Joint Spectral Characteristics of Matrices: A Conic Programming Approach

  • Authors:
  • Vladimir Y. Protasov;Raphaël M. Jungers;Vincent D. Blondel

  • Affiliations:
  • v-protassov@yandex.ru;raphael.jungers@uclouvain.be and vincent.blondel@uclouvain.be;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2010

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Abstract

We propose a new method to compute the joint spectral radius and the joint spectral subradius of a set of matrices. We first restrict our attention to matrices that leave a cone invariant. The accuracy of our algorithm, depending on geometric properties of the invariant cone, is estimated. We then extend our method to arbitrary sets of matrices by a lifting procedure, and we demonstrate the efficiency of the new algorithm by applying it to several problems in combinatorics, number theory, and discrete mathematics.