数値解析arXiv:1102.4180
対称区間行列の固有値集合の特徴付けと近似
Characterizing and approximating eigenvalue sets of symmetric interval matrices
対称区間行列の固有値集合について、厳密な境界点の一部を特徴付け、多くの場合で厳密な範囲を推定できる内側近似アルゴリズムを提案した論文。
著者: Milan Hladik, David Daney, Elias Tsigaridas
分類: cs.RO
原文アブストラクト
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.
