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We generalize the recent invariant polytope algorithm for computing the joint spectral radius and extend it to a wider class of matrix sets. This, in particular, makes the algorithm applicable to sets of matrices that have finitely many…

Numerical Analysis · Mathematics 2015-02-05 Nicola Guglielmi , Vladimir Yu. Protasov

The invariant polytope algorithm was a breakthrough in the joint spectral radius computation, allowing to find the exact value of the joint spectral radius for most matrix families~\cite{GP2013,GP2016}. This algorithm found many…

Numerical Analysis · Mathematics 2025-05-16 Thomas Mejstrik

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…

Dynamical Systems · Mathematics 2007-05-23 Vincent Blondel , Yurii Nesterov

We provide an asymptotically tight, computationally efficient approximation of the joint spectral radius of a set of matrices using sum of squares (SOS) programming. The approach is based on a search for an SOS polynomial that proves…

Optimization and Control · Mathematics 2008-03-23 Pablo A. Parrilo , Ali Jadbabaie

In this paper we propose a modification to the invariant polytope algorithm (ipa) using ideas of the finite expressible tree algorithm (feta) by M\"oller and Reif. We show that our new feta-flavoured-ipa applies to a wider range of matrix…

Numerical Analysis · Mathematics 2024-07-09 Thomas Mejstrik , Ulrich Reif

In this paper, we propose to estimate the invariant subspace across heterogeneous multiple networks using a novel bias-corrected joint spectral embedding algorithm. The proposed algorithm recursively calibrates the diagonal bias of the sum…

Statistics Theory · Mathematics 2024-06-13 Fangzheng Xie

We address the problem of the exact computation of two joint spectral characteristics of a family of linear operators, the joint spectral radius (in short JSR) and the lower spectral radius (in short LSR), which are well-known different…

Optimization and Control · Mathematics 2011-06-21 Nicola Guglielmi , Vladimir Protasov

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

In this paper we study the joint/generalized spectral radius of a finite set of matrices in terms of its rank-one approximation by singular value decomposition. In the first part of the paper, we show that any finite set of matrices with at…

Numerical Analysis · Mathematics 2016-12-30 Jun Liu , Mingqing Xiao

Univariate polynomial root-finding is a classical subject, still important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the…

Symbolic Computation · Computer Science 2017-04-14 Victor Y. Pan , Liang Zhao

Univariate polynomial root-finding is both classical and important for modern computing. Frequently one seeks just the real roots of a polynomial with real coefficients. They can be approximated at a low computational cost if the polynomial…

Numerical Analysis · Mathematics 2014-07-01 Victor Y. Pan

We prove upper bounds on the graph diameters of polytopes in two settings. The first is a worst-case bound for polytopes defined by integer constraints in terms of the height of the integers and certain subdeterminants of the constraint…

Combinatorics · Mathematics 2022-09-16 Hariharan Narayanan , Rikhav Shah , Nikhil Srivastava

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , Praneeth Netrapalli , Aaron Sidford , Shashanka Ubaru , David P. Woodruff

This article presents an extended algorithm for computing the lower spectral radius of finite, non-negative matrix sets. Given a set of matrices $\mathcal{F} = \{A_1, \ldots, A_m\}$, the lower spectral radius represents the minimal growth…

Numerical Analysis · Mathematics 2024-09-26 Nicola Guglielmi , Francesco Paolo Maiale

We propose an iterative solution method for the 3D high-frequency Helmholtz equation that exploits a contour integral formulation of spectral projectors. In this framework, the solution in certain invariant subspaces is approximated by…

Numerical Analysis · Mathematics 2018-11-30 Xiao Liu , Yuanzhe Xi , Yousef Saad , Maarten V. de Hoop

We introduce a subexponential algorithm for geometric solving of multivariate polynomial equation systems whose bit complexity depends mainly on intrinsic geometric invariants of the solution set. From this algorithm, we derive a new…

alg-geom · Mathematics 2008-02-03 M. Giusti , J. Heintz , K. Hägele , J. E. Morais , L. M. Pardo , J. L. Montaña

We introduce the framework of path-complete graph Lyapunov functions for approximation of the joint spectral radius. The approach is based on the analysis of the underlying switched system via inequalities imposed among multiple Lyapunov…

Optimization and Control · Mathematics 2014-08-26 Amir Ali Ahmadi , Raphaël Jungers , Pablo A. Parrilo , Mardavij Roozbehani

We prove three inequalities relating some invariants of sets of matrices, such as the joint spectral radius. One of the inequalities, in which proof we use geometric invariant theory, has the generalized spectral radius theorem of Berger…

Rings and Algebras · Mathematics 2009-12-18 Jairo Bochi

The stochastic inverse eigenvalue problem aims to reconstruct a stochastic matrix from its spectrum. While there exists a large literature on the existence of solutions for special settings, there are only few numerical solution methods…

Numerical Analysis · Mathematics 2020-04-17 Gabriele Steidl , Maximilian Winkler

Laguerre polynomials are orthogonal polynomials defined on positive half line with respect to weight $e^{-x}$. They have wide applications in scientific and engineering computations. However, the exponential growth of Laguerre polynomials…

Numerical Analysis · Mathematics 2026-05-18 Shenghe Huang , Haijun Yu
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