HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation

An Algorithm for the Real Interval Eigenvalue Problem

Abstract : In this paper we present an algorithm for approximating the range of the real eigenvalues of interval matrices. Such matrices could be used to model real-life problems, where data sets suffer from bounded variations such as uncertainties (e.g. tolerances on parameters, measurement errors), or to study problems for given states. The algorithm that we propose is a subdivision algorithm that exploits so- phisticated techniques from interval analysis. The quality of the computed approximation, as well as the running time of the algorithm depend on a given input accuracy. We also present an efficient C++ implementation and illustrate its efficiency on various data sets. In most of the cases we manage to compute efficiently the exact boundary points (limited by floating point representation).
Document type :
Complete list of metadata

Cited literature [28 references]  Display  Hide  Download

Contributor : David Daney Connect in order to contact the contributor
Submitted on : Monday, October 13, 2008 - 11:37:23 AM
Last modification on : Friday, February 4, 2022 - 3:11:12 AM
Long-term archiving on: : Monday, June 7, 2010 - 5:45:32 PM


Files produced by the author(s)


  • HAL Id : inria-00329714, version 1



Milan Hladik, David Daney, Elias P. Tsigaridas. An Algorithm for the Real Interval Eigenvalue Problem. [Research Report] RR-6680, INRIA. 2008, pp.28. ⟨inria-00329714⟩



Record views


Files downloads