Two Iterative Methods for Solving Linear Interval Systems
Conjugate gradient is an iterative method that solves a linear system Ax=b, where A is a positive definite matrix. We present this new iterative method for solving linear interval systems Ãx̃=b̃, where à is a diagonally dominant interval matrix, as defined in this paper. Our method is based on con...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2018-01-01
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| Series: | Applied Computational Intelligence and Soft Computing |
| Online Access: | http://dx.doi.org/10.1155/2018/2797038 |
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| Summary: | Conjugate gradient is an iterative method that solves a linear system Ax=b, where A is a positive definite matrix. We present this new iterative method for solving linear interval systems Ãx̃=b̃, where à is a diagonally dominant interval matrix, as defined in this paper. Our method is based on conjugate gradient algorithm in the context view of interval numbers. Numerical experiments show that the new interval modified conjugate gradient method minimizes the norm of the difference of Ãx̃ and b̃ at every step while the norm is sufficiently small. In addition, we present another iterative method that solves Ãx̃=b̃, where à is a diagonally dominant interval matrix. This method, using the idea of steepest descent, finds exact solution x̃ for linear interval systems, where Ãx̃=b̃; we present a proof that indicates that this iterative method is convergent. Also, our numerical experiments illustrate the efficiency of the proposed methods. |
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| ISSN: | 1687-9724 1687-9732 |