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Rump has a test for positive definiteness of interval matrices.
The text was updated successfully, but these errors were encountered:
Apparently the algorithm I was remembering is not about interval matrices at all, but rather about floating-point matrices:
http://www.ti3.tuhh.de/paper/rump/Ru06c.pdf
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If I understand correctly, there is no algorithm to implement here.
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Rump has a test for positive definiteness of interval matrices.
The text was updated successfully, but these errors were encountered: