Interval

This is an interval arithmetic library for OCaml.

This library uses assembly code to compute all operations with proper
rounding, and currently ONLY works on Intel processors.
The package has been developed for Linux systems but
works on Windows when compiled with GCC.

To build the library, install jbuilder/dune and type jbuilder build in the main directory. You can compile the examples with
jbuilder build @examples; the programs will be in
_build/default/EXAMPLES/. To execute the tests, issue jbuilder runtest).

To documentation is build using jbuilder build @doc and will be in
_build/default/_doc/ in HTML format. You can also consult the
interfaces of Interval and Fpu and
online.
It is extremely wise to read the whole documentation, even if you
intend to only use the interval module.

Tests are available in the TESTS/ directory. They are mainly for
debugging purpose and quite complicated. You may run them (make tests) to check that everything is working properly for your machine.
The test program runs also a speed test for your particular
architecture.

Examples are available in the EXAMPLES/ directory. There is a
B_AND_B sub-directory with an example of a branch-and-bound
algorithm that uses interval arithmetics for function optimization
(the example is for the Griewank function, but you can substitute any
function you like).

All bug reports should be sent to
jean-marc.alliot@irit.fr
gottelan@recherche.enac.fr

Happy interval programming...

Remark: This library was originally published on Jean-Marc Alliot
website but was moved to Github
with the permission of the authors.