Perturbation Theory for Approximation of Lyapunov Exponents by QR Methods |
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| Authors: | Luca Dieci Erik S. Van Vleck |
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| Affiliation: | (1) School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332, USA;(2) Department of Mathematics, University of Kansas, Lawrence, KS 66045, USA |
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| Abstract: | ![]()
Motivated by a recently developed backward error analysis for QR methods, we consider the error in the Lyapunov exponents of perturbed triangular systems. We consider the case of stable and distinct Lyapunov exponents as well as the case of stable but not necessarily distinct exponents. We illustrate our analytical results with a numerical example. |
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| Keywords: | Lyapunov exponents integral separation QR methods |
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