Linear systems represent the computational kernel of many models that describe problems arising in the field of social, economic as well as technical and scientific disciplines. Therefore, much effort has been devoted to the development of methods, algorithms and software for the solution of linear systems. Finite precision computer arithmetics makes rounding error analysis and perturbation theory a fundamental issue in this framework (Higham 1996). Indeed, Interval Arithmetics was firstly introduced to deal with the solution of problems with computers (Moore 1979, Rump 1983), since a floating point number actually corresponds to an interval of real numbers. On the other hand, in many applications data are affected by uncertainty (Jerrell 1995, Marino & Palumbo 2002), that is, they are only known to lie within certain intervals. Thus, bounding the solution set of interval linear systems plays a crucial role in many problems. In this work, we focus on the state of the art of theory and methods for bounding the solution set of interval linear systems. We start from basic properties and main results obtained in the last years, then we give an overview on existing methods.

Interval Linear Systems: the State of the Art

Stefania Corsaro;
2006

Abstract

Linear systems represent the computational kernel of many models that describe problems arising in the field of social, economic as well as technical and scientific disciplines. Therefore, much effort has been devoted to the development of methods, algorithms and software for the solution of linear systems. Finite precision computer arithmetics makes rounding error analysis and perturbation theory a fundamental issue in this framework (Higham 1996). Indeed, Interval Arithmetics was firstly introduced to deal with the solution of problems with computers (Moore 1979, Rump 1983), since a floating point number actually corresponds to an interval of real numbers. On the other hand, in many applications data are affected by uncertainty (Jerrell 1995, Marino & Palumbo 2002), that is, they are only known to lie within certain intervals. Thus, bounding the solution set of interval linear systems plays a crucial role in many problems. In this work, we focus on the state of the art of theory and methods for bounding the solution set of interval linear systems. We start from basic properties and main results obtained in the last years, then we give an overview on existing methods.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11367/16674
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