Error analysis of QR algorithms for computing Lyapunov exponents

zbMath1022.65079MaRDI QIDQ1866489

Edward J. McDonald, Desmond J. Higham

Publication date: 30 October 2003

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122955

zbMATH Keywords

convergencedynamicsnumerical exampleseigenvalueserror analysisLyapunov exponentsQR algorithmsorthogonal iterationtimestepping

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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