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Exact Maximum Singular Value Calculation of an Interval Matrix
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- Authors
- Hyo-Sung Ahn, Yang Quan Chen
- Issue Date
- 2007-03
- Citation
- IEEE Transactions on Automatic Control, v.52, no.3, pp.510-514
- ISSN
- 0018-9286
- Publisher
- IEEE
- Language
- English
- Type
- Journal Article
- Abstract
- In this note, we present a method for calculating the maximum singular value of an interval matrix. First, we provide an algorithm for calculating the maximum singular value of a square interval matrix. Then, based on this algorithm, we extend the result to non-square interval matrix case and to the case of computing the minimum singular value. Through numerical examples, the validity of the suggested methods is illustrated. Particularly, we compare the newly-proposed method with an existing method to show that the new method finds the correct bound of the maximum singular value with no exception. © 2007 IEEE.
- KSP Keywords
- Interval Matrix, Maximum singular value, Numerical examples, Value calculation, minimum singular value, new method