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Journal Articles Applied Mathematics and Computation Year : 2011

A filtering method for the interval eigenvalue problem

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Abstract

We consider the general problem of computing intervals that contain the real eigenvalues of interval matrices. Given an outer approximation (superset) of the real eigenvalue set of an interval matrix, we propose a filtering method that iteratively improves the approximation. Even though our method is based on a sufficient regularity condition, it is very efficient in practice and our experimental results suggest that it improves, in general, significantly the initial outer approximation. The proposed method works for general, as well as for symmetric interval matrices.

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Dates and versions

hal-00907740 , version 1 (21-11-2013)

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Milan Hladï­k, David Daney, Elias Tsigaridas. A filtering method for the interval eigenvalue problem. Applied Mathematics and Computation, 2011, 217 (12), pp.5236 - 5242. ⟨10.1016/j.amc.2010.09.066⟩. ⟨hal-00907740⟩
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