THE CHOLESKY METHOD FOR INTERVAL DATA

被引:34
作者
ALEFELD, G
MAYER, G
机构
[1] Institut für Angewandte Mathematik Universität Karlsruhe, D-76128 Karlsruhe
关键词
D O I
10.1016/0024-3795(93)90120-D
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We apply the well-known Cholesky method to bound the solutions of linear systems with symmetric matrices and right-hand sides both of which are varying within given intervals. We derive criteria to guarantee the feasibility and the optimality of the method. Furthermore, we discuss some general properties.
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页码:161 / 182
页数:22
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