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Algorithm 763: INTERVAL_ARITHMETIC: a Fortran 90 module for an interval data type

Published: 01 December 1996 Publication History

Abstract

Interval arithmetic is useful in automatically verified computations, that is, in computations in which the algorithm itself rigorously proves that the answer must lie within certain bounds. In addition to rigor, interval arithmetic also provides a simple and sometimes sharp method of bounding ranges of functions for global optimization and other tasks. Convenient use of interval arithmetic requires an interval data type in the programming language. Although various packages supply such a data type, previous ones are machine specific, obsolete, and unsupported, for languages other than Fortran, or commercial. The Fortran 90 module INTERVAL_ARITHMETIC provides a portable interval data type in Fortran 90. This data type is based on two double-precision real Fortran storage units. Module INTERVAL_ARTHMETIC uses the Fortran 77 library INTLIB (ACM TOMS Algorithm 737) as a supporting library. The module has been employed extensively in the author's own research.

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References

[1]
CRARY, F. 1976. The AUGMENT precompiler. Tech. Rep. 1470, MRC, Univ. of Wisconsin, Madison, Wisc.
[2]
HAMMER, R., NEAGA, M., AND RATZ, D. 1993. PASCAL-XSC, New concepts for scientific computation and numerical data processing. In Scientific Computing with Automatic Result Verification, E. Adams, and U. Kulisch, Eds. Academic Press, New York, 15-44.
[3]
HUSUNG, D. 1989. Precompiler for scientific computation (TPX). Tech. Rep. 91.1, Inst. of Computer Science III, Technical Univ. Hamburg, Hamburg, Germany.
[4]
KEARFOTT, R.B. 1995. A Fortran 90 environment for research and prototyping of enclosure algorithms for nonlinear equations and global optimization. ACM Trans. Math. Softw. 21, 1 (Mar.), 63-78.
[5]
KEARFOTT, R. B., DAWANDE, M., DU, K.-S., AND HU, C.-Y. 1994. Algorithm 737: INTLIB: A portable Fortran 77 interval standard function library. ACM Trans. Math. Softw. 20, 4 (Dec.), 447-459.
[6]
KLATTE, R., KULISCtt, U., WIETHOFF, A., LAWO, C., AND RAUCtt, M. 1993. C-XSC: A C++ Class Library for Extended Scientific Computing. Springer-Verlag, New York.
[7]
KNi~PPEL, O. 1994. PROFIL-BIAS--A fast interval library. Computing 53, 277-287.
[8]
LECLERC, A.1993. Parallel interval global optimization in C++. Interval Comput. 1993, 3, 148 -163.
[9]
NEUMAIER, A. 1990. Interval Methods for Systems of Equations. Cambridge University Press, Cambridge, U.K.
[10]
WALTER, W.V. 1993a. ACRITH-XSC: A Fortran-like language for verified scientific computing. In Scientific Computing with Automatic Result Verification, E. Adams and U. Kulisch, Eds. Academic Press, New York, 45-70.
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WALTER, W.V. 1993b. FORTRAN-XSC: A portable Fortran 90 module library for accurate and reliable scientific computing. Computing 9, 265-286. Supplement.
[12]
YOHE, J.M. 1979. Software for interval arithmetic: A reasonably portable package. ACM Trans. Math. Softw. 5, I (Mar.), 50-53.

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Reviews

Jesse Louis Barlow

Interval arithmetic has generated a large volume of papers and software. A number of software packages are listed in the bibliography of this paper, which proposes an improvement to the INTLIB package of Kearfott et al.<__?__Pub Fmt interword-space>[1]. The author identifies an interesting problem with the INTLIB package and proposes an appropriate solution. The problem is that, for a task as simple as computing a polynomial of an interval, users are forced to write programs that are difficult to understand. This problem is a result of the limitations of Fortran 77. An appropriate solution is the development of a Fortran 90 module that allows for the development of an interval data type with appropriate software support. As an example, the author shows how to evaluate the polynomial f x =x 4+x 3 +x in INTLIB and with the module INTERVAL_ARITHMETIC. The INTLIB code discourages readers from wanting to write a program for a more complex problem. The code using the Fortran 90 module is elegant and transparent. The module supports the standard arithmetic expressions +, ?, *, /, SQRT, LOG, and EXP, and the usual trigonometric and hyperbolic functions. Instructions for i<__?__Pub Caret>nstallation and use of the module are provided.

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Information & Contributors

Information

Published In

cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 22, Issue 4
Dec. 1996
116 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/235815
  • Editor:
  • Ronald Boisvert
Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 December 1996
Published in TOMS Volume 22, Issue 4

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  1. interval arithmetic
  2. operator overloading
  3. portability

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  • (2020)Search-space Decomposition for System-level Design Space Exploration of Embedded SystemsACM Transactions on Design Automation of Electronic Systems10.1145/336938825:2(1-32)Online publication date: 10-Jan-2020
  • (2019)Engaging Identity, Assets, and Constraints in Designing for ResilienceProceedings of the ACM on Human-Computer Interaction10.1145/33593153:CSCW(1-23)Online publication date: 7-Nov-2019
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  • (2017)An application of global optimization using interval analysis to reconstruction of a homogeneous dielectric circular cylinder2017 IEEE International Conference on Computational Electromagnetics (ICCEM)10.1109/COMPEM.2017.7912800(357-358)Online publication date: Mar-2017
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