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**1 - 4**of**4**### 5.2.2. Int4Sci: a Scilab interface for interval analysis 6

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### Project-Team Coprin Constraints solving, OPtimization, Robust INterval analysis

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### A Generalized Cholesky Decomposition for Interval Matrix

"... Abstract. 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 ar ..."

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Abstract. 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 TLLA = with equality instead of the weaker inclusion obtained in the context of classical intervals.