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<div style="float: right; margin: 0 3em">[[File:Octave-interval.png|center]]</div>The GNU Octave interval package for real-valued interval arithmetic. | |||
[[File:Interval-sombrero.png|280px|thumb|right|Plotting the interval enclosure of a function]] | |||
[[File:Interval-sombrero.png|280px|thumb| | |||
== Distribution == | == Distribution == | ||
* [http://octave.sourceforge.net/interval/index.html Latest version at Octave Forge] | |||
** <code>pkg install -forge interval</code> | |||
** [http://octave.sourceforge.net/interval/overview.html function reference] | |||
** [http://octave.sourceforge.net/interval/package_doc/index.html package documentation] (user manual) | |||
'''Third-party''' | |||
* [https://tracker.debian.org/pkg/octave-interval Debian GNU/Linux], [https://launchpad.net/ubuntu/+source/octave-interval Launchpad Ubuntu] | * [https://tracker.debian.org/pkg/octave-interval Debian GNU/Linux], [https://launchpad.net/ubuntu/+source/octave-interval Launchpad Ubuntu] | ||
* [https://aur.archlinux.org/packages/octave-interval/ archlinux user repository] | * [https://aur.archlinux.org/packages/octave-interval/ archlinux user repository] | ||
* Included in [https://ftp.gnu.org/gnu/octave/windows/ official Windows installer] and installed automatically with Octave (since version 4.0.1) | * Included in [https://ftp.gnu.org/gnu/octave/windows/ official Windows installer] and installed automatically with Octave (since version 4.0.1) | ||
* [https:// | * [https://trac.macports.org/browser/trunk/dports/math/octave-interval MacPorts] for Mac OS X | ||
* [ | * [http://www.freshports.org/math/octave-forge-interval/ FreshPorts] for FreeBSD | ||
* [https://cygwin.com/cgi-bin2/package-grep.cgi?grep=octave-interval Cygwin] for Windows | * [https://cygwin.com/cgi-bin2/package-grep.cgi?grep=octave-interval Cygwin] for Windows | ||
* [https://build.opensuse.org/package/show/science/octave-forge-interval openSUSE build service] | * [https://build.opensuse.org/package/show/science/octave-forge-interval openSUSE build service] | ||
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== Development status == | == Development status == | ||
* Completeness | * Completeness | ||
** All required functions from | ** All required functions from IEEE Std 1788-2015, IEEE standard for interval arithmetic, are implemented. The standard was approved on June 11, 2015. It will remain active for ten years. | ||
** In addition there are functions for interval matrix arithmetic, plotting and solvers. | |||
** In addition there are functions for interval matrix arithmetic | |||
* Quality | * Quality | ||
** | ** Includes tests for all functions, many tests for basic functions | ||
** No known bugs. The package is quite new and still has a small user base, so there might be hidden bugs. Also some advanced functions will always need more testing. | |||
** | |||
* Portability | * Portability | ||
** Runs in GNU Octave | ** Runs in GNU Octave 3.8.2 and 4.0.0 | ||
** Known to run under GNU/Linux, Microsoft Windows, | ** Known to run under GNU/Linux, Microsoft Windows, Mac OS X and FreeBSD | ||
* Possible TODOs | |||
** To be considered in the future: Algorithms can be migrated from the C-XSC Toolbox (C++ code) from [http://www2.math.uni-wuppertal.de/wrswt/xsc/cxsc_new.html] (nlinsys.cpp and cpzero.cpp), however these would need gradient arithmetic and complex arithmetic. | |||
* To be considered in the future: Algorithms can be migrated from the C-XSC Toolbox (C++ code) from [http://www2.math.uni-wuppertal.de/wrswt/xsc/cxsc_new.html] (nlinsys.cpp and cpzero.cpp), however these would need gradient arithmetic and complex arithmetic. | ** Interval version of <code>interp1</code> | ||
* Interval version of <code>interp1</code> | ** Extend <code>subsasgn</code> to allow direct manipulation of inf and sup (and dec) properties. | ||
* Extend <code>subsasgn</code> to allow direct manipulation of inf and sup (and dec) properties. | |||
>> A = infsup ("[2, 4]"); | >> A = infsup ("[2, 4]"); | ||
>> A.inf = infsup ("[1, 3]") | >> A.inf = infsup ("[1, 3]") | ||
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>> A.inf.inf = 42 # should produce error? | >> A.inf.inf = 42 # should produce error? | ||
>> A.inf.sup = 42 # should produce error? | >> A.inf.sup = 42 # should produce error? | ||
* Tight Enclosure of Matrix Multiplication with Level 3 BLAS [http://kam.mff.cuni.cz/conferences/swim2015/abstracts/ozaki.pdf] [http://kam.mff.cuni.cz/conferences/swim2015/slides/ozaki.pdf] | :* Tight Enclosure of Matrix Multiplication with Level 3 BLAS [http://kam.mff.cuni.cz/conferences/swim2015/abstracts/ozaki.pdf] [http://kam.mff.cuni.cz/conferences/swim2015/slides/ozaki.pdf] | ||
* Verified Convex Hull for Inexact Data [http://kam.mff.cuni.cz/conferences/swim2015/abstracts/ohta.pdf] [http://kam.mff.cuni.cz/conferences/swim2015/slides/ohta.pdf] | :* Verified Convex Hull for Inexact Data [http://kam.mff.cuni.cz/conferences/swim2015/abstracts/ohta.pdf] [http://kam.mff.cuni.cz/conferences/swim2015/slides/ohta.pdf] | ||
== Compatibility == | == Compatibility == | ||
The interval package's main goal is to be compliant with IEEE Std 1788-2015, so it is compatible with other standard-conforming implementations (on the set of operations described by the standard document). | The interval package's main goal is to be compliant with IEEE Std 1788-2015, so it is compatible with other standard-conforming implementations (on the set of operations described by the standard document). | ||
=== Octave Forge simp package === | === Octave Forge simp package === | ||
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* Basic operations can be found in both packages, but the availability of special functions depends | * Basic operations can be found in both packages, but the availability of special functions depends | ||
{{Code|In GNU Octave the interval package can also be run alongside INTLAB.|<syntaxhighlight lang="octave"> | |||
# INTLAB intervals | |||
A1 = infsup (2, 3); | |||
{{Code| | B1 = hull (-4, A1); | ||
pkg load interval | C1 = midrad (0, 2); | ||
# Interval package intervals | |||
pkg load interval | |||
A2 = infsup (2, 3); | |||
B2 = hull (-4, A2); | |||
A1 + B1 * C1 | C2 = midrad (0, 2); | ||
pkg unload interval | |||
# Computation with INTLAB | |||
A1 + B1 * C1 | |||
# Computation without INTLAB | |||
A2 + B2 * C2 | |||
</syntaxhighlight> | </syntaxhighlight> | ||
}} | }} | ||
==== Known differences ==== | ==== Known differences ==== | ||
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| isintval (x) | | isintval (x) | ||
|} | |} | ||
== Similar software == | |||
For C++ there is an interval library [https://github.com/nehmeier/libieeep1788/ libieeep1788] by Marco Nehmeier (member of IEEE P1788). It aims to be standard compliant with IEEE Std 1788-2015 and is designed in a modular way, supporting several interval data types and different flavors of interval arithmetic [http://www.youtube.com/watch?v=GOa9aWAZO_Q]. The GNU Octave interval package shares several unit tests with libieeep1788. | |||
For Julia there is an evolving interval library [https://github.com/dpsanders/ValidatedNumerics.jl ValidatedNumerics.jl] by Luis Benet and David P. Sanders. It is planned to become conforming to IEEE Std 1788-2015 (or to the basic standard 1788.1) in the future. | |||
== Developer Information == | == Developer Information == | ||
=== Source Code Repository === | === Source Code Repository === | ||
https://sourceforge.net/p/octave/interval/ci/default/tree/ | https://sourceforge.net/p/octave/interval/ci/default/tree/ | ||
=== Build === | === Build === | ||
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'''Build dependencies''' | '''Build dependencies''' | ||
<code> | * Octave | ||
** Version 3.8.0 or greater | |||
** No need to compile from source, but you need development files e.g. package <code>liboctave-dev</code> in Debian. | |||
* Mercurial | |||
* Texinfo | |||
* MPFR | |||
** Version 3.1.0 or greater | |||
** No need to compile from source, but you need development files e.g. package <code>libmpfr-dev</code> in Debian. | |||
* Octave package: doctest | |||
** Purpose: Verification of the examples in the manual and in the function documentation | |||
** Installation: Use <code>pkg install -forge doctest</code> inside Octave | |||
* Octave package: generate_html | |||
** Purpose: Generate HTML documenation for publication on Octave Forge (only needed for release) | |||
** Installation: Use <code>pkg install -forge generate_html</code> inside Octave | |||
* ITF1788 | |||
** Purpose: Compilation of unit-test | |||
** Installation: | |||
**# Clone the git repository from https://github.com/oheim/ITF1788 | |||
**# Install python 3 and the dependencies described by ITF1788's <code>setup.py</code> file | |||
**# Set up an environment variable ITF1788_HOME to point to your local git workspace, for example put the line <code>export IFT1788_HOME=/home/user/ITF1788</code> into your <code>.bashrc</code>. | |||
* LilyPond, Inkscape, Poppler | |||
** Purpose: Generate / convert images for the manual | |||
** Installation: Use your distribution's package manager (look for packages called <code>lilypond</code> <code>inkscape</code> <code>poppler-utils</code>) | |||
=== Architecture === | === Architecture === | ||
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| | `- ... – further functions on decorated intervals | | | `- ... – further functions on decorated intervals | ||
| `- ... – a few global functions that don't operate on intervals | | `- ... – a few global functions that don't operate on intervals | ||
+- src/ | |||
| | +- mpfr_function_d.cc – computes various arithmetic functions correctly rounded (using MPFR) | |||
| | `- ... – other oct-file sources | |||
`- test/ – interval arithmetic unit tests | |||
=== Best practices === | === Best practices === | ||
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* Methods with more than 1 parameter must convert non-interval parameters to intervals using the class constructor. This allows the user to mix non-interval parameters with interval parameters and the function treats any inputs as intervals. Invalid values will be handled by the class constructors. | * Methods with more than 1 parameter must convert non-interval parameters to intervals using the class constructor. This allows the user to mix non-interval parameters with interval parameters and the function treats any inputs as intervals. Invalid values will be handled by the class constructors. | ||
if (not (isa (x, "infsup"))) | if (not (isa (x, "infsup"))) | ||
x = infsup (x); | |||
endif | endif | ||
if (not (isa (y, "infsup"))) | if (not (isa (y, "infsup"))) | ||
y = infsup (y); | |||
endif | endif | ||
if (not (isa (x, "infsupdec"))) | if (not (isa (x, "infsupdec"))) | ||
x = infsupdec (x); | |||
endif | endif | ||
if (not (isa (y, "infsupdec"))) | if (not (isa (y, "infsupdec"))) | ||
y = infsupdec (y); | |||
endif | |||
* Methods of class <code>infsupdec</code> as well as methods of class <code>infsup</code> that are not overridden by <code>infsupdec</code> must check parameters using the <code>isnai</code> function and return the NAI value if it is present. This will propagate NAI values through any function evaluations. | |||
if (isnai (x)) | |||
result = x; | |||
return | |||
endif | endif | ||
==== Use of Octave functions ==== | ==== Use of Octave functions ==== | ||
Octave functions may be used as long as they don't introduce arithmetic errors. For example, the ceil function can be used safely since it is exact on binary64 numbers. | Octave functions may be used as long as they don't introduce arithmetic errors. For example, the ceil function can be used safely since it is exact on binary64 numbers. | ||
function | function result = ceil (x) | ||
... parameter checking ... | |||
result = infsup (ceil (x.inf), ceil (x.sup)); | |||
endfunction | endfunction | ||
==== Vectorization & Indexing ==== | ==== Vectorization & Indexing ==== | ||
All functions should be implemented using vectorization and indexing. This is very important for performance on large data. For example, consider the plus function. It computes lower and upper boundaries of the result (x.inf, y.inf, x.sup, y.sup may be vectors or matrices) and then uses an indexing expression to adjust values where empty intervals would have produces problematic values. | All functions should be implemented using vectorization and indexing. This is very important for performance on large data. For example, consider the plus function. It computes lower and upper boundaries of the result (x.inf, y.inf, x.sup, y.sup may be vectors or matrices) and then uses an indexing expression to adjust values where empty intervals would have produces problematic values. | ||
function | function result = plus (x, y) | ||
... parameter checking ... | |||
l = mpfr_function_d ('plus', -inf, x.inf, y.inf); | |||
u = mpfr_function_d ('plus', +inf, x.sup, y.sup); | |||
emptyresult = isempty (x) | isempty (y); | |||
l(emptyresult) = inf; | |||
u(emptyresult) = -inf; | |||
result = infsup (l, u); | |||
endfunction | endfunction | ||
Line 264: | Line 246: | ||
|verdet | |verdet | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| depends on <code> | | depends on p-coded <code>ol</code> | ||
|- | |- | ||
|verdistsing | |verdistsing | ||
Line 271: | Line 253: | ||
|- | |- | ||
|verfullcolrank | |verfullcolrank | ||
|style="color:red"| | |style="color:red"| encrypted | ||
| | | implemented in p-coded <code>zd</code> | ||
|- | |- | ||
|vernorm2 | |vernorm2 | ||
Line 313: | Line 295: | ||
|- | |- | ||
|vereig | |vereig | ||
|style="color:red"| | |style="color:red"| encrypted | ||
| | | implemented in p-coded <code>ol</code> | ||
|- | |- | ||
|<s>vereigback</s> | |<s>vereigback</s> | ||
Line 322: | Line 304: | ||
|verspectrad | |verspectrad | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| main part implemented in <code> | | main part implemented in p-coded <code>ol</code> | ||
|- | |- | ||
|colspan="3"|Real (or complex) data only: Matrices: Decompositions | |colspan="3"|Real (or complex) data only: Matrices: Decompositions | ||
Line 336: | Line 318: | ||
|verspectdec | |verspectdec | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| main part implemented in <code> | | main part implemented in p-coded <code>ol</code> | ||
|- | |- | ||
|verthinsvd | |verthinsvd | ||
|style="color:red"| | |style="color:red"| encrypted | ||
| implemented in <code> | | implemented in p-coded <code>ol</code> | ||
|- | |- | ||
|colspan="3"|Real (or complex) data only: Matrix functions | |colspan="3"|Real (or complex) data only: Matrix functions | ||
Line 346: | Line 328: | ||
|vermatfun | |vermatfun | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| main part implemented in <code> | | main part implemented in p-coded <code>ol</code> | ||
|- | |- | ||
|colspan="3"|Real data only: Linear systems (rectangular) | |colspan="3"|Real data only: Linear systems (rectangular) | ||
Line 365: | Line 347: | ||
|- | |- | ||
|verlcpall | |verlcpall | ||
|style="color:red"| trapped | |||
| depends on <code style="color:red">verabsvaleqnall</code> | |||
|- | |||
|verlinprog | |||
|style="color:green"| free | |style="color:green"| free | ||
| use <code>glpk</code> as a replacement for <code>linprog</code>; dependency <code>verifylss</code> is implemented as <code>mldivide</code> | | use <code>glpk</code> as a replacement for <code>linprog</code>; dependency <code>verifylss</code> is implemented as <code>mldivide</code> | ||
|- | |- | ||
|verlinprogg | |verlinprogg | ||
|style="color:red"| | |style="color:red"| encrypted | ||
| | | implemented in p-coded <code>at</code> | ||
|- | |- | ||
|verquadprog | |verquadprog | ||
Line 384: | Line 366: | ||
|verroots | |verroots | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| main part implemented in <code> | | main part implemented in p-coded <code>ol</code> | ||
|- | |- | ||
|colspan="3"|Interval (or real) data: Matrices | |colspan="3"|Interval (or real) data: Matrices | ||
Line 393: | Line 375: | ||
|- | |- | ||
|verinverse | |verinverse | ||
|style="color:red"| trapped | |||
| depends on <code style="color:red">verintervalhull</code> | |||
|- | |||
|verinvnonneg | |||
|style="color:green"| free | |style="color:green"| free | ||
|- | |- | ||
|verposdef | |verposdef | ||
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|verregsing | |verregsing | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| dependency <code>verifylss</code> is implemented as <code>mldivide</code>; depends on <code>isspd</code> (by Rump, to be checked) and <code>verintervalhull</code>; see also [http://uivtx.cs.cas.cz/~rohn/publist/singreg.pdf] | | dependency <code>verifylss</code> is implemented as <code>mldivide</code>; depends on <code>isspd</code> (by Rump, to be checked) and <code style="color:red">verintervalhull</code>; see also [http://uivtx.cs.cas.cz/~rohn/publist/singreg.pdf] | ||
|- | |- | ||
|colspan="3"|Interval (or real) data: Matrices: Eigenvalues and singular values | |colspan="3"|Interval (or real) data: Matrices: Eigenvalues and singular values | ||
Line 411: | Line 393: | ||
|vereigsym | |vereigsym | ||
|style="color:red"| trapped | |style="color:red"| trapped | ||
| main part implemented in <code> | | main part implemented in p-coded <code>ol</code>, depends on <code style="color:red">verspectrad</code> | ||
|- | |- | ||
|vereigval | |vereigval | ||
Line 417: | Line 399: | ||
| depends on <code style="color:red">verregsing</code> | | depends on <code style="color:red">verregsing</code> | ||
|- | |- | ||
| | |vereigvec | ||
|style="color:green"| free | |style="color:green"| free | ||
|- | |- | ||
|verperrvec | |verperrvec | ||
|style="color:green"| free | |style="color:green"| free | ||
| | | depends on <code style="color:green">vereigvec</code> | ||
|- | |- | ||
|versingval | |versingval | ||
Line 432: | Line 414: | ||
|verqr (experimental) | |verqr (experimental) | ||
|style="color:green"| free | |style="color:green"| free | ||
| <code>qr</code> has already been implemented | | 2-norm not implemented yet, <code>qr</code> has already been implemented. todo: check if this function is better; depends on <code style="color:green">verchol</code> | ||
|- | |- | ||
| | |verchol (experimental) | ||
|style="color:green"| free | |style="color:green"| free | ||
| | | todo: check if already implemented as part of <code>qr</code> | ||
|- | |- | ||
|colspan="3"|Interval (or real) data: Linear systems (square) | |colspan="3"|Interval (or real) data: Linear systems (square) | ||
|- | |- | ||
|verenclinthull | |verenclinthull | ||
|style="color: | |style="color:red"| trapped | ||
| | | main part implemented in p-coded <code>ea</code> | ||
|- | |- | ||
|verhullparam | |verhullparam | ||
|style="color: | |style="color:red"| encrypted | ||
| | | implemented in p-coded <code>jz</code> | ||
|- | |- | ||
|verhullpatt | |verhullpatt | ||
|style="color: | |style="color:red"| trapped | ||
| | | main part implemented in p-coded <code>jz</code> | ||
|- | |- | ||
|verintervalhull | |verintervalhull | ||
|style="color: | |style="color:red"| encrypted | ||
| | | implemented in p-coded <code>intervalhull</code> (find algorithm in [http://uivtx.cs.cas.cz/~rohn/publist/intervalhull.pdf]) | ||
|- | |- | ||
|colspan="3"|Interval (or real) data: Linear systems (rectangular) | |colspan="3"|Interval (or real) data: Linear systems (rectangular) | ||
Line 480: | Line 462: | ||
|- | |- | ||
| verabsvaleqn | | verabsvaleqn | ||
|style="color: | |style="color:red"| trapped | ||
| | | main part implemented in p-coded <code>ek</code> (find algorithm in [http://uivtx.cs.cas.cz/~rohn/publist/signaccalg.pdf], improved version in [http://uivtx.cs.cas.cz/~rohn/publist/absvaleqnreport.pdf]) | ||
|- | |- | ||
| verabsvaleqnall | | verabsvaleqnall | ||
|style="color: | |style="color:red"| trapped | ||
| depends on <code>verabsvaleqn</code>, see also [http://uivtx.cs.cas.cz/~rohn/publist/absvaleqnall.pdf] | | depends on <code style="color:red">verabsvaleqn</code>, see also [http://uivtx.cs.cas.cz/~rohn/publist/absvaleqnall.pdf] | ||
|- | |- | ||
| verbasintnpprob | | verbasintnpprob | ||
Line 494: | Line 476: | ||
[[Category:Octave Forge]] | [[Category:Octave-Forge]] |