On the Exponentiation of Interval Matrices

Details On the Exponentiation of Interval Matrices On the Exponentiation of Interval Matrices

2009-08-27

arxiv.org/abs/0908.3954v1

Computer Science

Numerical Analysis

Scientific paper

The numerical computation of the exponentiation of a real matrix has been intensively studied. The main objective of a good numerical method is to deal with round-off errors and computational cost. The situation is more complicated when dealing with interval matrices exponentiation: Indeed, the main problem will now be the dependency loss of the different occurrences of the variables due to interval evaluation, which may lead to so wide enclosures that they are useless. In this paper, the problem of computing a sharp enclosure of the interval matrix exponential is proved to be NP-hard. Then the scaling and squaring method is adapted to interval matrices and shown to drastically reduce the dependency loss w.r.t. the interval evaluation of the Taylor series.

Affiliated with

Also associated with

No associations

Rating

On the Exponentiation of Interval Matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the Exponentiation of Interval Matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the Exponentiation of Interval Matrices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-411358