simple_interval

ocaml_simple_interval

A simple and (hopefully) portable floating-point interval arithmetic library in OCaml.

Original repository: https://github.com/monadius/ocaml_simple_interval

References

• S. Rump, P. Zimmermann, S. Boldo, G. Melquiond Computing predecessor and successor in rounding to nearest

• F. Goualard How do you compute the midpoint of an interval?

• ValidatedNumerics.jl

• Java library for interval computations

• S. Boldo, Dekker algorithm: error of the multiplication. See also S. Boldo, C. Marché, Formal verification of numerical programs: from C annotated programs to mechanical proofs

Interval1

Interval1 is a simple OCaml interval arithmetic library which does not depend on any external files and libraries. It uses the standard rounding to nearest floating-point operations to compute rigorous interval enclosures of mathematical operations. These interval enclosures may be not optimal floating-point intervals but in most cases the error is no more than 1 ulp for each interval endpoint.

Interval2

Interval2 is another simple OCaml interval arithmetic library. It computes optimal floating-point intervals for basic arithmetic operations. In some cases, it performs computations with rational arithmetic. This library is slower than Interval1 but it may be used in cases when optimal intervals are required (for instance, when point intervals play an important role or when discontinuous functions are considered).

Docs

See the docs directory.

Tests

See the tests directory.