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Extremal eigenvalue intervals of symmetric tridiagonal interval matrices
Authors:Yuan Jian
Institution:1. School of Mathematics and Statistics, Wuhan University, Wuhan, P. R. China;2. Southwest Institute of Technical Physics, Chengdu, P. R. China
Abstract:Computing the extremal eigenvalue bounds of interval matrices is non‐deterministic polynomial‐time (NP)‐hard. We investigate bounds on real eigenvalues of real symmetric tridiagonal interval matrices and prove that for a given real symmetric tridiagonal interval matrices, we can achieve its exact range of the smallest and largest eigenvalues just by computing extremal eigenvalues of four symmetric tridiagonal matrices.
Keywords:eigenvalue interval  extremal eigenvalues  tridiagonal interval matrix
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