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Computationally Efficient Approximations of the Joint Spectral Radius

✍ Scribed by Blondel, Vincent D.; Nesterov, Yurii


Book ID
118215831
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
209 KB
Volume
27
Category
Article
ISSN
0895-4798

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πŸ“œ SIMILAR VOLUMES


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The joint spectral radius of a set of matrices is a measure of the maximal asymptotic growth rate that can be obtained by forming long products of matrices taken from the set. This quantity appears in a number of application contexts but is notoriously difficult to compute and to approximate. We int