A method to rigorously enclose eigendecompositions of interval matrices

Abstract

In this paper, a rigorous computational method to enclose eigendecompositions of complex interval matrices is proposed. Each eigenpair $x=(\lambda ,v)$ is found by solving a nonlinear equation of the form $f(x)=0$ via a contraction argument. The set-up of the method relies on the notion of radii polynomials, which provide an efficient mean of determining a domain on which the contraction mapping theorem is applicable.

12 pages, 2 figures. Extension of arXiv:1112.3839 results for disturbance accommodation problem