Improved Solution Enclosures for Over- and Underdetermined Interval Linear Systems

摘要

In this paper we discuss an inclusion method for solving rectangular (over- and under-determined) dense linear systems where the input data are uncertain and vary within given intervals. An improvement of the quality of the solution enclosures is described for both independent and parameter dependent input intervals. A fixed-point algorithm with result verification that exploits the structure of the problems to be solved is given. Mathematica functions for solving the discussed rectangular problems are developed and presented. Numerical examples illustrate the advantages of the proposed improved approach.