An efficient approach for enclosing the solution set of the interval coupled Sylvester matrix equations

Abstract

In this paper, we investigate the interval coupled Sylvester matrix equations which include the well-known (generalized) Sylvester and Lyapunov matrix equations in both real and interval forms. Assuming that certain matrices are simultaneously diagonalizable, we present a fast and efficient approach for enclosing the solution set of the interval coupled Sylvester matrix equations. Our approach, which is a modification of the Krawczyk operator, enables us to reduce the computational complexity considerably. Some numerical tests are given to illustrate the effectiveness of the proposed approach.