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Eigenvalues of symmetric tridiagonal interval matrices revisited

Published 12 Apr 2017 in cs.NA | (1704.03670v2)

Abstract: In this short note, we present a novel method for computing exact lower and upper bounds of eigenvalues of a symmetric tridiagonal interval matrix. Compared to the known methods, our approach is fast, simple to present and to implement, and avoids any assumptions. Our construction explicitly yields those matrices for which particular lower and upper bounds are attained.

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