Two Iterative Methods for Solving Linear Interval Systems

Conjugate gradient is an iterative method that solves a linear system , where is a positive definite matrix. We present this new iterative method for solving linear interval systems , where 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 and at every step while the norm is sufficiently small. In addition, we present another iterative method that solves , where is a diagonally dominant interval matrix. This method, using the idea of steepest descent, finds exact solution for linear interval systems, where ; 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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