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Generalized eigenvalue problem for interval matrices

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Abstract

In this paper, the generalized eigenvalue problem for a pair of interval matrices is studied. First, the interval enclosures of every generalized eigenvalue and corresponding eigenvector for a pair of symmetric interval matrices are determined. One of these matrices is positive definite and nonnegative invertible. Next, the enclosure of all the generalized eigenvalues for a pair of interval matrices is derived under some assumptions, in which both of the interval matrices are not necessarily symmetric.

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Acknowledgements

The authors would like to express their gratitude to the anonymous referee and sincerely appreciate all of the valuable comments and suggestions that have helped us to enhance the quality of the manuscript.

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  1. Department of Mathematics, Indian Institute of Technology Kharagpur, Kharagpur, West Bengal,  721302, India

    Sarishti Singh & Geetanjali Panda

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  1. Sarishti Singh
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  2. Geetanjali Panda
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Correspondence to Geetanjali Panda.

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Singh, S., Panda, G. Generalized eigenvalue problem for interval matrices. Arch. Math. 121, 267–278 (2023). https://doi.org/10.1007/s00013-023-01897-4

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  • DOI: https://doi.org/10.1007/s00013-023-01897-4

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