Characterizing and Approximating Eigenvalue Sets of Symmetric Interval Matrices

Abstract : We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries are perturbed, with perturbations belonging to 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 guarantee exactness. We illustrate our approach by several examples and numerical experiments.
Type de document :
Article dans une revue
Computers and Mathematics with Applications, Elsevier, 2011, 62 (8), pp.3152--3163. 〈10.1016/j.camwa.2011.08.028〉
Liste complète des métadonnées

https://hal.inria.fr/hal-00907534
Contributeur : David Daney <>
Soumis le : jeudi 21 novembre 2013 - 13:50:15
Dernière modification le : samedi 27 janvier 2018 - 01:32:19

Lien texte intégral

Identifiants

Collections

Citation

Milan Hladïk, David Daney, Elias Tsigaridas. Characterizing and Approximating Eigenvalue Sets of Symmetric Interval Matrices. Computers and Mathematics with Applications, Elsevier, 2011, 62 (8), pp.3152--3163. 〈10.1016/j.camwa.2011.08.028〉. 〈hal-00907534〉

Partager

Métriques

Consultations de la notice

252