Singular values of an interval matrix

DOI10.1016/0024-3795(91)90358-4MaRDI QIDQ1174775zbMATH OpenOpenAlexFDO

Authors A. S. Deif

Publication date 25 June 1992

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(91)90358-4

zbMATH Keywords

interval matrixoptimal enclosuressign patternsingular valuessingular vectors

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Interval and finite arithmetic (65G30)

Review text

Assuming that the sing pattern of the singular vectors is the same for all matrices with components in prescribed intervals, optimal enclosures are derived for the range of the corresponding singular values. A sufficient criterion for testing the assumption is given. The method can be implemented on a computer.

Recommendations

• Bounds on real eigenvalues and singular values of interval matrices
• scientific article; zbMATH DE number 4110859
• Optimal Gerschgorin-type inclusion intervals of singular values
• Interval Matrices: Singularity and Real Eigenvalues
• A note on inclusion intervals of matrix singular values

Cites work

• Bounding the Eigenvectors for Symmetric Interval Matrices
• Eine Theorie der Gleichungssysteme mit Intervall‐Koeffizienten
• scientific article; zbMATH DE number 4013856 (Why is no real title available?)
• scientific article; zbMATH DE number 4076573 (Why is no real title available?)
• scientific article; zbMATH DE number 3807797 (Why is no real title available?)
• Realistic a Priori and a Posteriori Error Bounds for Computed Eigenvalues
• The Interval Eigenvalue Problem

Cited in

(8)

• Singular values of matrix exponentials^∗
• Principal component analysis for interval‐valued observations
• Exact Maximum Singular Value of a Complex Interval Matrix
• Balanced-based model reduction of uncertain systems with interval parameters
• Exact Maximum Singular Value Calculation of an Interval Matrix
• SVD enclosure of a class of interval matrices
• Characterizing and approximating eigenvalue sets of symmetric interval matrices
• Principal component analysis on interval data

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