Validated Numerics
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Validated Numerics
Validated numerics, or rigorous computation, verified computation, reliable computation, numerical verification (german: Zuverlässiges Rechnen) is numerics including mathematically strict error (rounding error, truncation error, discretization error) evaluation, and it is one field of numerical analysis. For computation, interval arithmetic is used, and all results are represented by intervals. Validated numerics were used by Warwick Tucker in order to solve the 14th of Smale's problems, and today it is recognized as a powerful tool for the study of dynamical systems. Importance Computation without verification may cause unfortunate results. Below are some examples. Rump's example In the 1980s, Rump made an example. He made a complicated function and tried to obtain its value. Single precision, double precision, extended precision results seemed to be correct, but its plus-minus sign was different from the true value. Phantom solution Breuer–Plum–McKenna used the spectrum m ...
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Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulating living ce ...
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Numerical Quadrature
In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to ''quadrature'') is more or less a synonym for ''numerical integration'', especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take ''quadrature'' to include higher-dimensional integration. The basic problem in numerical integration is to compute an approximate solution to a definite integral :\int_a^b f(x) \, dx to a given degree of accuracy. If is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. ...
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INTLAB
INTLAB (INTerval LABoratory) is an interval arithmetic libraryS.M. Rump: INTLAB – INTerval LABoratory. In Tibor Csendes, editor, Developments in Reliable Computing, pages 77–104. Kluwer Academic Publishers, Dordrecht, 1999.Moore, R. E., Kearfott, R. B., & Cloud, M. J. (2009). Introduction to Interval Analysis. Society for Industrial and Applied Mathematics.Rump, S. M. (2010). Verification methods: Rigorous results using floating-point arithmetic. Acta Numerica, 19, 287–449.Hargreaves, G. I. (2002). Interval analysis in MATLAB. Numerical Algorithms, (2009.1). using MATLAB and GNU Octave, available in Windows and Linux, macOS. It was developed by S.M. Rump from Hamburg University of Technology. INTLAB was used to develop other MATLAB-based libraries such as VERSOFT and INTSOLVER, and it was used to solve some problems in the Hundred-dollar, Hundred-digit Challenge problems.Bornemann, F., Laurie, D., & Wagon, S. (2004). The SIAM 100-digit challenge: a study in high-accuracy numeric ...
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Affine Arithmetic
Affine arithmetic (AA) is a model for self-validated numerical analysis. In AA, the quantities of interest are represented as affine combinations (affine forms) of certain primitive variables, which stand for sources of uncertainty in the data or approximations made during the computation. Affine arithmetic is meant to be an improvement on interval arithmetic (IA), and is similar to generalized interval arithmetic, first-order Taylor arithmetic, the center-slope model, and ellipsoid calculus — in the sense that it is an automatic method to derive first-order guaranteed approximations to general formulas. Affine arithmetic is potentially useful in every numeric problem where one needs guaranteed enclosures to smooth functions, such as solving systems of non-linear equations, analyzing dynamical systems, integrating functions, differential equations, etc. Applications include ray tracing, plotting curves, intersecting implicit and parametric surfaces, error analysis (m ...
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Interval Arithmetic
Interval arithmetic (also known as interval mathematics, interval analysis, or interval computation) is a mathematical technique used to put bounds on rounding errors and measurement errors in mathematical computation. Numerical methods using interval arithmetic can guarantee reliable and mathematically correct results. Instead of representing a value as a single number, interval arithmetic represents each value as a range of possibilities. For example, instead of saying the height of someone is approximately 2 meters, one could using interval arithmetic, say that the height of the person is definitely between 1.97 meters and 2.03 meters. Mathematically, using interval arithmetic, instead of working with an uncertain real-valued variable x, one works with an interval ,b/math> that defines the range of values that x can have. In other words, any value of the variable x lies in the closed interval between a and b. A function f, when applied to x, yields an inexact value; f ins ...
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Computer-assisted Proof
A computer-assisted proof is a mathematical proof that has been at least partially generated by computer. Most computer-aided proofs to date have been implementations of large proofs-by-exhaustion of a mathematical theorem. The idea is to use a computer program to perform lengthy computations, and to provide a proof that the result of these computations implies the given theorem. In 1976, the four color theorem was the first major theorem to be verified using a computer program. Attempts have also been made in the area of artificial intelligence research to create smaller, explicit, new proofs of mathematical theorems from the bottom up using automated reasoning techniques such as heuristic search. Such automated theorem provers have proved a number of new results and found new proofs for known theorems. Additionally, interactive proof assistants allow mathematicians to develop human-readable proofs which are nonetheless formally verified for correctness. Since these proofs ar ...
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Julia (programming Language)
Julia is a high-level, dynamic programming language. Its features are well suited for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism in a dynamic programming language; with multiple dispatch as its core programming paradigm. Julia supports concurrent, (composable) parallel and distributed computing (with or without using MPI or the built-in corresponding to "OpenMP-style" threads), and direct calling of C and Fortran libraries without glue code. Julia uses a just-in-time (JIT) compiler that is referred to as "just- ahead-of-time" (JAOT) in the Julia community, as Julia compiles all code (by default) to machine code before running it. Julia is garbage-collected, uses eager evaluation, and includes efficient libraries for floating-point calculations, linear algebra, random number generation, and regular expression matching. Many libraries are available, including some (e.g., for fast Fo ...
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C (programming Language)
C (''pronounced like the letter c'') is a General-purpose language, general-purpose computer programming language. It was created in the 1970s by Dennis Ritchie, and remains very widely used and influential. By design, C's features cleanly reflect the capabilities of the targeted CPUs. It has found lasting use in operating systems, device drivers, protocol stacks, though decreasingly for application software. C is commonly used on computer architectures that range from the largest supercomputers to the smallest microcontrollers and embedded systems. A successor to the programming language B (programming language), B, C was originally developed at Bell Labs by Ritchie between 1972 and 1973 to construct utilities running on Unix. It was applied to re-implementing the kernel of the Unix operating system. During the 1980s, C gradually gained popularity. It has become one of the measuring programming language popularity, most widely used programming languages, with C compilers avail ...
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GNU MPFR
The GNU Multiple Precision Floating-Point Reliable Library (GNU MPFR) is a GNU portable C library for arbitrary-precision binary floating-point computation with correct rounding, based on GNU Multi-Precision Library. Library MPFR's computation is both efficient and has a well-defined semantics: the functions are completely specified on all the possible operands and the results do not depend on the platform. This is done by copying the ideas from the ANSI/IEEE-754 standard for fixed-precision floating-point arithmetic (correct rounding and exceptions, in particular). More precisely, its main features are: * Support for special numbers: signed zeros (+0 and −0), infinities and not-a-number (a single NaN is supported: MPFR does not differentiate between quiet NaNs and signaling NaNs). * Each number has its own precision (in bits since MPFR uses radix 2). The floating-point results are correctly rounded to the precision of the target variable, in one of the five supported ro ...
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GNU Octave
GNU Octave is a high-level programming language primarily intended for scientific computing and numerical computation. Octave helps in solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB. It may also be used as a batch-oriented language. As part of the GNU Project, it is free software under the terms of the GNU General Public License. History The project was conceived around 1988. At first it was intended to be a companion to a chemical reactor design course. Full development was started by John W. Eaton in 1992. The first alpha release dates back to 4 January 1993 and on 17 February 1994 version 1.0 was released. Version 7.1.0 was released on Apr 6, 2022. The program is named after Octave Levenspiel, a former professor of the principal author. Levenspiel was known for his ability to perform quick back-of-the-envelope calculations. Development history Developments In addition ...
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MATLAB
MATLAB (an abbreviation of "MATrix LABoratory") is a proprietary multi-paradigm programming language and numeric computing environment developed by MathWorks. MATLAB allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages. Although MATLAB is intended primarily for numeric computing, an optional toolbox uses the MuPAD symbolic engine allowing access to symbolic computing abilities. An additional package, Simulink, adds graphical multi-domain simulation and model-based design for dynamic and embedded systems. As of 2020, MATLAB has more than 4 million users worldwide. They come from various backgrounds of engineering, science, and economics. History Origins MATLAB was invented by mathematician and computer programmer Cleve Moler. The idea for MATLAB was based on his 1960s PhD thesis. Moler became a math professor at the University of New Mexico and starte ...
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Computational Geometry
Computational geometry is a branch of computer science devoted to the study of algorithms which can be stated in terms of geometry. Some purely geometrical problems arise out of the study of computational geometric algorithms, and such problems are also considered to be part of computational geometry. While modern computational geometry is a recent development, it is one of the oldest fields of computing with a history stretching back to antiquity. Analysis of algorithms, Computational complexity is central to computational geometry, with great practical significance if algorithms are used on very large datasets containing tens or hundreds of millions of points. For such sets, the difference between O(''n''2) and O(''n'' log ''n'') may be the difference between days and seconds of computation. The main impetus for the development of computational geometry as a discipline was progress in computer graphics and computer-aided design and manufacturing (Computer-aided design, CAD/Compu ...
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