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| <!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN"
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| "http://www.w3.org/TR/html4/loose.dtd">
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| 
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| <html>
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| <head>
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|   <meta http-equiv="Content-Language" content="en-us">
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|   <meta http-equiv="Content-Type" content="text/html; charset=us-ascii">
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|   <link rel="stylesheet" type="text/css" href="../../../../boost.css">
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| 
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|   <title>Boost Interval Arithmetic Library</title>
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| </head>
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| 
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| <body lang="en">
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|   <h1><img src="../../../../boost.png" alt="boost.png (6897 bytes)" align=
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|   "middle"> Interval Arithmetic Library</h1>
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| 
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|   <center>
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|     <table width="80%" summary="">
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|       <tbody>
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|         <tr>
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|           <td><b>Contents of this page:</b><br>
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|           <a href="#intro">Introduction</a><br>
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|           <a href="#synopsis">Synopsis</a><br>
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|           <a href="#interval">Template class <code>interval</code></a><br>
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|           <a href="#opers">Operations and functions</a><br>
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|           <a href="#interval_lib">Interval support library</a><br>
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|           <!--<a href="#compil">Compilation notes</a><br>-->
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|            <a href="#dangers">Common pitfalls and dangers</a><br>
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|           <a href="#rationale">Rationale</a><br>
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|           <a href="#acks">History and Acknowledgments</a></td>
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| 
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|           <td><b>Other pages associated with this page:</b><br>
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|           <a href="rounding.htm">Rounding policies</a><br>
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|           <a href="checking.htm">Checking policies</a><br>
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|           <a href="policies.htm">Policies manipulation</a><br>
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|           <a href="comparisons.htm">Comparisons</a><br>
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|           <a href="numbers.htm">Base number type requirements</a><br>
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|           <a href="guide.htm">Choosing your own interval type</a><br>
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|           <a href="examples.htm">Test and example programs</a><br>
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|           <a href="includes.htm">Headers inclusion</a><br>
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|           <a href="todo.htm">Some items on the todo list</a></td>
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|         </tr>
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|       </tbody>
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|     </table>
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|   </center>
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| 
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|   <h2 id="intro">Introduction and Overview</h2>
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| 
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|   <p>As implied by its name, this library is intended to help manipulating
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|   mathematical intervals. It consists of a single header <<a href=
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|   "../../../../boost/numeric/interval.hpp">boost/numeric/interval.hpp</a>>
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|   and principally a type which can be used as <code>interval<T></code>.
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|   In fact, this interval template is declared as
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|   <code>interval<T,Policies></code> where <code>Policies</code> is a
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|   policy class that controls the various behaviours of the interval class;
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|   <code>interval<T></code> just happens to pick the default policies
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|   for the type <code>T</code>.</p>
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| 
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|   <p><span style="color: #FF0000; font-weight: bold">Warning!</span>
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|   Guaranteed interval arithmetic for native floating-point format is not
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|   supported on every combination of processor, operating system, and
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|   compiler. This is a list of systems known to work correctly when using
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|   <code>interval<float></code> and <code>interval<double></code>
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|   with basic arithmetic operators.</p>
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| 
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|   <ul>
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|     <li>x86-like hardware is supported by the library with GCC, Visual C++
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|     ≥ 7.1, Intel compiler (≥ 8 on Windows), CodeWarrior (≥ 9), as
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|     long as the traditional x87 floating-point unit is used for
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|     floating-point computations (no <code>-mfpmath=sse2</code> support).</li>
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| 
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|     <li>Sparc hardware is supported with GCC and Sun compiler.</li>
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| 
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|     <li>PowerPC hardware is supported with GCC and CodeWarrior, when
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|     floating-point computations are not done with the Altivec unit.</li>
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| 
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|     <li>Alpha hardware is supported with GCC, except maybe for the square
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|     root. The options <code>-mfp-rounding-mode=d -mieee</code> have to be
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|     used.</li>
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|   </ul>
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| 
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|   <p>The previous list is not exhaustive. And even if a system does not
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|   provide guaranteed computations for hardware floating-point types, the
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|   interval library is still usable with user-defined types and for doing box
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|   arithmetic.</p>
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| 
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|   <h3>Interval Arithmetic</h3>
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| 
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|   <p>An interval is a pair of numbers which represents all the numbers
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|   between these two. (Intervals are considered closed so the bounds are
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|   included.) The purpose of this library is to extend the usual arithmetic
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|   functions to intervals. These intervals will be written [<i>a</i>,<i>b</i>]
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|   to represent all the numbers between <i>a</i> and <i>b</i> (included).
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|   <i>a</i> and <i>b</i> can be infinite (but they can not be the same
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|   infinite) and <i>a</i> ≤ <i>b</i>.</p>
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| 
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|   <p>The fundamental property of interval arithmetic is the
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|   <em><strong>inclusion property</strong></em>:</p>
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| 
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|   <dl>
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|     <dd>``if <i>f</i> is a function on a set of numbers, <i>f</i> can be
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|     extended to a new function defined on intervals. This new function
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|     <i>f</i> takes one interval argument and returns an interval result such
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|     as: ∀ <i>x</i> ∈ [<i>a</i>,<i>b</i>], <i>f</i>(<i>x</i>)
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|     ∈ <i>f</i>([<i>a</i>,<i>b</i>]).''</dd>
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|   </dl>
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| 
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|   <p>Such a property is not limited to functions with only one argument.
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|   Whenever possible, the interval result should be the smallest one able to
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|   satisfy the property (it is not really useful if the new functions always
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|   answer [-∞,+∞]).</p>
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| 
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|   <p>There are at least two reasons a user would like to use this library.
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|   The obvious one is when the user has to compute with intervals. One example
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|   is when input data have some builtin imprecision: instead of a number, an
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|   input variable can be passed as an interval. Another example application is
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|   to solve equations, by bisecting an interval until the interval width is
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|   small enough. A third example application is in computer graphics, where
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|   computations with boxes, segments or rays can be reduced to computations
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|   with points via intervals.</p>
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| 
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|   <p>Another common reason to use interval arithmetic is when the computer
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|   doesn't produce exact results: by using intervals, it is possible to
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|   quantify the propagation of rounding errors. This approach is used often in
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|   numerical computation. For example, let's assume the computer stores
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|   numbers with ten decimal significant digits. To the question 1 + 1E-100 -
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|   1, the computer will answer 0 although the correct answer would be 1E-100.
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|   With the help of interval arithmetic, the computer will answer [0,1E-9].
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|   This is quite a huge interval for such a little result, but the precision
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|   is now known, without having to compute error propagation.</p>
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| 
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|   <h3>Numbers, rounding, and exceptional behavior</h3>
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| 
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|   <p>The <em><strong>base number type</strong></em> is the type that holds
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|   the bounds of the interval. In order to successfully use interval
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|   arithmetic, the base number type must present some <a href=
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|   "rounding.htm">characteristics</a>. Firstly, due to the definition of an
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|   interval, the base numbers have to be totally ordered so, for instance,
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|   <code>complex<T></code> is not usable as base number type for
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|   intervals. The mathematical functions for the base number type should also
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|   be compatible with the total order (for instance if x>y and z>t, then
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|   it should also hold that x+z > y+t), so modulo types are not usable
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|   either.</p>
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| 
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|   <p>Secondly, the computations must be exact or provide some rounding
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|   methods (for instance, toward minus or plus infinity) if we want to
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|   guarantee the inclusion property. Note that we also may explicitely specify
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|   no rounding, for instance if the base number type is exact, i.e. the result
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|   of a mathematical operation is always computed and represented without loss
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|   of precision. If the number type is not exact, we may still explicitely
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|   specify no rounding, with the obvious consequence that the inclusion
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|   property is no longer guaranteed.</p>
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| 
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|   <p>Finally, because heavy loss of precision is always possible, some
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|   numbers have to represent infinities or an exceptional behavior must be
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|   defined. The same situation also occurs for NaN (<i>Not a Number</i>).</p>
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| 
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|   <p>Given all this, one may want to limit the template argument T of the
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|   class template <code>interval</code> to the floating point types
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|   <code>float</code>, <code>double</code>, and <code>long double</code>, as
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|   defined by the IEEE-754 Standard. Indeed, if the interval arithmetic is
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|   intended to replace the arithmetic provided by the floating point unit of a
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|   processor, these types are the best choice. Unlike
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|   <code>std::complex</code>, however, we don't want to limit <code>T</code>
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|   to these types. This is why we allow the rounding and exceptional behaviors
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|   to be given by the two policies (rounding and checking). We do nevertheless
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|   provide highly optimized rounding and checking class specializations for
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|   the above-mentioned floating point types.</p>
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| 
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|   <h3>Operations and functions</h3>
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| 
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|   <p>It is straightforward to define the elementary arithmetic operations on
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|   intervals, being guided by the inclusion property. For instance, if [a,b]
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|   and [c,d] are intervals, [a,b]+[c,d] can be computed by taking the smallest
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|   interval that contains all the numbers x+y for x in [a,b] and y in [c,d];
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|   in this case, rounding a+c down and b+d up will suffice. Other operators
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|   and functions are similarly defined (see their definitions below).</p>
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| 
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|   <h3>Comparisons</h3>
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| 
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|   <p>It is also possible to define some comparison operators. Given two
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|   intervals, the result is a tri-state boolean type
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|   {<i>false</i>,<i>true,indeterminate</i>}. The answers <i>false</i> and
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|   <i>true</i> are easy to manipulate since they can directly be mapped on the
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|   boolean <i>true</i> and <i>false</i>. But it is not the case for the answer
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|   <em>indeterminate</em> since comparison operators are supposed to be
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|   boolean functions. So, what to do in order to obtain boolean answers?</p>
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| 
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|   <p>One solution consists of deciding to adopt an exceptional behavior, such
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|   as a failed assertion or raising an exception. In this case, the
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|   exceptional behavior will be triggered when the result is
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|   indeterminate.</p>
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| 
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|   <p>Another solution is to map <em>indeterminate</em> always to
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|   <i>false,</i> or always to <i>true</i>. If <i>false</i> is chosen, the
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|   comparison will be called "<i>certain</i>;" indeed, the result of
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|   [<i>a</i>,<i>b</i>] < [<i>c</i>,<i>d</i>] will be <i>true</i> if and
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|   only if: ∀ <i>x</i> ∈ [<i>a</i>,<i>b</i>] ∀ <i>y</i>
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|   ∈ [<i>c</i>,<i>d</i>], <i>x</i> < <i>y</i>. If <i>true</i> is
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|   chosen, the comparison will be called "<i>possible</i>;" indeed, the result
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|   of [<i>a</i>,<i>b</i>] < [<i>c</i>,<i>d</i>] will be <i>true</i> if and
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|   only if: ∃ <i>x</i> ∈ [<i>a</i>,<i>b</i>] ∃ <i>y</i>
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|   ∈ [<i>c</i>,<i>d</i>], <i>x</i> < <i>y</i>.</p>
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| 
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|   <p>Since any of these solution has a clearly defined semantics, it is not
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|   clear that we should enforce either of them. For this reason, the default
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|   behavior consists to mimic the real comparisons by throwing an exception in
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|   the indeterminate case. Other behaviors can be selected bu using specific
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|   comparison namespace. There is also a bunch of explicitely named comparison
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|   functions. See <a href="comparisons.htm">comparisons</a> pages for further
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|   details.</p>
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| 
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|   <h3>Overview of the library, and usage</h3>
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| 
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|   <p>This library provides two quite distinct levels of usage. One is to use
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|   the basic class template <code>interval<T></code> without specifying
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|   the policy. This only requires one to know and understand the concepts
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|   developed above and the content of the namespace boost. In addition to the
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|   class <code>interval<T></code>, this level of usage provides
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|   arithmetic operators (<code>+</code>, <code>-</code>, <code>*</code>,
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|   <code>/</code>), algebraic and piecewise-algebraic functions
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|   (<code>abs</code>, <code>square</code>, <code>sqrt</code>,
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|   <code>pow</code>), transcendental and trigonometric functions
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|   (<code>exp</code>, <code>log</code>, <code>sin</code>, <code>cos</code>,
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|   <code>tan</code>, <code>asin</code>, <code>acos</code>, <code>atan</code>,
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|   <code>sinh</code>, <code>cosh</code>, <code>tanh</code>,
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|   <code>asinh</code>, <code>acosh</code>, <code>atanh</code>), and the
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|   standard comparison operators (<code><</code>, <code><=</code>,
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|   <code>></code>, <code>>=</code>, <code>==</code>, <code>!=</code>),
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|   as well as several interval-specific functions (<code>min</code>,
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|   <code>max</code>, which have a different meaning than <code>std::min</code>
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|   and <code>std::max</code>; <code>lower</code>, <code>upper</code>,
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|   <code>width</code>, <code>median</code>, <code>empty</code>,
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|   <code>singleton</code>, <code>equal</code>, <code>in</code>,
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|   <code>zero_in</code>, <code>subset</code>, <code>proper_subset</code>,
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|   <code>overlap</code>, <code>intersect</code>, <code>hull</code>,
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|   <code>bisect</code>).</p>
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| 
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|   <p>For some functions which take several parameters of type
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|   <code>interval<T></code>, all combinations of argument types
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|   <code>T</code> and <code>interval<T></code> which contain at least
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|   one <code>interval<T></code>, are considered in order to avoid a
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|   conversion from the arguments of type <code>T</code> to a singleton of type
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|   <code>interval<T></code>. This is done for efficiency reasons (the
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|   fact that an argument is a singleton sometimes renders some tests
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|   unnecessary).</p>
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| 
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|   <p>A somewhat more advanced usage of this library is to hand-pick the
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|   policies <code>Rounding</code> and <code>Checking</code> and pass them to
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|   <code>interval<T, Policies></code> through the use of <code>Policies
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|   := boost::numeric::interval_lib::policies<Rounding,Checking></code>.
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|   Appropriate policies can be fabricated by using the various classes
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|   provided in the namespace <code>boost::numeric::interval_lib</code> as
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|   detailed in section <a href="#interval_lib">Interval Support Library</a>.
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|   It is also possible to choose the comparison scheme by overloading
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|   operators through namespaces.</p>
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| 
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|   <h2><a name="synopsis" id="synopsis"></a>Synopsis</h2>
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|   <pre>
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| namespace boost {
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| namespace numeric {
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| 
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| namespace interval_lib {
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| 
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| /* this declaration is necessary for the declaration of interval */
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| template <class T> struct default_policies;
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| 
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| /* ... ; the full synopsis of namespace interval_lib can be found <a href=
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| "#interval_lib">here</a> */
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| 
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| } // namespace interval_lib
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| 
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| 
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| /* template interval_policies; class definition can be found <a href=
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| "policies.htm">here</a> */
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| template<class Rounding, class Checking>
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| struct interval_policies;
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| 
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| /* template class interval; class definition can be found <a href=
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| "#interval">here</a> */
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| template<class T, class Policies = typename interval_lib::default_policies<T>::type > class interval;
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| 
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| /* arithmetic operators involving intervals */
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| template <class T, class Policies>  interval<T, Policies> operator+(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> operator-(const interval<T, Policies>& x);
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| 
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| template <class T, class Policies>  interval<T, Policies> operator+(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> operator+(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> operator+(const T& x, const interval<T, Policies>& y);
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| 
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| template <class T, class Policies>  interval<T, Policies> operator-(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> operator-(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> operator-(const T& x, const interval<T, Policies>& y);
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| 
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| template <class T, class Policies>  interval<T, Policies> operator*(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> operator*(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> operator*(const T& x, const interval<T, Policies>& y);
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| 
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| template <class T, class Policies>  interval<T, Policies> operator/(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> operator/(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> operator/(const T& r, const interval<T, Policies>& x);
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| 
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| /* algebraic functions: sqrt, abs, square, pow, nth_root */
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| template <class T, class Policies>  interval<T, Policies> abs(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> sqrt(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> square(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> pow(const interval<T, Policies>& x, int y);
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| template <class T, class Policies>  interval<T, Policies> nth_root(const interval<T, Policies>& x, int y);
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| 
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| /* transcendental functions: exp, log */
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| template <class T, class Policies>  interval<T, Policies> exp(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> log(const interval<T, Policies>& x);
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| 
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| /* fmod, for trigonometric function argument reduction (see below) */
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| template <class T, class Policies>  interval<T, Policies> fmod(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> fmod(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> fmod(const T& x, const interval<T, Policies>& y);
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| 
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| /* trigonometric functions */
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| template <class T, class Policies>  interval<T, Policies> sin(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> cos(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> tan(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> asin(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> acos(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> atan(const interval<T, Policies>& x);
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| 
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| /* hyperbolic trigonometric functions */
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| template <class T, class Policies>  interval<T, Policies> sinh(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> cosh(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> tanh(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> asinh(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> acosh(const interval<T, Policies>& x);
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| template <class T, class Policies>  interval<T, Policies> atanh(const interval<T, Policies>& x);
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| 
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| /* min, max external functions (NOT std::min/max, see below) */
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| template <class T, class Policies>  interval<T, Policies> max(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> max(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> max(const T& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> min(const interval<T, Policies>& x, const interval<T, Policies>& y);
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| template <class T, class Policies>  interval<T, Policies> min(const interval<T, Policies>& x, const T& y);
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| template <class T, class Policies>  interval<T, Policies> min(const T& x, const interval<T, Policies>& y);
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| 
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| /* bounds-related interval functions */
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| template <class T, class Policies>  T lower(const interval<T, Policies>& x);
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| template <class T, class Policies>  T upper(const interval<T, Policies>& x);
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| template <class T, class Policies>  T width(const interval<T, Policies>& x);
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| template <class T, class Policies>  T median(const interval<T, Policies>& x);
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| template <class T, class Policies>  T norm(const interval<T, Policies>& x);
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| 
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| /* bounds-related interval functions */
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| template <class T, class Policies>  bool empty(const interval<T, Policies>& b);
 | |
| template <class T, class Policies>  bool singleton(const interval<T, Policies>& x);
 | |
| template <class T, class Policies>  bool equal(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool in(const T& r, const interval<T, Policies>& b);
 | |
| template <class T, class Policies>  bool zero_in(const interval<T, Policies>& b);
 | |
| template <class T, class Policies>  bool subset(const interval<T, Policies>& a, const interval<T, Policies>& b);
 | |
| template <class T, class Policies>  bool proper_subset(const interval<T, Policies>& a, const interval<T, Policies>& b);
 | |
| template <class T, class Policies>  bool overlap(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| 
 | |
| /* set manipulation interval functions */
 | |
| template <class T, class Policies>  interval<T, Policies> intersect(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  interval<T, Policies> hull(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  interval<T, Policies> hull(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  interval<T, Policies> hull(const T& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  interval<T, Policies> hull(const T& x, const T& y);
 | |
| template <class T, class Policies>  std::pair<interval<T, Policies>, interval<T, Policies> > bisect(const interval<T, Policies>& x);
 | |
| 
 | |
| /* interval comparison operators */
 | |
| template<class T, class Policies>  bool operator<(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template<class T, class Policies>  bool operator<(const interval<T, Policies>& x, const T& y);
 | |
| template<class T, class Policies>  bool operator<(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template<class T, class Policies>  bool operator<=(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template<class T, class Policies>  bool operator<=(const interval<T, Policies>& x, const T& y);
 | |
| template<class T, class Policies>  bool operator<=(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template<class T, class Policies>  bool operator>(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template<class T, class Policies>  bool operator>(const interval<T, Policies>& x, const T& y);
 | |
| template<class T, class Policies>  bool operator>(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template<class T, class Policies>  bool operator>=(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template<class T, class Policies>  bool operator>=(const interval<T, Policies>& x, const T& y);
 | |
| template<class T, class Policies>  bool operator>=(const T& x, const interval<T, Policies>& y);
 | |
| </pre>
 | |
|   <pre>
 | |
| template<class T, class Policies>  bool operator==(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template<class T, class Policies>  bool operator==(const interval<T, Policies>& x, const T& y);
 | |
| template<class T, class Policies>  bool operator==(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template<class T, class Policies>  bool operator!=(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template<class T, class Policies>  bool operator!=(const interval<T, Policies>& x, const T& y);
 | |
| template<class T, class Policies>  bool operator!=(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| namespace interval_lib {
 | |
| 
 | |
| template<class T, class Policies>  interval<T, Policies> division_part1(const interval<T, Policies>& x, const interval<T, Policies& y, bool& b);
 | |
| template<class T, class Policies>  interval<T, Policies> division_part2(const interval<T, Policies>& x, const interval<T, Policies& y, bool b = true);
 | |
| template<class T, class Policies>  interval<T, Policies> multiplicative_inverse(const interval<T, Policies>& x);
 | |
| 
 | |
| template<class I>  I add(const typename I::base_type& x, const typename I::base_type& y);
 | |
| template<class I>  I sub(const typename I::base_type& x, const typename I::base_type& y);
 | |
| template<class I>  I mul(const typename I::base_type& x, const typename I::base_type& y);
 | |
| template<class I>  I div(const typename I::base_type& x, const typename I::base_type& y);
 | |
| 
 | |
| } // namespace interval_lib
 | |
| 
 | |
| } // namespace numeric
 | |
| } // namespace boost
 | |
| </pre>
 | |
| 
 | |
|   <h2><a name="interval" id="interval"></a>Template class
 | |
|   <code>interval</code></h2>The public interface of the template class
 | |
|   interval itself is kept at a simplest minimum:
 | |
|   <pre>
 | |
| template <class T, class Policies = typename interval_lib::default_policies<T>::type>
 | |
| class interval
 | |
| {
 | |
|   public:
 | |
|   typedef T base_type;
 | |
|   typedef Policies traits_type;
 | |
| 
 | |
|   interval();
 | |
|   interval(T const &v);
 | |
|   template<class T1> interval(T1 const &v);
 | |
|   interval(T const &l, T const &u);
 | |
|   template<class T1, class T2> interval(T1 const &l, T2 const &u);
 | |
|   interval(interval<T, Policies> const &r);
 | |
|   template<class Policies1> interval(interval<T, Policies1> const &r);
 | |
|   template<class T1, class Policies1> interval(interval<T1, Policies1> const &r);
 | |
| 
 | |
|   interval &operator=(T const &v);
 | |
|   template<class T1> interval &operator=(T1 const &v);
 | |
|   interval &operator=(interval<T, Policies> const &r);
 | |
|   template<class Policies1> interval &operator=(interval<T, Policies1> const &r);
 | |
|   template<class T1, class Policies1> interval &operator=(interval<T1, Policies1> const &r);
 | |
| 
 | |
|   void assign(T const &l, T const &u);
 | |
| 
 | |
|   T const &lower() const;
 | |
|   T const &upper() const;
 | |
| 
 | |
|   static interval empty();
 | |
|   static interval whole();
 | |
|   static interval hull(T const &x, T const &y);
 | |
| 
 | |
|   interval& operator+= (T const &r);
 | |
|   interval& operator-= (T const &r);
 | |
|   interval& operator*= (T const &r);
 | |
|   interval& operator/= (T const &r);
 | |
|   interval& operator+= (interval const &r);
 | |
|   interval& operator-= (interval const &r);
 | |
|   interval& operator*= (interval const &r);
 | |
|   interval& operator/= (interval const &r);
 | |
| };
 | |
| </pre>
 | |
| 
 | |
|   <p>The constructors create an interval enclosing their arguments. If there
 | |
|   are two arguments, the first one is assumed to be the left bound and the
 | |
|   second one is the right bound. Consequently, the arguments need to be
 | |
|   ordered. If the property !(l <= u) is not respected, the checking policy
 | |
|   will be used to create an empty interval. If no argument is given, the
 | |
|   created interval is the singleton zero.</p>
 | |
| 
 | |
|   <p>If the type of the arguments is the same as the base number type, the
 | |
|   values are directly used for the bounds. If it is not the same type, the
 | |
|   library will use the rounding policy in order to convert the arguments
 | |
|   (<code>conv_down</code> and <code>conv_up</code>) and create an enclosing
 | |
|   interval. When the argument is an interval with a different policy, the
 | |
|   input interval is checked in order to correctly propagate its emptiness (if
 | |
|   empty).</p>
 | |
| 
 | |
|   <p>The assignment operators behave similarly, except they obviously take
 | |
|   one argument only. There is also an <code>assign</code> function in order
 | |
|   to directly change the bounds of an interval. It behaves like the
 | |
|   two-arguments constructors if the bounds are not ordered. There is no
 | |
|   assign function that directly takes an interval or only one number as a
 | |
|   parameter; just use the assignment operators in such a case.</p>
 | |
| 
 | |
|   <p>The type of the bounds and the policies of the interval type define the
 | |
|   set of values the intervals contain. E.g. with the default policies,
 | |
|   intervals are subsets of the set of real numbers. The static functions
 | |
|   <code>empty</code> and <code>whole</code> produce the intervals/subsets
 | |
|   that are respectively the empty subset and the whole set. They are static
 | |
|   member functions rather than global functions because they cannot guess
 | |
|   their return types. Likewise for <code>hull</code>. <code>empty</code> and
 | |
|   <code>whole</code> involve the checking policy in order to get the bounds
 | |
|   of the resulting intervals.</p>
 | |
| 
 | |
|   <h2><a name="opers" id="opers"></a>Operations and Functions</h2>
 | |
| 
 | |
|   <p>Some of the following functions expect <code>min</code> and
 | |
|   <code>max</code> to be defined for the base type. Those are the only
 | |
|   requirements for the <code>interval</code> class (but the policies can have
 | |
|   other requirements).</p>
 | |
| 
 | |
|   <h4>Operators <code>+</code> <code>-</code> <code>*</code> <code>/</code>
 | |
|   <code>+=</code> <code>-=</code> <code>*=</code> <code>/=</code></h4>
 | |
| 
 | |
|   <p>The basic operations are the unary minus and the binary <code>+</code>
 | |
|   <code>-</code> <code>*</code> <code>/</code>. The unary minus takes an
 | |
|   interval and returns an interval. The binary operations take two intervals,
 | |
|   or one interval and a number, and return an interval. If an argument is a
 | |
|   number instead of an interval, you can expect the result to be the same as
 | |
|   if the number was first converted to an interval. This property will be
 | |
|   true for all the following functions and operators.</p>
 | |
| 
 | |
|   <p>There are also some assignment operators <code>+=</code> <code>-=</code>
 | |
|   <code>*=</code> <code>/=</code>. There is not much to say: <code>x op=
 | |
|   y</code> is equivalent to <code>x = x op y</code>. If an exception is
 | |
|   thrown during the computations, the l-value is not modified (but it may be
 | |
|   corrupt if an exception is thrown by the base type during an
 | |
|   assignment).</p>
 | |
| 
 | |
|   <p>The operators <code>/</code> and <code>/=</code> will try to produce an
 | |
|   empty interval if the denominator is exactly zero. If the denominator
 | |
|   contains zero (but not only zero), the result will be the smallest interval
 | |
|   containing the set of division results; so one of its bound will be
 | |
|   infinite, but it may not be the whole interval.</p>
 | |
| 
 | |
|   <h4><code>lower</code> <code>upper</code> <code>median</code>
 | |
|   <code>width</code> <code>norm</code></h4>
 | |
| 
 | |
|   <p><code>lower</code>, <code>upper</code>, <code>median</code> respectively
 | |
|   compute the lower bound, the upper bound, and the median number of an
 | |
|   interval (<code>(lower+upper)/2</code> rounded to nearest).
 | |
|   <code>width</code> computes the width of an interval
 | |
|   (<code>upper-lower</code> rounded toward plus infinity). <code>norm</code>
 | |
|   computes an upper bound of the interval in absolute value; it is a
 | |
|   mathematical norm (hence the name) similar to the absolute value for real
 | |
|   numbers.</p>
 | |
| 
 | |
|   <h4><code>min</code> <code>max</code> <code>abs</code> <code>square</code>
 | |
|   <code>pow</code> <code>nth_root</code> <code>division_part?</code>
 | |
|   <code>multiplicative_inverse</code></h4>
 | |
| 
 | |
|   <p>The functions <code>min</code>, <code>max</code> and <code>abs</code>
 | |
|   are also defined. Please do not mistake them for the functions defined in
 | |
|   the standard library (aka <code>a<b?a:b</code>, <code>a>b?a:b</code>,
 | |
|   <code>a<0?-a:a</code>). These functions are compatible with the
 | |
|   elementary property of interval arithmetic. For example,
 | |
|   max([<i>a</i>,<i>b</i>], [<i>c</i>,<i>d</i>]) = {max(<i>x</i>,<i>y</i>)
 | |
|   such that <i>x</i> in [<i>a</i>,<i>b</i>] and <i>y</i> in
 | |
|   [<i>c</i>,<i>d</i>]}. They are not defined in the <code>std</code>
 | |
|   namespace but in the boost namespace in order to avoid conflict with the
 | |
|   other definitions.</p>
 | |
| 
 | |
|   <p>The <code>square</code> function is quite particular. As you can expect
 | |
|   from its name, it computes the square of its argument. The reason this
 | |
|   function is provided is: <code>square(x)</code> is not <code>x*x</code> but
 | |
|   only a subset when <code>x</code> contains zero. For example, [-2,2]*[-2,2]
 | |
|   = [-4,4] but [-2,2]² = [0,4]; the result is a smaller interval.
 | |
|   Consequently, <code>square(x)</code> should be used instead of
 | |
|   <code>x*x</code> because of its better accuracy and a small performance
 | |
|   improvement.</p>
 | |
| 
 | |
|   <p>As for <code>square</code>, <code>pow</code> provides an efficient and
 | |
|   more accurate way to compute the integer power of an interval. Please note:
 | |
|   when the power is 0 and the interval is not empty, the result is 1, even if
 | |
|   the input interval contains 0. <code>nth_root</code> computes the integer root
 | |
|   of an interval (<code>nth_root(pow(x,k),k)</code> encloses <code>x</code> or
 | |
|   <code>abs(x)</code> depending on whether <code>k</code> is odd or even).
 | |
|   The behavior of <code>nth_root</code> is not defined if the integer argument is
 | |
|   not positive. <code>multiplicative_inverse</code> computes
 | |
|   <code>1/x</code>.</p>
 | |
| 
 | |
|   <p>The functions <code>division_part1</code> and
 | |
|   <code>division_part2</code> are useful when the user expects the division
 | |
|   to return disjoint intervals if necessary. For example, the narrowest
 | |
|   closed set containing [2,3] / [-2,1] is not ]-∞,∞[ but the union
 | |
|   of ]-∞,-1] and [2,∞[. When the result of the division is
 | |
|   representable by only one interval, <code>division_part1</code> returns
 | |
|   this interval and sets the boolean reference to <code>false</code>.
 | |
|   However, if the result needs two intervals, <code>division_part1</code>
 | |
|   returns the negative part and sets the boolean reference to
 | |
|   <code>true</code>; a call to <code>division_part2</code> is now needed to
 | |
|   get the positive part. This second function can take the boolean returned
 | |
|   by the first function as last argument. If this bool is not given, its
 | |
|   value is assumed to be true and the behavior of the function is then
 | |
|   undetermined if the division does not produce a second interval.</p>
 | |
| 
 | |
|   <h4><code>intersect</code> <code>hull</code> <code>overlap</code>
 | |
|   <code>in</code> <code>zero_in</code> <code>subset</code>
 | |
|   <code>proper_subset</code> <code>empty</code> <code>singleton</code>
 | |
|   <code>equal</code></h4>
 | |
| 
 | |
|   <p><code>intersect</code> computes the set intersection of two closed sets,
 | |
|   <code>hull</code> computes the smallest interval which contains the two
 | |
|   parameters; those parameters can be numbers or intervals. If one of the
 | |
|   arguments is an invalid number or an empty interval, the function will only
 | |
|   use the other argument to compute the resulting interval (if allowed by the
 | |
|   checking policy).</p>
 | |
| 
 | |
|   <p>There is no union function since the union of two intervals is not an
 | |
|   interval if they do not overlap. If they overlap, the <code>hull</code>
 | |
|   function computes the union.</p>
 | |
| 
 | |
|   <p>The function <code>overlap</code> tests if two intervals have some
 | |
|   common subset. <code>in</code> tests if a number is in an interval;
 | |
|   <code>zero_in</code> is a variant which tests if zero is in the interval.
 | |
|   <code>subset</code> tests if the first interval is a subset of the second;
 | |
|   and <code>proper_subset</code> tests if it is a proper subset.
 | |
|   <code>empty</code> and <code>singleton</code> test if an interval is empty
 | |
|   or is a singleton. Finally, <code>equal</code> tests if two intervals are
 | |
|   equal.</p>
 | |
| 
 | |
|   <h4><code>sqrt</code> <code>log</code> <code>exp</code> <code>sin</code>
 | |
|   <code>cos</code> <code>tan</code> <code>asin</code> <code>acos</code>
 | |
|   <code>atan</code> <code>sinh</code> <code>cosh</code> <code>tanh</code>
 | |
|   <code>asinh</code> <code>acosh</code> <code>atanh</code>
 | |
|   <code>fmod</code></h4>
 | |
| 
 | |
|   <p>The functions <code>sqrt</code>, <code>log</code>, <code>exp</code>,
 | |
|   <code>sin</code>, <code>cos</code>, <code>tan</code>, <code>asin</code>,
 | |
|   <code>acos</code>, <code>atan</code>, <code>sinh</code>, <code>cosh</code>,
 | |
|   <code>tanh</code>, <code>asinh</code>, <code>acosh</code>,
 | |
|   <code>atanh</code> are also defined. There is not much to say; these
 | |
|   functions extend the traditional functions to the intervals and respect the
 | |
|   basic property of interval arithmetic. They use the <a href=
 | |
|   "checking.htm">checking</a> policy to produce empty intervals when the
 | |
|   input interval is strictly outside of the domain of the function.</p>
 | |
| 
 | |
|   <p>The function <code>fmod(interval x, interval y)</code> expects the lower
 | |
|   bound of <code>y</code> to be strictly positive and returns an interval
 | |
|   <code>z</code> such as <code>0 <= z.lower() < y.upper()</code> and
 | |
|   such as <code>z</code> is a superset of <code>x-n*y</code> (with
 | |
|   <code>n</code> being an integer). So, if the two arguments are positive
 | |
|   singletons, this function <code>fmod(interval, interval)</code> will behave
 | |
|   like the traditional function <code>fmod(double, double)</code>.</p>
 | |
| 
 | |
|   <p>Please note that <code>fmod</code> does not respect the inclusion
 | |
|   property of arithmetic interval. For example, the result of
 | |
|   <code>fmod</code>([13,17],[7,8]) should be [0,8] (since it must contain
 | |
|   [0,3] and [5,8]). But this answer is not really useful when the purpose is
 | |
|   to restrict an interval in order to compute a periodic function. It is the
 | |
|   reason why <code>fmod</code> will answer [5,10].</p>
 | |
| 
 | |
|   <h4><code>add</code> <code>sub</code> <code>mul</code>
 | |
|   <code>div</code></h4>
 | |
| 
 | |
|   <p>These four functions take two numbers and return the enclosing interval
 | |
|   for the operations. It avoids converting a number to an interval before an
 | |
|   operation, it can result in a better code with poor optimizers.</p>
 | |
| 
 | |
|   <h3>Constants</h3>
 | |
| 
 | |
|   <p>Some constants are hidden in the
 | |
|   <code>boost::numeric::interval_lib</code> namespace. They need to be
 | |
|   explicitely templated by the interval type. The functions are
 | |
|   <code>pi<I>()</code>, <code>pi_half<I>()</code> and
 | |
|   <code>pi_twice<I>()</code>, and they return an object of interval
 | |
|   type <code>I</code>. Their respective values are π, π/2 and
 | |
|   2π.</p>
 | |
| 
 | |
|   <h3>Exception throwing</h3>
 | |
| 
 | |
|   <p>The interval class and all the functions defined around this class never
 | |
|   throw any exceptions by themselves. However, it does not mean that an
 | |
|   operation will never throw an exception. For example, let's consider the
 | |
|   copy constructor. As explained before, it is the default copy constructor
 | |
|   generated by the compiler. So it will not throw an exception if the copy
 | |
|   constructor of the base type does not throw an exception.</p>
 | |
| 
 | |
|   <p>The same situation applies to all the functions: exceptions will only be
 | |
|   thrown if the base type or one of the two policies throws an exception.</p>
 | |
| 
 | |
|   <h2 id="interval_lib">Interval Support Library</h2>
 | |
| 
 | |
|   <p>The interval support library consists of a collection of classes that
 | |
|   can be used and combined to fabricate almost various commonly-needed
 | |
|   interval policies. In contrast to the basic classes and functions which are
 | |
|   used in conjunction with <code>interval<T></code> (and the default
 | |
|   policies as the implicit second template parameter in this type), which
 | |
|   belong simply to the namespace <code>boost</code>, these components belong
 | |
|   to the namespace <code>boost::numeric::interval_lib</code>.</p>
 | |
| 
 | |
|   <p>We merely give the synopsis here and defer each section to a separate
 | |
|   web page since it is only intended for the advanced user. This allows to
 | |
|   expand on each topic with examples, without unduly stretching the limits of
 | |
|   this document.</p>
 | |
| 
 | |
|   <h4>Synopsis</h4>
 | |
|   <pre>
 | |
| namespace boost {
 | |
| namespace numeric {
 | |
| namespace interval_lib {
 | |
| 
 | |
| <span style=
 | |
| "color: #FF0000">/* built-in rounding policy and its specializations */</span>
 | |
| template <class T>  struct rounded_math;
 | |
| template <>         struct rounded_math<float>;
 | |
| template <>         struct rounded_math<double>;
 | |
| template <>         struct rounded_math<long double>;
 | |
| 
 | |
| <span style=
 | |
| "color: #FF0000">/* built-in rounding construction blocks */</span>
 | |
| template <class T>  struct rounding_control;
 | |
| 
 | |
| template <class T, class Rounding = rounding_control<T> >  struct rounded_arith_exact;
 | |
| template <class T, class Rounding = rounding_control<T> >  struct rounded_arith_std;
 | |
| template <class T, class Rounding = rounding_control<T> >  struct rounded_arith_opp;
 | |
| 
 | |
| template <class T, class Rounding>  struct rounded_transc_dummy;
 | |
| template <class T, class Rounding = rounded_arith_exact<T> >  struct rounded_transc_exact;
 | |
| template <class T, class Rounding = rounded_arith_std  <T> >  struct rounded_transc_std;
 | |
| template <class T, class Rounding = rounded_arith_opp  <T> >  struct rounded_transc_opp;
 | |
| 
 | |
| template <class Rounding> struct save_state;
 | |
| template <class Rounding> struct save_state_nothing;
 | |
| 
 | |
| <span style="color: #FF0000">/* built-in checking policies */</span>
 | |
| template <class T> struct checking_base;
 | |
| template <class T, class Checking = checking_base<T>, class Exception = exception_create_empty>   struct checking_no_empty;
 | |
| template <class T, class Checking = checking_base<T> >                                            struct checking_no_nan;
 | |
| template <class T, class Checking = checking_base<T>, class Exception = exception_invalid_number> struct checking_catch_nan;
 | |
| template <class T> struct checking_strict;
 | |
| 
 | |
| <span style=
 | |
| "color: #FF0000">/* some metaprogramming to manipulate interval policies */</span>
 | |
| template <class Rounding, class Checking> struct policies;
 | |
| template <class OldInterval, class NewRounding> struct change_rounding;
 | |
| template <class OldInterval, class NewChecking> struct change_checking;
 | |
| template <class OldInterval> struct unprotect;
 | |
| 
 | |
| <span style=
 | |
| "color: #FF0000">/* constants, need to be explicitly templated */</span>
 | |
| template<class I> I pi();
 | |
| template<class I> I pi_half();
 | |
| template<class I> I pi_twice();
 | |
| 
 | |
| <span style="color: #FF0000">/* interval explicit comparison functions:
 | |
|  * the mode can be cer=certainly or pos=possibly,
 | |
|  * the function lt=less_than, gt=greater_than, le=less_than_or_equal_to, ge=greater_than_or_equal_to
 | |
|  *   eq=equal_to, ne= not_equal_to */</span>
 | |
| template <class T, class Policies>  bool cerlt(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool cerlt(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool cerlt(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool cerle(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool cerle(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool cerle(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool cergt(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool cergt(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool cergt(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool cerge(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool cerge(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool cerge(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool cereq(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool cereq(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool cereq(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool cerne(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool cerne(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool cerne(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool poslt(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool poslt(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool poslt(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool posle(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool posle(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool posle(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool posgt(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool posgt(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool posgt(const T& x, const interval<T, Policies> & y);
 | |
| 
 | |
| template <class T, class Policies>  bool posge(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool posge(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool posge(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool poseq(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool poseq(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool poseq(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| template <class T, class Policies>  bool posne(const interval<T, Policies>& x, const interval<T, Policies>& y);
 | |
| template <class T, class Policies>  bool posne(const interval<T, Policies>& x, const T& y);
 | |
| template <class T, class Policies>  bool posne(const T& x, const interval<T, Policies>& y);
 | |
| 
 | |
| <span style="color: #FF0000">/* comparison namespaces */</span>
 | |
| namespace compare {
 | |
|   namespace certain;
 | |
|   namespace possible;
 | |
|   namespace lexicographic;
 | |
|   namespace set;
 | |
|   namespace tribool;
 | |
| } // namespace compare
 | |
| 
 | |
| } // namespace interval_lib
 | |
| } // namespace numeric
 | |
| } // namespace boost
 | |
| </pre>
 | |
| 
 | |
|   <p>Each component of the interval support library is detailed in its own
 | |
|   page.</p>
 | |
| 
 | |
|   <ul>
 | |
|     <li><a href="comparisons.htm">Comparisons</a></li>
 | |
| 
 | |
|     <li><a href="rounding.htm">Rounding</a></li>
 | |
| 
 | |
|     <li><a href="checking.htm">Checking</a></li>
 | |
|   </ul>
 | |
| 
 | |
|   <h2 id="dangers">Common Pitfalls and Dangers</h2>
 | |
| 
 | |
|   <h4>Comparisons</h4>
 | |
| 
 | |
|   <p>One of the biggest problems is probably the correct use of the
 | |
|   comparison functions and operators. First, functions and operators do not
 | |
|   try to know if two intervals are the same mathematical object. So, if the
 | |
|   comparison used is "certain", then <code>x != x</code> is always true
 | |
|   unless <code>x</code> is a singleton interval; and the same problem arises
 | |
|   with <code>cereq</code> and <code>cerne</code>.</p>
 | |
| 
 | |
|   <p>Another misleading interpretation of the comparison is: you cannot
 | |
|   always expect [a,b] < [c,d] to be !([a,b] >= [c,d]) since the
 | |
|   comparison is not necessarily total. Equality and less comparison should be
 | |
|   seen as two distincts relational operators. However the default comparison
 | |
|   operators do respect this property since they throw an exception whenever
 | |
|   [a,b] and [c,d] overlap.</p>
 | |
| 
 | |
|   <h4>Interval values and references</h4>
 | |
| 
 | |
|   <p>This problem is a corollary of the previous problem with <code>x !=
 | |
|   x</code>. All the functions of the library only consider the value of an
 | |
|   interval and not the reference of an interval. In particular, you should
 | |
|   not expect (unless <code>x</code> is a singleton) the following values to
 | |
|   be equal: <code>x/x</code> and 1, <code>x*x</code> and
 | |
|   <code>square(x)</code>, <code>x-x</code> and 0, etc. So the main cause of
 | |
|   wide intervals is that interval arithmetic does not identify different
 | |
|   occurrences of the same variable. So, whenever possible, the user has to
 | |
|   rewrite the formulas to eliminate multiple occurences of the same variable.
 | |
|   For example, <code>square(x)-2*x</code> is far less precise than
 | |
|   <code>square(x-1)-1</code>.</p>
 | |
| 
 | |
|   <h4>Unprotected rounding</h4>
 | |
| 
 | |
|   <p>As explained in <a href="rounding.htm#perf">this section</a>, a good way
 | |
|   to speed up computations when the base type is a basic floating-point type
 | |
|   is to unprotect the intervals at the hot spots of the algorithm. This
 | |
|   method is safe and really an improvement for interval computations. But
 | |
|   please remember that any basic floating-point operation executed inside the
 | |
|   unprotection blocks will probably have an undefined behavior (but only for
 | |
|   the current thread). And do not forget to create a rounding object as
 | |
|   explained in the <a href="rounding.htm#perfexp">example</a>.</p>
 | |
| 
 | |
|   <h2 id="rationale">Rationale</h2>
 | |
| 
 | |
|   <p>The purpose of this library is to provide an efficient and generalized
 | |
|   way to deal with interval arithmetic through the use of a templatized class
 | |
|   <code>boost::numeric::interval</code>. The big contention for which we provide a
 | |
|   rationale is the format of this class template.</p>
 | |
| 
 | |
|   <p>It would have been easier to provide a class interval whose base type is
 | |
|   double. Or to follow <code>std::complex</code> and allow only
 | |
|   specializations for <code>float</code>, <code>double</code>, and <code>long
 | |
|   double</code>. We decided not to do this to allow intervals on custom
 | |
|   types, e.g. fixed-precision bigfloat library types (MPFR, etc), rational
 | |
|   numbers, and so on.</p>
 | |
| 
 | |
|   <p><strong>Policy design.</strong> Although it was tempting to make it a
 | |
|   class template with only one template argument, the diversity of uses for
 | |
|   an interval arithmetic practically forced us to use policies. The behavior
 | |
|   of this class can be fixed by two policies. These policies are packaged
 | |
|   into a single policy class, rather than making <code>interval</code> with
 | |
|   three template parameters. This is both for ease of use (the policy class
 | |
|   can be picked by default) and for readability.</p>
 | |
| 
 | |
|   <p>The first policy provides all the mathematical functions on the base
 | |
|   type needed to define the functions on the interval type. The second one
 | |
|   sets the way exceptional cases encountered during computations are
 | |
|   handled.</p>
 | |
| 
 | |
|   <p>We could foresee situations where any combination of these policies
 | |
|   would be appropriate. Moreover, we wanted to enable the user of the library
 | |
|   to reuse the <code>interval</code> class template while at the same time
 | |
|   choosing his own behavior. See this <a href="guide.htm">page</a> for some
 | |
|   examples.</p>
 | |
| 
 | |
|   <p><strong>Rounding policy.</strong> The library provides specialized
 | |
|   implementations of the rounding policy for the primitive types float and
 | |
|   double. In order for these implementations to be correct and fast, the
 | |
|   library needs to work a lot with rounding modes. Some processors are
 | |
|   directly dealt with and some mechanisms are provided in order to speed up
 | |
|   the computations. It seems to be heavy and hazardous optimizations for a
 | |
|   gain of only a few computer cycles; but in reality, the speed-up factor can
 | |
|   easily go past 2 or 3 depending on the computer. Moreover, these
 | |
|   optimizations do not impact the interface in any major way (with the design
 | |
|   we have chosen, everything can be added by specialization or by passing
 | |
|   different template parameters).</p>
 | |
| 
 | |
|   <p><strong>Pred/succ.</strong> In a previous version, two functions
 | |
|   <code>pred</code> and <code>succ</code>, with various corollaries like
 | |
|   <code>widen</code>, were supplied. The intent was to enlarge the interval
 | |
|   by one ulp (as little as possible), e.g. to ensure the inclusion property.
 | |
|   Since making interval a template of T, we could not define <i>ulp</i> for a
 | |
|   random parameter. In turn, rounding policies let us eliminate entirely the
 | |
|   use of ulp while making the intervals tighter (if a result is a
 | |
|   representable singleton, there is no use to widen the interval). We decided
 | |
|   to drop those functions.</p>
 | |
| 
 | |
|   <p><strong>Specialization of <code>std::less</code>.</strong> Since the
 | |
|   operator <code><</code> depends on the comparison namespace locally
 | |
|   chosen by the user, it is not possible to correctly specialize
 | |
|   <code>std::less</code>. So you have to explicitely provide such a class to
 | |
|   all the algorithms and templates that could require it (for example,
 | |
|   <code>std::map</code>).</p>
 | |
| 
 | |
|   <p><strong>Input/output.</strong> The interval library does not include I/O
 | |
|   operators. Printing an interval value allows a lot of customization: some
 | |
|   people may want to output the bounds, others may want to display the median
 | |
|   and the width of intervals, and so on. The example file io.cpp shows some
 | |
|   possibilities and may serve as a foundation in order for the user to define
 | |
|   her own operators.</p>
 | |
| 
 | |
|   <p><strong>Mixed operations with integers.</strong> When using and reusing
 | |
|   template codes, it is common there are operations like <code>2*x</code>.
 | |
|   However, the library does not provide them by default because the
 | |
|   conversion from <code>int</code> to the base number type is not always
 | |
|   correct (think about the conversion from a 32bit integer to a single
 | |
|   precision floating-point number). So the functions have been put in a
 | |
|   separate header and the user needs to include them explicitely if she wants
 | |
|   to benefit from these mixed operators. Another point, there is no mixed
 | |
|   comparison operators due to the technical way they are defined.</p>
 | |
| 
 | |
|   <p><strong>Interval-aware functions.</strong> All the functions defined by
 | |
|   the library are obviously aware they manipulate intervals and they do it
 | |
|   accordingly to general interval arithmetic principles. Consequently they
 | |
|   may have a different behavior than the one commonly encountered with
 | |
|   functions not interval-aware. For example, <code>max</code> is defined by
 | |
|   canonical set extension and the result is not always one of the two
 | |
|   arguments (if the intervals do not overlap, then the result is one of the
 | |
|   two intervals).</p>
 | |
| 
 | |
|   <p>This behavior is different from <code>std::max</code> which returns a
 | |
|   reference on one of its arguments. So if the user expects a reference to be
 | |
|   returned, she should use <code>std::max</code> since it is exactly what
 | |
|   this function does. Please note that <code>std::max</code> will throw an
 | |
|   exception when the intervals overlap. This behavior does not predate the
 | |
|   one described by the C++ standard since the arguments are not "equivalent"
 | |
|   and it allows to have an equivalence between <code>a <= b</code> and
 | |
|   <code>&b == &std::max(a,b)</code>(some particular cases may be
 | |
|   implementation-defined). However it is different from the one described by
 | |
|   SGI since it does not return the first argument even if "neither is greater
 | |
|   than the other".</p>
 | |
| 
 | |
|   <h2 id="acks">History and Acknowledgments</h2>
 | |
| 
 | |
|   <p>This library was mostly inspired by previous work from Jens Maurer. Some
 | |
|   discussions about his work are reproduced <a href=
 | |
|   "http://www.mscs.mu.edu/%7Egeorgec/IFAQ/maurer1.html">here</a>. Jeremy Siek
 | |
|   and Maarten Keijzer provided some rounding control for MSVC and Sparc
 | |
|   platforms.</p>
 | |
| 
 | |
|   <p>Guillaume Melquiond, Hervé Brönnimann and Sylvain Pion
 | |
|   started from the library left by Jens and added the policy design.
 | |
|   Guillaume and Sylvain worked hard on the code, especially the porting and
 | |
|   mostly tuning of the rounding modes to the different architectures.
 | |
|   Guillaume did most of the coding, while Sylvain and Hervé have
 | |
|   provided some useful comments in order for this library to be written.
 | |
|   Hervé reorganized and wrote chapters of the documentation based on
 | |
|   Guillaume's great starting point.</p>
 | |
| 
 | |
|   <p>This material is partly based upon work supported by the National
 | |
|   Science Foundation under NSF CAREER Grant CCR-0133599. Any opinions,
 | |
|   findings and conclusions or recommendations expressed in this material are
 | |
|   those of the author(s) and do not necessarily reflect the views of the
 | |
|   National Science Foundation (NSF).</p>
 | |
|   <hr>
 | |
| 
 | |
|   <p><a href="http://validator.w3.org/check?uri=referer"><img border="0" src=
 | |
|   "../../../../doc/images/valid-html401.png" alt="Valid HTML 4.01 Transitional"
 | |
|   height="31" width="88"></a></p>
 | |
| 
 | |
|   <p>Revised 
 | |
|   <!--webbot bot="Timestamp" s-type="EDITED" s-format="%Y-%m-%d" startspan -->2006-12-25<!--webbot bot="Timestamp" endspan i-checksum="12174" --></p>
 | |
| 
 | |
|   <p><i>Copyright © 2002 Guillaume Melquiond, Sylvain Pion, Hervé
 | |
|   Brönnimann, Polytechnic University<br>
 | |
|   Copyright © 2003-2006 Guillaume Melquiond, ENS Lyon</i></p>
 | |
| 
 | |
|   <p><i>Distributed under the Boost Software License, Version 1.0. (See
 | |
|   accompanying file <a href="../../../../LICENSE_1_0.txt">LICENSE_1_0.txt</a>
 | |
|   or copy at <a href=
 | |
|   "http://www.boost.org/LICENSE_1_0.txt">http://www.boost.org/LICENSE_1_0.txt</a>)</i></p>
 | |
| </body>
 | |
| </html>
 |