On the accuracy of the ellipsoid norm approximation of the joint spectral radius

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On the accuracy of the ellipsoid norm approximation of the joint spectral radius

The 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 an approximation ρ̂ that is based on ellipsoid norms, that can be computed by...

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ژورنال

عنوان ژورنال: Linear Algebra and its Applications

سال: 2005

ISSN: 0024-3795

DOI: 10.1016/j.laa.2004.06.024