IBM system/360 assembly language interval arithmetic software

Computer software designed to perform interval arithmetic is described. An interval is defined as the set of all real numbers between two given numbers including or excluding one or both endpoints. Interval arithmetic consists of the various elementary arithmetic operations defined on the set of all intervals, such as interval addition, subtraction, union, etc. One of the main applications of interval arithmetic is in the area of error analysis of computer calculations. For example, it has been used sucessfully to compute bounds on sounding errors in the solution of linear algebraic systems, error bounds in numerical solutions of ordinary differential equations, as well as integral equations and boundary value problems. The described software enables users to implement algorithms of the type described in references efficiently on the IBM 360 system

Exploiting structure in floating-point arithmetic

Invited paper - MACIS 2015 (Sixth International Conference on Mathematical Aspects of Computer and Information Sciences)International audienceThe analysis of algorithms in IEEE floating-point arithmetic is most often carried out via repeated applications of the so-called standard model, which bounds the relative error of each basic operation by a common epsilon depending only on the format. While this approach has been eminently useful for establishing many accuracy and stability results, it fails to capture most of the low-level features that make floating-point arithmetic so highly structured. In this paper, we survey some of those properties and how to exploit them in rounding error analysis. In particular, we review some recent improvements of several classical, Wilkinson-style error bounds from linear algebra and complex arithmetic that all rely on such structure properties

Ball arithmetic

33 pagesThe Mathemagix project aims at the development of a ''computer analysis'' system, in which numerical computations can be done in a mathematically sound manner. A major challenge for such systems is to conceive algorithms which are both efficient, reliable and available at any working precision. In this paper, we survey several older and newer such algorithms. We mainly concentrate on the automatic and efficient computation of high quality error bounds, based on a variant of interval arithmetic which we like to call ''ball arithmetic''

Ray casting implicit fractal surfaces with reduced affine arithmetic

A method is presented for ray casting implicit surfaces defined by fractal combinations of procedural noise functions. The method is robust and uses affine arithmetic to bound the variation of the implicit function along a ray. The method is also efficient due to a modification in the affine arithmetic representation that introduces a condensation step at the end of every non-affine operation. We show that our method is able to retain the tight estimation capabilities of affine arithmetic for ray casting implicit surfaces made from procedural noise functions while being faster to compute and more efficient to store

A Verified Certificate Checker for Finite-Precision Error Bounds in Coq and HOL4

Being able to soundly estimate roundoff errors of finite-precision computations is important for many applications in embedded systems and scientific computing. Due to the discrepancy between continuous reals and discrete finite-precision values, automated static analysis tools are highly valuable to estimate roundoff errors. The results, however, are only as correct as the implementations of the static analysis tools. This paper presents a formally verified and modular tool which fully automatically checks the correctness of finite-precision roundoff error bounds encoded in a certificate. We present implementations of certificate generation and checking for both Coq and HOL4 and evaluate it on a number of examples from the literature. The experiments use both in-logic evaluation of Coq and HOL4, and execution of extracted code outside of the logics: we benchmark Coq extracted unverified OCaml code and a CakeML-generated verified binary

Certified Roundoff Error Bounds Using Semidefinite Programming.

Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance for FPGAs or custom hardware implementation. This problem becomes challenging when the program does not employ solely linear operations as non-linearities are inherent to many interesting computational problems in real-world applications. Existing solutions to reasoning are limited in the presence of nonlinear correlations between variables, leading to either imprecise bounds or high analysis time. Furthermore, while it is easy to implement a straightforward method such as interval arithmetic, sophisticated techniques are less straightforward to implement in a formal setting. Thus there is a need for methods which output certificates that can be formally validated inside a proof assistant. We present a framework to provide upper bounds on absolute roundoff errors. This framework is based on optimization techniques employing semidefinite programming and sums of squares certificates, which can be formally checked inside the Coq theorem prover. Our tool covers a wide range of nonlinear programs, including polynomials and transcendental operations as well as conditional statements. We illustrate the efficiency and precision of this tool on non-trivial programs coming from biology, optimization and space control. Our tool produces more precise error bounds for 37 percent of all programs and yields better performance in 73 percent of all programs

Computing hypergeometric functions rigorously

We present an efficient implementation of hypergeometric functions in arbitrary-precision interval arithmetic. The functions ${}_0F_1$, ${}_1F_1$, ${}_2F_1$ and ${}_2F_0$ (or the Kummer $U$-function) are supported for unrestricted complex parameters and argument, and by extension, we cover exponential and trigonometric integrals, error functions, Fresnel integrals, incomplete gamma and beta functions, Bessel functions, Airy functions, Legendre functions, Jacobi polynomials, complete elliptic integrals, and other special functions. The output can be used directly for interval computations or to generate provably correct floating-point approximations in any format. Performance is competitive with earlier arbitrary-precision software, and sometimes orders of magnitude faster. We also partially cover the generalized hypergeometric function ${}_pF_q$ and computation of high-order parameter derivatives.Comment: v2: corrected example in section 3.1; corrected timing data for case E-G in section 8.5 (table 6, figure 2); adjusted paper siz