International Journal of Pure and Applied Mathematics No. 1 2013, 15-34
International Journal of Pure and Applied Mathematics No. 1 2013, 15-34
AP
ijpam.eu
of Mathematics
Faculty of Engineering and Technology
SRM University
Kattankulathur, Chennai, 603203, INDIA
2,3 Health Physics Division
Bhabha Atomic Research Centre
Trombay, Mumbai, 400085, INDIA
Abstract: We introduce the notion of determinant and related results for interval matrices. We propose a Gaussian elimination like algorithm for computing the enclosures of the determinant of interval matrices. Numerical examples
are also provided to show the efficiency of the proposed algorithm.
AMS Subject Classification: 15A09, 65F05, 65G30
Key Words: interval number, interval arithmetic, interval matrix, determinant, Gaussian algorithm
1. Introduction
To model real-life problems and perform computations we must deal with uncertainty and inexactness. These uncertainty and inexactness are due to measurement inaccuracy, simplification of physical models, variations of the parameters
of the system, computational errors etc. Interval analysis is an efficient and reliable tool that allows us to handle such problems effectively. Determinants of
interval matrices plays a key role in the study of Eigen values and eigenvectors.
Received:
Correspondence
author
16
Eigen values of general interval matrices are useful to study robust stability
margins of analog and discrete systems and convergence rates in numerical
analysis. Determinants of real symmetric and Hermitian interval matrices play
a major role in signal processing, control, stochastic processes and statistics.
Evaluation of determinants of matrices in a straightforward way from the definition, requires about n.n! arithmetic operations for an (n n) matrix, where
2n3
operations which is very
as Gaussian elimination method requires only
3
much less when compared to the number n.n!. Hence we propose a Gaussian
elimination like algorithm for computing determinants of interval matrices.
Let IR = {
a = [a1 , a2 ] : a1 a2 and a1 , a2 R} be the set of all proper
a = [a1 , a2 ] : a1 > a2 and a1 , a2 R} be the set of all
intervals and IR = {
improper intervals on the real line R. If a1 = a2 = a, then a
= [a, a] is a
real number (or a degenerate interval). We shall use the terms interval and
interval number interchangeably. The mid-point and width(or half-width)
a1 + a2
and
of an interval number a
= [a1 , a2 ] are defined as m(
a) =
2
a2 a1
w(
a) =
. We denote the set of generalized intervals (proper and
2
improper) by D = IR IR = {[a1 , a2 ] : a1 , a2 R}. The set of generalized
intervals D is a group with respect to addition and multiplication operations,
while maintaining the inclusion monotonicity.
The dual is an important monadic operator proposed by Kaucher [9] that
reverses the end-points of the intervals and expresses an element-to-element
symmetry between proper and improper intervals in D. For a
= [a1 , a2 ] D,
its dual is defined by dual(
a) = dual[a1 , a2 ] = [a2 , a1 ]. The opposite of an
interval a
= [a1 ,a2 ] is opp{[a
1 , a2 ]} = [a1 , a2 ] which is the additive inverse
1 1
of [a1 , a2 ] and
,
is the multiplicative inverse of [a1 , a2 ], provided
a1 a2
a1 + a2
6= 0.
m([a1 , a2 ]) =
2
That is
and
a
+ (dual a
) = a
dual(
a) = [a1 , a2 ] dual([a1 , a2 ])
1
dual a
17
et.al [16] by extending Kauchers [9] interval arithmetic.This arithmetic operation satisfying group properties with respect to addition and multiplication
operations and satisfying the distributive relations between intervals, while
maintaining the inclusion monotonicity.
The rest of this paper is organized as follows: In Section 2, we extend the
Sengupta and Pals [2] method of comparison of interval numbers to the set
of all generalized intervals D. We recall the generalized interval arithmetic D
on the set of generalized interval numbers D proposed by Nirmala et.al [16].
In Section 3, we introduce the notion of interval matrices and the arithmetic
operations on interval matrices. We define the determinant of square interval
matrices and discuss some of its properties. In Section 4, we propose a Gaussian
elimination like algorithm for computing the enclosures of the determinant of
interval matrices. Numerical examples are also provided to show the efficiency
of the proposed algorithm.
2. Preliminaries
The aim of this section is to present some notations, notions and results which
are of useful in our further considerations.
2.1. Comparing Interval Numbers
Sengupta and Pal [2] proposed a simple and efficient index for comparing any
two intervals on IR through decision makers satisfaction. We extend this
concept to the set of all generalized intervals on D.
Definition 1. Let be an extended order relation between the interval
numbers a
= [a1 , a2 ] and b = [b1 , b2 ] in D, then for m(
a) < m(b), we construct
a premise (
a b) which implies that a
is inferior to b (or b is superior to a
).
Here, the term inferior to (superior to) is analogous to less than (greater
than).
Definition 2. An acceptability function A : D D [0, ) is defined
(m(b) m(
a))
, where w(b) + w(
a) 6= 0. A may
as: A (
a, b) = A(
a b) =
(w(b) + w(
a))
be interpreted as the grade of acceptability of the first interval number a
to be
inferior to the second interval number b.
For any two interval numbers a
and b in D, either A(
a b) > 0 or A(b
a
) > 0 or A(
a b) = A(b a
) = 0 and A(
a b) + A(b a
) = 0. Also the
18
if A(
a b) 0 and A(b c) 0, then A(
a c) 0. But it does not mean
that A(
a c) max{A(
a b), A(b c)}. If A(
a b) = 0, then we say that
then a
= b. Also if A(
a b) 0, then we say that a
b and if A(b a
) 0,
then we say that b a
.
Remark 3. For any two interval numbers a
, b D, we have A(
a
b) + A(b a
) = 0. If m(
a) = 0 then we say that a
is a zero interval number.
In particular, if m(
a) = 0 and w(
a) = 0, then a
= [0, 0]. Also, if m(
a) = 0 and
w(
a) 6= 0, then a
0. It is to be noted that if a
= [0, 0] = 0, then a
0, but
the converse need not be true. If a
6 0 (i.e. a
is not equivalent to 0), then a
is denoted by a
0.
2.2. A New Interval Arithmetic
Ganesan and Veeramani [4] proposed a new interval arithmetic on IR. We
extend this arithmetic operations to the set of generalized interval numbers D
and incorporating the concept of dual. For a
= [a1 , a2 ], b = [b1 , b2 ] D and
b) k, m(
for {+,
b = [m(
a) m(o
a) m(b) + k], where
n , , }, we define a
k = min (m(
a) m(b)) , (m(
a) m(b)) , and are the end points
of the interval a
b under the existing interval arithmetic. In particular
(i) Addition:
h
i
a
+ b = [a1 , a2 ] + [b1 , b2 ] = (m(
a) + m(b)) k, (m(
a) + m(b)) + k ,
(b2 + a2 ) (b1 + a1 )
.
where k =
2
(ii) Subtraction:
h
i
a
b = [a1 , a2 ] [b1 , b2 ] = (m(
a) m(b)) k, (m(
a) m(b)) + k
where k =
(b2 + a2 ) (b1 + a1 )
.
2
19
Also if a
= b, i.e. if [a1 , a2 ] = [b1 , b2 ], then
a
b = a
dual(
a) = [a1 , a2 ] [a2 , a1 ]
= [a1 a1 , a2 a2 ] = [0, 0]
(iii) Multiplication:
h
i
a
.b = a
b = [a1 , a2 ] [b1 , b2 ] = m(
a)m(b) k, m(
a)m(b) + k ,
n
o
where k = min (m(
a)m(b)) , (m(
a)m(b)) ,
[a1 , a2 ]
m(
a)
m(
a)
1 a2 a1
1 a2 a1
,
and 0 6 [a1 , a2 ].
k = min
a2 a1 + a2
a1 a1 + a2
Also if a
= b i.e. [a1 , a2 ] = [b1 , b2 ], then
a
1
=
= [a1 , a2 ] .
a
dual(
a)
[a2 , a1 ]
1 1
a1 a2
= [a1 , a2 ] .
,
,
=
= [1, 1]
a1 a2
a1 a2
=
[a1 , a2 ], for 0
[a2 , a1 ], for < 0.
a
b = [1, 2] [3, 5] = [min(3, 5, 6, 10), max(3, 5, 6, 10)] = [5, 10] and
a
b = a
b = [1, 2][3, 5] = [5, 9] so that a
b a
b. It is also important
to note that by using this modified interval arithmetic we are able to prove the
distributive law for interval numbers and hence many other important results.
20
m(
am1 ) m(
amn )
of an interval matrix
A is the matrix of
widths of its interval elements de
w(
a11 ) w(
a1n )
=
which is always nonnegative. We
fined as w(A)
w(
am1 ) w(
a )
mn
0 0
to denote the
use O to denote the null matrix and O
0 0
0
0
null interval matrix . Also we use I to denote the iden
0
0
1 0
tity matrix
1 and I to denote the identity interval matrix
0 1
1
0
= m(B),
then the interval matrices A and B
1 . If m(A)
0
1
In particular if m(A)
=
are said to be equivalent and is denoted by A B.
0
0
If A 6 O
(i.e. A is not equivalent to O),
then
A = O.
0
0
21
[1, 1] [0, 0]
= I and w(A)
6= O, then
then A = [1, 1] . Also, if m(A)
[0, 0] . . . [1, 1]
1
0
A =
1 I.
0
1
3.1. Arithmetic Operations on Interval Matrices
We introduce the following arithmetic operations on interval matrices. As with
interval numbers, we define the arithmetic operations on interval matrices as
B
Dmn , x
Dn and
follows. If A,
D, then
(i).
A (
a
ij )1im,
1jn
a
(ii). A + B
ij + bij
1im, 1jn
(iii). A B
(
a
ij bij
1im, 1jn
O
= O,
A dual(A)
Pn a
(iv). AB
b
k=1 ik kj
, if A 6 B
if A B
1im, 1jn
x
(v). A
P
n
x
j=1 ij
1im
22
A then det B
5. If two rows of A are identical, then det A 0.
(1)
| A |=
(2)
.
.
. . .
.
.
.
. . .
.
[0, 0]
[0, 0]
. . . [akk , akk ]
Now for n = k + 1, determinant of upper triangular interval matrix A of size
(k + 1) by (k + 1) by expanding along the bottom row (since all entries in the
bottom row are zero except [ak+1 , ak+1 ]), we have
[a11 , a11 ] [a12 , a12 ] . . . [ak+1 , ak+1 ]
[0, 0]
[a22 , a22 ] . . . [ak+1 , ak+1 ]
.
.
. . .
.
| A | =
.
.
.
.
.
.
.
.
. . .
.
[0, 0]
[0, 0]
. . . [ak+1 , ak+1 ]
23
.
.
.
.
.
.
.
.
.
.
.
.
. [a1k , a1k ]
. [a2k , a2k ]
.
.
.
.
.
.
. [akk , akk ]
| A | (1)(2k+2) [ak+1 , ak+1 ][a11 , a11 ][a22 , a22 ]...[akk , akk ], by equation (2)
(1)2(k+1) [a11 , a11 ][a22 , a22 ]...[akk , akk ][ak+1 , ak+1 ]
[a11 , a11 ][a22 , a22 ]...[akk , akk ][ak+1 , ak+1 ], since (1)2(k+1) = 1.
a
11
a
12
a
13
... ... ...
a
1n
a
21
a
22
a
23
... ... ...
a
2n
...
...
...
... ... ...
...
...
...
...
a
j1
j2
j3
jn
=
...
...
...
... ... ...
...
a
aj1 a
i2 + k
aj2 a
i3 + k
aj3 ... ... ... a
in + k
ajn
i1 + k
...
...
...
... ... ...
...
a
n1
a
n2
a
n3
a
11
a
12
a
13
a
a
23
21
22
...
...
...
a
j1
j2
j3
=
Now det B
...
...
...
a
aj1 a
i2 + k
aj2 a
i3 + k
aj3
i1 + k
...
...
...
a
n1
a
n2
a
n3
...
...
...
...
...
...
...
...
...
...
...
...
...
...
...
...
a
nn
...
a
1n
...
a
2n
...
...
...
a
jn
...
...
... a
in + k
ajn
...
...
...
a
nn
24
a
11 a
12
a
21 a
22
...
...
a
j1 a
j2
...
...
a
i1 a
i2
...
...
a
n1 a
n2
det A + k.
Hence
a
a
13 ... ... ... a
1n
11
a
a
23 ... ... ... a
2n
21
...
... ... ... ... ...
a
a
j3 ... ... ... a
jn
+ k j1
... ... ... ... ...
...
a
a
i3 ... ... ... a
in
j1
...
... ... ... ... ...
a
n1
a
n3 ... ... ... a
nn
properties (3) and (5).
0 det A,
a
12 a
13
a
22 a
23
...
...
a
j2 a
j3
...
...
a
j2 a
j3
...
...
a
n2 a
n3
...
...
...
...
...
...
...
...
det A.
det B
...
...
...
...
...
...
...
...
...
...
...
...
...
...
...
...
a
1n
a
2n
...
a
jn
...
a
jn
...
a
nn
a
11 a
12 a
13 a
14
[a11 , a11 ] [a12 , a12 ] [a13 , a13 ] [a14 , a14 ]
a
21 a
22 a
23 a
24
= [a21 , a21 ] [a22 , a22 ] [a23 , a23 ] [a24 , a24 ]
A =
a
31 a
32 a
33 a
34 [a31 , a31 ] [a32 , a32 ] [a33 , a33 ] [a34 , a34 ]
[a41 , a41 ] [a42 , a42 ] [a43 , a43 ] [a44 , a44 ]
a
41 a
42 a
43 a
44
Steps for reducing the square interval matrix A in to an upper triangular square
interval matrix.
Step 1: The Pivot is a
11
a
21
add the result to second row to get by
Multiply first row by m
21 =
a
11
using dual subtraction and dual division, a
21 = a
21 + m
21 a
11 = 0; a
22 =
a
22 + m
21 a
12 ; a
23 = a
23 + m
21 a
13 ; a
24 = a
24 + m
21 a
14 Multiply first row
a
31
add the result to third row to get a
31 = 0; a
32 = a
32 + m
31
by m
31 =
a
11
a
41
a
12 ; a
33 = a
33 + m
31
a13 ; a
34 = a
34 + m
31
a14 Multiply first row by m
41 =
a
11
add the result to fourth row to get a
41 = 0; a
42 = a
42 + m
41 a
12 ; a
43 =
a
43 + m
41 a
13 ; a
44 = a
44 + m
41 a
14
Step 2: The Pivot is a
22
a
32
add the result to third row to get a
31 =
Multiply second row by m
32 =
a
22
0; a
32 = 0; a
33 = a
33 + m
32 a
23 ; a
34 = a
34 + m
32 a
24 Multiply second row
25
a
42
add the result to fourth row to get a
41 = 0; a
42 = 0; a
43 =
a
22
a
43 + m
42 a
23 ; a
44 = a
44 + m
42 a
24
Step 3: The Pivot is a
33
a
43
add the result to fourth row to get a
41 =
Multiply third row by m
43 =
a
33
0; a
42 = 0; a
43 =
0; a
44 = a
44 + m
43 a
34 .
The reduced upper triangular square interval matrix is
[a11 , a11 ] [a12 , a12 ] [a13 , a13 ] [a14 , a14 ]
[0, 0]
[a22 , a22 ] [a23 , a23 ] [a24 , a24 ]
.
B=
[0, 0]
[a33 , a33 ] [a34 , a34 ]
[0, 0]
[0, 0]
[0, 0]
[0, 0]
[a44 , a44 ]
by m
42 =
|
Now by theorems (4) and (5), we have | A || B
26
n3=infsup(n1,n2)
a=inf(n1)
b=sup(n2)
c=inf(A(k,i))
d=sup(A(k,i))
m1=(a+b)/2
m2=(c+d)/2
I1=infsup(a,b)
I2=infsup(c,d)
m=I1*I2
alpha=inf(m)
beta=sup(m)
k1=(m1*m2)-alpha
k2=beta-(m1*m2)
k3=min(k1,k2)
n1=(m1*m2)-k3
n2=(m1*m2)+k3
m(k,i)=-infsup(n1,n2)
a=inf(m(k,i))
b=sup(m(k,i))
c=inf(A(i,:))
d=sup(A(i,:))
m1=(a+b)/2
m2=(c+d)/2
I1=infsup(a,b)
I2=infsup(c,d)
m=I1*I2
alpha=inf(m)
beta=sup(m)
k1=(m1*m2)-alpha
k2=beta-(m1*m2)
k4=min(k1,k2)
n1=(m1*m2)-k4
n2=(m1*m2)+k4
if(A(k,i)==A(k,i))
s1=infsup(0,0)
if(A(i,i)/A(i,i))
s2=infsup(1,1)
A(k,i)=s1*s2
27
28
m1=(a+b)/2
m2=(c+d)/2
I1=infsup(a,b)
I2=infsup(c,d)
m=I1*I2
alpha=inf(m)
beta=sup(m)
k1=(m1*m2)-alpha
k2=beta-(m1*m2)
k4=min(k1,k2)
n1=(m1*m2)-k4
n2=(m1*m2)+k4
f=infsup(n1,n2)
if(A(k,i)==A(k,i))
s1=infsup(0,0)
if(A(i,i)/A(i,i))
s2=infsup(1,1)
A(k,i)=s1*s2
A(k,:)=A(k,:)+f
A(k,i)=infsup(0,0)
full(A)
end
end
end
else
k5=(1/b)*((b-a)/(a+b))
k6=(1/a)*((b-a)/(a+b))
k7=min(k5,k6)
n7=(1/m1)-k7
n8= (1/m1)+k7
n9=infsup(n7,n8)
a=inf(n9)
b=sup(n9)
c=inf(A(k,i))
d=sup(A(k,i))
m1=(a+b)/2
m2=(c+d)/2
I1=infsup(a,b)
I2=infsup(c,d)
29
30
5. Numerical Examples
Example 6. Using Gauss elimination
algorithm, find the determinant of
[3.7, 4.3]
[1.5, 0.5]
[0, 0]
where A = [1.5, 0.5]
the interval matrix A,
[3.7, 4.3]
[1.5, 0.5]
[0, 0]
[1.5, 0.5]
[3.7, 4.3]
a
21
a
11
a
11
[1.5, 0.5]
[3.7, 4.3]
[3.7, 4.3]
=
0 by using dual division and dual subtraction
= [1.5, 0.5]
31
a
22 = [3.2581, 4.2419] ; a
23 = [1.5, 0.5]
The reduced matrix is
[3.7, 4.3]
[1.5, 0.5]
[0, 0]
[0, 0]
[3.2581, 4.2419] [1.5, 0.5]
[0, 0]
[1.5, 0.5]
[3.7, 4.3]
[3.7, 4.3]
[1.5, 0.5]
[0, 0]
= [0, 0]
B
[3.2581, 4.2419]
[1.5, 0.5] .
[0, 0]
[0, 0]
[3.2256, 4.2411]
[37.103, 74.897]
[4, 6]
[1, 1]
[1, 1] [6, 4]
where A =
the interval matrix A,
[1, 1] [1, 1]
[1, 1] [1, 1]
[9, 11]
[1, 1]
[1, 1] [11, 9]
[4, 6]
[1, 1]
[1, 1]
[1, 1]
[0, 0] [6.2334, 3.7666] [1.2334, 1.2334]
[1.2334, 1.2334]
.
[0, 0] [1.2334, 1.2334]
[8.7666, 11.2334]
[1.2334, 1.2334]
[0, 0] [1.2334, 1.2334] [1.2334, 1.2334] [11.2334, 8.7666]
32
[4, 6]
[1, 1]
[1, 1]
[1, 1]
[0, 0] [6.2334, 3.7666] [1.2334, 1.2334]
[1.2334, 1.2334]
.
[0, 0]
[0, 0]
[8.4020, 11.5980]
[1.5980, 1.5980]
[0, 0]
[0, 0]
[1.5980, 1.5980] [11.5980, 8.4020]
[4, 6]
[1, 1]
[1, 1]
[1, 1]
[1.2334, 1.2334]
= [0, 0] [6.2334, 3.7666] [1.2334, 1.2334]
B
[0, 0]
[0, 0]
[8.4020, 11.5980]
[1.5980, 1.5980]
[0, 0]
[0, 0]
[0, 0]
[11.8888, 8.1112]
6. Conclusion
We have defined the concept of determinant for square interval matrices and
proved some of its properties. We have proposed an interval Gaussian elimination algorithm for computing the enclosures of determinant of interval matrices.
We have solved two numerical examples to show the efficiency of the proposed
33
algorithm. It is to be noted that the results obtained by applying the proposed algorithm are sharper (less width)than the results obtained by applying
straightforward way from the definition of determinant.
Acknowledgements
The authors gratefully acknowledge (BRNS - DAE) Board of Research in Nuclear Sciences, Department of Atomic Energy, Government of India for its support through the funded research project grant No.2008/36/35/BRNS/1999 for
the investigation presented here.
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