Enclosures for the solution set of parametric interval linear systems

Milan Hladík

International Journal of Applied Mathematics and Computer Science (2012)

  • Volume: 22, Issue: 3, page 561-574
  • ISSN: 1641-876X

Abstract

top
We investigate parametric interval linear systems of equations. The main result is a generalization of the Bauer-Skeel and the Hansen-Bliek-Rohn bounds for this case, comparing and refinement of both. We show that the latter bounds are not provable better, and that they are also sometimes too pessimistic. The presented form of both methods is suitable for combining them into one to get a more efficient algorithm. Some numerical experiments are carried out to illustrate performances of the methods.

How to cite

top

Milan Hladík. "Enclosures for the solution set of parametric interval linear systems." International Journal of Applied Mathematics and Computer Science 22.3 (2012): 561-574. <http://eudml.org/doc/244064>.

@article{MilanHladík2012,
abstract = {We investigate parametric interval linear systems of equations. The main result is a generalization of the Bauer-Skeel and the Hansen-Bliek-Rohn bounds for this case, comparing and refinement of both. We show that the latter bounds are not provable better, and that they are also sometimes too pessimistic. The presented form of both methods is suitable for combining them into one to get a more efficient algorithm. Some numerical experiments are carried out to illustrate performances of the methods.},
author = {Milan Hladík},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {linear interval systems; solution set; interval matrix; enclosures; system of interval linear equations},
language = {eng},
number = {3},
pages = {561-574},
title = {Enclosures for the solution set of parametric interval linear systems},
url = {http://eudml.org/doc/244064},
volume = {22},
year = {2012},
}

TY - JOUR
AU - Milan Hladík
TI - Enclosures for the solution set of parametric interval linear systems
JO - International Journal of Applied Mathematics and Computer Science
PY - 2012
VL - 22
IS - 3
SP - 561
EP - 574
AB - We investigate parametric interval linear systems of equations. The main result is a generalization of the Bauer-Skeel and the Hansen-Bliek-Rohn bounds for this case, comparing and refinement of both. We show that the latter bounds are not provable better, and that they are also sometimes too pessimistic. The presented form of both methods is suitable for combining them into one to get a more efficient algorithm. Some numerical experiments are carried out to illustrate performances of the methods.
LA - eng
KW - linear interval systems; solution set; interval matrix; enclosures; system of interval linear equations
UR - http://eudml.org/doc/244064
ER -

References

top
  1. Alefeld, G., Kreinovich, V. and Mayer, G. (1997). On the shape of the symmetric, persymmetric, and skew-symmetric solution set, SIAM Journal on Matrix Analysis and Applications 18(3): 693-705. Zbl0873.15003
  2. Alefeld, G., Kreinovich, V. and Mayer, G. (2003). On the solution sets of particular classes of linear interval systems, Journal of Computational and Applied Mathematics 152(1-2): 1-15. Zbl1019.65023
  3. Alefeld, G. and Mayer, G. (1993). The Cholesky method for interval data, Linear Algebra and Its Applications 194: 161-182. Zbl0796.65032
  4. Alefeld, G. and Mayer, G. (2008). New criteria for the feasibility of the Cholesky method with interval data, SIAM Journal on Matrix Analysis and Applications 30(4): 1392-1405. Zbl1176.65023
  5. Beeck, H. (1975). Zur Problematik der Hüllenbestimmung von Intervallgleichungssystem en, in K. Nickel (Ed.), Interval Mathematics: Proceedings of the International Symposium on Interval Mathematics, Lecture Notes in Computer Science, Vol. 29, Springer, Berlin, pp. 150-159. Zbl0303.65025
  6. Busłowicz, M. (2010). Robust stability of positive continuoustime linear systems with delays, International Journal of Applied Mathematics and Computer Science 20(4): 665-670, DOI: 10.2478/v10006-010-0049-8. Zbl1214.93076
  7. Fiedler, M., Nedoma, J., Ramík, J., Rohn, J. and Zimmermann, K. (2006). Linear Optimization Problems with Inexact Data, Springer, New York, NY. Zbl1106.90051
  8. Garloff, J. (2010). Pivot tightening for the interval Cholesky method, Proceedings in Applied Mathematics and Mechanics 10(1): 549-550. 
  9. Hladík, M. (2008). Description of symmetric and skewsymmetric solution set, SIAM Journal on Matrix Analysis and Applications 30(2): 509-521. Zbl1165.65025
  10. Horn, R.A. and Johnson, C.R. (1985). Matrix Analysis, Cambridge University Press, Cambridge. Zbl0576.15001
  11. Jansson, C. (1991). Interval linear systems with symmetric matrices, skew-symmetric matrices and dependencies in the right hand side, Computing 46(3): 265-274. Zbl0729.65016
  12. Kolev, L.V. (2004). A method for outer interval solution of linear parametric systems, Reliable Computing 10(3): 227-239. Zbl1055.65045
  13. Kolev, L.V. (2006). Improvement of a direct method for outer solution of linear parametric systems, Reliable Computing 12(3): 193-202. Zbl1094.65022
  14. Merlet, J.-P. (2009). Interval analysis for certified numerical solution of problems in robotics, International Journal of Applied Mathematics and Computer Science 19(3): 399-412, DOI: 10.2478/v10006-009-0033-3. Zbl1300.93120
  15. Meyer, C.D. (2000). Matrix Analysis and Applied Linear Algebra, SIAM, Philadelphia, PA. 
  16. Neumaier, A. (1990). Interval Methods for Systems of Equations, Cambridge University Press, Cambridge. Zbl0715.65030
  17. Neumaier, A. (1999). A simple derivation of the Hansen-Bliek-Rohn-Ning-Kearfott enclosure for linear interval equations, Reliable Computing 5(2): 131-136. Zbl0936.65055
  18. Neumaier, A. and Pownuk, A. (2007). Linear systems with large uncertainties, with applications to truss structures, Reliable Computing 13(2): 149-172. Zbl1117.65063
  19. Ning, S. and Kearfott, R.B. (1997). A comparison of some methods for solving linear interval equations, SIAM Journal on Numerical Analysis 34(4): 1289-1305. Zbl0889.65022
  20. Padberg, M. (1999). Linear Optimization and Extensions, 2nd Edn., Springer, Berlin. Zbl0926.90068
  21. Popova, E. (2002). Quality of the solution sets of parameterdependent interval linear systems, Zeitschrift für Angewandte Mathematik und Mechanik 82(10): 723-727. Zbl1013.65042
  22. Popova, E.D. (2001). On the solution of parametrised linear systems, in W. Krämer and J.W. von Gudenberg (Eds.), Scientific Computing, Validated Numerics, Interval Methods, Kluwer, London, pp. 127-138. 
  23. Popova, E.D. (2004a). Parametric interval linear solver, Numerical Algorithms 37(1-4): 345-356. Zbl1074.65044
  24. Popova, E.D. (2004b). Strong regularity of parametric interval matrices, in I. Dimovski (Ed.), Mathematics and Education in Mathematics, Proceedings of the 33rd Spring Conference of the Union of Bulgarian Mathematicians, Borovets, Bulgaria, BAS, Sofia, pp. 446-451. 
  25. Popova, E.D. (2006a). Computer-assisted proofs in solving linear parametric problems, 12th GAMM/IMACS International Symposium on Scientific Computing, Computer Arithmetic and Validated Numerics, SCAN 2006, Duisburg, Germany, p. 35. 
  26. Popova, E.D. (2006b). Webcomputing service framework, International Journal Information Theories & Applications 13(3): 246-254. 
  27. Popova, E.D. (2009). Explicit characterization of a class of parametric solution sets, Comptes Rendus de L'Academie Bulgare des Sciences 62(10): 1207-1216. Zbl1199.15013
  28. Popova, E.D. and Krämer, W. (2007). Inner and outer bounds for the solution set of parametric linear systems, Journal of Computational and Applied Mathematics 199(2): 310-316. Zbl1108.65027
  29. Popova, E.D. and Krämer, W. (2008). Visualizing parametric solution sets, BIT Numerical Mathematics 48(1): 95-115. Zbl1144.65031
  30. Rex, G. and Rohn, J. (1998). Sufficient conditions for regularity and singularity of interval matrices, SIAM Journal on Matrix Analysis and Applications 20(2): 437-445. Zbl0924.15003
  31. Rohn, J. (1989). Systems of linear interval equations, Linear Algebra and Its Applications 126(C): 39-78. Zbl0712.65029
  32. Rohn, J. (1993). Cheap and tight bounds: The recent result by E. Hansen can be made more efficient, Interval Computations (4): 13-21. Zbl0830.65019
  33. Rohn, J. (2004). A method for handling dependent data in interval linear systems, Technical Report 911, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, http://uivtx.cs.cas.cz/˜rohn/publist/rp911.ps. 
  34. Rohn, J. (2010). An improvement of the Bauer-Skeel bounds, Technical Report V-1065, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague, http://uivtx.cs.cas.cz/˜rohn/publist/bauerskeel.pdf. 
  35. Rump, S.M. (1983). Solving algebraic problems with high accuracy, in U. Kulisch and W. Miranker (Eds.), A New Approach to Scientific Computation, Academic Press, New York, NY, pp. 51-120. 
  36. Rump, S.M. (1994). Verification methods for dense and sparse systems of equations, in J. Herzberger (Ed.), Topics in Validated Computations, Studies in Computational Mathematics, Elsevier, Amsterdam, pp. 63-136. Zbl0813.65072
  37. Rump, S.M. (2006). INTLAB-Interval Laboratory, the Matlab toolbox for verified computations, Version 5.3. http://www.ti3.tu-harburg.de/rump/intlab/. 
  38. Rump, S.M. (2010). Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica 19: 287-449. Zbl1323.65046
  39. Schrijver, A. (1998). Theory of Linear and Integer Programming, Reprint Edn., Wiley, Chichester. Zbl0970.90052
  40. Skalna, I. (2006). A method for outer interval solution of systems of linear equations depending linearly on interval parameters, Reliable Computing 12(2): 107-120. Zbl1085.65039
  41. Skalna, I. (2008). On checking the monotonicity of parametric interval solution of linear structural systems, in R. Wyrzykowski, J. Dangarra, K. Karczewski and J. Wasniewski (Eds.), Parallel Processing and Applied Mathematics, Lecture Notes in Computer Science, Vol. 4967, Springer-Verlag, Berlin/Heidelberg, pp. 1400-1409. 
  42. Stewart, G. W. (1998). Matrix Algorithms, Vol. 1: Basic Decompositions, SIAM, Philadelphia, PA. Zbl0910.65012

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.