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Re: Reliable ComputingÙ absxÙ for intervals?



George Corliss wrote:
> Consider an ODE solver, say Runge-Kutta.  If we change double to interval,
> we should get an interval that encloses what the RK code computes, but it
> is quite likely that we will get an interval that does NOT enclose the
> correct answer.  If that happens, the user is likely to conclude that
> the interval community has lied; he did NOT get an enclosure of the true
> solution.  He missed class the day the prof covered truncation errors?

I'm not sure I follow.  Truncation errors should occur in both directions,
possibly eventually widening intervals to the point of uselessness, but
why would containment be violated?  I have to admit that I have never
used RK (though I have heard of it, and browsed, but never seriously
studied, some numerical analysis textbooks), so perhaps I'm overlooking
something.

Are you perhaps assuming incorrect scalar->interval conversions,
i.e. replacement of 0.1 with
   [+1.00000000000000006E-001, +1.00000000000000006E-001]
instead of
   [+9.99999999999999917E-002, +1.00000000000000006E-001]
when converting the program (assuming Binary64-based arithmetic)?

Whatever IA extensions are added to the language, they must provide
means to avoid that kind of mistake.

Michel.
---Sent: 2009-04-15 21:13:13 UTC