On an interval-arithmetic matrix method

descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 1972 English Publisher:Springer Science and Business Media LLCJournal:BIT, volume 12, pages 213-219 (issn: 0006-3835, eissn: 1572-9125,

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Authors: Miller, Webb;

doi: 10.1007/bf01932816

On an interval-arithmetic matrix method

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Abstract

Hansen and Smith have proposed a method for solving linear algebraic systems with interval coefficients which produces good results if the intervals are narrow. In this paper we show that the error of their method isO(W 2), whereW is the width of the set of coefficients. The effects of round-off errors are not considered.

Related Organizations

Pennsylvania State University
United States

Keywords

Iterative numerical methods for linear systems, Direct numerical methods for linear systems and matrix inversion

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