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Continuity of the Joint Spectral Radius: Application to Wavelets

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Linear Algebra for Signal Processing

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 69))

Abstract

The joint spectral radius is the extension to two or more matrices of the (ordinary) spectral radius ρ(A) = max ∣λ i (A)∣ = lim ∥A m1/m. The extension allows matrix products Π m taken in all orders, so that norms and eigenvalues are difficult to estimate. We show that the limiting process does yield a continuous function of the original matrices—this is their joint spectral radius. Then we describe the construction of wavelets from a dilation equation with coefficients c k . We connect the continuity of those wavelets to the value of the joint spectral radius of two matrices whose entries are formed from the c k .

Partially supported by National Science Foundation Grant DMS-9006220

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© 1995 Springer-Verlag New York, Inc.

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Heil, C., Strang, G. (1995). Continuity of the Joint Spectral Radius: Application to Wavelets. In: Bojanczyk, A., Cybenko, G. (eds) Linear Algebra for Signal Processing. The IMA Volumes in Mathematics and its Applications, vol 69. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4228-4_4

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  • DOI: https://doi.org/10.1007/978-1-4612-4228-4_4

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-8703-2

  • Online ISBN: 978-1-4612-4228-4

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