The Cholesky method for interval data
The interval Cholesky method is established to compute bounds of the solution set of a linear system \(Ax=b\), where it is assumed that \(A\) is symmetric and positive definite and where \(A\) and \(b\) vary within certain bounds. The method is defined as direct interval counter part to the well-known standard non-interval method, and hence, it is applied to the system in interval form, that is, to \(A^ Ix=b^ I\). The usual decomposition, \(A=LL^ T\) where \(L\) is a lower triangular matrix with positive diagonal entries can be gained only in a weaker form in the interval case, i.e., \(A^ I = L^ I(L^ I)^ T\). Beyond that, a second procedure is shown to deliver the same bounds as the first one. Finally, conditions are derived that guarantee the feasibility of the method, which means that division by zero does not occur.
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- New techniques for the analysis of linear interval equations
- On the Convergence of Some Interval-Arithmetic Modifications of Newton’s Method
- Optimale Lösung von Intervallgleichungssystemen
- Topological proofs for certain theorems on matrices with non-negative elements
- Interval analysis: Theory and applications
- Solving the full rank interval least squares problem
- Two ways to extend the Cholesky decomposition to block matrices with interval entries
- On the solution sets of particular classes of linear interval systems
- Aspects for a block version of the interval Cholesky algorithm
- On the algebraic solution of fuzzy linear systems based on interval theory
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- Solving interval linear least squares problems by PPS-methods
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- scientific article; zbMATH DE number 641620 (Why is no real title available?)
- On the Symmetric and Unsymmetric Solution Set of Interval Systems
- A new interval diagnosis method: application to the spacecraft rendezvous phase of the Mars sample return mission
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- A numerical verification method for two-coupled elliptic partial differential equations
- Direct methods for linear systems with inexact input data
- On regular and singular interval systems
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