BIT Numerical Mathematics

, Volume 22, Issue 2, pp 233–251 | Cite as

Solution of finite systems of equations by interval iteration

  • L. B. Rall
Part II Numerical Mathematics

Abstract

In actual practice, iteration methods applied to the solution of finite systems of equations yield inconclusive results as to the existence or nonexistence of solutions and the accuracy of any approximate solutions obtained. On the other hand, construction of interval extensions of ordinary iteration operators permits one to carry out interval iteration computationally, with results which can give rigorous guarantees of existence or nonexistence of solutions, and error bounds for approximate solutions. Examples are given of the solution of a nonlinear system of equations and the calculation of eigenvalues and eigenvectors of a matrix by interval iteration. Several ways to obtain lower and upper bounds for eigenvalues are given.

AMS (MOS) Subject Classifications

65G10 65H05 65H10 65H15 65F10 65F15 

Keywords

Interval analysis interval iteration linear and nonlinear systems of equations upper and lower bounds for solutions eigenvalues and eigenvectors 

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Copyright information

© BIT Foundations 1982

Authors and Affiliations

  • L. B. Rall
    • 1
  1. 1.Mathematics Research CenterUniversity of WisconsinMadisonU.S.A.

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