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Reports (Research Report) Year : 2008

An Algorithm for the Real Interval Eigenvalue Problem


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).
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inria-00329714 , version 1 (13-10-2008)


  • HAL Id : inria-00329714 , version 1


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