Interval arithmetic
- Category
- STANDARD MATHEMATICS
- Definition
- Numerical arithmetic using intervals designed to enclose exact values and propagate rigorous bounds.
- Math Level
- TECHNICAL
- Index Excerpt
- rigorous numerics; validated numerics
Interval arithmetic represents a numerical quantity by an interval guaranteed, under the method's assumptions, to contain its exact value.
Operations propagate lower and upper bounds, usually with outward rounding. This can turn a numerical calculation into a rigorous enclosure, provided truncation and every other source of error are also bounded correctly.
See also: interval certification, numerical evidence, high-precision arithmetic, proof.