Computing the joint spectral radius (Q1908187): Difference between revisions

An algorithm for calculating the joint spectral radius of a finite set of matrices is presented as well as a numerical criterion for verifying in certain cases that the joint spectral radius is the maximum of the spectral radii of the given matrices. The problems of adopting these algorithms to cases where either the matrices are not known exactly or calculations are done with finite precision, or both, and still get useful upper and lower bounds for the joint spectral radius are studied, too.