A method based on singular value decomposition for computation of Lyapunov exponent

ZHANG Xiaodan; LI Zhiping; ZHANG Lili

doi:10.13374/j.issn1001-053x.2005.03.029

Volume 27 Issue 3

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ZHANG Xiaodan, LI Zhiping, ZHANG Lili. A method based on singular value decomposition for computation of Lyapunov exponent[J]. Chinese Journal of Engineering, 2005, 27(3): 371-374. doi: 10.13374/j.issn1001-053x.2005.03.029

Citation:

ZHANG Xiaodan, LI Zhiping, ZHANG Lili. A method based on singular value decomposition for computation of Lyapunov exponent[J]. Chinese Journal of Engineering, 2005, 27(3): 371-374. doi: 10.13374/j.issn1001-053x.2005.03.029

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A method based on singular value decomposition for computation of Lyapunov exponent

doi: 10.13374/j.issn1001-053x.2005.03.029

1. Applied Science School, University of Science and Technology Beijing, Beijing 100083, China;
2. School of Applied Mathematics, Guangdong University of Technology, Guangzhou 510090, China

Received Date: 2004-05-25
Rev Recd Date: 2004-12-27

Available Online: 2021-08-17

Abstract

Abstract

An efficient method based on Singular Value Decomposition (SVD) for the computation of Lyapunov exponent is presented. This method is applicable not only to discrete systems but also to continuous systems, and it does not require frequent reorthogonalization. Numerical calculations show that the method is stable and has a higher computing efficiency, and the results are credible.
- Lyapunov exponent,
- discrete system,
- continuous systems,
- singular value decomposition