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

DOI10.1080/10236198.2010.549008MaRDI QIDQ3085097zbMATH OpenOpenAlexFDO

Authors Victor Kozyakin

Publication date 28 March 2011

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

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 1166285 (Why is no real title available?)
• An algorithm for finding extremal polytope norms of matrix families
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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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