Abstract
This work connects two mathematical fields – computational complexity and interval linear algebra . It introduces the basic topics of interval linear algebra – regularity and singularity, full column rank, solving a linear system , deciding solvability of a linear system , computing inverse matrix , eigenvalues , checking positive (semi)definiteness or stability . We discuss these problems and relations between them from the view of computational complexity . Many problems in interval linear algebra are intractable, hence we emphasize subclasses of these problems that are easily solvable or decidable. The aim of this work is to provide a basic insight into this field and to provide materials for further reading and research.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
In computer science it is sometimes emphasized that the functions are defined for each input, or total for short. This is to distinguish them from partially defined functions which are also studied in this area, namely within logic and recursion theory.
References
Arora, S., Barak, B.: Computational Complexity: A Modern Approach. Cambridge University Press, Cambridge (2009)
Blum, L., Cucker, F., Shub, M., Smale, S.: Complexity and Real Computation. Springer Science & Business Media, New York (2012)
Coxson, G.E.: Computing exact bounds on elements of an inverse interval matrix is NP-hard. Reliab. Comput. 5(2), 137–142 (1999)
Fiedler, M., Nedoma, J., Ramik, J., Rohn, J., Zimmermann, K.: Linear Optimization Problems with Inexact Data. Springer, New York (2006)
Garloff, J., Adm, M., Titi, J.: A survey of classes of matrices possessing the interval property and related properties. Reliab. Comput. 22, 1–10 (2016)
Golub, G.H., Van Loan, C.F.: Matrix computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996)
Hansen, E., Walster, G.: Solving overdetermined systems of interval linear equations. Reliab. Comput. 12(3), 239–243 (2006)
Hartman, D., Hladík, M.: Tight bounds on the radius of nonsingularity. In: Scientific Computing, Computer Arithmetic, and Validated Numerics, pp. 109–115, Springer, Heidelberg (2015)
Hladík, M.: New operator and method for solving real preconditioned interval linear equations. SIAM J. Numer. Anal. 52(1), 194–206 (2014)
Hladík, M.: AE solutions and AE solvability to general interval linear systems. Linear Algebra Appl. 465, 221–238 (2015)
Hladík, M.: Complexity issues for the symmetric interval eigenvalue problem. Open Math. 13(1), 157–164 (2015)
Hladík, M.: Positive Semidefiniteness and Positive Definiteness of a Linear Parametric Interval Matrix, to appear in a Springer book series (2016)
Hladík, M., Horáček, J.: A shaving method for interval linear systems of equations. In: Wyrzykowski, R. et al. (ed.) Parallel Processing and Applied Mathematics, vol. 8385 of LNCS, pp. 573–581. Springer, Berlin (2014)
Horáček, J., Hladík, M.: Computing enclosures of overdetermined interval linear systems. Reliab. Comput. 19, 143 (2013)
Horáček, J., Hladík, M.: Subsquares approach – a simple scheme for solving overdetermined interval linear systems. In Wyrzykowski, R., et al. (ed.) Parallel Processing and Applied Mathematics, vol. 8385 of LNCS, pp. 613–622. Springer, Berlin (2014)
Jaulin, L., Henrion, D.: Contracting optimally an interval matrix without loosing any positive semi-definite matrix is a tractable problem. Reliab. Comput. 11(1), 1–17 (2005)
Jaulin, L., Kieffer, M., Didrit, O., Walter, É.: Applied interval analysis. With Examples in Parameter and State Estimation, Robust Control and Robotics. Springer, London (2001)
Kearfott, R.: Interval computations: Introduction, uses, and resources. Euromath Bull. 2(1), 95–112 (1996)
Kearfott, R., Kreinovich, V. (eds.): Applications of Interval Computations. Kluwer, Dordrecht (1996)
Kosheleva, O., Kreinovich, V., Mayer, G., Nguyen, H.: Computing the cube of an interval matrix is NP-hard. Proc. ACM Symp. Appl. Comput. 2, 1449–1453 (2005)
Krawczyk, R.: Newton-algorithmen zur bestimmung von nullstellen mit fehlerschranken. Computing 4(3), 187–201 (1969)
Kreinovich, V.: How to define relative approximation error of an interval estimate: A proposal. Appl. Math. Sci. 7(5), 211–216 (2013)
Kreinovich, V., Lakeyev, A.V., Rohn, J., Kahl, P.: Computational Complexity and Feasibility of Data Processing and Interval Computations. Kluwer, Dordrecht (1998)
Kuttler, J.: A fourth-order finite-difference approximation for the fixed membrane eigenproblem. Math. Comput. 25(114), 237–256 (1971)
Mansour, M.: Robust stability of interval matrices. In: Proceedings of the 28th IEEE Conference on Decision and Control, vol. 1, pp. 46–51, Tampa, Florida (1989)
Meyer, C.D.: Matrix Analysis and Applied Linear Algebra 2. SIAM, Philadelphia (2000)
Moore, R., Kearfott, R., Cloud, M.: Introduction to interval analysis. Society for Industrial Mathematics, Philadelphia (2009)
Nemirovskii, A.: Several NP-hard problems arising in robust stability analysis. Math. Control Signals Syst. 6(2), 99–105 (1993)
Neumaier, A.: Linear interval equations. Interval Mathematics 1985, pp. 109–120. Springer, Heidelberg (1986)
Neumaier, A.: Interval Methods for Systems of Equations, vol. 37. Cambridge University Press, Cambridge (1990)
Oettli, W., Prager, W.: Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides. Numer. Math. 6(1), 405–409 (1964)
Popova, E.D.: Improved solution enclosures for over- and underdetermined interval linear systems. In Lirkov, I., et al. (ed.) Large-Scale Scientific Computing, vol. 3743 of LNCS, pp. 305–312 (2006)
Renegar, J.: On the computational complexity and geometry of the first-order theory of the reals. Part I: Introduction. Preliminaries. The geometry of semi-algebraic sets. The decision problem for the existential theory of the reals. J. Symb. Comput. 13(3), 255–299 (1992)
Renegar, J.: On the computational complexity and geometry of the first-order theory of the reals. Part II: The general decision problem. Preliminaries for quantifier elimination. J. Symb. Comput. 13(3), 301–327 (1992)
Renegar, J.: On the computational complexity and geometry of the first-order theory of the reals. Part III: Quantifier elimination. J. Symb. Comput. 13(3), 329–352 (1992)
Rex, G., Rohn, J.: Sufficient conditions for regularity and singularity of interval matrices. SIAM J. Matrix Anal. Appl. 20(2), 437–445 (1998)
Rohn, J.: Systems of linear interval equations. Linear Algebra Appl. 126, 39–78 (1989)
Rohn, J.: Interval matrices: singularity and real eigenvalues. SIAM J. Matrix Anal. Appl. 14(1), 82–91 (1993)
Rohn, J.: Inverse interval matrix. SIAM J. Numer. Anal. 30(3), 864–870 (1993)
Rohn, J.: Checking positive definiteness or stability of symmetric interval matrices is NP-hard. Commentat. Math. Univ. Carol. 35(4), 795–797 (1994)
Rohn, J.: Positive definiteness and stability of interval matrices. SIAM J. Matrix Anal. Appl. 15(1), 175–184 (1994)
Rohn, J.: Checking properties of interval matrices. Technical Report 686, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague (1996)
Rohn, J.: Enclosing solutions of overdetermined systems of linear interval equations. Reliable Comput. 2(2), 167–171 (1996)
Rohn, J.: Perron vectors of an irreducible nonnegative interval matrix. Linear Multilinear Algebra 54(6), 399–404 (2006)
Rohn, J.: Solvability of Systems of Interval Linear Equations and Inequalities, pp. 35–77. Springer (2006)
Rohn, J.: Forty necessary and sufficient conditions for regularity of interval matrices: a survey. Electron. J Linear Algebra 18, 500–512 (2009)
Rohn, J.: Explicit inverse of an interval matrix with unit midpoint. Electron. J Linear Algebra 22, 138–150 (2011)
Rohn, J.: A handbook of results on interval linear problems. Technical Report 1163, Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague (2012)
Rohn, J., Farhadsefat, R.: Inverse interval matrix: a survey. Electron. J Linear Algebra 22, 704–719 (2011)
Rump, S. M.: Verification methods for dense and sparse systems of equations. In Herzberger, J. (ed.) Topics in Validated Computations. Studies in Computational Mathematics, pp. 63–136 (1994)
Shary, S.P.: On controlled solution set of interval algebraic systems. Interval Comput. 6(6) (1992)
Shary, S.P.: A new technique in systems analysis under interval uncertainty and ambiguity. Reliab. Comput. 8(5), 321–418 (2002)
Shary, S.P.: On full-rank interval matrices. Numer. Anal. Appl. 7(3), 241–254 (2014)
Smale, S.: Mathematical problems for the next century. Math. Intell. 20, 7–15 (1998)
Acknowledgements
J. Horáček and M. Hladík were supported by GAČR grant P402/13-10660S. M. Černý was supported by the GAČR grant 16-00408S.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer International Publishing AG
About this paper
Cite this paper
Horáček, J., Hladík, M., Černý, M. (2017). Interval Linear Algebra and Computational Complexity. In: Bebiano, N. (eds) Applied and Computational Matrix Analysis. MAT-TRIAD 2015. Springer Proceedings in Mathematics & Statistics, vol 192. Springer, Cham. https://doi.org/10.1007/978-3-319-49984-0_3
Download citation
DOI: https://doi.org/10.1007/978-3-319-49984-0_3
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-49982-6
Online ISBN: 978-3-319-49984-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)