Abstract

We present a toolbox for computing the Joint Spectral Radius of a set of matrices, i.e., the maximal asymptotic growth rate of products of matrices taken in that set. The Joint Spectral Radius has a wide range of applications, including switched and hybrid systems, combinatorial words theory, or the study of wavelets. However, it is notoriously difficult to compute or approximate; it is actually uncomputable, and its approximation is NP-hard. The toolbox compiles several recent computation and approximation methods, and also contains an automatic blackbox method for inexperienced users, selecting the most appropriate methods based on an automatic study of the matrix set provided. The tool is implemented in Matlab and is freely downloadable (with documentation and demos) from Matlab Central1.

Full Text
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