Solving the full rank interval least squares problem (Q1602750)

The aim of the paper is to find an inclusion for the solutions of the interval least squares problem \(\|Ax-b\|_2\) where \(A\) is a full rank \(m\times n\) interval matrix and \(b\) an interval vector of length \(m\). That is, the inclusion has to contain the solutions of all point least squares problems which are covered by the interval problem. The proposed method for obtaining such an inclusion is based on an interval version of the QR factorization which is combined with preconditioning steps.