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Rapport (Rapport De Recherche) Année : 2009

A filtering method for the interval eigenvalue problem

Résumé

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

inria-00422966 , version 1 (08-10-2009)

Identifiants

  • HAL Id : inria-00422966 , version 1

Citer

Milan Hladik, David Daney, Elias P. Tsigaridas. A filtering method for the interval eigenvalue problem. [Research Report] RR-7057, INRIA. 2009, pp.14. ⟨inria-00422966⟩
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