Soft Comput (2012) 16:121–133
DOI 10.1007/s00500-011-0739-7
ORIGINAL PAPER
A new approach to obtain algebraic solution of interval linear
systems
T. Allahviranloo • M. Ghanbari
Published online: 3 June 2011
 Springer-Verlag 2011
Abstract In this paper, an algebraic solution of interval
linear system involving a real square matrix and an interval
right-hand side vector is obtained. A new approach to solve
such systems based on the new concept ‘‘inclusion linear
system’’ is proposed. Moreover, new necessary and suffi-
cient conditions are derived for obtaining the unique
algebraic solution. Furthermore, based on our method, an
algorithm is proposed and numerically demonstrated.
Finally, we compare the result obtained by our method
with that obtained by interval Gauss elimination procedure.
Keywords Interval linear system 
Inclusion linear system  Interval number vector 
Algebraic solution  Solution set  Fuzzy number
Mathematics Subject Classification (2000) 65G40 
65G30  65G99  65F05
1 Introduction
Interval mathematics is a tool for bounding rounding errors
in computer programs (Oettli and Prager 1964). However,
interval mathematics has been developed into a general
methodology for investigating numerical uncertainty in
numerous problems and algorithms.
In this paper, we focus on systems of linear interval
equations or shortly interval linear systems. The such
T. Allahviranloo (&)  M. Ghanbari
Department of Mathematics,
Science and Research Branch,
Islamic Azad University, Tehran, Iran
e-mail: tofigh@allahviranloo.com
systems are very common in several areas of engineering
sciences. These systems frequently arise in practice, espe-
cially in situations where the data cannot be measured
exactly but are known to be in a certain range (Kearfott
et al. 1996; Fiedler et al. 2006). There are several mecha-
nisms which may lead to interval linear systems. Common
to all is the aim to enclose the input data of one or several
point linear systems AX ¼ Y: The need for this action can
occur during a computational process or is already imma-
nent in the underlying mathematical problem by virtue of
inaccurate input data (Mayer 2007).
Solution of interval linear systems is a challenging
problem in interval analysis. This problem was first con-
sidered at the middle of 1960s by Oettli and Prager (1964)
and was pointed out as very important for numerous
applications. Thereafter, this problem has received much
attention and was developed in the context of modeling of
uncertain systems (see Cope and Rust 1979; Kreinovich
et al. 1993; Neumaier 1990; Oettli 1965). In order to solve
interval linear systems, Alefeld and Mayer (1993) have
employed the well-known Cholesky method to bound the
solutions of linear systems with symmetric matrices and
right-hand sides both of which are varying within given
intervals, and also they have derived a new criterion for the
feasibility of the Cholesky method in Alefeld and Mayer
(1995). Beaumont (1998) solved interval linear systems by
linear programming techniques. Alefeld and Mayer (2000)
hav presented an overview on applications of interval
arithmetic and discuss verification methods for linear sys-
tems of equations, nonlinear systems, the algebraic eigen-
value problems, initial value problems for ODEs and
boundary value problems for elliptic PDEs of second order.
Alefeld et al. (2003) generalized the famous Oettli-Prager
criterion for a particular class of matrices. Polyak and
Nazin (2004) have presented an approach for some
123
122 T. Allahviranloo, M. Ghanbari

particular models of interval uncertainty which gives an This distance is a modification of Euclidean distance on the
optimal interval solution without linear programming. interval numbers.
Ferreira et al. (2005) have used the approach introduced in
Ferreira et al. (2001) in order to compute the solution of We know that the Euclidean distance on the interval
systems of interval polynomials equations. Some direct and numbers is as
iterative methods for solving interval linear systems can be qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
found in Mayer (2007) and Markov (1999). Garloff (1761) dE ðX; YÞ ¼ ðx  yÞ2 þ ðx  yÞ2 :
has presented a method by which the breakdown of the
interval Gaussian elimination caused by division of an Obviously, if interval numbers X ¼ ½x; x and Y ¼ ½y; y are
interval containing zero can be avoided for some classes of real numbers, i.e., x ¼ x ¼ x and y ¼ y ¼ y; then we
matrices. For more research papers, see Nikas and Grapsa conclude
(2009), Prokopyev et al. (2009), Sevastjanov and Dymova
(2009). dE ðX; YÞ 6¼ jx  yj;
In the framework of interval mathematics, a well-known
whereas
classical problem in numerical analysis is finding ‘‘alge-
braic solution’’ for an interval linear system. In this paper, dðX; YÞ ¼ jx  yj:
we consider interval linear systems whose coefficient
matrix is real-valued and right-hand side is an interval- Therefore, the function dð; Þ preserve the traditional dis-
valued vector. tance in real space, whereas the function dE ð; Þ has not
This paper proposes a new method for solving interval such property, that is why we call it ‘‘modified Euclidean
linear systems by introducing a new concept, namely distance’’.
‘‘inclusion linear system’’. This method is very simple and Definition 2.3 A vector X ¼ ðX1 ; X2 ; . . .; Xn ÞT ; where
practical. Moreover, we present some necessary and suf- Xi ¼ ½xi ; xi ; 1  i  n are interval numbers, is called an
ficient conditions under which an interval linear system has
interval number vector.
unique algebraic solution. In this paper, we assume that the
reader is familiar with interval arithmetic (Alefeld and Definition 2.4 We define distance between two interval
Herzberger 1983). number vectors X ¼ ðX1 ; X2 ; . . .; Xn ÞT and Y ¼ ðY1 ; Y2 ;
The outline of the paper is as follows. In Sect. 2, we . . .; Yn ÞT as
present some basic definitions and results on interval
linear systems. In Sect. 3, we state the basic definitions, DðX; YÞ ¼ max dðXi ; Yi Þ; ð2Þ
1in
lemmas and theorems which will be our main formal
tools for introducing proposed method and present an where the function dð; Þ is defined in Definition 2.2.
algorithm based on our method. In Sect. 4, we first recall
Definition 2.5 The n  n linear system
the interval Gaussian elimination procedure for solving 8
an interval linear system, and then we compare the >
> a11 X1 þ a12 X2 þ    þ a1n Xn ¼ Y1 ;
>
< a21 X1 þ a22 X2 þ    þ a2n Xn ¼ Y2 ;
results obtained by our method with those obtained by
.. ð3Þ
interval Gaussian elimination procedure to show the >
> .
>
:
efficiency of proposed method. Conclusion is drawn in an1 X1 þ an2 X2 þ    þ ann Xn ¼ Yn ;
Sect. 5.
where the coefficient matrix A ¼ ðaij Þnn is an n  n real-
valued matrix and Yi ¼ ½yi ; yi ; 1  i  n are interval num-
2 Preliminaries bers, is called an interval linear system (ILS).
We denote the ILS as
Definition 2.1 An interval number X is defined as the set
of real numbers such that X ¼ ½x; x ¼ fx0 2 R : AX ¼ Y; ð4Þ
x  x0  xg; where x  x: where X ¼ ðX1 ; X2 ; . . .; Xn ÞT ; Y ¼ ðY1 ; Y2 ; . . .; Yn ÞT are the
Definition 2.2 We define distance between two interval interval number vectors.
numbers X ¼ ½x; x and Y ¼ ½y; y as Definition 2.6 An interval number vector X ¼
sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ðX1 ; X2 ; . . .; Xn ÞT ; where Xi ¼ ½xi ; xi ; is called an algebraic
ðx  yÞ2 þ ðx  yÞ2
dðX; YÞ ¼ : ð1Þ solution of the ILS (3) if
2

123
A new approach to obtain algebraic solution of interval linear systems 123

    
X
n
E F X Y
aij Xj ¼ Yi ; i ¼ 1; 2; . . .; n; ð5Þ ¼ ; ð10Þ
F E X Y
j¼1

or where
n 
X  X ¼ ðx1 ; x2 ; . . .; xn ÞT ; X ¼ ðx1 ; x2 ; . . .; xn ÞT ; ð11Þ
aij ½xj ; xj  ¼ ½yi ; yi ; i ¼ 1; 2; . . .; n: ð6Þ T T
j¼1 Y ¼ ðy1 ; y2 ; . . .; yn Þ ; Y ¼ ðy1 ; y2 ; . . .; yn Þ : ð12Þ

For any 1  i  n; we define Since the system (3) has unique algebraic solution, the
system (10) has unique solution, too. The system (10) is
Cþ
i ¼ fj : 1  j  n; aij  0g; obtained from the system (3). Therefore, the matrix S is
ð7Þ
C
i ¼ fj : 1  j  n; aij \0g:
nonsingular. On the other hand, the matrix S is nonsingular
if and only if the matrices A and jAj are both nonsingular
Obviously, from Eq. (6), we have [see Theorem 1 in Friedman et al. (1998)]. Therefore, the
X
n X
n X
n X
n proof is completed. h
yi ¼ aij xj þ aij xj ; yi ¼ aij xj þ aij xj ; Remark 2.9 In general, the converse of Lemma 2.8 is not
j2Cþ j2C
i j2Cþ j2C
i
i i
true. Indeed, if the solution of real system (10) constructs
ð8Þ an interval number vector, i.e.,
for any i ¼ 1; 2; . . .; n: xi  xi ; i ¼ 1; 2; . . .; n;
Definition 2.7 (Markov 1999; Shary 1997) Let A ¼ then the converse of Lemma 2.8 holds.
ðaij Þnn be a real-valued matrix. We say that the matrix A is
Proof Suppose that the matrix A be completely nonsin-
completely nonsingular, if both matrices A and jAj ¼
gular, X ¼ ðx1 ; x2 ; . . .; xn ÞT and X ¼ ðx1 ; x2 ; . . .; xn ÞT be
ðjaij jÞnn are nonsingular.
solution of the system (10) such that xi  xi ; for all i ¼
Lemma 2.8 If the ILS (3) has an unique algebraic 1; 2; . . .; n: Since the matrix A is completely nonsingular
solution then the matrix A is completely nonsingular. then the matrix S is nonsingular (Friedman et al. 1998) and
Proof The proof is based on the Friedman’s method for consequently ðX; XÞT is unique solution of the system (10).
solving fuzzy linear systems (Friedman et al. 1998). Sup- Hence, we have
pose that the system (3) has unique algebraic solution X ¼ EX þ FX ¼ Y; FX þ EX ¼ Y;
ðX1 ; X2 ; . . .; Xn ÞT : We define the real-valued matrix S ¼
where E ¼ ðeij Þnn ; F ¼ ðfij Þnn and
ðsij Þ2n2n as follows:  
8 aij ; aij  0; 0; aij  0;
>
> sij ¼ aij ; eij ¼ f ¼
<
si;nþj ¼ 0; 0; aij \0; ij aij ; aij \0;
if aij  0 ) ; i; j ¼ 1; 2; . . .; n:
>
> snþi;j ¼ 0;
:
snþi;nþj ¼ aij ;
8 We define
>
> sij ¼ 0;
< X ¼ ðX1 ; X2 ; . . .; Xn ÞT ; Xi ¼ ½xi ; xi ; i ¼ 1; 2; . . .n:
si;nþj ¼ aij ;
if aij \0 )
>
> s nþi;j ¼ aij ;
: Consequently, using the notation (7), we have
snþi;nþj ¼ 0:
Xn n 
X 
The structure of S implies that aij Xj ¼ aij ½xj ; xj 
  j¼1 j¼1
E F 2 3
S¼ ; X X X X
F E 2n2n
¼4 aij xj þ aij xj ; aij xj þ aij xj 5
where E contains the positive entries of A; F the negative j2Cþ
i
j2C
i j2Cþ
i
j2C
i
" #
entries of A and consequently X
n X
n X
n X
n
¼ eij xj þ fij xj ; eij xj þ fij xj
A ¼ E þ F; jAj ¼ E  F: ð9Þ j¼1 j¼1 j¼1 j¼1

Then the n  n ILS (3) is replaced by the following ð2nÞ  ¼½yi ; yi 

ð2nÞ real linear system ¼Yi :

123
124 T. Allahviranloo, M. Ghanbari

Therefore, the interval number vector X¼ interval linear systems. In our method, instead of solving a
T ð2nÞ  ð2nÞ real linear system, the two independent n  n
ðX1 ; X2 ; . . .; Xn Þ is an algebraic solution of the system (3).
real systems will be solved. It is clear that the number of
Moreover, since ðX; XÞT is the unique solution of (10) then mathematical operations to compute the solution in the
X ¼ ðX1 ; X2 ; . . .; Xn ÞT is the unique algebraic solution of second case is very less than the first case. Furthermore, in
the ILS (3). h this section, new necessary and sufficient conditions for
The next example reveals the truth of Remark 2.9. uniqueness of algebraic solution of the ILS (3) are pre-
sented. For stating the basic ideas of our method, we
Example 2.10 Consider the 2  2 ILS: present the following definitions, lemmas and theorems. At

2X1 þ 3X2 ¼ ½2; 7; first, we present a new definition as follows:
X1 þ X2 ¼ ½0; 3: Definition 3.1 The n  n linear system
Obviously, the matrix A is completely nonsingular. How- 8
>
> a11 x1 þ a12 x2 þ    þ a1n xn 2 Y1 ;
ever, the above system has not any algebraic solution. >
< a21 x1 þ a22 x2 þ    þ a2n xn 2 Y2 ;
Indeed, the vector X ¼ ð½2; 2; ½2; 1ÞT satisfies the above >
.. ð13Þ
>
> .
system, but clearly X2 ¼ ½2; 1 is not an interval number. :
an1 x1 þ an2 x2 þ    þ ann xn 2 Yn ;
Remark 2.11 In Lemma 2.8, the assumption ‘‘uniqueness
where the coefficient matrix A ¼ ðaij Þnn is an n  n real-
of solution’’ is necessary. It means if the algebraic solution
valued matrix and Yi ¼ ½yi ; yi ; 1  i  n are interval num-
of ILS (3) is not unique then the matrix A may not be
completely nonsingular. The next example disclose this bers, is called an inclusion linear system (ICLS).
quodlibet. The matrix form of the above equations is
Example 2.12 Consider the 2  2 ILS: AX 2 Y; ð14Þ

X1 þ X2 ¼ ½2; 1; where X ¼ ðx1 ; x2 ; . . .; xn ÞT is a real-valued vector and Y ¼
X1 þ X2 ¼ ½1; 2: ðY1 ; Y2 ; . . .; Yn ÞT is an interval number vector.
The above system has infinite algebraic solutions as Definition 3.2 The set
follows: ( )
T
X
n
X1 ¼ ½1 þ ; 2  ; X2 ¼ ½; ; SS ¼ ðx1 ;x2 ;...;xn Þ 2 R :n
aij xj 2 Yi ;i ¼ 1;2;...;n ;
j¼1
where  2 ½0; 32: Note that the matrix A is nonsingular, but
ð15Þ
the matrix jAj is not nonsingular. Consequently, the matrix
A is not completely nonsingular. is called as the solution set of the ICLS (13).
According to the proof of Lemma 2.8, a banal way to Remark 3.3 In the system (4), if the matrix A and the
solve the n  n ILS (3) is that we convert it to the ð2nÞ  vector Y are both interval-valued, then we can define var-
ð2nÞ real linear system. Solving the new system, we obtain ious solution sets for an interval linear system (see Baker
the solution (11). If Kearfott 1996). These solution sets are defined as follows:
xi  xi ; i ¼ 1; 2; . . .; n; • United solution set:
then the algebraic solution of ILS (3) is presented as R99 ¼fX 0 2 Rn : ð9A0 2 AÞð9Y 0 2 YÞðA0 X 0 ¼ Y 0 Þg
follows: ¼fX 0 2 Rn : AX 0 \ Y 6¼ ;g;
X ¼ ðX1 ; X2 ; . . .; Xn ÞT ; Xi ¼ ½xi ; xi ; i ¼ 1; 2; . . .; n; • Tolerable solution set:
otherwise, the ILS (3) has not any algebraic solution. R89 ¼fX 0 2 Rn : ð8A0 2 AÞð9Y 0 2 YÞðA0 X 0 ¼ Y 0 Þg
¼fX 0 2 Rn : AX 0  Y g;

3 The proposed method • Controllable solution set:

Since the set of all algebraic solutions can be important to
analysis of interval linear systems, in this section we first
discuss about a new concept namely ‘‘inclusion linear
system’’ and then propose a new method for solving
R98 ¼fX 0 2 Rn : ð8Y 0 2 YÞð9A0 2 AÞðA0 X 0 ¼ Y 0 Þg
¼fX 0 2 Rn : Y  AX 0 g:
Remark 3.4 If A be a real-valued matrix and Y be an
interval-valued vector, it can be easily proved that

123
A new approach to obtain algebraic solution of interval linear systems 125

R99 ¼ R89 ¼ SS; R98 ¼ ;: X

n
aij aj 2 ½yi ; yi  ¼ Yi ; i ¼ 1; 2; . . .; n:
Lemma 3.5 If the matrix A be nonsingular, then SS 6¼ ;: j¼1

Proof Let zi 2 Yi for any i ¼ 1; 2; . . .; n: Since A is non- By noting to the definition of SS; we conclude
singular, then ða1 ; a2 ; . . .; an Þ 2 SS and consequently X  SS:
X
n Now, we suppose that A be a diagonal matrix. Then,
9ðx1 ; x2 ; . . .; xn ÞT 2 Rn ; aij xj ¼ zi ; i ¼ 1; 2; . . .; n; from (18), we have
j¼1
aii Xi ¼ Yi ; aii 6¼ 0; i ¼ 1; 2; . . .; n;
and consequently ðx1 ; x2 ; . . .; xn ÞT 2 SS: h
or
Remark 3.6 The converse of Lemma 3.5 is not true. For 1 1
example, consider the 2  2 ICLS: Xi ¼ Yi ¼ ½yi ; yi ; i ¼ 1; 2; . . .; n;
 aii aii
2x1 þ 12x2 2 ½8; 16;
x1 þ 6x2 2 ½1; 6: and consequently

In this case, the solution set is Yn

1
X¼ ½yi ; yi :
n o a
i¼1 ii
SS ¼ ðx1 ; x2 ÞT 2 R2 : 4  x1 þ 6x2  6 :
On the other hand, from (15), we have
It is clear that SS 6¼ ;; but A is singular. n o
In the following theorem, we clarify the relation SS ¼ ðx1 ;x2 ; ...;xn ÞT 2 Rn : aii xi 2 Yi ;i ¼ 1; 2;...;n
 
between the algebraic solution of the ILS (3) and the T 1
solution set SS of the ICLS (13). ¼ ðx1 ; x2 ;.. .; xn Þ 2 R : xi 2 ½yi ;yi ; i ¼ 1; 2;...;n
n
aii
Theorem 3.7 Let us consider the interval number vector Yn
1
¼ ½yi ;yi :
X ¼ ðX1 ; X2 ; . . .; Xn ÞT be the algebraic solution of the ILS a
i¼1 ii
(3), where Xi ¼ ½xi ; xi ; and SS which is defined by Eq.
(15), be the solution set of the ICLS (13). Then Therefore, the proof is completed. h
X  SS; ð16Þ
Example 3.8 Consider the 2  2 ILS:
where 
X1 þ 2X2 ¼ ½2; 5;
ð20Þ
Y
n Y
n X1  X2 ¼ ½2; 2;
X¼ Xi ¼ ½xi ; xi ; ð17Þ
i¼1 i¼1 and the 2  2 ICLS:

is the cartesian product of the Xi ¼ ½xi ; xi : Furthermore, x1 þ 2x2 2 ½2; 5;
X ¼ SS if A be a diagonal matrix. ð21Þ
x1  x2 2 ½2; 2:
Proof Since the interval vector X ¼ ðX1 ; X2 ; . . .; Xn ÞT is The algebraic solution of the ILS (20) is
algebraic solution of ILS (3), then
X ¼ ðX1 ; X2 ÞT ¼ ð½0; 1; ½1; 2ÞT ;
Xn
aij Xj ¼ Yi ; i ¼ 1; 2; . . .; n; ð18Þ and the solution set of the ICLS (21) is
j¼1 n o
SS ¼ ðx1 ;x2 ÞT 2 R2 : 2x1 þ2x2 5;2x1 x2 2 :
or
( ) Q2
Xn
Setting X ¼ Xi ¼ ½0; 1  ½1; 2; we have X SS;
aij xj : xj 2 Xj ; j ¼ 1; 2; . . .; n ¼ ½yi ; yi ; i¼1
j¼1
ð19Þ see Fig. 1.
i ¼ 1; 2; . . .; n: Now, we suppose that zi 2 Yi ¼ ½yi ; yi ; for any i ¼
We suppose that ða1 ; a2 ; . . .; an Þ 2 X : Therefore, for any 1; 2; . . .; n: Based on the ICLS (13), we construct the fol-
1  j  n; aj 2 Xj and from Eq. (19) we have lowing real linear system

123
126 T. Allahviranloo, M. Ghanbari

2.5
Using the above notations, we present the following
2 theorem.

1.5 Theorem 3.9 Let A be a nonsingular matrix and SS be

the solution set of the ICLS (13). Moreover, suppose that
1 Xi ; 1  i  n are interval numbers obtained from Eqs. (24)–
(28). Then
2

0.5
x

SS  X ; ð29Þ
0
where
−0.5
Y
n Y
n
−1 X ¼ Xi ¼ ½xi ; xi ; ð30Þ
i¼1 i¼1
−1.5
−2 −1 0 1 2 3 is the cartesian product of the Xi ¼ ½xi ; xi : Moreover,
x SS ¼ X if A be a diagonal matrix.
1
Pn
Fig. 1 Graphical representation of the algebraic solution (X ) and the Proof Let ða1 ; a2 ; . . .; an ÞT 2 SS: Then j¼1 aij aj 2
solution set (SS) of the equations in Example 3.8
½yi ; yi ; for all i ¼ 1; 2; . . .; n; and consequently,
X
n

8 9zi 2 ½yi ; yi ; aij aj ¼ zi ; i ¼ 1; 2; . . .; n: ð31Þ

>
> a11 x1 þ a12 x2 þ    þ a1n xn ¼ z1 ; j¼1
>
< a21 x1 þ a22 x2 þ    þ a2n xn ¼ z2 ;
.. ð22Þ Setting A1 ¼ B ¼ ðbij Þnn ; from (31), we have ai ¼
>
> . Pn
>
: j¼1 bij zj ; for all i ¼ 1; 2; . . .; n: Hence ai 2 Xi ; 1  i  n
an1 x1 þ an2 x2 þ    þ ann xn ¼ zn :
and consequently ða1 ; a2 ; . . .; an ÞT 2 X : Now, suppose
Suppose that A is nonsingular and A1 ¼ B ¼ ðbij Þnn : that the matrix A be diagonal. Obviously, B is a diagonal
Then we have matrix too, and bii ¼ 1=aii ; for all i ¼ 1; 2; . . .; n: Note that,
since A is nonsingular, aii 6¼ 0: From (24) we have
X
n
xi ¼ bij zj ; i ¼ 1; 2; . . .; n: ð23Þ Xi ¼fbii zi : zi 2 Yi g
j¼1  
1
For any i ¼ 1; 2; . . .; n; we define ¼ zi : zi 2 ½yi ; yi 
aii
( )
X n 1
¼ ½yi ; yi ;
Xi ¼ bij zj : zj 2 Yj ¼ ½yj ; yj ; j ¼ 1; 2; . . .; n ; ð24Þ aii
j¼1
and consequently,
and
Yn
1
Xþ ¼ fj : bij  0; 1  j  ng; X ¼ ½yi ; yi :
i
ð25Þ a
i¼1 ii
X
i ¼ fj : bij \0; 1  j  ng:
By noting to the second part of Theorem 3.7, the proof is
Then, by using such notations, we get the following: completed. h
X n n 
X 
Xi ¼ bij Yj ¼ bij ½yj ; yj  ¼ ½xi ; xi ; Example 3.10 Consider the systems (20) and (21) of
j¼1 j¼1 ð26Þ Example 3.8 and construct the following real system

i ¼ 1; 2; . . .; n; x1 þ 2x2 ¼ z1 ;
x 1  x 2 ¼ z2 :
where
X
n X
n Then we obtain the solution as follows:
xi ¼ bij yj þ bij yj ; i ¼ 1; 2; . . .; n; ð27Þ
1 1
j2Xþ
i
j2X
i x1 ¼ ðz1 þ 2z2 Þ; x2 ¼ ðz1  z2 Þ;
3 3
X
n X
n
xi ¼ bij yj þ bij yj ; i ¼ 1; 2; . . .; n: ð28Þ where z1 2 ½2; 5 and z2 2 ½2; 2: From Eq. (26) we have
j2Xþ
i
j2X
i

123
A new approach to obtain algebraic solution of interval linear systems 127

X
n 
1 2 1; i ¼ k;
X1 ¼ ½2; 5 þ ½2; 2 ¼ ½2; 3; ðaij bjk Þ ¼ dik ¼ i; k ¼ 1; 2; . . .; n: ð35Þ
3 3 0; i ¼
6 k;
j¼1
1 1 4 7
X2 ¼ ½2; 5  ½2; 2 ¼ ½ ; :
3 3 3 3 On the other hand, according to the Eqs. (27) and (28), for
From Fig. 2, it is obvious that any 1  i  n; we have
  2 3
Y
2
4 7
SS X ¼ Xi ¼ ½2; 3   ; : X X XX
3 3 aij xj þ aij xj ¼ 4 aij bjk yk 5
i¼1
j2Cþ
i
j2C
i j2Cþ
i k2Xþ
i

Remark 3.11 According to the Theorems 3.7 and 3.9, if A 2 3

be a diagonal matrix, then XX
þ4 aij bjk yk 5
X ¼ SS ¼ X ; ð32Þ j2Cþ
i
k2X
i
2 3 2 3
and otherwise XX XX
þ4 aij bjk yk 5 þ 4 aij bjk yk 5
Y
n Y
n
j2C þ j2C 
i k2Xi i k2Xi
Xi ¼ X SS X ¼ Xi ; ð33Þ
i¼1 i¼1
2 3
Xn X XX
where interval number vector X ¼ ðX1 ; X2 ; . . .; X3 ÞT is the ¼4 aij bjk yk  aij bjk yk 5
j¼1 k2Xþ j2C þ
i k2Xi
algebraic solution of the ILS (3) and Xi ; 1  i  n;are i
2 3
obtained from Eqs. (24)–(28) and also, SS is the solution Xn X XX
set of the ICLS (13). þ4 aij bjk yk  aij bjk yk 5
j¼1 k2X
i j2C 
i k2Xi
For further reasons, we present the following lemma. 2 3
Xn X XX
Lemma 3.12 Let the matrix A is nonsingular and B ¼ þ4 aij bjk yk  aij bjk yk 5
A1 : Furthermore, suppose that xi and xi are obtained by j¼1 k2Xþ
i j2Cþ þ
i k2Xi
Eqs. (27) and (28), for any i ¼ 1; 2; . . .; n: Then we have 2 3
X X X X Xn X XX
yi  aij xj  aij xj ¼ aij xj þ aij xj  yi ; þ4 aij bjk yk  aij bjk yk 5
j2Cþ j2C
i j2Cþ j2C
i
j¼1 k2X
i j2Cþ
i
k2X
i
i i

ð34Þ n X
X n n X
X n
¼ aij bjk yk þ aij bjk yk
for all i ¼ 1; 2; . . .; n; where yi and yi are the end points of j¼1 k¼1 j¼1 k¼1
interval Yi in either of systems (3) or (13). 0 1
X X X
Proof Since B ¼ A1 ; then  aij @ bjk yk þ bjk yk A
j2Cþ
i k2Xþ
i
k2X
i
0 1
3
X X X
2.5  aij @ bjk yk þ bjk yk A
j2C
i k2Xþ
i
k2X
i
2
X
n X
n X X
1.5 ¼ dik yk þ dik yk  aij xj  aij xj
1 k¼1 k¼1 j2Cþ
i
j2C
i
X X
2

0.5 ¼ yi þ yi  aij xj  aij xj :

x

0 j2Cþ
i
j2C
i

−0.5 This completes the proof. h

−1
Definition 3.13 Let A be an n-dimensional rectangle, that
Q
−1.5 is A ¼ ni¼1 ½ai ; ai ; where ½ai ; ai ; 1  i  n are the closed
−2 intervals in R: The point ðx1 ; x2 ; . . .; xn ÞT is called a vertex
−3 −2 −1 0 1 2 3 4
x1 point of n-dimensional rectangle A if
xi 2 fai ; ai g; i ¼ 1; 2; . . .; n:
Fig. 2 Graphical representation of X ; SS and X ; simultaneously.
Obviously, X SS X It is clear that A has 2n vertex points.

123
128 T. Allahviranloo, M. Ghanbari

Definition 3.14 If SS be the solution set of ICLS (13) X

n

then for any 1  i  n; the each of sets 9ðbi1 ; bi2 ; . . .; bin ÞT 2 A; aij bij ¼ yi ;
( ) j¼1
X
n
T
M1;i ¼ ðx1 ; x2 ; . . .; xn Þ 2 Rn : aij xj ¼ yi ; X
n

j¼1
9ðci1 ; ci2 ; . . .; cin ÞT 2 A; aij cij ¼ yi :
j¼1
and
( ) Hence,
X
n
M2;i ¼ ðx1 ; x2 ; . . .; xn ÞT 2 Rn : aij xj ¼ yi ; X
n X
n
j¼1 a¼ aij bij þ k aij ðcij  bij Þ
j¼1 j¼1
is called a boundary of SS: It is clear that SS has 2n X
n  
boundaries. ¼ aij bij þ kðcij  bij Þ :
j¼1
Theorem 3.15 Let SS be the solution set of ICLS (13)
and A  SS such that satisfies the following properties: Since cij ; bij 2 ½aj ; aj  ¼ Xj ; then bij þ kðcij  bij Þ 2 Xj and
consequently
1. A is an n-dimensional rectangle in Rn ; i.e.,
Q ( )
A ¼ ni¼1 ½ai ; ai : Xn
2. Any arbitrary boundary of SS at least contains a point a2 aij xj : xj 2 Xj ¼ ½aj ; aj ; j ¼ 1; 2; . . .; n
of A; i.e., if Mj;i be an arbitrary boundary of SS; then j¼1
X
n
there exists a point ðaj;i j;i j;i T
1 ; a2 ; . . .; an Þ 2 A such that ¼ aij Xj ;
ðaj;i j;i j;i T
1 ; a2 ; . . .; an Þ 2 Mj;i ; where j ¼ 1; 2 and j¼1

i ¼ 1; 2; . . .; n: that means
T
Then the interval number vector X ¼ ðX1 ; X2 ; . . .; Xn Þ ;
X
n
where Xi ¼ ½ai ; ai ; is the algebraic solution of the ILS (3). Yi  aij Xj ; i ¼ 1; 2; . . .; n: ð37Þ
j¼1
Proof Based on the Definition 2.6, it is sufficient to show
that From (36) and (37), the proof is completed. h
X n
Now, we are in a situation which can present the fol-
aij Xj ¼ Yi ; i ¼ 1; 2; . . .; n;
j¼1 lowing important theorem.

where Xi ¼ ½ai ; ai  and Yi ¼ ½yi ; yi ; for all i ¼ 1; 2; . . .; n: Theorem 3.16 The interval number vector X ¼
We know that ðX1 ; X2 ; . . .; Xn ÞT ; where Xi ¼ ½xi ; xi ; is the algebraic
Q
( ) solution of the ILS (3) if and only if the set X ¼ ni¼1 Xi
Xn Xn
aij Xj ¼ aij xj : xj 2 Xj ¼ ½aj ; aj ; j ¼ 1; 2; . . .; n : satisfies the following properties:
j¼1 j¼1
1. X  SS; where SS is the solution set of the ILCS (13).
Pn 2. Any arbitrary boundary of SS at least contains a
Let a2 j¼1 aij Xj ; therefore there exists
Pn vertex point of X :
T
ða1 ; a2 ; . . .; an Þ 2 A such that a ¼ j¼1 aij aj : On the
other hand, since A  SS; then ða1 ; a2 ; . . .; an ÞT 2 SS Proof At first, we suppose that the interval number vector
Pn
and consequently j¼1 aij aj 2 Yi ; that means a 2 Yi : X ¼ ðX1 ; X2 ; . . .; Xn ÞT is the algebraic solution of the ILS
Hence, (3). Based on the Theorem 3.7, we have X  SS and
therefore the property (1) holds. On the other hand, since X
X
n
aij Xj  Yi ; i ¼ 1; 2; . . .; n: ð36Þ is algebraic solution, then
j¼1 X n
aij Xj ¼ Yi ; i ¼ 1; 2; . . .; n;
Now, suppose that a 2 Yi : Therefore there exists k 2 ½0; 1 j¼1
such that a ¼ yi þ kðyi  yi Þ: On the other hand, by noting
to property (2), for any 1  i  n we have or

123
A new approach to obtain algebraic solution of interval linear systems 129

( )
X
n Remark 3.19 Theorems 3.15 and 3.16 present a necessary
aij xj : xj 2 Xj ; j ¼ 1; 2; . . .; n ¼ ½yi ; yi ; and sufficient condition for the existence of algebraic
j¼1 solution of ILS (3) as follows: ‘‘The ILS (3) has an alge-
i ¼ 1; 2; . . .; n: braic solution if and only if the solution set SS has a subset
Therefore, such that satisfies the properties (1) of Theorem 3.15 and
(2) of Theorem 3.16, and if the such subset is unique then
X
n
the algebraic solution is unique, too.’’
9ðai1 ;ai2 ;...;ain ÞT 2 X ; yi ¼ aij aij ; i ¼ 1;2;...;n: ð38Þ
j¼1 The following theorem, which is the basis of our
method, gives an another necessary and sufficient condition
It is sufficient to show that the point ðai1 ;ai2 ;...;ain ÞT is a
for the existence and uniqueness of algebraic solution of
vertex point of X ; i.e., aij ¼ xj or aij ¼ xj ; for all j ¼ 1;2;...;n:
the ILS (3).
Suppose that there exists 1k n such that aik 6¼ xk and
aik 6¼ xk ; then xk \aik \xk : Since xj aij xj for any Theorem 3.20 Let D ¼ jAj and real vector H ¼
1jn;j 6¼ k; then we conclude ðh1 ; h2 ; . . .; hn ÞT ; be a solution of system DH ¼ W; where
W ¼ ðw1 ; w2 ; . . .; wn ÞT and
X X X
n X X
aij xj þ aij xj \ aij aij \ aij xj þ aij xj : X X
j2Cþ j2C
i j¼1 j2Cþ j2C
i
wi ¼ yi  aij xj  aij xj ; i ¼ 1; 2; . . .; n: ð40Þ
i i
j2Cþ
i
j2C
i
ð39Þ
Moreover, xj and xj are obtained from Eqs. (27) and (28),
From Eqs. (8), (38) and (39) we obtain
respectively. Then the ILS (3) has unique algebraic
yi \yi \yi ;
solution if and only if the matrix A be completely
that is a clear contradiction. Therefore, the point nonsingular and
ðai1 ; ai2 ; . . .; ain ÞT is a vertex point of X : Similarly, we can
xi  xi
show that there exists a vertex point ðbi1 ; bi2 ; . . .; bin ÞT such 0  hi  ; i ¼ 1; 2; . . .; n: ð41Þ
P 2
that nj¼1 aij bij ¼ yi : Hence, we proved that any arbitrary
boundary of SS at least contains a vertex point of X : Then Proof First, suppose that the matrix A is completely
property (2) holds, too. nonsingular and Eq. (41) holds. We define
Q Q
Conversely, if the set X ¼ ni¼1 Xi ¼ ni¼1 ½xi ; xi  satis- Xi ¼ ½xi þ hi ; xi  hi ; i ¼ 1; 2; . . .; n: ð42Þ
fies the properties (1) and (2), then from Theorem 3.15 we
x xi
can conclude that the interval number vector X ¼ Since hi  i 2 ; then the above definition is well defined,
ðX1 ; X2 ; . . .; Xn ÞT is algebraic solution of the ILS (3). h i.e., xi þ hi  xi  hi ; for any i ¼ 1; 2; . . .; n: We show that
Remark 3.17 According to Theorems 3.15 and 3.16, if the interval number vector X ¼ ðX1 ; X2 ; . . .; Xn ÞT is unique
the set SS has not any subset such that satisfies the prop- algebraic solution of the ILS (3). Since 0  hi ; for any i ¼
erties (1) of Theorem 3.15 and (2) of Theorem 3.16, then 1; 2; . . .; n; then
the ILS (3) has not any algebraic solution. Furthermore, if
the set SS has infinite subsets such that satisfies the Xi ¼ ½xi þ hi ; xi  hi   ½xi ; xi  ¼ Xi ; i ¼ 1; 2; . . .; n:
properties (1) of Theorem 3.15 and (2) of Theorem 3.16, ð43Þ
then the ILS (3) has infinite algebraic solutions. Qn Qn
If we set X ¼ i¼1 Xi and X ¼ i¼1 Xi ; then X  X :
Example 3.18 Consider the ILS of Example 2.12. It is To verify that the interval number vector X ¼
easy to see that the solution set
ðX1 ; X2 ; . . .; Xn ÞT is unique algebraic solution of the ILS
n o (3), based on the Theorem 3.16, it is sufficient to show that:
SS ¼ ðx1 ;x2 ÞT 2 R2 : 2  x1 þ x2 1;1x1 þ x2 2 ;
1. X  SS:
for the respective ICLS has infinite subsets such that 2. Any arbitrary boundary of SS at least contains a vertex
satisfies the properties (1) of Theorem 3.15 and (2) of point of X :
Theorem 3.16. Therefore, the ILS of Example 2.12 has We suppose that ða1 ; a2 ; . . .; an ÞT 2 X : Therefore, aj 2
infinite algebraic solutions that were mentioned in
Xj ¼ ½xj þ hj ; xj  hj ; for any j ¼ 1; 2; . . .; n: Hence,
Example 2.12.

123
130 T. Allahviranloo, M. Ghanbari

X X
X X X
n X yi ¼ aij ðxj þ hj Þ þ aij ðxj  hj Þ:
aij ðxj þ hj Þ þ aij ðxj  hj Þ  aij aj  aij ðxj j2C
j2Cþ i
j2Cþ j2C j¼1 j2Cþ
i
i X i i

 hj Þ þ aij ðxj þ hj Þ; Now, we define

j2C
i (
xj þ hj ; aij  0;
ð44Þ i
aj ¼ j ¼ 1; 2; . . .; n:
xj  hj ; aij \0;
for all i ¼ 1; 2; . . .; n: Since jAj ¼ D ¼ ðdij Þnn ;it is clear
that Therefore, we conclude that the point ðai1 ; ai2 ; . . .; ain ÞT is a
P
vertex point of X and yi ¼ nj¼1 aij aij ; that means the point
X
n X X
dij hj ¼ aij hj  aij hj : ð45Þ ðai1 ; ai2 ; . . .; ain ÞT 2 M1;i : Similarly, we can find a vertex
j¼1 j2Cþ
i
j2C
i point ðbi1 ; bi2 ; . . .; bin ÞT such that ðbi1 ; bi2 ; . . .; bin ÞT 2 M2;i :
Thus, the property (2) holds and consequently the interval
Therefore, from Eqs. (44) and (45), we have
number vector X ¼ ðX1 ; X2 ; . . .; Xn ÞT is an algebraic solu-
X
n X X X
n tion to the ILS (3). On the other hand, since A and D ¼ jAj
dij hj þ aij xj þ aij xj  aij aj ð46Þ are nonsingular, then xi ; xi and hi are uniquely obtained
j¼1 j2Cþ j2C
i j¼1
i
and then from Eq. (42) we uniquely obtained the algebraic
and solution X ¼ ðX1 ; X2 ; . . .; Xn ÞT : Therefore, the proof of first
part is completed.
X
n X X X
n
aij aj  aij xj þ aij xj  dij hj : ð47Þ Conversely, suppose that the interval number vector
j2Cþ j2C
j¼1 i i j¼1
X ¼ ðX1 ; X2 ; . . .; Xn ÞT ;where Xi ¼ ½xi ; xi ; be unique alge-
On the other hand, since DH ¼ W; then braic solution of the ILS (3). According to Lemma 2.8, we
conclude that the matrix A is completely nonsingular. On
X
n X X the other hand, since jAj ¼ D is nonsingular, then the
dij hj ¼ wi ¼ yi  aij xj  aij xj ;
ð48Þ system DH ¼ W has unique solution H ¼ ðh1 ; h2 ; . . .; hn ÞT :
j¼1 j2Cþ
i
j2C
i
Therefore, it is sufficient to show that
i ¼ 1; 2; . . .; n;
xi  xi
and also, by noting to the Lemma 3.12, we have 0  hi  ; i ¼ 1; 2; . . .; n: ð50Þ
2
X
n X X
dij hj ¼ wi ¼ aij xj þ aij xj  yi ; By virtue of the Eqs. (48) and (49), we have
j¼1 j2Cþ j2C ð49Þ X X
i i
aij ðxj þ hj Þ þ aij ðxj  hj Þ ¼ yi ; i ¼ 1; 2; . . .; n;
i ¼ 1; 2; . . .; n: j2Cþ j2C
i
i

Substituting Eq. (48) into Eq. (46) and Eq. (49) into ð51Þ
Eq. (47), we conclude that
and
X
n X X
yi  aij aj  yi ; i ¼ 1; 2; . . .; n: aij ðxj  hj Þ þ aij ðxj þ hj Þ ¼ yi ; i ¼ 1; 2; . . .; n;
j¼1 j2Cþ
i
j2C
i

Therefore, ða1 ; a2 ; . . .; an ÞT 2 SS and consequently X  ð52Þ

SS: Thus, the property (1) holds. To verify the second respectively. Since yi  yi ; for all i ¼ 1; 2; . . .; n; from Eqs.
property, we consider the arbitrary boundary M1;i : The (51) and (52), we conclude
proof for M2;i is similar and omitted. Since DH ¼ W; then
x i þ hi  x i  hi ; i ¼ 1; 2; . . .; n:
X
n X X
dij hj ¼ aij hj  aij hj
j2C
Thus,
j¼1 j2Cþ
i X i
X
¼ yi  aij xj  aij xj ; xi  xi
j2Cþ j2C hi  ; i ¼ 1; 2; . . .; n:
i i 2
i ¼ 1; 2; . . .; n:
Now, we show that hi  0;for any i ¼ 1; 2; . . .; n: Suppose
Hence, that

123
A new approach to obtain algebraic solution of interval linear systems 131

9k; 1  k  n; hk \0; In the forward elimination stage, the system is reduced

to triangular form using elementary row operations
and
ðkÞ
ðkþ1Þ ðkÞ aik ðkÞ
hi  0; i ¼ 1; 2; . . .; k  1; k þ 1; . . .; n: aij ¼ aij  a ;
ðkÞ kj
akk
Then we have
ðkÞ
aik
½xk ; xk  ½xk þ hk ; xk  hk ; ½bi ; bi ðkþ1Þ ¼ ½bi ; bi ðkÞ  ðkÞ
½bk ; bk ðkÞ ; ð53Þ
akk
½xi þ hi ; xi  hi   ½xi ; xi ;
and
i ¼ 1; 2; . . .; k  1; k þ 1; . . .; n:
ðkÞ
Q Q akk 6¼ 0;
Setting X ¼ ni¼1 ½xi þ hi ; xi  hi  and X ¼ ni¼1 ½xi ; xi ;
we conclude that X * X ; that is a contradiction. Because where k ¼ 1; 2; . . .n  1 is the row number, i; j ¼ k þ
ð1Þ
the interval number vector X ¼ ðX1 ; X2 ; . . .; Xn ÞT is an 1; k þ 2; . . .n and aij ¼ aij ; ½bi ; bi ð1Þ ¼ ½bi ; bi :
algebraic solution and we must have X  SS  X : h In the backward elimination stage, the interval solution
Supposing that the matrix A is completely nonsingular, vector is obtained as follows:
based on the Theorem 3.20, we present the algorithm of
1
our method as follows: ½xn ; xn  ¼ ½b ; b ðnÞ ;
ðnÞ n n
ð54Þ
Algorithm ann
( )
1 Xn
Step 1 Construct and solve the n  n linear system (22). ðiÞ
½xi ; xi  ¼ ðiÞ ½bi ; bi  
ðiÞ
aij ½xj ; xj  ;
Step 2 By Eqs. (24)–(28), obtain Xi ¼ ½xi ; xi ; for any aii j¼iþ1
ð55Þ
i ¼ 1; 2; . . .; n: i ¼ n  1; n  2; . . .; 1:
Step 3 By Eq. (40), compute the real vector W ¼ It should be noted that the usual interval arithmetic rules
ðw1 ; w2 ; . . .; wn ÞT and then solve the n  n real linear have been used in the Eqs. (53)–(55). Moreover, since
system DH ¼ W; where D ¼ jAj: the matrix A is real-valued and nonsingular then this
Step 4 If the condition (41) was held, then present the interval Gauss elimination procedure is feasible. To
unique algebraic solution of ILS (3) as follows: improve numerical stability of the above algorithm, the
X ¼ ðX1 ; X2 ; . . .; Xn ÞT ; Xi ¼ ½xi þ hi ; xi  hi ; partial pivoting has been used in the forward elimination
stage.
i ¼ 1; 2; . . .; n:
In continuation, we consider a numerical example and
Otherwise, the ILS (3) has not any algebraic solution. compare the solution obtained by our algorithm with that
obtained by above interval Gauss elimination procedure.
Furthermore, we test these two methods on the examples of
the greater sizes of matrix A:
4 Numerical example
Example 4.1 Consider the 5  5 ILS
In this section, we first recall the interval Gaussian elimi- 8
>
> X1 þ X2  X3 þ 2X4  X5 ¼ ½3; 12;
nation procedure for solving the interval linear system (3). >
>
< X1 þ 2X2 þ X3  X4 þ 3X5 ¼ ½15; 1;
Then we compare the obtained results by our method with 5X1  2X2  3X3 þ 4X4 þ X5 ¼ ½1; 20; ð56Þ
those obtained by interval Gaussian elimination procedure >
>
>
> X þ X2  X3 þ X4  X5 ¼ ½0; 8;
using the distance defined by Eq. (2). : 1
3X1  X2 þ X3 þ 3X4 þ 6X5 ¼ ½12; 15:
The interval Gaussian elimination procedure is
obtained from the ordinary Gaussian elimination proce- It is easy to verify that the matrix A is completely
dure replacing the real numbers by the related intervals nonsingular. Therefore, according to our algorithm, we first
and the real operations by the respective interval oper- solve the system
ations; see Garloff (1761), Mayer (2006), Sevastjanov 8
>
> x1 þ x2  x3 þ 2x4  x5 ¼ z1 ; z1 2 ½3; 12;
and Dymova (2009). Here, we present the interval >
>
< x1 þ 2x2 þ x3  x4 þ 3x5 ¼ z2 ; z2 2 ½15; 1;
Gaussian elimination procedure when the coefficient
5x1  2x2  3x3 þ 4x4 þ x5 ¼ z3 ; z3 2 ½1; 20;
matrix A is real-valued and nonsingular and right-hand >
>
> x1 þ x2  x3 þ x4  x5 ¼ z4 ;
> z4 2 ½0; 8;
side vector b is interval-valued. :
3x1  x2 þ x3 þ 3x4 þ 6x5 ¼ z5 ; z5 2 ½12; 15:

123
132 T. Allahviranloo, M. Ghanbari

 
Solving the above system, we have 1391 1391 1465 1391
X1 ¼  þ ;  ¼ ½0; 1;
74 74 74 74
1  
x1 ¼ ð73z1 þ 25z2 þ 15z3  115z4  22z5 Þ; 175 138 175 138
74 X2 ¼  þ ;  ¼ ½1; 1;
1 37 37 37 37
x2 ¼ ð10z1 þ 9z2  2z3 þ 3z4  2z5 Þ;  
37 2659 2733 2881 2733
X3 ¼  þ ;  ¼ ½1; 2;
1 74 74 74 74
x3 ¼ ð197z1 þ 33z2 þ 5z3  285z4 Þ;
74 X4 ¼ ½5 þ 8; 12  8 ¼ ½3; 4;
x4 ¼ ðz1  z4 Þ;  
288 177 177 177
1 X5 ¼  þ ;  ¼ ½3; 0:
x5 ¼ ð15z1 þ 5z2 þ 3z3 þ 14z4 þ 3z5 Þ: 37 37 37 37
37
Putting this solution into the ILS (56) and using the dis-
From Eqs. (26)–(28), we have
tance defined in Definition 2.4, we obtain the distance
h i  1391 1465 between AX and b as DðAX; bÞ ¼ 0: Therefore, this solu-
X1 ¼ x 1 ; x 1 ¼  ; ; tion satisfies the ILS (56).
74 74
h i  175 175 Now, we solve ILS (56) by the described interval Gauss
X2 ¼ x 2 ; x 2 ¼  ; ; elimination procedure. Using the elementary row opera-
37 37
h i  2659 2881 tions, we have
X3 ¼ x 3 ; x 3 ¼  ; ; 2
1:0000 1:0000 1:0000 2:0000 1:0000 ½3:0000; 12:0000
3
74 74 6
h i 6 0 3:0000 0 1:0000 2:0000 ½12:0000; 13:0000 77
6 ½87:0000; 35:3333 7
X4 ¼ x4 ; x4 ¼ ½5; 12; 6 0 0 2:0000 3:6667 10:6667 7;
4 0 0 0 1:0000 0 ½12:0000; 5:0000 5
h i  288 177 0 0 0 0 12:3333 ½154:6667; 117:6667
X5 ¼ x 5 ; x 5 ¼  ; :
37 37 Therefore, by Eqs. (54) and (55), we obtain the interval
solution
Now, by Eq. (40), we construct the real vector W ¼
ðw1 ; w2 ; w3 ; w4 ; w5 ÞT as follows: X1 ¼ ½151:4505; 152:4505;
X2 ¼ ½14:3604; 14:3604;
2969 X3 ¼ ½103:5495; 106:5495;
W1 ¼ 3  ½x1 þ x2 þ 2x4   ½x3  x5  ¼ ;
37
X4 ¼ ½5:0000; 12:0000;
3165
W2 ¼ 15  ½2x2 þ x3 þ 3x5   ½x1  x4  ¼ ; X5 ¼ ½12:5405; 9:5405:
37
9214
W3 ¼ 1  ½5x1 þ 4x4 þ x5   ½2x2  3x3  ¼ ; Putting this solution into the ILS (56) and using defined
37 distance in Definition 2.4 to investigate the distance
2673
W4 ¼ 0  ½x1 þ x2 þ x4   ½x3  x5  ¼ ; between the left-hand side interval number vector AX and
37 the right-hand side interval number vector b; we have
5541
W5 ¼ 12  ½x3 þ 3x4 þ 6x5   ½3x1  x2  ¼ : DðAX; bÞ ¼ 1:1392e þ 03: Therefore, this solution does
37
not satisfy the ILS (56), whereas the solution obtained by
Finally, solving the 5  5 real linear system DH ¼ W; our method satisfies the ILS (56).
where D ¼ jAj; we obtain To be sure of our method efficacy, we have tested it on
the examples of the greater sizes of matrix A: To do this,
T
1391 138 2733 177 three interval linear systems of 50  50; 100  100 and
H ¼ ðh1 ; h2 ; h3 ; h4 ; h1 ÞT ¼ ; ; ; 8; :
74 37 74 37 150  150 have been generated using the following
procedure.
It can be easily verified that
On the first step, the entries aij of real-valued matrix A and
xi  xi the means bi of entries of interval-valued vector b were
0  hi  ; i ¼ 1; 2; . . .; n: randomly generated. On the second step, the interval entries
2
of b were obtained as ½bi  0:5; bi þ 0:5: Then the generated
Therefore, by noting to Theorem 3.20, we have the unique interval linear systems is solved by our method and interval
algebraic solution as follows: Gauss elimination procedure. Finally, the obtained solutions

123
A new approach to obtain algebraic solution of interval linear systems
by these two methods are substituted into the related ILS
AX ¼ b and to investigate the distance between the left-hand
side interval number vector AX and the right-hand side
interval number vector b: For considered examples of 50 
50; 100  100 and 150  150;the distance between AX and b
by our proposed method is as DðAX; bÞ ¼ 5:6840e 
015; DðAX; bÞ ¼ 1:8120e  013 and DðAX; bÞ ¼ 1:1077e
013; respectively. But by interval Gauss elimination proce-
dure the mentioned distances are obtained as DðAX; bÞ ¼
4:6317e þ 035; DðAX; bÞ ¼ 4:2818e þ 078 and DðAX; bÞ ¼
2:3042e þ 117; respectively. Nevertheless, the detailed
analysis of this problem is out of the scope of the current
paper. Obviously, the results obtained by our method is
acceptable.
5 Conclusion
In this paper, we discussed the solution of interval linear
system AX ¼ Y; where A is a real n  n matrix, the
unknown vector X and the right-hand side vector Y are all
vectors consisting of n interval numbers. A new method to
solve such system was introduced based on the new con-
cept of ‘‘inclusion linear system’’, and some necessary and
sufficient conditions under which an interval linear system
has unique algebraic solution were presented. By noting to
the communication link between interval linear systems
and fuzzy linear systems, it is clear that interval linear
systems can be considered as a special case of fuzzy linear
systems. Therefore, it seems that we can apply this new
method to solve fuzzy linear systems. For future work, we
try to extend our method to solve fuzzy linear systems
when at least one of the elements of right-hand side is
fuzzy number.
References
Alefeld G, Herzberger J (1983) Introduction to interval computations.
Academic Press, New York
Alefeld G, Mayer G (1993) The Cholesky method for interval data.
Linear Algebra Appl 194:161–182
Alefeld G, Mayer G (1995) On the symmetric and unsymmetric
solution set of interval systems. SIAM J Matrix Anal Appl
16:1223–1240
133
Alefeld G, Mayer G (2000) Interval analysis: theory and applications.
J Comput Appl Math 121:421–464
Alefeld G, Kreinovich V, Mayer G (2003) On the solution sets of
particular classes of linear interval systems. J Comput Appl Math
152:1–15
Baker Kearfott R (1996) Rigorous global search: continuous prob-
lems. Kluwer, Dordrecht
Beaumont O (1998) Solving interval linear systems with linear
programming techniques. Linear Algebra Appl 281:293–309
Cope JE, Rust BW (1979) Bounds on solutions of linear systems with
inaccurate data. SIAM J Numer Anal 16:950–963
Ferreira JA, Patrı̀cio F, Oliveira F (2001) On the computation of the
zeros of interval polynomials. J Comput Appl Math
136:271–281
Ferreira JA, Patrı̀cio F, Oliveira F (2005) On the computation of
solutions of systems of interval polynomial equations. J Comput
Appl Math 173:295–302
Fiedler M, Nedoma J, Ramı̀k J, Rohn J, Zimmermann K (eds) (2006)
Linear optimization problems with inexact datam. Springer,
Berlin
Friedman M, Ming M, Kandel A (1998) Fuzzy linear systems. Fuzzy
Sets Syst 96:209–261
Garloff J (2009) Interval Gaussian elimination with pivot tightening.
SIAM J Matrix Anal Appl 30:1761–1772
Kearfott B, Kreinovich V (eds) (1996) Applications of interval
computations. Kluwer, Dordrecht
Kreinovich V, Lakeev AV, Noskov SI (1993) Optimal solution of
interval linear systems is intractable (NP-hard). Interval Comput
1:6–14
Markov S (1999) An iterative method for algebraic solution to
interval equations. Appl Numer Math 30:225–239
Mayer G (2006) A contribution to the feasibility of the interval
Gaussian algorithm. Reliab Comput 12:79–98
Mayer G (2007) On regular and singular interval systems. J Comput
Appl Math 199:220–228
Neumaier A (1990) Interval methods for systems of equations.
Cambridge University Press, Cambridge
Nikas IA, Grapsa TN (2009) Bounding the zeros of an interval
equation. Appl Math Comput 213:466–478
Oettli W (1965) On the solution set of a linear system with inaccurate
coefficients. SIAM J Numer Anal 2:115–118
Oettli W, Prager W (1964) Compatibility of approximate solution of
linear equations with given error bounds for coefficients and
right-hand sides. Numer Math 6:405–409
Polyak BT, Nazin SA (2004) Interval solutions for interval algebraic
equations. Math Comput Simul 66:207–217
Prokopyev OA, Butenko S, Trapp A (2009) Checking solvability of
systems of interval linear equations and inequalities via mixed
integer programming. Eur J Oper Res 199:117–121
Sevastjanov P, Dymova L (2009) A new method for solving interval
and fuzzy equations: linear case. Inf Sci 179:925–937
Shary S (1997) Algebraic approach in the ‘‘outer problem’’ for
interval linear equations. Reliab Comput 3(2):103–135
123