Bounds on Eigenvalues of Interval Matrices
Jǐŕı Rohn · ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik · 1998
Abstract We describe a rectangle in the complex plane enclosing all eigenvalues of an interval matrix. We give theoretical bounds (Theorem 1) that are exact for symmetric or skew‐symmetric matrices, and practical bounds (Theorem 2) requiring evaluation of 4 minimal or maximal eigenvalues and 2 spectral radii of symmetric matrices.