A relaxation scheme for computation of the joint spectral radius of matrix sets

DOI10.1080/10236198.2010.549008zbMATH Open1214.65015arXiv0810.4230OpenAlexW3100058759MaRDI QIDQ3085097FDOQ3085097

Authors: Victor Kozyakin 

Publication date: 28 March 2011

Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)

Abstract: The problem of computation of the joint (generalized) spectral radius of matrix sets has been discussed in a number of publications. In the paper an iteration procedure is considered that allows to build numerically Barabanov norms for the irreducible matrix sets and simultaneously to compute the joint spectral radius of these sets.

Full work available at URL: https://arxiv.org/abs/0810.4230

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zbMATH Keywords

convergencenumerical algorithmsjoint spectral radiusgeneralized spectral radiusextremal normsinfinite matrix productsBarabanov normsIrreducibility

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

Cites Work

• On the asymptotic properties of a family of matrices
• Constructive stability and asymptotic stability of dynamical systems
• Two-Scale Difference Equations II. Local Regularity, Infinite Products of Matrices and Fractals
• Approximation of the joint spectral radius using sum of squares
• Sets of matrices all infinite products of which converge
• Bounded semigroups of matrices
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• Computing the joint spectral radius
• An efficient lower bound for the generalized spectral radius of a set of matrices
• Title not available (Why is that?)
• Structure of extremal trajectories of discrete linear systems and the finiteness conjecture
• Characterization of joint spectral radius via trace
• The generalized spectral-radius theorem: An analytic-geometric proof
• Duality results for the joint spectral radius and transient behavior
• An algorithm for finding extremal polytope norms of matrix families
• The characterization of continuous, four-coefficient scaling functions and wavelets
• Corrigendum/addendum to: Sets of matrices all infinite products of which converge

Cited In (8)

• Approximation of the Joint Spectral Radius of a Set of Matrices Using Sum of Squares
• Non-Sturmian sequences of matrices providing the maximum growth rate of matrix products
• Canonical construction of polytope Barabanov norms and antinorms for sets of matrices
• Lifted polytope methods for computing the joint spectral radius
• Consensus in asynchronous multiagent systems. III: Constructive stability and stabilizability
• Polynomial-Time Computation of the Joint Spectral Radius for Some Sets of Nonnegative Matrices
• An experimental study of approximation algorithms for the joint spectral radius
• Iterative building of Barabanov norms and computation of the joint spectral radius for matrix sets

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