1,753 research outputs found
An explicit counterexample to the Lagarias-Wang finiteness conjecture
The joint spectral radius of a finite set of real 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 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 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
does not satisfy the finiteness property.Comment: 27 pages, 2 figure
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 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
Lower Bounds on Complexity of Lyapunov Functions for Switched Linear Systems
We show that for any positive integer , 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 , or (ii) a polytopic Lyapunov function with facets, or (iii) a piecewise quadratic Lyapunov function with
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
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