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Reports (Research Report) Year : 2011

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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Dates and versions

inria-00567385 , version 1 (21-02-2011)

Identifiers

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

Cite

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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