Fast enclosing the solution set of the parametric Sylvester matrix equations

Abstract

ABSTRACT In this work, we study the parametric Sylvester matrix equation whose elements are linear functions of uncertain parameters varying within some intervals. We first explore some properties of its solution set and then present some sufficient conditions for boundedness of the solution set. The main work is developing a modified variant of the parametric Krawczyk operator which reduces the computational complexity of enclosing the solution set significantly, compared to the parametric Krawczyk operator on the Kronecker product form. Some numerical experiments are given to illustrate the effectiveness of the proposed method.