نتایج جستجو برای: joint spectral radius

تعداد نتایج: 394137  

In this paper a new quantity for real tensors, the sign-real spectral radius, is defined and investigated. Various characterizations, bounds and some properties are derived. In certain aspects our quantity shows similar behavior to the spectral radius of a nonnegative tensor. In fact, we generalize the Perron Frobenius theorem for nonnegative tensors to the class of real tensors.

Journal: :MCSS 1997
John N. Tsitsiklis Vincent D. Blondel

We analyse the computability and the complexity of various definitions of spectral radii for sets of matrices. We show that the joint and generalized spectral radii of two integer matrices are not approximable in polynomial time, and that two related quantities – the lower spectral radius and the largest Lyapunov exponent – are not algorithmically approximable.

2003
VINCENT D. BLONDEL YURII NESTEROV

In this paper, we introduce a procedure for approximating the joint spectral radius of a finite set of matrices with arbitrary precision. Our approximation procedure is based on semidefinite liftings and can be implemented in a recursive way. For two matrices even the first step of the procedure gives an approximation, whose relative quality is at least 1/ √ 2, that is, more than 70%. The subse...

2003
Ana M. C. Ruedin

The joint spectral radius ρ of 2 matrices is related to the boundedness of all their products. Calculating ρ is known to be NP-hard. In this work we estimate the joint spectral radius associated to a bidimensional separable multiwavelet, in order to analyze its Hölder continuity. To the author’s knowledge this has not been done. The analysis aims at testing the aplicability of the multiwavelet ...

2007
Pablo A. Parrilo Ali Jadbabaie

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...

Journal: :SIAM J. Matrix Analysis Applications 2005
Vincent D. Blondel Yurii Nesterov

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 a procedure for approximating the joint spectral radius of a finite set of m...

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