The level set method for the two-sided max-plus eigenproblem

被引:12
|
作者
Gaubert, Stephane [1 ,2 ]
Sergeev, Sergei [3 ]
机构
[1] Ecole Polytech, CMAP, INRIA, F-91128 Palaiseau, France
[2] Ecole Polytech, CMAP, Ctr Math Appl, F-91128 Palaiseau, France
[3] Univ Birmingham, Sch Math, Birmingham B15 2TT, W Midlands, England
来源
DISCRETE EVENT DYNAMIC SYSTEMS-THEORY AND APPLICATIONS | 2013年 / 23卷 / 02期
基金
英国工程与自然科学研究理事会;
关键词
Max algebra; Tropical algebra; Matrix pencil; Min-max function; Nonlinear Perron-Frobenius theory; Generalized eigenproblem; Mean payoff game; Discrete event systems; MEAN PAYOFF GAMES; MATRIX PENCILS; ALGEBRA; EIGENVALUE; THEOREM; SYSTEM; CONES;
D O I
10.1007/s10626-012-0137-z
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We consider the max-plus analogue of the eigenproblem for matrix pencils, A aSuaEuro parts per thousand x = lambda aSuaEuro parts per thousand B aSuaEuro parts per thousand x. We show that the spectrum of (A,B) (i.e., the set of possible values of lambda), which is a finite union of intervals, can be computed in pseudo-polynomial number of operations, by a (pseudo-polynomial) number of calls to an oracle that computes the value of a mean payoff game. The proof relies on the introduction of a spectral function, which we interpret in terms of the least Chebyshev distance between A aSuaEuro parts per thousand x and lambda aSuaEuro parts per thousand B aSuaEuro parts per thousand x. The spectrum is obtained as the zero level set of this function.
引用
收藏
页码:105 / 134
页数:30
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