{M}\) with \(x(t+1)=A(t)x(t).\) The sets of products of length \(t\) are defined as: \(\mathcal{S}_t =\{A(t-1)A(t-2)\ldots A(0):A(s)\in \mathcal{M}, s=0,1,\ldots ,t-1\}\) and the semigroup given by \(\mathcal{S}=\bigcup _{t=0}^{\infty} \mathcal{S}_t.\) Let \(\rho (A)\) denote the spectral radius of \(A\) and let \(| | \cdot | | \) be some operator norm on \( \mathbb{K}^{n\times n}.\) Define for \(t\in \mathbb{N}, \bar{\rho }_t(\mathcal{M}):=\sup \{r(S_t)^{1/t} :S_t \in \mathcal{S}_t\}\) and \(\hat{\rho }_t(\mathcal{M}):=\sup \{| | S_t| | ^{1/t} :S_t \in \mathcal{S}_t\}\) Then the joint spectral radius and the generalized spectral radius are respectively defined as \(\bar{\rho }(\mathcal{M}):=\lim _{t\rightarrow \infty} \sup \bar{\rho }_t(\mathcal{M})\) and \(\hat{\rho }(\mathcal{M}):=\lim _{t\rightarrow \infty}\hat{\rho }_t(\mathcal{M}).\) It is well known that \(\bar{\rho}(\mathcal{M})=\hat{\rho}(\mathcal{M}).\) \(\mathcal{M}\) is called irreducible, if only the trivial subspaces \(\{0\}\) and \(\mathbb K^n\) are invariant under all matrices \(A\in\mathcal{M},\) otherwise \(\mathcal{M}\) is called reducible. The semigroup \(\mathcal{S}\) is irreducible if and only if the set \(\mathcal{M}\) is irreducible. The author proves that the generalized spectral radius of a compact set of matrices is a strictly increasing function of the set. The main tool in the proof is the observation that if \(\mathcal{M}\) is convex, is not a singleton set, and the semigroup \(\mathcal{S}\) generated by \(\mathcal{M}\) satisfies \(\sigma(S)\subset \{0\}\cup \{z\in \mathbb{C}:| z| =1\},\forall S\in \mathcal{S}(\mathcal{M}),\) then \(\mathcal{M}\) is reducible. Some applications of this property in the area of time-varying stability radii are discussed. In particular, using the implicit function theorem sufficient conditions for Lipschitz continuity are derived.