Description: The alogrithm employed in this toolbox for determining Lyapunov
exponents is according to the algorithms proposed in
[1] A. Wolf, J. B. Swift, H. L. Swinney, and J. A. Vastano,
"Determining Lyapunov Exponents from a Time Series," Physica D,
Vol. 16, pp. 285-317, 1985.
[2] J. P. Eckmann and D. Ruelle, "Ergodic Theory of Chaos and Strange
Attractors," Rev. Mod. Phys., Vol. 57, pp. 617-656, 1985.
The algorithm given in [1] is used for first-order systems while
the QR-based algorithm proposed in [2] is applied for higher order
systems.
by Steve W. K. SIU, July 5, 1998.
File list (Check if you may need any files):
findlyap.m
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