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Using interval unions to solve linear systems of equations with uncertainties

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...

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Detalles Bibliográficos
Autores principales: Montanher, Tiago, Domes, Ferenc, Schichl, Hermann, Neumaier, Arnold
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Netherlands 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6399682/
https://www.ncbi.nlm.nih.gov/pubmed/30906240
http://dx.doi.org/10.1007/s10543-017-0657-x
Descripción
Sumario: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.