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ScaleInvariantAnalysis

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This package computes covers of matrices: non-negative vectors a (and b) such that a[i] * b[j] >= abs(A[i, j]) for all i, j. Covers are the natural scale-covariant representation of a matrix — under row/column diagonal scaling they transform exactly as the matrix entries do — making them a useful building block for scale-invariant numerical analysis.

Fast O(n²) heuristics (symcover, cover) are provided for everyday use. Globally optimal covers minimizing a log-domain linear or quadratic objective (symcover_lmin, cover_lmin, symcover_qmin, cover_qmin) are available as an extension when JuMP and HiGHS are loaded.

See the documentation for motivation, examples, and a full API reference.

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Tools for for scale-invariant numerical analysis

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