English

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 x=(λ,v)x=(\lambda,v) is found by solving a nonlinear equation of the form f(x)=0f(x)=0 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.

Keywords

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

R2 v1 2026-06-21T19:55:15.446Z