A note on regularity and positive definiteness of interval matrices (Q432241)
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English | A note on regularity and positive definiteness of interval matrices |
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A note on regularity and positive definiteness of interval matrices (English)
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3 July 2012
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A square interval matrix \[ {\mathbf A}= [A_c-\Delta, A_c+\Delta]= \{A\mid A_c-\Delta\leq A\leq A_c+ \Delta\} \] with midpoint \(A_c\) and radius \(\Delta\geq 0\) (\(\geq\), \(\leq\) defined entrywise) is called regular if each matrix \(A\in{\mathbf A}\) is nonsingular, and singular otherwise. The authors recall known conditions for regularity resp. singularity of \({\mathbf A}\). As a new result they show that \({\mathbf A}\) is regular if the matrix \(A^T_c A_c- \|\Delta\|^2_2I\) is positive definite. This observation offers a unified view of two well-known results of the literature. In a separate section they consider symmetric interval matrices \({\mathbf A}\) which are defined by \({\mathbf A}={\mathbf A}^T\). They characterize positive definiteness of such matrices which means by definition that each symmetric matrix \(A\in{\mathbf A}\) has this property. In a final section they show by two examples that their new sufficient condition for regularity of \({\mathbf A}\) and an earlier sufficient one by \textit{H. Beeck} [Lect. Notes Comput. Sci. 29, 150--159 (1975; Zbl 0303.65025)] are independent of each other.
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interval matrices
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regularity condition
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positive definiteness
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regular interval matrices
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singular interval matrices
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strong regularity
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symmetric interval matrices
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NP-hard
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NP-complete
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