An algorithm for checking regularity of interval matrices

Citation
C. Jansson et J. Rohn, An algorithm for checking regularity of interval matrices, SIAM J MATR, 20(3), 1999, pp. 756-776
Citations number
25
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
ISSN journal
08954798 → ACNP
Volume
20
Issue
3
Year of publication
1999
Pages
756 - 776
Database
ISI
SICI code
0895-4798(19990713)20:3<756:AAFCRO>2.0.ZU;2-B
Abstract
Checking regularity (or singularity) of interval matrices is a known NP-har d problem. In this paper a general algorithm for checking regularity/singul arity is presented which is not a priori exponential. The algorithm is base d on a theoretical result according to which regularity may be judged from any single component of the solution set of an associated system of linear interval equations. Numerical experiments (with interval matrices up to the size n = 50) confirm that this approach brings an essential decrease in th e amount of operations needed.