English

Determinants of Interval Matrices

Numerical Analysis 2018-09-12 v1

Abstract

In this paper we shed more light on determinants of interval matrices. Computing the exact bounds on a determinant of an interval matrix is an NP-hard problem. Therefore, attention is first paid to approximations. NP-hardness of both relative and absolute approximation is proved. Next, methods computing verified enclosures of interval determinants and their possible combination with preconditioning are discussed. A new method based on Cramer's rule was designed. It returns similar results to the state-of-the-art method, however, it is less consuming regarding computational time. As a byproduct, the Gerschgorin circles were generalized for interval matrices. New results about classes of interval matrices with polynomially computable tasks related to determinant are proved (symmetric positive definite matrices, class of matrices with identity midpoint matrix, tridiagonal H-matrices). The mentioned methods were exhaustively compared for random general and symmetric matrices.

Keywords

Cite

@article{arxiv.1809.03736,
  title  = {Determinants of Interval Matrices},
  author = {Jaroslav Horáček and Milan Hladík and Josef Matějka},
  journal= {arXiv preprint arXiv:1809.03736},
  year   = {2018}
}

Comments

2018-02-03 01:00 submitted to The Electronic Journal of Linear Algebra (ELA), resubmitted 2018-08-31 18:35

R2 v1 2026-06-23T04:01:59.297Z