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Sets of matrices all infinite products of which converge

Publication ,  Journal Article
Daubechies, I; Lagarias, JC
Published in: Linear Algebra and Its Applications
January 15, 1992

An infinite product ∏∞i=1Mi of matrices converges (on the right) if limi→∞ M1 ... Mi exists. A set ∑={Ai:i≥1}of n x n matrices is called an RCP set (right- convergent product set) if all infinite products with each element drawn from ∑ converge. Such sets of matrices arise in constructing self-similar objects like von Koch's snowflake curve, in various interpolation schemes, in constructing wavelets of compact support, and in studying nonhomogeneous Markov chains. This paper gives necessary conditions and also some sufficient conditions for a set ∑ to be an RCP set. These are conditions on the eigenvalues and left eigenspaces of matrices in ∑ and finite products of these matrices. Necessary and sufficient conditions are given for a finite set ∑ to be an RCP set having a limit function M∑(d)=π∞i=1Adi , where d=(d1,...,dn,...), which is a continuous function on the space of all sequences d with the sequence topology. Finite RCP sets of column-stochastic matrices are completely characterized. Some results are given on the problem of algorithmically deciding if a given set ∑ is an RCP set. © 1992.

Duke Scholars

Published In

Linear Algebra and Its Applications

DOI

ISSN

0024-3795

Publication Date

January 15, 1992

Volume

161

Issue

C

Start / End Page

227 / 263

Related Subject Headings

  • Numerical & Computational Mathematics
  • 49 Mathematical sciences
  • 40 Engineering
  • 09 Engineering
  • 08 Information and Computing Sciences
  • 01 Mathematical Sciences
 

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Daubechies, I., & Lagarias, J. C. (1992). Sets of matrices all infinite products of which converge. Linear Algebra and Its Applications, 161(C), 227–263. https://doi.org/10.1016/0024-3795(92)90012-Y
Daubechies, I., and J. C. Lagarias. “Sets of matrices all infinite products of which converge.” Linear Algebra and Its Applications 161, no. C (January 15, 1992): 227–63. https://doi.org/10.1016/0024-3795(92)90012-Y.
Daubechies I, Lagarias JC. Sets of matrices all infinite products of which converge. Linear Algebra and Its Applications. 1992 Jan 15;161(C):227–63.
Daubechies, I., and J. C. Lagarias. “Sets of matrices all infinite products of which converge.” Linear Algebra and Its Applications, vol. 161, no. C, Jan. 1992, pp. 227–63. Scopus, doi:10.1016/0024-3795(92)90012-Y.
Daubechies I, Lagarias JC. Sets of matrices all infinite products of which converge. Linear Algebra and Its Applications. 1992 Jan 15;161(C):227–263.
Journal cover image

Published In

Linear Algebra and Its Applications

DOI

ISSN

0024-3795

Publication Date

January 15, 1992

Volume

161

Issue

C

Start / End Page

227 / 263

Related Subject Headings

  • Numerical & Computational Mathematics
  • 49 Mathematical sciences
  • 40 Engineering
  • 09 Engineering
  • 08 Information and Computing Sciences
  • 01 Mathematical Sciences