Computationally efficient approximations of the joint spectral radius

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dc.creatorBlondel, Vincent
dc.creatorNesterov, Yurii
dc.date2004-07-28
dc.date.accessioned2026-07-07T05:10:47Z
dc.date.available2026-07-07T05:10:47Z
dc.descriptionThe joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This quantity appears in a number of application contexts but is notoriously difficult to compute and to approximate. We introduce in this paper a procedure for approximating the joint spectral radius of a finite set of matrices with arbitrary high accuracy. Our approximation procedure is polynomial in the size of the matrices once the number of matrices and the desired accuracy are fixed.
dc.identifierhttps://arxiv.org/abs/math/0407485
dc.identifierhttp://arxiv.org/abs/math/0407485
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72038
dc.subjectDynamical Systems
dc.subjectOptimization and Control
dc.subject93D09, 90-08, 15A48, 15A90
dc.titleComputationally efficient approximations of the joint spectral radius
dc.typetext

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