The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - When not impossible - To compute and to approximate

被引:203
作者
Tsitsiklis, JN [1 ]
Blondel, VD [1 ]
机构
[1] UNIV LIEGE, MATH INST, B-4000 LIEGE, BELGIUM
关键词
Lyapunov exponent; Lyapunov indicator; joint spectral radius; generalized spectral radius; discrete differential inclusion; computational complexity; NP-hard; algorithmic solvability;
D O I
10.1007/BF01219774
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We analyze 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 iu polynomial time, and that two related quantities-the lower spectral radius and the largest Lyapunov exponent-are not algorithmically approximable.
引用
收藏
页码:31 / 40
页数:10
相关论文
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