An interval union is a finite set of closed and disjoint intervals. In this paper we introduce the interval union Gauss–Seidel procedure to rigorously enclose the solution set of linear systems with uncertainties given by intervals or interval unions. We also present the interval union midpoint and Gauss–Jordan preconditioners. The Gauss–Jordan preconditioner is used in a mixed strategy to improve the quality and efficiency of the algorithm. Numerical experiments on interval linear systems generated at random show the capabilities of our approach.
Keywords
Interval union arithmeticInterval union linear systemsInterval union Gauss–SeidelRigorous numerical linear algebra