This is an interval arithmetic library for OCaml. Here is a small example in the REPL:
# #require "interval.top";;
# open Interval_crlibm;;
# let v = I.singleton 1.;;
val v : Interval_crlibm.I.t = [1, 1]
# I.sin v;;
- : Interval_crlibm.I.t = [0.841471, 0.841471]
# I.Precision.set (Some 16);;
- : unit = ()
# I.sin v;;
- : Interval_crlibm.I.t = [0.8414709848078965, 0.8414709848078966]
Several OPAM packages are provided by this repository:
interval_base: basic interval library that defines the datatype
Interval.tand uses Intel assembly if possible or C99 instructions to perform arithmetic operations (module Interval).
interval_crlibm: relies on crlibm to implement the interval operations. CRlibm provides proved correctly-rounded operations, so this is the library of choice for computer assisted proofs.
interval_intel: use Intel FPU instructions with directed rounding to implement interval operations. However, the Intel FPU operations may not always be correctly rounded for, say, trigonometric functions.
interval_inteluses 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 MacOSX and Windows when compiled with GCC.
intervalis a meta-package installing all the packages above. It also provides
ocamlopt does float constant propagation in round to the nearest mode which may invalidate interval computations. Use the compiler flag
-no-float-const-prop to deactivate it.
Happy interval programming...
The easier way to install this library is to use OPAM:
opam install interval
interval is a meta-package that will install all packages mentioned above.
If you cloned this repository, first install dune and type
make in the main directory. This will compile the libraries, the examples and run basic tests. You can compile the examples with The programs of the examples will be in
To documentation is build using
dune build @doc and will be in
_build/default/_doc/ in HTML format. You can also consult the interfaces of
or online. It is extremely wise to read the whole documentation, even if you intend to only use the
Some 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).
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.
Bug reports should be open at https://github.com/Chris00/ocaml-interval/issues
Remark: This library was originally published on Jean-Marc Alliot website but was moved to Github with the permission of the authors.