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JuliaIntervals / IntervalLinearAlgebra.jl

Linear algebra done rigorously
MIT License
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[enhancement]: Add hertz method for eigenvalues of symmetric interval matrices #87

Closed lucaferranti closed 3 years ago

lucaferranti commented 3 years ago

Feature description

Add the Hertz method to compute the exact hull of eigenvalues of symmetric interval matrices. This has exponential complexity, the alternative is the Rohn method (currently useD), which is faster but can return a strictly larger enclosure of the eigenvalues.

Minimum working example

struct Herz end
struct Rohn end

function eigenbox(A::Symmetric, ::Type{Hertz}) end
function eigenbox(A::Symmetric,  ::Type{Rohn}) end

function eigenbox(A, method)
  # construct symmetric interval eigenvalue problem
  eigenbox(As, method)
end

Additional information