Approximation of the joint spectral radius using sum of squares

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Approximation of the joint spectral radius using sum of squares

We provide an asymptotically tight, computationally efficient approximation of the joint spectral radius of a set of matrices using sum of squares (SOS) programming. The approach is based on a search for an SOS polynomial that proves simultaneous contractibility of a finite set of matrices. We provide a bound on the quality of the approximation that unifies several earlier results and is indepe...

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Approximation of the Joint Spectral Radius of a Set of Matrices Using Sum of Squares

We provide an asymptotically tight, computationally efficient approximation of the joint spectral radius of a set of matrices using sum of squares (SOS) programming. The approach is based on a search for a SOS polynomial that proves simultaneous contractibility of a finite set of matrices. We provide a bound on the quality of the approximation that unifies several earlier results and is indepen...

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ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 2008

ISSN: 0024-3795

DOI: 10.1016/j.laa.2007.12.027