Iterative building of Barabanov norms and computation of the joint spectral radius for matrix sets (Q986644)

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Iterative building of Barabanov norms and computation of the joint spectral radius for matrix sets
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    Iterative building of Barabanov norms and computation of the joint spectral radius for matrix sets (English)
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    11 August 2010
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    An extremal norm satisfying the theorem Let the matrix set \(\mathcal{A} = \{A_1, \dots ,A_r\}\) be irreducible. Then the quantity \(\rho\) is the joint (generalized) spectral radius of \(\mathcal{A}\) if and only if there exist a norm \(\| \cdot \|\) in \(\mathbb{R}^m\) such that \(\rho \|x\| = \max \{\| A_1 x \|\}, \{\| A_2 x \|, \dots,\| A_r x \|\}\). is called a Barabanov norm [\textit{N. E. Barabanov}, ``Lyapunov indicator of discrete inclusions. I--III'', Autom. Remote Control 49, No.~2, 152--157 (1988; Zbl 0665.93043), No. 3, 283--287 (1988; Zbl 0665.93044), No.~5, 558--565 (1988; Zbl 0665.93045)]. The author used this norm in earlier papers [e.g., \textit{V. Kozyakin}, ``Structure of extremal trajectories of discrete linear systems and the finiteness conjecture'', Autom. Remote Control 68, No.~1, 174--209 (2007; Zbl 1195.93082)], to disprove the Lagarias-Wang finiteness conjecture [\textit{J. C. Lagarias} and \textit{Y. Wang} [J. Fourier Anal. Appl. 2, No.~1, 1--14 (1995; Zbl 0908.42022)]. The geometrical properties of the unit balls of specific Barabanov norms play a decisive role in the corresponding constructions and in other applications. Because the Barabanov norms are only defined by an implicit procedure it is very difficult to visualize the shapes of the related unit balls. Thus, in the present work an iteration procedure is created that allows to build Barabanov norms for irreducible matrix sets. Simultaneously the joint spectral radius of these sets is computed. The convergence of the iteration is formulated in a main theorem and proved with the help of some lemmas. Computational errors of the joint spectral radius can be a posteriori determined. The algorithm is demonstrated by two examples. The corresponding computed unit spheres are shown in figures. Some open problems about the accuracy of the Barabanov norm, about the convergence rate of the joint spectral radius and other are formulated at the end of the paper.
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    infinite matrix products
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    matrix sets
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    generalized spectral radius
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    joint spectral radius
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    extremal norms
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    Barabanov norms, irreducibility
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    numerical algorithm
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    convergence theorem
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    unit spheres
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    numerical examples
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