Difference between revisions of "Interval package"
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−  The GNU Octave interval package for realvalued interval arithmetic.  +  <div style="float: right; margin: 0 3em">[[File:Octaveinterval.pngcenter]]</div>The GNU Octave interval package for realvalued interval arithmetic. 
[[File:Intervalsombrero.png280pxthumbrightPlotting the interval enclosure of a function]]  [[File:Intervalsombrero.png280pxthumbrightPlotting the interval enclosure of a function]] 
Revision as of 09:25, 26 July 2015
The GNU Octave interval package for realvalued interval arithmetic.
Contents
Distribution
 Latest version at Octave Forge
pkg install forge interval
 function reference
 package documentation (user manual)
 MacPorts for Mac OS X
 FreshPorts for FreeBSD
Development status
 Completeness
 All required functions from IEEE Std 17882015, IEEE standard for interval arithmetic, are implemented. The standard was approved on June 11, 2015. It will remain active for ten years.
 Planned: more solvers
fsolve
, and possibly
roots
 Algorithms can be migrated from the CXSC Toolbox (C++ code) from [1] (see nlinsys.cpp, and cpzero.cpp respectively).
 Planned: Improvement of the user documentation
 Explain more interval arithmetic concepts with examples from the package
 Planned: Interval version of
interp1
 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 need more testing.
 Portability
 Runs in GNU Octave 3.8.2 and 4.0.0
 Known to run under GNU/Linux, Microsoft Windows, Mac OS X and FreeBSD
Compatibility
The interval package's main goal is to be compliant with IEEE Std 17882015, so it is compatible with other standardconforming implementations (on the set of operations described by the standard document).
Octave Forge simp package
In 2008/2009 there was a Single Interval Mathematics Package (SIMP) for Octave, which has eventually become unmaintained at Octave Forge.
The simp package contains a few basic interval arithmetic operations on scalar or vector intervals. It does not consider inaccurate builtin arithmetic functions, roundoff, conversion and representational errors. As a result its syntax is very easy, but the arithmetic fails to produce guaranteed enclosures.
It is recommended to use the interval package as a replacement for simp. However, function names and interval constructors are not compatible between the packages.
INTLAB
This interval package is not meant to be a replacement for INTLAB and any compatibility with it is pure coincidence. Since both are compatible with GNU Octave, they happen to agree on many function names and programs written for INTLAB may possibly run with this interval package as well. Some fundamental differences that I am currently aware of:
 INTLAB is nonfree software, it grants none of the four essential freedoms of free software
 INTLAB is not conforming to IEEE Std 17882015 and the parsing of intervals from strings uses a different format—especially for the uncertain form
 INTLAB supports intervals with complex numbers and sparse interval matrices, but no empty intervals
 INTLAB uses inferior accuracy for most arithmetic operations, because it focuses on speed
 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. 
# INTLAB intervals
A1 = infsup (2, 3);
B1 = hull (4, A1);
C1 = midrad (0, 2);
# Interval package intervals
pkg load interval
A2 = infsup (2, 3);
B2 = hull (4, A2);
C2 = midrad (0, 2);
pkg unload interval
# Computation with INTLAB
A1 + B1 * C1
# Computation without INTLAB
A2 + B2 * C2

Similar software
For C++ there is an open source interval library libieeep1788 by Marco Nehmeier (member of IEEE P1788). It aims to be standard compliant with IEEE Std 17882015 and is designed in a modular way, supporting several interval data types and different flavors of interval arithmetic [2]. The GNU Octave interval package shares several unit tests with libieeep1788.
For C++, Pascal and Fortran there is a free interval library XSC. It is not compliant with IEEE Std 17882015. Some parts of the GNU Octave interval package have been derived from CXSC.
For MATLAB there is a proprietary interval arithmetic toolbox INTLAB by Siegfried Rump. It had been free of charge for academic use in the past, but no longer is. Its origin dates back to 1999, so it is well tested and comprises a lot of functionality, especially for vector / matrix operations. INTLAB is compatible with GNU Octave since Version 9 [3].