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added algorithms to bound eigenvalues of interval matrices #77

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merged 3 commits into from
Aug 27, 2021

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PR description

added code to bound eigenvalues of interval matrices, following the algorithms described here

Before

After

julia> A = [0 -1 -1;2 -1.399.. -0.001 0;1 0.5 -1]
3×3 Matrix{Interval{Float64}}:
 [0, 0]  [-1, -1]                       [-1, -1]
 [2, 2]       [-1.39901, -0.000999999]    [0, 0]
 [1, 1]        [0.5, 0.5]               [-1, -1]

julia> eigenbox(A)
[-1.90679, 0.970154] + [-2.51903, 2.51903]im

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codecov-commenter commented Aug 20, 2021

Codecov Report

Merging #77 (f9c1741) into main (3aef7a2) will increase coverage by 0.17%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main      #77      +/-   ##
==========================================
+ Coverage   97.41%   97.59%   +0.17%     
==========================================
  Files          12       13       +1     
  Lines         310      332      +22     
==========================================
+ Hits          302      324      +22     
  Misses          8        8              
Impacted Files Coverage Δ
src/IntervalLinearAlgebra.jl 100.00% <ø> (ø)
src/eigenvalues/interval_eigenvalue.jl 100.00% <100.00%> (ø)

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@lucaferranti lucaferranti merged commit df773b9 into main Aug 27, 2021
@lucaferranti lucaferranti deleted the lf/int-eig branch August 27, 2021 06:32
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eigenvalues of interval matrices
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