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arXiv math/0407485math.DSmath.OC
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联合谱半径的计算有效近似

Computationally efficient approximations of the joint spectral radius

Vincent Blondel, Yurii Nesterov

摘要:

一组矩阵的联合谱半径是一个最大渐近增长率的度量,它可以通过形成从该组中取出的矩阵的长积来获得。这个量出现在许多应用环境中,但众所周知难以计算和近似。本文介绍了一种以任意高精度逼近有限集矩阵的联合谱半径的方法。我们的近似过程是多项式的矩阵的大小,一旦矩阵的数量和所需的精度是固定的。

英文摘要:

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 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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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