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The JSR toolbox

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The JSR toolbox

by Raphael Jungers

 

10 Oct 2011 (Updated 24 Oct 2011)

Gathers and compares the best methods for the joint spectral radius computation

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Description

The Joint Spectral Radius of a set of matrices characterizes the maximal asymptotic rate of growth of a product of matrices taken in this set, when the
length of the product increases.
It is known to be very hard to compute. In recent years, many different methods have been proposed to approximate it.

These methods have different advantages, depending on the application considered, the type of matrices considered, the desired accuracy or running time, etc.

The goal of this toolbox is to provide the practioner with the best available methods, and propose an easy tool for the researcher to compare the different methods.

It is a beta version, please report any bug, comment or suggestion to jsr.louvain@gmail.com

MATLAB release MATLAB 7.10 (R2010a)
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joint spectral radius(2), lmi, stability, switching systems
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25 Oct 2011 Antonio Cicone  
Updates
12 Oct 2011

email contact address: jsr.louvain@gmail.com

12 Oct 2011

contact address updated

17 Oct 2011

contact address

18 Oct 2011

readme updated: please use sedumi version 1.3

18 Oct 2011

typos/references corrected

24 Oct 2011

two overflow bugs fixed (in jsr_prod_Gripenberg and jsr_prod_pruning_Algorithm)

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