A continuous time power iteration method for computing a lower bound of μ
Cheng Yi, Bart De Moor · 2005
A lower bound of /spl mu/ may be calculated via power iteration method. However this algorithm sometimes suffers from a limit cycling problem. In this short paper, a continuous time power iteration scheme is proposed. The scheme is based on building a continuous time dynamic system for power iteration, and then solving it by automatic step integration methods. Numerical examples show that convergence properties are promising.