一类基于奇异值分解的Lyapunov指数计算方法

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

基于奇异值分解提出了一种有效的计算Lyapunov指数的方法.该方法既适用于离散系统也适用于连续系统,且避免了频繁的重正交过程.数值计算显示,该方法稳定性好,计算效率较高,计算结果可靠.

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.