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Interval Arithmetic: Python Implementation and Applications

Stefano Taschini
s.taschini@altis.ch - Altis Investment Management AG, Poststrasse 18, 6300 Zug Switzerland

Abstract
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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