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Enclosing Solutions of Singular Interval Systems Iteratively
Authors:Email author" target="_blank">G?tz?AlefeldEmail author  Günter?Mayer
Affiliation:(1) Institut für Angewandte Mathematik, Universität Karlsruhe, D-76128 Karlsruhe, Germany;(2) Institut für Mathematik, Universität Rostock, D-18051 Rostock, Germany
Abstract:Richardson splitting applied to a consistent system of linear equations Cx = b with a singular matrix C yields to an iterative method xk+1 = Axk + b where A has the eigenvalue one. It is known that each sequence of iterates is convergent to a vector x* = x* (x0) if and only if A is semi-convergent. In order to enclose such vectors we consider the corresponding interval iteration $$x]^{k+1} = A]x]^k+b]$$ with rgr(|A]|) = 1 where |A]| denotes the absolute value of the interval matrix A]. If |A]| is irreducible we derive a necessary and sufficient criterion for the existence of a limit $$x]^* = x]^*(x]^0)$$ of each sequence of interval iterates. We describe the shape of $$x]^*$$ and give a connection between the convergence of ( $$x]^k$$ ) and the convergence of the powers $$A]^k$$ of A].Dedicated to Professor G. Maebeta on the occasion of his 65th birthday
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