A method to rigorously enclose eigendecompositions of interval matrices
Dynamical Systems
2012-07-06 v1 Numerical Analysis
Spectral Theory
Abstract
In this paper, a rigorous computational method to enclose eigendecompositions of complex interval matrices is proposed. Each eigenpair is found by solving a nonlinear equation of the form via a contraction argument. The set-up of the method relies on the notion of radii polynomials, which provide an efficient mean of determining a domain on which the contraction mapping theorem is applicable.
Cite
@article{arxiv.1112.5052,
title = {A method to rigorously enclose eigendecompositions of interval matrices},
author = {Roberto Castelli and Jean-Philippe Lessard},
journal= {arXiv preprint arXiv:1112.5052},
year = {2012}
}
Comments
12 pages, 2 figures. Extension of arXiv:1112.3839 results for disturbance accommodation problem