Interval linear systems: the state of the art

Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Interval and finite arithmetic (65G30)

Review text

The paper is devoted to the solution of a system of linear equations \(Ax=b\) in the case when \(A\) and \(b\) are a matrix and a vector with interval valued entries. In fact, \(A\) and \(b\) are considered as sets of values, e.g. \(A=\{a\in \mathbb R^{m\times n}:\;\underline A\leq a\leq \overline A\}\), where \(\underline A\) and \(\overline A\) are some matrices with real entries and the relation \(\leq\) is to be understood componentwise. The authors describe some characterizations of the set of solutions to \(Ax=b\) and consider computational algorithms for finding the interval hull for this set, i.e., the smallest interval to which all solutions to \(ax=\beta\) for all \(a\in A\), \(\beta\in b\) belong. Three methods are considered: the Krawczyk method, the interval Gauss-Seidel method and the interval Gauss elimination. Results of numerical simulations, and a list of available software tools are presented.

Recommendations

Cites work

Cited in

(29)

Describes a project that uses

Uses Software

mctoolbox

This page was built for publication: Interval linear systems: the state of the art

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q880921)