کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4602583 | 1336930 | 2008 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Approximation of the joint spectral radius using sum of squares
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
اعداد جبر و تئوری
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چکیده انگلیسی
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 independent of the number of matrices. Additionally, we present a comparison between our approximation scheme and earlier techniques, including the use of common quadratic Lyapunov functions and a method based on matrix liftings. Theoretical results and numerical investigations show that our approach yields tighter approximations.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Linear Algebra and its Applications - Volume 428, Issue 10, 1 May 2008, Pages 2385-2402
Journal: Linear Algebra and its Applications - Volume 428, Issue 10, 1 May 2008, Pages 2385-2402