Title
Using interval unions to solve linear systems of equations with uncertainties
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Abstract
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
Object type
Language
English [eng]
Persistent identifier
https://phaidra.univie.ac.at/o:715259
Appeared in
Title
BIT Numerical Mathematics
Volume
57
Issue
3
From page
901
To page
926
Publisher
Springer Nature
Date issued
2017
Access rights
Rights statement
© The Author(s) 2017

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