On Lipschitz continuity of the joint spectral radius

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Continuity of the Joint Spectral Radius: Application to Wavelets

Abstract. The joint spectral radius is the extension to two or more matrices of the (ordinary) spectral radius ρ(A) = max |λi(A)| = lim‖A m‖1/m. The extension allows matrix products Πm taken in all orders, so that norms and eigenvalues are difficult to estimate. We show that the limiting process does yield a continuous function of the original matrices—this is their joint spectral radius. Then ...

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ژورنال

عنوان ژورنال: PAMM

سال: 2002

ISSN: 1617-7061,1617-7061

DOI: 10.1002/1617-7061(200203)1:1<109::aid-pamm109>3.0.co;2-f