Conjugate directions method for solving interval linear systems

DOI10.1023/A:1019149111226MaRDI QIDQ1817779zbMATH OpenFDO

Authors Yanyan Li

Publication date 10 July 2000

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1019149111226

zbMATH Keywords

conjugate gradient methodlinear interval systemsquadratic programmingsteepest descent method

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Interval and finite arithmetic (65G30) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

Linear interval systems \(Ax=b\) are considered where \(A\) is a symmetric positive definite \(n\times n\) interval matrix and \(b\) is an \(n\)-dimensional interval vector. Instead of solving \(Ax=b\) directly it is intended to minimize the quadratic objective function \(x^TAx- 2x^Tb\). First, the steepest-descent method and then the conjugate gradient method are used to solve the minimization problem.

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Cited in

(3)

• The interval versions of the Kalman filter and the EM algorithm
• The cone method for solving linear systems
• Inner and outer estimations of the generalized solution sets and an application in economic

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