Validated numerics
Builds on Interval arithmeticRound-off errorTruncation error
Definition
Let be a quantity defined by a mathematical problem, such as a zero of a function or the value of an integral. A validated (or verified) computation of is an algorithm, run in floating-point arithmetic, with the following property. It either reports failure or outputs a set , usually a box of intervals, such that is guaranteed. The guarantee must account for every round-off error and every truncation error of the computation. Validated numerics is the study and use of such algorithms.
Remarks
Example: the interval Newton test. Let and ; with midpoint and the enclosure of on , the interval Newton step is . Since and , the interval Newton theorem shows that has exactly one zero in , and it lies in . Done with outward rounding, this proves . Non-example: running Newton's method in floating point until two iterates agree to digits gives an excellent approximation, but no guarantee, so it is not a validated computation.
Reading path
To understand this page from the ground up, read these 4 pages in order. The foundations come first.
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- no evidence level
- Interval arithmetic concept
- Round-off error concept
- Truncation error concept
- Validated numerics definition
Further reading
About this page
| Tag | 64V8MA4FH4 |
|---|---|
| URI | m2://64V8MA4FH4 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 65G20, 65G30, 65G40 |
| Defines | Validated numerics |
| Uses | Interval arithmetic, Round-off error, Truncation error |
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