一類基于奇異值分解的Lyapunov指數計算方法

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

摘要: 基于奇異值分解提出了一種有效的計算Lyapunov指數的方法.該方法既適用于離散系統也適用于連續系統,且避免了頻繁的重正交過程.數值計算顯示,該方法穩定性好,計算效率較高,計算結果可靠.

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.