Geodesic
Error analysis of QR algorithms for computing Lyapunov exponents
Electronic transactions on numerical analysis, Tome 12 (2001), pp. 234-251
Lyapunov exponents give valuable information about long term dynamics. The discrete and continuous QR algorithms are widely used numerical techniques for computing approximate Lyapunov exponents, although they are not yet supported by a general error analysis. Here, a rigorous convergence theory is developed for both the discrete and continuous QR algorithm applied to a constant coefficient linear system with real distinct eigenvalues.
Classification : 65L05, 65F15
Keywords: dynamics, eigenvalues, orthogonal iteration, timestepping 
@article{ETNA_2001__12__a0,
     author = {McDonald,  Edward J. and Higham,  Desmond J.},
     title = {Error analysis of {QR} algorithms for computing {Lyapunov} exponents},
     journal = {Electronic transactions on numerical analysis},
     pages = {234--251},
     year = {2001},
     volume = {12},
     zbl = {1022.65079},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ETNA_2001__12__a0/}
}
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McDonald,  Edward J.; Higham,  Desmond J. Error analysis of QR algorithms for computing Lyapunov exponents. Electronic transactions on numerical analysis, Tome 12 (2001), pp. 234-251. http://geodesic.mathdoc.fr/item/ETNA_2001__12__a0/