Error analysis of QR algorithms for computing Lyapunov exponents (Q1866489)

The authors consider the discrete and continuous QR algorithms for a simple class of test problems: Linear and constant coefficient systems. The mathematical problem reduces to one of linear algebra: To find the eigenvalues of a matrix. Although the associated analysis of the numerical algorithms requires results from both numerical linear algebra and ordinary differential equations. Rigorous convergence results are obtained. Numerical tests are applied for the case of real distinct eigenvalues and involving complex conjugate pairs.