A method to rigorously enclose eigendecompositions of interval matrices

preprint2011arXivOpen access

Abstract

In this paper, a rigorous computational method to enclose eigendecompositions of complex interval matrices is proposed. Each eigenpair x=(λ,v)x=(λ,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.

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