A two-sequence method for linear interval equations (Q1116278)

Linear interval equations \(A^ Ix^ I=b^ I\) of dimension n are considered where \(A^ I\) is regular (which means that A is regular for any \(A\in A^ I)\) and inverse stable (which means that, for any \(A\in A^ I\), no entry of \(A^{-1}\) is zero). In order to determine the interval hull \(x^ I\) of the solution set, \(M=\{x\in R^ n:\) \(Ax=b\) for some \(A\in A^ I\), \(b\in b^ I\}\), a related matrix equation as well as an iteration method for solving this equation is established. The diagonal of the solution matrix turns out to be the required interval hull \(x^ I\).