The calculation of guaranteed bounds for eigenvalues using complementary variational principles

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A new method for the computation of guaranteed bounds for eigenvalues of interval matrices using complementary variational principles is proposed. The method uses previous results by \textit{N. J. Lehmann} [Z. Angew. Math. Mech. 29, 341--356 (1949); 30, 1--16 (1950; Zbl 0034.37901)] and \textit{F. Goerisch} and \textit{Z. He} [Notes Rep. Math. Sci. Eng. 7, 137--153 (1990; Zbl 0726.65116)]. A detailed algorithm is developed and many numerical results are reported.




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