Abstract
Consider linear algebraic systems \(A(p)x=b(p)\), where the matrix and the right-hand side vector depend linearly on a number of parameters \(p=(p_1,\ldots , p_K)^{\top }\) that vary within given intervals. For each interval parameter, the structure of the dependencies can be presented by a finite sum of rank one matrices. This representation implies new more general and powerful sufficient conditions for regularity of a parametric interval matrix and a flexible general methodology for solving parametric interval linear systems with an expanded scope of applicability.
Similar content being viewed by others
Notes
References
Dreyer, A.: Interval Analysis of Analog Circuits with Component Tolerances, Berichte Aus Der Mathematik, p. 187. Shaker Verlag GmbH, Herzogenrath (2005)
Hladík, M.: Enclosures for the solution set of parametric interval linear systems. Int. J. Appl. Math. Comput. Sci. 22(3), 561–574 (2012)
Jansson, C.: Interval linear systems with symmetric matrices, skew-symmetric matrices, and dependencies in the right hand side. Computing 46, 265–274 (1991)
Kolev, L.: Parametrized solution of linear interval parametric systems. Appl. Math. Comput. 246, 229–246 (2014)
Kolev, L.: A class of iterative methods for determining p-solutions of linear interval parametric systems. Reliab. Comput. 22, 26–46 (2016)
Meyer, C.: Matrix Analysis and Applied Linear Algebra. SIAM, Philadelphia (2000)
Muhanna, R.L.: Benchmarks for interval finite element computations. web site, Center for Reliable Engineering Computing (2004) http://rec.ce.gatech.edu/resources/Benchmark_2.pdf. Accessed 7 Nov 2018
Neumaier, A.: Linear interval equations. In: Nickel, K. (ed.) Interval Mathematics 1985, Lecture Notes in Computer Science, vol. 212, pp. 109–120 (1986)
Neumaier, A.: Interval Methods for Systems of Equations. Cambridge University Press, Cambridge (1990)
Neumaier, A.: A simple derivation of the Hansen–Bliek–Rohn–Ning–Kearfott enclosure for linear interval equations. Reliab. Comput. 5(2), 131–136 (1999)
Neumaier, A., Pownuk, A.: Linear systems with large uncertainties, with applications to truss structures. Reliab. Comput. 13, 149–172 (2007)
Ning, S., Kearfott, R.B.: A comparison of some methods for solving linear interval equations. SIAM J. Numer. Anal. 34, 1289–1305 (1997)
Piziak, R., Odell, P.L.: Full rank factorization of matrices. Math. Mag. 72(3), 193–201 (1999)
Poljak, S., Rohn, J.: Checking robust nonsingularity is NP-hard. Math. Control Signals Syst. 6, 1–9 (1993)
Popova, E.D.: Strong regularity of parametric interval matrices, In: Dimovski, I. et al. (eds.) Mathematics and Education in Mathematics, Proceedings of the 33rd Spring Conference of the Union of Bulgarian Mathematicians, Borovets, Bulgaria, BAS, pp. 446–451 (2004) http://www.math.bas.bg/smb/2004_2007_PK/2004/pdf/446-451.pdf. Accessed 7 Nov 2018
Popova, E.D.: Generalizing the parametric fixed-point iteration. Proc. Appl. Math. Mech. 4, 680–681 (2004). https://doi.org/10.1002/pamm.200410321
Popova, E.D.: Visualizing parametric solution sets. BIT Numer. Math. 48(1), 95–115 (2008)
Popova, E.D.: Improved enclosure for some parametric solution sets with linear shape. Comput. Math. Appl. 68(9), 994–1005 (2014)
Popova, E.D.: Enclosing the solution set of parametric interval matrix equation \(A(p)X=B(p)\). Numer. Algorithms 78(2), 423–447 (2018)
Rohn, J.: Forty necessary and sufficient conditions for regularity of interval matrices: a survey. Electron. J. Linear Algebra 18, 500–512 (2009)
Rump, S.M.: Verification methods for dense and sparse systems of equations. In: Herzberger, J. (ed.) Topics in Validated Computations, pp. 63–135. Elsevier, Amsterdam (1994)
Skalna, I.: A method for outer interval solution of systems of linear equations depending linearly on interval parameters. Reliab. Comput. 12(2), 107–120 (2006)
Woodbury, M.A.: Inverting Modified Matrices. Memorandum Report 42, Statistical Research Group. Princeton University, Princeton (1950)
Acknowledgements
This work is partly supported by the Grant BG05M2P001-1.001-0003 of the Bulgarian Ministry of Science and Education.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Lars Eldén.
Rights and permissions
About this article
Cite this article
Popova, E.D. Rank one interval enclosure of the parametric united solution set. Bit Numer Math 59, 503–521 (2019). https://doi.org/10.1007/s10543-018-0739-4
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10543-018-0739-4
Keywords
- Parametric matrix
- Interval linear system
- Dependent data
- Rank one matrices
- Regularity
- Sufficient conditions
- Solution enclosure