Smooth SVD on the Lorentz group with application to computation of Lyapunov exponents

In this work we give a constructive argument to establish existence of a smooth singular value decomposition (SVD) for a Ck function X in the Lorentz group. We rely on the explicit structure of the polar factorization of X in order to justify the form of the SVD. Our construction gives a simple algorithm to find the SVD of X, which we have used to approximate the Lyapunov exponents of a differential system whose fundamental matrix solution evolves on the Lorentz group. Algorithmic details and examples are given. © 2003 Elsevier B.V. All rights reserved.