Characterizing and Approximating Eigenvalue Sets of Symmetric Interval Matrices - Archive ouverte HAL Access content directly
Journal Articles Computers & Mathematics with Applications Year : 2011

Characterizing and Approximating Eigenvalue Sets of Symmetric Interval Matrices

(1) , (2) , (3)
1
2
3

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.

Dates and versions

hal-00907534 , version 1 (21-11-2013)

Identifiers

Cite

Milan Hladïk, David Daney, Elias P. Tsigaridas. Characterizing and Approximating Eigenvalue Sets of Symmetric Interval Matrices. Computers & Mathematics with Applications, 2011, 62 (8), pp.3152--3163. ⟨10.1016/j.camwa.2011.08.028⟩. ⟨hal-00907534⟩
157 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More