Interval Arithmetic: Python Implementation and Applications
Stefano Taschini
s.taschini@altis.ch -
Altis Investment Management AG, Poststrasse 18, 6300 Zug Switzerland
This paper presents the Python implementation of an interval system in
the extended real set that is closed under arithmetic operations. This
system consists of the lattice generated by union and intersection of
closed intervals, with operations defined by image closure of their
real set counterparts. The effects of floating-point rounding are
accounted for in the implementation. Two applications will be
discussed: (1) estimating the precision of numerical computations, and
(2) solving non-linear equations (possibly with multiple solutions)
using an interval Newton-Raphson algorithm.
Citation
S Taschini, Interval Arithmetic: Python Implementation and Applications in Proceedings of the 7th Python in Science conference (SciPy 2008), G Varoquaux, T Vaught, J Millman (Eds.), pp. 16-21
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