Trans Tech Publications, Advanced Materials Research, (479-481), p. 825-828, 2012
DOI: 10.4028/www.scientific.net/amr.479-481.825
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Using the generalized interval arithmetic we give a generalized cholesky decomposition. Generalized intervals (intervals whose bounds are not constrained to be increasingly ordered) extend classical intervals providing better algebraic properties. In particular, the generalized interval arithmetic is a group for addition and for multiplication of zero free intervals. These properties allow one constructing a cholesky decomposition of a generalized interval matrix A: the computed generalized interval matrix L satisfy A=LLTwith equality instead of the weaker inclusion obtained in the context of classical intervals.