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Implemented Theorem 7 in Miya14#129

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orkolorko wants to merge 22 commits into
JuliaIntervals:mainfrom
orkolorko:svd
Open

Implemented Theorem 7 in Miya14#129
orkolorko wants to merge 22 commits into
JuliaIntervals:mainfrom
orkolorko:svd

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@orkolorko

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PR description

Implemented Algorithm M1 based on Theorem 7 of
https://link.springer.com/article/10.1007/s13160-014-0145-5

After

The, not exported function svdbox, allows to compute rigorous enclosures of the singular values of a matrix (rectangular and square)

Checklist

  • Updated/added tests
  • Updated/added docstring (needed only for exported functions)

Other

I did not export the function yet

@lucaferranti

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thank you very much! This is a very nice and welcome addition! I'll try to investigate the failing tests in the next couple of days

@orkolorko

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I'm doing some further work on the branch

@orkolorko orkolorko closed this Sep 2, 2022
@orkolorko orkolorko reopened this Sep 2, 2022
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codecov-commenter commented Sep 2, 2022

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⚠️ Please install the 'codecov app svg image' to ensure uploads and comments are reliably processed by Codecov.

Codecov Report

❌ Patch coverage is 94.21488% with 7 lines in your changes missing coverage. Please review.
✅ Project coverage is 96.72%. Comparing base (fe87dd4) to head (17f6aae).
⚠️ Report is 19 commits behind head on main.

Files with missing lines Patch % Lines
src/IntervalLinearAlgebra.jl 66.66% 5 Missing ⚠️
src/eigenvalues/miyajima_svd.jl 97.53% 2 Missing ⚠️
❗ Your organization needs to install the Codecov GitHub app to enable full functionality.
Additional details and impacted files
@@            Coverage Diff             @@
##             main     #129      +/-   ##
==========================================
- Coverage   97.19%   96.72%   -0.48%     
==========================================
  Files          17       19       +2     
  Lines         642      763     +121     
==========================================
+ Hits          624      738     +114     
- Misses         18       25       +7     

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@orkolorko

orkolorko commented Sep 2, 2022

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thank you very much! This is a very nice and welcome addition! I'll try to investigate the failing tests in the next couple of days

@lucaferranti I'm happy is it interesting! Happy to contribute!

I am thinking about implementing Miyajima's estimates for eigenvalues later on, also.

I will also check if Miyajima's svd estimate works for complex matrices (Rump estimate works, so it should, but the theorems in his paper are only stated for real matrices.)

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3 participants