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Two Ways to Extend the Cholesky Decomposition to Block Matrices with Interval Entries

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Reliable Computing

Abstract

We define two block interval Cholesky decompositions in order to bound the solutions of linear systems of equations with symmetric block matrices and right-hand sides both of which are varying within given intervals. Feasibility results are shown for both of them and compared to each other.

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  1. Institut für Angewandte Mathematik, Universität Karlsruhe, D-76128, Karlsruhe, Germany

    Uwe Schäfer

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  1. Uwe Schäfer
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Schäfer, U. Two Ways to Extend the Cholesky Decomposition to Block Matrices with Interval Entries. Reliable Computing 8, 1–20 (2002). https://doi.org/10.1023/A:1014717701732

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