The JSR toolbox
Gathers and compares the best methods for the joint spectral radius computation
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.
This is version 1.2. Please report any bug, comment or suggestion to jsr.louvain@gmail.com
Comments and Ratings (1)
Updates
| 1.21 | Fixed the 1D bug |
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| 1.2 | Fixed a bug: now treats as a special case the one-by-one matrices. |
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| 1.19 | We fixed some bugs related to sets of matrices with a spectral radius equal to zero.
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| 1.18 | Technical update for some minor modifications |
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| 1.17 | Set version to 1.1 |
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| 1.16 | Addition: Method jsr_pathcomplete.m and some useful subroutines Change : Some functions use the interface solve_semi_definite_program instead of calling directly SeDuMi Fix : memory bug in jsr_lift_semidefinite.m |
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| 1.15 | Bug fixed, see changelog.txt.
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| 1.14 | Replaced two methods under GNU license by genuine ones (vec.m and mat.m). |
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| 1.11 | We have fixed a few minor bugs, updated methods according to the recent literature (in particular jsr.m), improved usability, and added a benchmark. See ChangeLog.txt for an exhaustive list. |
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| 1.7 | two overflow bugs fixed (in jsr_prod_Gripenberg and jsr_prod_pruning_Algorithm) |
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| 1.6 | typos/references corrected |
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| 1.5 | readme updated: please use sedumi version 1.3 |
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| 1.3 | contact address |
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| 1.2 | contact address updated |
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| 1.1 | email contact address: jsr.louvain@gmail.com |
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Acknowledgements
Inspired: The CSSystem toolbox
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Antonio Cicone (view profile)