McCormick_LinAlg: Linear Algebra For McCormick Relaxations

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.

Features

• 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

Status of Package

• 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