Today I read a paper titled “Characterizing and approximating eigenvalue sets of symmetric interval matrices”
The abstract is:
We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals
We present a characterization of some of the exact boundary points, which allows us to introduce an inner approximation algorithm, that in many case estimates exact bounds
To our knowledge, this is the first algorithm that is able to guaran- tee exactness
We illustrate our approach by several examples and numerical experiments