JuliaIntervals / IntervalLinearAlgebra.jl

Linear algebra done rigorously
MIT License
36 stars 9 forks source link

[enhancement]: inv and det (needed by IntervalRootFinding) #134

Open Kolaru opened 7 months ago

Kolaru commented 7 months ago

I am currently procrastinating on my thesis by trying to update IntervalRootFinding.jl to the newest change in IntervalArithmetic.

It appears that some basics LinearAlgebra do not work.

In particular, det and inv or interval matrices use forbidden operations (isfinite and <). Would this package be a good place to have those ? IntervalRootFinding would then depend on IntervalLinearAlgebra (would make sense, we already have our own version of Gauss elimination for some reason.

@lucaferranti @OlivierHnt

lucaferranti commented 3 weeks ago

sorry for the looooooooooooooooooooooooooooooooooooooooong delay, yes I think this is a good home for that! #98 has a refernce for the determinant computation algorithms I think underlying building blocks are already here.

For inv, I think this has already something maybe, but why do you need it? The only case where I can think one wants to compute inv is for preconditioning by the midpoint matrix, but in that case one needs not to compute a guaranteed enclosure, the idea is indeed to precondition the linear system with an approximate of the inverse midpoint matrix