The interval Sylvester equation (Q1332341): Difference between revisions

The solution set of an interval Sylvester equation is defined as containing all solutions of a set of ordinary Sylvester equations \(AX+ XB= C\), where \(A\), \(B\) and \(C\) vary within given interval matrices. The authors establish a Prager-Oettli-type inequality characterizing an enclosure of the solution set. Various direct methods for approximating (not necessarily enclosing) the interval hull of the solution set are considered. One, based on an interval equation solver by \textit{J. Rohn} [Linear Algebra Appl. 126, 39- 78 (1989; Zbl 0712.65029)], is shown to deliver the interval hull exactly. In the case where \(A\) is symmetric with large eigenvalues and \(B\) is small, an iterative algorithm is proposed which yields an enclosure of the interval hull. Several numerical examples are included.