Bounds on Eigenvalues of Interval Matrices
Jǐŕı RohnFaculty of Mathematics and Physics, Charles University, Malostranské nám. 25, 118 00 Prague, and Institute of Computer Science, Academy of Sciences, Pod vodárenskou vêži 2, 182 07 Prague, Czech Republic
1998en
ABI
Abstract
Abstract We describe a rectangle in the complex plane enclosing all eigenvalues of an interval matrix. We give theoretical bounds (Theorem 1) that are exact for symmetric or skew‐symmetric matrices, and practical bounds (Theorem 2) requiring evaluation of 4 minimal or maximal eigenvalues and 2 spectral radii of symmetric matrices.
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Cited by 30 references