Outer bound estimations for the spectral radii of interval matrices

Mihaela-Hanako Matcovschi, Octavian C. Pastravanu, Mihail Voicu · 2014

The paper proposes two estimation methods for the spectral radius of a complex interval matrix. These methods exploit different properties of the interval matrix and construct distinct numerical approaches, so that their results dispute, from case to case, the precision of the estimation. This complementarity of the two methods recommends their parallel use in practical applications, allowing the selection of the best outer approximation for the spectral radius. The paper also discusses the algorithmic implementations by using MATLAB compatible software environments. The considered case studies illustrate (i) the operation of the two methods; (ii) the dependence of the accuracy of each method on the concrete entries of the interval matrix, and, implicitly, the usefulness of comparisons between the results provided by both presented methods.

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