Computing the spectral decomposition of interval matrices and a study on interval matrix power
From MaRDI portal
Publication:6330902
DOI10.1016/J.AMC.2021.126174arXiv1912.05275MaRDI QIDQ6330902FDOQ6330902
Authors: David Hartman, Milan Hladík, David Říha 
Publication date: 11 December 2019
Abstract: We present an algorithm for computing a spectral decomposition of an interval matrix as an enclosure of spectral decompositions of particular realizations of interval matrices. The algorithm relies on tight outer estimations of eigenvalues and eigenvectors of corresponding interval matrices. We present a method for general interval matrices as well as its modification for symmetric interval matrices. As an illustration, we apply the spectral decomposition to computing powers of interval matrices. Numerical results suggest that a simple binary exponentiation is more efficient for smaller exponents, but our approach becomes better when computing higher powers or powers of a special type of matrices. In particular, we consider symmetric interval and circulant interval matrices. In both cases we utilize some properties of the corresponding classes of matrices to make the power computation more efficient.
This page was built for publication: Computing the spectral decomposition of interval matrices and a study on interval matrix power
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6330902)
