Exponential splittings of products of matrices and accurately computing singular values of long products
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Publication:1976915
DOI10.1016/S0024-3795(99)00273-6zbMath0955.65028MaRDI QIDQ1976915
Suely Oliveira, David E. Stewart
Publication date: 14 February 2001
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
stabilitynumerical examplesLyapunov exponentsproducts of matricessingular valuesexponential splitting
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
Related Items (6)
Perturbation theory for approximation of Lyapunov exponents by QR methods ⋮ The singular value decomposition to approximate spectra of dynamical systems. Theoretical aspects ⋮ A Jacobi-Davidson type method for the product eigenvalue problem ⋮ The periodic QR algorithm is a disguised QR algorithm ⋮ SVD algorithms to approximate spectra of dynamical systems ⋮ On the error in computing Lyapunov exponents by QR methods
Uses Software
Cites Work
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- Three Absolute Perturbation Bounds for Matrix Eigenvalues Imply Relative Bounds
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