Bounds on eigenvalues and singular values of interval matrices
Résumé
We study bounds on eigenvalues of interval matrices, and our aim is to develop fast computable formulae that produce as-sharp-as-possible bounds. We consider two cases: general (unsymmetric) and symmetric interval matrices. We focus on the latter case, since on one hand these such interval matrices have many applications in mechanics and engineering, and on the other many results from classical matrix analysis could be applied to them. We also provide bounds for the singular values of (generally non-square) interval matrices. Finally, we illustrate and compare the various approaches by a series of examples.
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