Conjugate directions method for solving interval linear systems
Linear interval systems \(Ax=b\) are considered where \(A\) is a symmetric positive definite \(n\times n\) interval matrix and \(b\) is an \(n\)-dimensional interval vector. Instead of solving \(Ax=b\) directly it is intended to minimize the quadratic objective function \(x^TAx- 2x^Tb\). First, the steepest-descent method and then the conjugate gradient method are used to solve the minimization problem.
scientific article; zbMATH DE number 1382955