ALGORITHMS TO COMPUTE THE INTERVAL CONSTRAINED SOLUTIONS OF THE MATRIX EQUATION
In this paper, we consider finding the interval constrained symmetric solutions of the matrix equation That is: Given matrices A, B, L and U, find a symmetric matrix X such that and where means that and are nonnegative matrices. By presenting an iterative method for solving matrix inequality the necessary and sufficient conditions for the solvability of the matrix equation with are established. Numerical experiments to illustrate the efficiency of the method are also given.
iterative method, matrix equation, matrix inequality.