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Optimal Preconditioning for the Interval Parametric Gauss–Seidel Method

  • Milan HladíkEmail author
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9553)

Abstract

We deal with an interval parametric system of linear equations, and focus on the problem how to find an optimal preconditioning matrix for the interval parametric Gauss–Seidel method. The optimality criteria considered are to minimize the width of the resulting enclosure, to minimize its upper end-point or to maximize its lower end-point. We show that such optimal preconditioners can be computed by solving suitable linear programming problems. We also show by examples that, in some cases, such optimal preconditioners are able to significantly decrease an overestimation of the results of common methods.

Keywords

Interval computation Interval parametric system Preconditioner Linear programming 

Notes

Acknowledgments

The author was supported by the Czech Science Foundation Grant P402-13-10660S.

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© Springer International Publishing Switzerland 2016

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Authors and Affiliations

  1. 1.Department of Applied Mathematics, Faculty of Mathematics and PhysicsCharles UniversityPragueCzech Republic

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