A filtering method for the interval eigenvalue problem

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.
keyword : Eigenvalue bounds
Type de document :
Article dans une revue
Applied Mathematics and Computation, Elsevier, 2011, 217 (12), pp.5236 - 5242. 〈10.1016/j.amc.2010.09.066〉
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https://hal.inria.fr/hal-00907740
Contributeur : David Daney <>
Soumis le : jeudi 21 novembre 2013 - 16:43:04
Dernière modification le : samedi 27 janvier 2018 - 01:31:23

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

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