Determining the positive definiteness margin of interval matrices

DOI10.1007/S11155-007-9046-5MaRDI QIDQ2481141zbMATH OpenOpenAlexFDO

Authors Lubomir Kolev

Publication date 14 April 2008

Published in Reliable Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11155-007-9046-5

zbMATH Keywords

eigenvaluesinterval arithmeticinterval matricesnumerical experimentspositive definiteness margin

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30)

Review text

The author proposes numerical methods for the determination of the positive definiteness margin of interval matrices. Numerical examples are provided.

Recommendations

• Positive Definiteness and Stability of Interval Matrices
• Positive definiteness of Hermitian interval matrices
• A necessary and sufficient condition for the positive-definiteness of interval symmetric matrices
• Positive-definiteness of interval families of symmetric matrices
• A note on regularity and positive definiteness of interval matrices

Cites work

• An Algorithm for Checking Regularity of Interval Matrices
• An algorithm for checking stability of symmetric interval matrices
• Assessing the stability of linear time-invariant continuous interval dynamic systems
• Complete search in continuous global optimization and constraint satisfaction
• Guaranteed inclusions for the complex generalized eigenproblem
• scientific article; zbMATH DE number 3649911 (Why is no real title available?)
• scientific article; zbMATH DE number 733109 (Why is no real title available?)
• scientific article; zbMATH DE number 865175 (Why is no real title available?)
• Interval linear systems with symmetric matrices, skew-symmetric matrices and dependencies in the right hand side
• Outer interval solution of the eigenvalue problem under general form parametric dependencies
• Positive Definiteness and Stability of Interval Matrices
• Verification of positive definiteness

Cited in

(3)

• Complexity issues for the symmetric interval eigenvalue problem
• Eigenvalue range determination for interval and parametric matrices
• Positive definiteness of Hermitian interval matrices

Describes a project that uses

Uses Software

• INTLAB
• Excel

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