A method to rigorously enclose eigendecompositions of interval matrices

Details A method to rigorously enclose eigendecompositions of interval matrices A method to rigorously enclose eigendecompositions of interval matrices

2011-12-21

arxiv.org/abs/1112.5052v1

Mathematics

Dynamical Systems

12 pages, 2 figures

Scientific paper

In this paper, a rigorous computational method to enclose eigendecompositions of complex interval matrices is proposed. Each eigenpair $x=(\lambda,v)$ is found by solving a nonlinear equation of the form $f(x)=0$ 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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