Details:
Title  An algorithm for addressing the real interval eigenvalue problem  Author(s)  David Daney, Milan Hladík, Elias P. Tsigaridas  Type  Article in Journal  Abstract  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 reallife 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 sophisticated techniques from interval analysis. The quality of the computed approximation and 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).  Keywords  Interval matrix, Real eigenvalue, Eigenvalue bounds, Regularity, Interval analysis  ISSN  03770427 
URL 
http://www.sciencedirect.com/science/article/pii/S0377042710006394 
Language  English  Journal  Journal of Computational and Applied Mathematics  Volume  235  Number  8  Pages  2715  2730  Year  2011  Edition  0  Translation 
No  Refereed 
No 
