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A Right-Preconditioning Process for the Formal–Algebraic Approach to Inner and Outer Estimation of AE-Solution Sets

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Reliable Computing

Abstract

Aright-preconditioning process for linear interval systems has been presented by Neumaier in 1987. It allows the construction of an outer estimate of the united solution set of a square linear interval system in the form of a parallelepiped. The denomination “right-preconditioning” is used to describe the preconditioning processes which involve the matrix product AC in contrast to the (usual) left-preconditioning processes which involve the matrix product AC, where A and C are respectively the interval matrix of the studied linear interval system and the preconditioning matrix.

The present paper presents a new right-preconditioning process similar to the one presented by Neumaier in 1987 but in the more general context of the inner and outer estimations of linear AEsolution sets. Following the spirit of the formal-algebraic approach to AE-solution sets estimation, summarized by Shary in 2002, the new right-preconditioning process is presented in the form of two new auxiliary interval equations. Then, the resolution of these auxiliary interval equations leads to inner and outer estimates of AE-solution sets in the form of parallelepipeds. This right-preconditioning process has two advantages: on one hand, the parallelepipeds estimates are often more precise than the interval vectors estimates computed by Shary. On the other hand, in many situations, it simplifies the formal algebraic approach to inner estimation of AE-solution sets. Therefore, some AE-solution sets which were almost impossible to inner estimate with interval vectors, become simple to inner estimate using parallelepipeds. These benefits are supported by theoretical results and by some experimentations on academic examples of linear interval systems.

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Correspondence to Alexandre Goldsztejn.

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Goldsztejn, A. A Right-Preconditioning Process for the Formal–Algebraic Approach to Inner and Outer Estimation of AE-Solution Sets. Reliable Comput 11, 443–478 (2005). https://doi.org/10.1007/s11155-005-0404-x

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