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Characterizing and approximating eigenvalue sets of symmetric interval matrices

Abstract : We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in 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 guaran- tee exactness. We illustrate our approach by several examples and numerical experiments.
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Submitted on : Monday, February 21, 2011 - 10:22:53 AM
Last modification on : Wednesday, November 10, 2021 - 5:38:03 PM
Long-term archiving on: : Sunday, May 22, 2011 - 2:46:20 AM


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  • HAL Id : inria-00567385, version 1
  • ARXIV : 1102.4180



Milan Hladik, David Daney, Elias Tsigaridas. Characterizing and approximating eigenvalue sets of symmetric interval matrices. [Research Report] RR-7544, INRIA. 2011, pp.22. ⟨inria-00567385⟩



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