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Characterizing and approximating eigenvalue sets of symmetric interval matrices

By Milan Hladik, David Daney and Elias Tsigaridas

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

Topics: Computer Science - Robotics
Year: 2011
OAI identifier: oai:arXiv.org:1102.4180
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