Extremal eigenvalue intervals of symmetric tridiagonal interval matrices
Jian Yuan · Numerical Linear Algebra with Applications · 2017
Summary Computing the extremal eigenvalue bounds of interval matrices is non‐deterministic polynomial‐time (NP)‐hard. We investigate bounds on real eigenvalues of real symmetric tridiagonal interval matrices and prove that for a given real symmetric tridiagonal interval matrices, we can achieve its exact range of the smallest and largest eigenvalues just by computing extremal eigenvalues of four symmetric tridiagonal matrices.