Lower Bounds on Complexity of Lyapunov Functions for Switched Linear Systems

We show that for any positive integer $d$, there are families of switched linear systems---in fixed dimension and defined by two matrices only---that are stable under arbitrary switching but do not admit (i) a polynomial Lyapunov function of degree $\leq d$, or (ii) a polytopic Lyapunov function with $\leq d$ facets, or (iii) a piecewise quadratic Lyapunov function with $\leq d$ pieces. This implies that there cannot be an upper bound on the size of the linear and semidefinite programs that search for such stability certificates. Several constructive and non-constructive arguments are presented which connect our problem to known (and rather classical) results in the literature regarding the finiteness conjecture, undecidability, and non-algebraicity of the joint spectral radius. In particular, we show that existence of an extremal piecewise algebraic Lyapunov function implies the finiteness property of the optimal product, generalizing a result of Lagarias and Wang. As a corollary, we prove that the finiteness property holds for sets of matrices with an extremal Lyapunov function belonging to some of the most popular function classes in controls

Mather sets for sequences of matrices and applications to the study of joint spectral radii

The joint spectral radius of a compact set of d-times-d matrices is defined ?to be the maximum possible exponential growth rate of products of matrices drawn from that set. In this article we investigate the ergodic-theoretic structure of those sequences of matrices drawn from a given set whose products grow at the maximum possible rate. This leads to a notion of Mather set for matrix sequences which is analogous to the Mather set in Lagrangian dynamics. We prove a structure theorem establishing the general properties of these Mather sets and describing the extent to which they characterise matrix sequences of maximum growth. We give applications of this theorem to the study of joint spectral radii and to the stability theory of discrete linear inclusions. These results rest on some general theorems on the structure of orbits of maximum growth for subadditive observations of dynamical systems, including an extension of the semi-uniform subadditive ergodic theorem of Schreiber, Sturman and Stark, and an extension of a noted lemma of Y. Peres. These theorems are presented in the appendix

On the Finiteness Property for Rational Matrices

We analyze the periodicity of optimal long products of matrices. A set of matrices is said to have the finiteness property if the maximal rate of growth of long products of matrices taken from the set can be obtained by a periodic product. It was conjectured a decade ago that all finite sets of real matrices have the finiteness property. This conjecture, known as the ``finiteness conjecture", is now known to be false but no explicit counterexample to the conjecture is available and in particular it is unclear if a counterexample is possible whose matrices have rational or binary entries. In this paper, we prove that finite sets of nonnegative rational matrices have the finiteness property if and only if \emph{pairs} of \emph{binary} matrices do. We also show that all {pairs} of $2 \times 2$ binary matrices have the finiteness property. These results have direct implications for the stability problem for sets of matrices. Stability is algorithmically decidable for sets of matrices that have the finiteness property and so it follows from our results that if all pairs of binary matrices have the finiteness property then stability is decidable for sets of nonnegative rational matrices. This would be in sharp contrast with the fact that the related problem of boundedness is known to be undecidable for sets of nonnegative rational matrices.Comment: 12 pages, 1 figur

A Gel'fand-type spectral radius formula and stability of linear constrained switching systems

Using ergodic theory, in this paper we present a Gel'fand-type spectral radius formula which states that the joint spectral radius is equal to the generalized spectral radius for a matrix multiplicative semigroup \bS^+ restricted to a subset that need not carry the algebraic structure of \bS^+. This generalizes the Berger-Wang formula. Using it as a tool, we study the absolute exponential stability of a linear switched system driven by a compact subshift of the one-sided Markov shift associated to \bS.Comment: 16 pages; to appear in Linear Algebra and its Application

Computationally efficient approximations of the joint spectral radius

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 notoriously difficult to compute and to approximate. We introduce in this paper a procedure for approximating the joint spectral radius of a finite set of matrices with arbitrary high accuracy. Our approximation procedure is polynomial in the size of the matrices once the number of matrices and the desired accuracy are fixed

An explicit counterexample to the Lagarias-Wang finiteness conjecture

The joint spectral radius of a finite set of real $d \times d$ matrices is defined to be the maximum possible exponential rate of growth of long products of matrices drawn from that set. A set of matrices is said to have the \emph{finiteness property} if there exists a periodic product which achieves this maximal rate of growth. J.C. Lagarias and Y. Wang conjectured in 1995 that every finite set of real $d \times d$ matrices satisfies the finiteness property. However, T. Bousch and J. Mairesse proved in 2002 that counterexamples to the finiteness conjecture exist, showing in particular that there exists a family of pairs of $2 \times 2$ matrices which contains a counterexample. Similar results were subsequently given by V.D. Blondel, J. Theys and A.A. Vladimirov and by V.S. Kozyakin, but no explicit counterexample to the finiteness conjecture has so far been given. The purpose of this paper is to resolve this issue by giving the first completely explicit description of a counterexample to the Lagarias-Wang finiteness conjecture. Namely, for the set \mathsf{A}_{\alpha_*}:= \{({cc}1&1\\0&1), \alpha_*({cc}1&0\\1&1)\} we give an explicit value of \alpha_* \simeq 0.749326546330367557943961948091344672091327370236064317358024...] such that $\mathsf{A}_{\alpha_*}$ does not satisfy the finiteness property.Comment: 27 pages, 2 figure

Extremal sequences of polynomial complexity

The joint spectral radius of a bounded set of $d \times d$ real matrices is defined to be the maximum possible exponential growth rate of products of matrices drawn from that set. For a fixed set of matrices, a sequence of matrices drawn from that set is called \emph{extremal} if the associated sequence of partial products achieves this maximal rate of growth. An influential conjecture of J. Lagarias and Y. Wang asked whether every finite set of matrices admits an extremal sequence which is periodic. This is equivalent to the assertion that every finite set of matrices admits an extremal sequence with bounded subword complexity. Counterexamples were subsequently constructed which have the property that every extremal sequence has at least linear subword complexity. In this paper we extend this result to show that for each integer $p \geq 1$, there exists a pair of square matrices of dimension $2^p(2^{p+1}-1)$ for which every extremal sequence has subword complexity at least $2^{-p^2}n^p$.Comment: 15 page