Method on @infsup: x = gauss (A, b)

Solve a linear interval system A * x = b using Gaussian elimination.

The found enclosure is improved with the help of the Gauß-Seidel-method.

Note: This algorithm is very inaccurate and slow for matrices of a dimension greater than 3. A better solver is provided by mldivide. The inaccuracy mainly comes from the dependency problem of interval arithmetic during back-substitution of the solution’s enclosure.

Accuracy: The result is a valid enclosure.

gauss (infsup ([1, 0; 0, 2]), [2, 0; 0, 4])
  ⇒ ans = 2×2 interval matrix
     [2]   [0]
     [0]   [2]

See also: @infsup/mldivide.

Package: interval