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The calculation of guaranteed bounds for eigenvalues using complementary variational principles. (English) Zbl 0753.65032

A new method for the computation of guaranteed bounds for eigenvalues of interval matrices using complementary variational principles is proposed. The method uses previous results by N. J. Lehmann [Z. Angew. Math. Mech. 29, 341–356 (1949); 30, 1–16 (1950; Zbl 0034.37901)] and F. Goerisch and Z. He [Notes Rep. Math. Sci. Eng. 7, 137–153 (1990; Zbl 0726.65116)]. A detailed algorithm is developed and many numerical results are reported.

MSC:

65F15 Numerical computation of eigenvalues and eigenvectors of matrices
65G30 Interval and finite arithmetic
Full Text: DOI

References:

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