Polynomial-Time Computation of the Joint Spectral Radius for Some Sets of Nonnegative Matrices

  • Authors:
  • Vincent D. Blondel;Yurii Nesterov

  • Affiliations:
  • vincent.blondel@uclouvain.be;yurii.nesterov@uclouvain.be

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2009

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Abstract

We propose two simple upper bounds for the joint spectral radius of sets of nonnegative matrices. These bounds, the joint column radius and the joint row radius, can be computed in polynomial time as solutions of convex optimization problems. We show that these bounds are within a factor $1/n$ of the exact value, where $n$ is the size of the matrices. Moreover, for sets of matrices with independent column uncertainties or with independent row uncertainties, the corresponding bounds coincide with the joint spectral radius. In these cases, the joint spectral radius is also given by the largest spectral radius of the matrices in the set. As a by-product of these results, we propose a polynomial-time technique for solving Boolean optimization problems related to the spectral radius. We also describe economics and engineering applications of our results.