Open eeshan9815 opened 6 years ago
@dpsanders (I rebased other branches on this before starting because this was to be built upon earlier changes)
│ Row │ n │ Base.\ │ Gauss Elimination │ Linear Hull │
├─────┼────┼────────────┼───────────────────┼─────────────┤
│ 1 │ 1 │ 1.9415e-6 │ 8.40867e-6 │ 2.94457e-6 │
│ 2 │ 10 │ 7.1184e-5 │ 7.8812e-5 │ 4.6999e-5 │
│ 3 │ 2 │ 3.34387e-6 │ 1.012e-5 │ 4.30567e-6 │
│ 4 │ 3 │ 4.548e-6 │ 1.0955e-5 │ 5.5832e-6 │
│ 5 │ 4 │ 7.256e-6 │ 1.3845e-5 │ 1.1115e-5 │
│ 6 │ 5 │ 1.0878e-5 │ 1.7847e-5 │ 1.4564e-5 │
│ 7 │ 6 │ 1.5747e-5 │ 2.1526e-5 │ 1.9468e-5 │
│ 8 │ 7 │ 2.296e-5 │ 3.109e-5 │ 2.7597e-5 │
│ 9 │ 8 │ 3.4512e-5 │ 4.0778e-5 │ 3.7466e-5 │
│ 10 │ 9 │ 4.8627e-5 │ 5.7028e-5 │ 5.3766e-5 │
linear_hull
usually provides a tighter bound, and is more or less same as gauss_elimination_interval
and Base.\
in terms of efficiency.
Tests pass on the latest IntervalArithmetic.jl
master
Reference - Eldon Hansen and G. William Walster : Global Optimization Using Interval Analysis - Chapter 5 - Section 5.8