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eigenvalues of interval matrices #75

Closed
Tracked by #54
lucaferranti opened this issue Aug 19, 2021 · 0 comments · Fixed by #77
Closed
Tracked by #54

eigenvalues of interval matrices #75

lucaferranti opened this issue Aug 19, 2021 · 0 comments · Fixed by #77
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enhancement New feature or request

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@lucaferranti
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lucaferranti commented Aug 19, 2021

Feature description

Implement the algorithms described in this paper to find a bound on eigenvalue set of interval matrices

Minimum working example

I'm thinking of an interface like:

function eigvals(A::AbstractMatrix{IntervalOrComplexInterval}, method=someDefaultMethod)
  .....
end

function eigvals(A::SymmetricMatrix{IntervalOrComplexInterval}, method=someDefaultMethodForSymmetricMatrices)
....
end

For start the methods could be

  • Rohn method for symmetric matrices
  • Herz method for symmetric matrices (has exponential complexity, maybe later, would probably benefit from list_orthants should return an iterator #76)
  • Rohn method for general real matrices
  • Hladík method for general compex matrices

In a first version, it could be non-rigorous (solve real symmetric eigenvalue problems with eigen). Later, it could have rigorous and non-rigorous version (after #68 is merged)

Additional information

@lucaferranti lucaferranti added the enhancement New feature or request label Aug 19, 2021
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