Validated Numerics: Numerics including mathematically strict error evaluation

Validated numerics (or reliable computation) is a numerical analysis with mathematically strict error evaluation.

In order to do so, a technology called interval arithmetic is used. Validated numerics is needed for the following reasons.

  1. It is difficult to avoid numerical errors in numerical computation, and computation without error evaluation may cause unfortunate results.
  2. It can be applied to computer-assisted proofs for mathematical problems.

One of the most known implementation of validated numerics is INTLAB (Interval Laboratory). INTLAB was used to create other numerical libraries, and it was also used to solve the Hundred-dollar, Hundred-digit Challenge problems.

References

Other websites

Tags:

Interval arithmeticNumerical analysis

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