Error analysis of QR algorithms for computing Lyapunov exponents

MaRDI QIDQ1866489zbMATH OpenFDO

Authors Edward J. McDonald, Desmond J. Higham

Publication date 30 October 2003

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/122955, http://www.emis.de/journals/ETNA/vol.12.2001/pp234-251.dir/pp234-251.html

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zbMATH Keywords

convergencedynamicseigenvalueserror analysisLyapunov exponentsnumerical examplesorthogonal iterationQR algorithmstimestepping

Mathematics Subject Classification ID

Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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Cited in

(7)

• Error analysis of Davenport's q method
• On the error in computing Lyapunov exponents by QR methods
• On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
• On the Error in QR Integration
• Jacobian free computation of Lyapunov exponents
• Perturbation theory for approximation of Lyapunov exponents by QR methods
• Routes to chaos in high-dimensional dynamical systems: a qualitative numerical study

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