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Interval arithmetic information


Tolerance function (turquoise) and interval-valued approximation (red)

Interval arithmetic (also known as interval mathematics; interval analysis or interval computation) is a mathematical technique used to mitigate rounding and measurement errors in mathematical computation by computing function bounds. Numerical methods involving interval arithmetic can guarantee relatively reliable and mathematically correct results. Instead of representing a value as a single number, interval arithmetic or interval mathematics represents each value as a range of possibilities.

Mathematically, instead of working with an uncertain real-valued variable , interval arithmetic works with an interval that defines the range of values that can have. In other words, any value of the variable lies in the closed interval between and . A function , when applied to , produces an interval which includes all the possible values for for all .

Interval arithmetic is suitable for a variety of purposes; the most common use is in scientific works, particularly when the calculations are handled by software, where it is used to keep track of rounding errors in calculations and of uncertainties in the knowledge of the exact values of physical and technical parameters. The latter often arise from measurement errors and tolerances for components or due to limits on computational accuracy. Interval arithmetic also helps find guaranteed solutions to equations (such as differential equations) and optimization problems.

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Interval arithmetic

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Interval arithmetic (also known as interval mathematics; interval analysis or interval computation) is a mathematical technique used to mitigate rounding...

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Arithmetic

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1. Some arithmetic systems operate on mathematical objects other than numbers, such as interval arithmetic and matrix arithmetic. Arithmetic operations...

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Projectively extended real line

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half-open intervals are defined by removing the respective endpoints. This redefinition is useful in interval arithmetic when dividing by an interval containing...

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Dedekind cut

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of intervals approximating r {\displaystyle r} . This allows the basic arithmetic operations on the real numbers to be defined in terms of interval arithmetic...

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Arithmetic coding

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example, the sequence "ABBCAB" could become 0.0112013, in arithmetic coding as a value in the interval [0, 1). The next step is to encode this ternary number...

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IEEE 754

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The IEEE Standard for Floating-Point Arithmetic (IEEE 754) is a technical standard for floating-point arithmetic established in 1985 by the Institute...

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Numerical certification

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alpha theory, while a typical example of a priori certification is interval arithmetic. A certificate for a root is a computational proof of the correctness...

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Fuzzy number

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approaches: (1) interval arithmetic approach; and (2) the extension principle approach. A fuzzy number is equal to a fuzzy interval. The degree of fuzziness...

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Affine arithmetic

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computation. Affine arithmetic is meant to be an improvement on interval arithmetic (IA), and is similar to generalized interval arithmetic, first-order Taylor...

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Significant figures

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False precision Guard digit IEEE 754 (IEEE floating-point standard) Interval arithmetic Kahan summation algorithm Precision (computer science) Round-off...

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Constructive analysis

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extensions of Heyting arithmetic by types including N N {\displaystyle {\mathbb {N} }^{\mathbb {N} }} , constructive second-order arithmetic, or strong enough...

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Validated numerics

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numerical analysis. For computation, interval arithmetic is used, and all results are represented by intervals. Validated numerics were used by Warwick...

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Geometric mean

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real numbers by using the product of their values (as opposed to the arithmetic mean which uses their sum). The geometric mean is defined as the nth root...

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Abstract interpretation

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yielding so-called interval arithmetics. Let us now consider the following very simple program: y = x; z = x - y; With reasonable arithmetic types, the result...

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Confidence interval

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Informally, in frequentist statistics, a confidence interval (CI) is an interval which is expected to typically contain the parameter being estimated....

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Machine epsilon

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rounding in floating point number systems. This value characterizes computer arithmetic in the field of numerical analysis, and by extension in the subject of...

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Irrational number

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fundamental theorem of arithmetic (unique prime factorization). A stronger result is the following: Every rational number in the interval ( ( 1 / e ) 1 / e...

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Rounding

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same limiting value (0, +∞, or −∞). Directed rounding is used in interval arithmetic and is often required in financial calculations. If x is positive...

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Global optimization

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best one found so far by the algorithm. Interval arithmetic, interval mathematics, interval analysis, or interval computation, is a method developed by...

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Level of measurement

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case an affine line). The mode, median, and arithmetic mean are allowed to measure central tendency of interval variables, while measures of statistical...

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Nathalie Revol

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scientist known for her research on computer arithmetic, including floating-point arithmetic and interval arithmetic. She is a researcher for the French Institute...

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Arithmetic mean

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In mathematics and statistics, the arithmetic mean ( /ˌærɪθˈmɛtɪk ˈmiːn/ arr-ith-MET-ik), arithmetic average, or just the mean or average (when the context...

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Unix time

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of seconds elapsed since 1970-01-01T00:00:10 TAI. This makes time interval arithmetic much easier. Time values from these systems do not suffer the ambiguity...

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Interval class

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example, the interval class between pitch classes 4 and 9 is 5 because 9 − 4 = 5 is less than 4 − 9 = −5 ≡ 7 (mod 12). See modular arithmetic for more on...

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Distributive property

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the notion of sub-distributivity as explained in the article on interval arithmetic. In category theory, if ( S , μ , ν ) {\displaystyle (S,\mu ,\nu...

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