McCormick_LinAlg is an auxillary library of linear algebra functions designed for the global optimization solver EAGO (Easy Advanced Global Optimization). For more information about EAGO, click here.
- BLAS styled linear algebra routines meant to handle the McCormick relaxation data type found in EAGO.
- Test files to check correctness and efficiency of each function's implementations
- Estimation methods for the determinant of an interval matrix. Still in progress
- Majority of methods in the BLAS library up to TRMV are running.
- Preconditioned Gaussian Elimination seems to be the most functional and accurate Interval Determinant Estimation method