intervals 0.3.56

data/lib/intervals.rb

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+#!/usr/bin/ruby
+=begin rdoc
+= Intervals -- Interval arithmetic in Ruby
+
+Besides making obvious a possible loss of precision during floating
+point calculations, interval arithmetic provides not-so-conventional
+methods for a variety of computational applications.
+
+This library implements an interval system in the extended real set
+that is closed under arithmetic operations. Correct rounding ensures
+that the operations are inclusion-wise monotonic.
+
+== Introduction
+
+Fire up ruby's interactive shell by typing
+
+  irb
+
+on the command line. Take into consideration the rather innocent
+looking function
+
+  def f(x,y)
+    (333.75-x**2)* y**6 + x**2 * (11* x**2 * y**2-121 * y**4 -2) +
+      5.5 * y**8 + x/(2*y)
+  end
+
+We can calculate it for some specific +x+ and +y+,
+
+  f(77617.0,33096.0)          # => 1.17260394005318
+
+There is only one problem: this result is *WRONG*. The correct
+result can be obtained by calculating separately the numerator and
+denominator of +f+ using integer arithmetic.
+
+  def f_num(x,y)
+    ((33375- 100 * x**2)* y**6 +
+      100 * x**2 * (11* x**2 * y**2-121 * y**4 -2) +
+      550 * y**8) *
+    2*y + 100 *x
+  end
+
+  def f_den(x,y)
+    200*y
+  end
+
+  f_num(77617, 33096).to_f / f_den(77617, 33096).to_f
+                              # => -0.827396059946821
+
+The result obtained by directly calculating +f+ is completely wrong:
+sign, order of magnitude, and all digits are wrong. No warnings, no
+errors are generated, but the computation simply yields unreliable
+results.
+
+Using interval arithmetic it is possible to detect the loss of
+precision due to floating-point roundings.
+
+  require "intervals"          # you must have installed this package, obviously
+
+  1/Interval[3.0]             # => Interval[0.333333333333333, 0.333333333333333]
+
+yields an interval that is very sharp. Its width
+
+  (1/Interval[3.0]).width     # => 5.55111512312578e-17
+
+corresponds to one bit in the least significant position. We cannot
+do any-better with floating point operations.  But if we calculate
++f+ with intervals we obtain
+
+  f(Interval[77617.0], Interval[33096.0])
+                              # => Interval[-2.36118324143482e+21, 1.18059162071741e+21]
+
+The result has an uncertainity of the order of 10 to the power of 21 !
+
+== Cool Applications
+
+Obviously, interval arithmetics allows us to detect whenever
+floating-point calculations become unreliable. But it also has other
+interesting applications.
+
+Finding all solutions of an equation that fall into an interval, for
+instance. Take the equation
+
+  x**3 == x
+
+We rewrite it first in the form
+
+  x**3 - x == 0
+
+The left-hand side of this equation has derivative
+
+  3* x**2 - 1
+
+To find all solutions in [-100,100] we do
+
+  Interval[-100,100].newton(proc {|x| x**3 - x}, proc {|x| 3* x**2 - 1})
+                              # => Interval[[-1.0], [-0.0], [1.0]]
+
+which shows that the equation has the three solutions -1, 0, and +1.
+
+== Intervals in Ruby
+
+An Interval can be created starting from a number
+
+  a = Interval[3]           # Or, in alternative, as
+  b = 3.to_interval         # equivalent to above
+  a == b                    # => true
+
+An Interval can also be created from a pair of numbers that
+represent its lower and upper bounds:
+
+  c = Interval[1,2]         # In mathematical notation: [1,2]
+  c.include?(1.5)           # => true
+  c.include?(0)             # => false
+  c.include?(3)             # => false
+
+The interval is _closed_, i.e., it includes its bounds:
+
+  c.include?(1)             # => true
+  c.include?(2)             # => true
+
+An interval can be _unbounded_, i.e., one or both of its extrema are infinite:
+
+  d = Interval[5,Infinity]  # includes all reals > 1
+  d.include?(Infinity)      # => true
+  d.width                   # => Infinity
+
+An interval can have more than one connected components:
+
+  e = Interval[[1,2],[3,4]] # The set {x | 1<= x <= 2 or 3 <= x <= 4}
+
+This way, the set of intervals is closed under set union
+
+  a | c                     # => Interval[[1, 2], [3]]
+
+The intersection is also well-defined on intervals
+
+  Interval[1,3] & Interval[2,4]
+                            # => Interval[2, 3]
+
+All arithmetic operations are defined on intervals
+
+  a + c                     # => Interval[4, 5]
+  3 + Interval[1,2]         # equivalent to above
+  a * c                     # => Interval[3, 6]
+  (a | c) + a * c           # => Interval[4, 9]
+  (-c) ** 2                 # => Interval[1, 4]
+  1 / a                     # => Interval[0.333333333333333, 0.333333333333333]
+
+Note that the rounding is consistent with the arithmetic
+operations. If we look into bits of the result of the last
+operation, we see that _sup_ is _inf_ plus one bit in the least
+significant position:
+
+  (1/a).inf.to_struct       # => Struct::Float[1, 1021, 1501199875790165]
+  (1/a).sup.to_struct       # => Struct::Float[1, 1021, 1501199875790166]
+  (1/a).width               # => 5.55111512312578e-17
+  (1/a).width == 2 ** -54   # => true
+
+We say that 1/a is sharp
+
+  (1/a).sharp?              # => true
+
+== Installation
+
+This projects homepage is at http://intervals.rubyforge.org and its
+cockpit at http://rubyforge.org/projects/intervals .
+
+You can download the library from http://rubyforge.org/frs/?group_id=1458 .
+
+You can browse the project
+repository[http://rubyforge.org/plugins/scmsvn/viewcvs.php/trunk?root=intervals].
+
+To compile the C extension, go into the directory with the project files and type
+
+  ruby extconf.rb
+  make
+
+On a unix-like system you can type
+
+  ./extconf.rb && make
+
+== Testing
+
+Executing interval.rb runs the library testsuite.
+
+== References
+
+Eldon Hansen, G. William Walster, {Global Optimization Using
+Interval
+Analysis}[http://www.ebooks.dekker.com/eBookCover.asp?eBookID=0824758706&type=ISBN]
+- Second Edition, Revised and Expanded. John Dekker, Inc., 2003.
+
+== Author & License
+
+Copyright (c) 2006, Stefano Taschini.
+
+You can reach me using the concact information provided in
+http://www.taschini.net/contact .
+
+This work is licensed under the terms of LGPL[http://www.gnu.org/copyleft/lesser.html].
+
+Correctly-rounded transcendetal functions are computed using
+CRlibm[http://lipforge.ens-lyon.fr/www/crlibm/], which is developed
+at the {ENS Lyon}[http://www.ens-lyon.fr/LIP/] and is also released
+under the terms of LGPL.
+
+RDoc template by {Jamis Buck}[http://rubyforge.org/frs/?group_id=1458].
+
+=end
+require 'interval'
+
+Test::Unit.run = (__FILE__ != $0)

data/lib/struct_float.rb

@@ -0,0 +1,133 @@
+#!/usr/bin/ruby
+
+# Definitions for the Struct::Float class.
+#
+# Copyright (c) 2006 Stefano Taschini <taschini@ieee.org>.
+# Licensed under the terms of LGPL: http://www.gnu.org/copyleft/lesser.html
+
+# Symbolic constant for IEEE-754 plus infinity
+Kernel::Infinity = 1/0.0
+
+Struct.new('Float', :sign, :biased_exp, :fraction)
+
+# Struct class for the fields that form a Float 
+# according to the IEEE-754 standard: sign, biased exponent, fraction.
+class Struct::Float
+
+  # Assemble a float number from a Float::Struct.
+  # It is the inverse of Float#to_struct.
+  #
+  #  Struct::Float[1,1024,0].to_f
+  #                           # => 2.0
+  #
+  def to_f
+    ["%b%011b%052b" % [sign < 0 ? 1 : 0, biased_exp , fraction]].pack("B*").unpack("G").first
+  end
+
+  # Overrides Object#inspect.
+  def inspect
+    self.class.name + to_a.inspect
+  end
+
+end
+
+class Float
+
+  # Split a float number into a Struct::Float fields: sign, biased exponent, fraction.
+  # It is the inverse of Struct::Float#to_f.
+  #
+  #  (2.0).to_struct          # => Struct::Float[1, 1024, 0]
+  #
+  def to_struct
+    x, = [self].pack("G").unpack("B*")
+    Struct::Float[x[0] == ?1 ? -1 : 1, x[1,11].to_i(2), x[12,52].to_i(2)]
+  end
+
+  # Unit in the last place. The least significant bit of the fraction of a 
+  # floating point number in its standard representation is its last place.
+  # The value represented by this bit (e.g., the absolute difference between
+  # two numbers whose structure are identical except for this bit) 
+  # is the unit in the last place of that number.
+  #
+  #  (1.0).ulp                # => 2 ** -52
+  #  (1.1).ulp                # => 2 ** -52
+  #  (0.1).ulp                # => 2 ** -56
+  #
+  def ulp
+    2.0 ** if !finite?
+      Infinity
+    elsif zero?
+      -1074
+    else
+      [Math.frexp(self).last - 53, -1074].max
+    end
+  end
+
+end
+
+require 'test/unit'
+
+# Tests Struct::Float.
+class Struct::Float::Test < Test::Unit::TestCase
+
+  def assert_consistent(f,s)
+    assert_equal(f,s.to_f)
+    assert_equal(s,f.to_struct)
+    assert_equal(s, eval(s.inspect))
+    assert(f.ulp.infinite? || (f/f.ulp).to_i == f/f.ulp, [f,f.ulp].inspect)
+  end
+
+  def assert_nan(s)
+    # NaN does not have a unique representation, and therefore
+    # it does not make sense to have it as a constant as for
+    # Infinity. In particular a NaN has 2047 as biased exponent and
+    # non-zero fraction
+    assert(2047, s.biased_exp)
+    assert(!s.fraction.zero?, s.fraction)
+    # You cannot test for NaN with equality. You MUST use nan?
+    assert(s.to_f.nan?, s.to_f)
+    assert_equal(s, eval(s.inspect))
+  end
+
+  def test_consistency
+    assert_consistent Infinity, Struct::Float[1,2047,0]
+    assert_consistent -Infinity, Struct::Float[-1,2047,0]
+    assert_consistent 2.0 ** -1074, Struct::Float[1,0,1]
+    assert_consistent 0.0, Struct::Float[1,0,0]
+    assert_consistent -0.0, Struct::Float[-1,0,0]
+    assert_consistent 1.0, Struct::Float[1,1023, 0]
+    assert_consistent 1/3.0, Struct::Float[1,1021,0x5555555555555]
+    assert_consistent 1/5.0, Struct::Float[1,1020,0x999999999999a]
+  end
+
+  def test_nan
+    assert_nan( (0.0/0.0).to_struct)
+    assert_nan( Struct::Float[-1,2047,34])
+    assert_nan( Struct::Float[+1,2047,34])
+  end
+
+  def test_denormalized
+    assert_consistent 34 * 2.0 ** -(1023+51), Struct::Float[1,0,34]
+  end
+
+  def test_normalized
+    assert_consistent -(2**52+34) * 2.0**(1043-1023-52), Struct::Float[-1,1043,34]
+  end
+
+  def test_samples
+    n = 1000
+    srand 12345
+    n.times{
+      s = Struct::Float[2*rand(2) -1, rand(2048), rand(2**52)]
+      f = s.to_f
+      if f.nan?
+        assert_nan(s)
+      else
+        assert_consistent(f,s)
+      end
+    }
+  end
+
+end
+
+Test::Unit.run = (__FILE__ != $0)

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