On the error in computing Lyapunov exponents by QR methods (Q2574178)

The authors consider the nonautonomous linear system \[ x'= A(t)x,\quad t\geq 0,\quad x(0)= X_0. \] The study of the asymptotic behavior of the solution depends of the Lyapunov spectrum. If \(X\) is a fundamental matrix solution, then this spectrum is calculated using QR methods in two forms: discrete and continuous. An error analysis of both methods is presented in Section 3. Numerical results are obtained for a concrete example, but the conclusions are not general.