28595 articles – 22087 Notices  [english version]

inria-00567385, version 1

Characterizing and approximating eigenvalue sets of symmetric interval matrices

Milan Hladik () 1, David Daney () 2, Elias Tsigaridas () 3

N° RR-7544 (2011)

Résumé : We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner approximation algorithm, that in many case estimates exact bounds. To our knowledge, this is the first algorithm that is able to guaran- tee exactness. We illustrate our approach by several examples and numerical experiments.

  • 1 :  Department of Applied Mathematics [Prague] (KAM)
  • Charles University
  • 2 :  COPRIN (INRIA Sophia Antipolis)
  • INRIA – Ecole des Ponts ParisTech
  • 3 :  Department of Computer Science [Aarhus]
  • University of Aarhus
  • Domaine : Informatique/Robotique
  • Mots-clés : Interval matrix – symmetric matrix – interval analysis – eigenvalue – eigenvalue bounds
  • Référence interne : RR-7544
 
  • inria-00567385, version 1
  • http://hal.inria.fr/inria-00567385
  • oai:hal.inria.fr:inria-00567385
  • Contributeur : David Daney <>
  • Soumis le : Lundi 21 Février 2011, 10:22:53
  • Dernière modification le : Mardi 22 Février 2011, 09:10:17