Generalised eigenvalue problem for tridiagonal symmetric interval matrices.

Abstract

Analgorithm to determine the eigenintervals of the generalized eigenvalue problem A¹ x =λB¹ x, where (A¹, B¹) is a pair of real tridiagonal symmetric interval matrices is presented. The eigenintervals are exactly calculated. The algorithm requires twice as much computational effort as the Sturm algorithm which is used for real point matrices.