Files:

[HTML]  

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.

BibTeX:
@article{HlDaTsi-cma-2011,
  author =       {Hlad\'{\i}k, Milan and Daney, David and Tsigaridas,
                  Elias},
  title =        {Characterizing and approximating eigenvalue sets of
                  symmetric interval matrices},
  journal =      {Comput. Math. Appl.},
  issue_date =   {October, 2011},
  volume =       62,
  number =       8,
  month =        oct,
  year =         2011,
  issn =         {0898-1221},
  pages =        {3152--3163},
  numpages =     12,
  url =          {http://hal.inria.fr/inria-00567385},
  publisher =    {Pergamon Press, Inc.},
  address =      {Tarrytown, NY, USA},
  keywords =     {Eigenvalue, Eigenvalue bounds, Interval analysis,
                  Interval matrix, Symmetric matrix},
  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.",
}

Generated by bib2html.pl (written by Patrick Riley , modified by Elias ) on Wed Oct 23, 2019 21:41:02