Search   Memberlist   Usergroups
 Page 1 of 1 [11 Posts]
Author Message
Richard J. Fateman

Joined: 04 May 2005
Posts: 81

Posted: Thu Jun 22, 2006 10:59 pm    Post subject: CAS and interval computation and pseudo-values like infinity, undefined

A draft paper on this topic is posted at
http://www.cs.berkeley.edu/~fateman/papers/interval.pdf

RJF
Klueless
science forum beginner

Joined: 30 May 2005
Posts: 19

Posted: Fri Jun 23, 2006 5:41 am    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

"Richard J. Fateman" <fateman@eecs.berkeley.edu> wrote in message news:e7f7c9$1bih$1@agate.berkeley.edu...
 Quote: http://www.cs.berkeley.edu/~fateman/papers/interval.pdf

Near the bottom of page 2, I think you need: $[w_0,w_1]\supseteq[z_0,z_1]$.
There is a solution in this paper, NInterval = 4-tuple, but I am left unclear what
is the problem. There is the *possible* advantage that the Fateman interval
system expressions may be subjected to more clever algebraic simplification
by virtue of the 4th coordinate memory expressions. Is the proposed advantage
really demonstrated in any numerical routine of any consequence, e.g. calculation
of Sin(x), Newton-Raphson, etc.? I don't see it.
Imagine: Richard Fateman compares the results of using the 2-NInterval,
3-NInterval, 4-NInterval versions of selected numerical algorithms with each other
given the same 2-NInterval or 1-NInterval inputs (1-NInterval = ordinary floats).
While the 4-NInterval *might* produce more precise results at a fixed working
precision, it is expected the burden of extra simplication would slow it down
compared to 2-NInterval arithmetic. The 2-NInterval arithmetic, instead of using
the 4th coordinate memory expressions, would just rely on a higher temporary
working precision, to try to beat the 4-NInterval arithmetic competitor. The higher
temporary working precision means slower operations too, but maybe not as
slow as the algebraic simplication slow downs in the 4-NInterval calculations.
Infinity. Intervals of the type [x,infinity) or (-infinity,x] union [y,infinity) .

http://www.cs.utep.edu/interval-comp/ Relevant web site
Christopher Creutzig
science forum Guru Wannabe

Joined: 03 May 2005
Posts: 107

Posted: Fri Jun 23, 2006 7:27 am    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

Richard J. Fateman wrote:
 Quote: A draft paper on this topic is posted at http://www.cs.berkeley.edu/~fateman/papers/interval.pdf Comments are more than welcome.

While I do understand your goal to make the interval evaluations of
x*x and x^2 return identical results, I fail to see the mathematical
structure (as opposed to implementation, which you write a lot about)
behind your extended intervals. In my humble opinion, this is a lot of
loss for the rather slight gain to reduce the dependency problem in a
few select cases. I doubt your approach will be able to evaluate x^2+x+1
as tightly as (x+1/2)^2+3/4 without finding this representation
symbolically, to name just the standard example. Finding tight
enclosures for the range of a polynomial over an interval is known to be
NP complete, see for example V.Kreinovich: “Range Estimation is NP hard
for \epsilon^2 Accuracy and Feasible for \epsilon^{2-\delta}”. I do not
see your four-tuples solving this problem, and most places where a CAS
resolves to numerical methods are not polynomial anyway.

Sure, the standard interval notation by itself does not lead to a ring
or something algebraically nice like it, but there are extensions
leading to one, such as “improper intervals,” cf. Popova, Ullrich,
“Simplification of Symbolic-Numerical Interval Expressions”. But for all
such extensions, as far as I know them, still x*x is a subset of x^2,
and often a proper subset. Getting more standard structure makes the
finding and the analysis of algorithms easier, which looks to me like a
good thing. That symbolic manipulation may change the interval
evaluation of an expression over the same input interval may or may not
be surprising, interesting, or useful, but I think it is unavoidable
(for reasonable processing times) in general and is less of a concern
than the much less controllable variations in floating point evaluations.

Apart from the chapter on intervals, I did not find new points in this
paper (but I couldn't cite a reference for the indexed infinities, which
I don't think are such a good idea, for very much the same reasons as
above; also note that, unless I missed a point, after
a:=\infty_1+\infty_2, b:=\infty_1+\infty_2, a-b still won't simplify to
0). True, a lot of simplifications carried out by just about any CAS are
wrong as soon as the variables take on values from outside the complex
numbers (a*b=b*a? Not for matrices ...), but still these simplifications
are important to perform whenever they are allowed, and in most cases,
it is hard to find out if they are allowed. In this situation, a CAS
designer must make arbitrary choices and most of them seem to have
reached a very similar conclusion: Perform all simplifications
automatically which are valid for all complex numbers for which the
expression is defined, provide some assumption mechanism for the user to
specify restrictions on the domain of variables, and perform additional
simplifications if you can deduce it is safe to do so. (And find a way
to deal with all those users complaining that they have to make
assumptions to get sqrt(x^2)=abs(x).)

Regards,
Christopher Creutzig
robert.dodier@gmail.com
science forum beginner

Joined: 02 Oct 2005
Posts: 26

Posted: Fri Jun 23, 2006 5:37 pm    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

Richard J. Fateman wrote:

 Quote: A draft paper on this topic is posted at http://www.cs.berkeley.edu/~fateman/papers/interval.pdf

IMNSHO interval computations are a weak approximation to
what we really want, which is a probability distribution over the
value of an expression. Such a result is difficult and/or expensive,
but in any event, that is what approximations should be compared to.

expression probabilistic analysis. The program BUGS [1] is not too
far from what we want here. However its computations are strictly
numerical (Markov chain Monte Carlo); it would be better to return
symbolic results when possible.

Laws of probability dictate what to do to combine partial results.
An automatable analysis can determine whether the information at
hand is sufficient or whether additional information (in the form of
dependencies and/or distributions) is needed to compute a specified
result. In the case of x * y, it is necessary to specify how x and y
are related (or that they are not related); a correct probabilistic
analysis cannot be carried out without that information.

Intervals, by construction, keep only the support of a probability
distribution and don't remember where is the mass. But it seems
possible to me that intervals could at least get the dependency
stuff right. It looks like Fateman's proposal above is

FWIW
Robert Dodier

[1] http://www.mrc-bsu.cam.ac.uk/bugs
rjf
science forum beginner

Joined: 05 May 2006
Posts: 5

Christopher Creutzig
science forum Guru Wannabe

Joined: 03 May 2005
Posts: 107

Posted: Sat Jun 24, 2006 6:53 pm    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

rjf wrote:

 Quote: The disadvantage of computing tighter intervals is that the methods proposed (and I cannot claim to be the first to find any of the methods that I mention) is that the individual computation of the result of an operation, say + or *, is longer. Probably much longer.

What seems to me to be missing is a comparison with established
methods to the same end, especially centered and multicentered forms
such as Taylor forms. You mention Taylor forms, but make no real
comparison with them; as I read it, you propose to include Taylor form
calculations (or polynomials over the whole initial range, which is
clearly inferior to a centered form in terms of both computation time
and overestimation, unless the polynomial is again evaluated as a
centered form) into the low-level arithmetic operators? I fail to see
why calculating lots of intermediate intervals that are never used is
useful. Or are you trying to get rid of an explicit function call
“evaluate this over that interval, using that center”?

 Quote: The advantage is that the tighter intervals may lead to faster convergence of certain sequences of operations. In particular, finding

Sure. I'm certainly not talking against reducing overestimation.
I just find automatic differentiation easier to grasp, analyze
mathematically, and use than what I believe to have understood from your
proposal.

 Quote: increased cost per operation. Imagine you are doing Newton Iteration on interval x[i] and the next step toward the answer x[i+1] you get is WIDER. If the initial interval x[0] encloses the zero, so does x[i]

When we talk about Newton iteration in an interval context, it is
usually understood that x[i+1] = N(x[i]) intersect x[i], where N is the
Newton operator. So while I understand your point, strictly speaking,
this situation cannot arise. (And just for completeness: your argument
does not just hold for exactly one zero. It's true for any number of
zeroes, including none.)

Note that Newton iteration is a perfect example where automatic
differentiation is much faster than extending the fundamental interval
arithmetics: Typically, you'd find centered forms for f and f' (both at
once, with one run of AD, obviously) and reuse them a couple of times
before recalculating with a new center (strictly speaking, the “center”
need not even be in the interval considered) to find sharper remainder
bounds.

 Quote: more, can give answers faster. Increasing the precision of the endpoints is unlikely to be of much use; decreasing the width is the goal.

True. If I said something different, I certainly did not mean it.

 Quote: I think that the fact that some task is in NP, or even known to be exponential, cannot be used, all by itself, as a reason to dismiss it as impractical. If that were the case, we would throw up our hands in

Certainly not. But reducing interval computation problems to
polynomials and regarding those as “simple” is a very attractive
pitfall. Sure, polynomials are simpler than many other functions, I just
wanted to point out that their simplicity may not suffice.

Symbolic computations have a lot to give to interval analysis. For
example, it is numerically impossible to show the boundedness of
sin(x)/x, but a CAS can do that. Taylor forms can do that, if employed
in a careful manner. I don't wish to imply that I didn't find the
connection between the two subjects interesting, quite the contrary.

 Quote: The issue of noting that x*x is the same as x^2 is, so far as I can tell, solved not only by my program but by the Taylor Method of Berz.

As well as by any other centered form, I think. (Yet it is not
necessarily true if x is an interval or some other set with more than
one element. But that's a different topic; we are talking about
enclosing the evaluation of a complex-valued function of a complex
variable for all values in an interval at the moment, where x*x=x^2.)

 Quote: Doing arithmetic on inf_1+inf_2 when it has been replaced by inf_3 would not be very good. Vital information has been lost. The time to replace inf_1+inf_2 by a new named infinity is when (and only when) there are no occurrences of inf_1 or inf_2 anywhere in the CAS. As

I misread that part as not having any other references anywhere in the
current expression, my apologies. In that case, my quarrel is with the
expression swell this proposal will create.

 Quote: long as they are hanging around, it is imprudent to rename inf_1+inf_2. The kind of information needed is fairly easy to obtain in a Lisp system using "weak hash tables".

Shouldn't inf_1+inf_2 be renamed at the moment they only ever appear
in this combination? (And how do weak hash tables help? After all, you
still need to have at least one reference to inf_1 and inf_2 in some
expression to make any useful change.)

 Quote: Regarding Robert's comment on arithmetic with distributions: it seems to me the interval computation goal is to avoid catastrophies by assuring, through guaranteed reliable operations, that certain constraints hold. It would be a different computation to say that

That is one of the goals, sure. As far as I know, it has been the
raison d'être for intervals in the beginning. Another important
application is to perform some computation (say, a simulation) for a
range of possible input values, all at once. (There has been a paper on
simulating the statics of a rack under all permissible load
distributions, for example. I'll look up the reference if anyone needs
it. I just hope I used understandable and reasonably correct English
terms ...) Things like enclosing all roots of an expression is a third
application.

If intervals are not what Robert wants, fine. As far as I can tell
(and I haven't been around in the sixties to watch), they were never
meant to model probability distributions, although some people have
devised ways of using multiple intervals to get a rough approximation of
probability distributions. There certainly are applications for which
for some people intervals are a sufficient tool.

High Regards,

Christopher
Craig Carey
science forum beginner

Joined: 18 Jun 2005
Posts: 41

Posted: Sun Jun 25, 2006 7:22 pm    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

On Thu, 22 Jun 2006 15:59:21 -0700, "Richard J. Fateman" wrote:

 Quote: A draft paper on this topic is posted at http://www.cs.berkeley.edu/~fateman/papers/interval.pdf

The topic of doing bounds arithmetic can an instance of a wider
theory. That wider theory can implement type checking.

An aim is to not add a lot of empty function declarations to
existing symbolic algebra code.

Eg. if these are defined in the before state:

function "*" (X, Y : Expr) returns Expr is ... ;
function "sin" (X, Y : Expr) returns Expr is ... ;

Then after X is made more complex, eg. by representing bounded types
or returning units of horizontal space only if that is the input, then
there is no need to rewrite the "sin" since it can delegate to "*"
decisions on what to do what the two taint fields.

Some made-up syntax to make more complex the primitive symbolictype:

subtype Distance is Expr but tainted with ED;
subtype Time is Expr but tainted with ET

Designers of SQL databases might regard it as adding a new field.
Here is an example of SQL

SELECT STUDENT.NAME, STUDENT.ROLLNO, STUDENT.GRADE FROM STUDENT

(From a webpage of the Indian Institute of Technology, Bombay,
describing the Delitedb database using little memory:
http://www.cse.iitb.ac.in/infolab/projects/DELite/index.html
About 942 calls to malloc, which seems unsafe for Windows,
where allocating is slower.)

Ada 95 offers a little of what might be sought: if X is small
record type then X'Class can describe beigger records containing
a field of type X. So "sin" could be written as this:

function "sin" (X, Y : Expr'Class) returns Expr'Class is ...

Ada actually allows that despite how the size of the returned
record seems unknown.
When I tried that once, the source code started to become verbose
with type conversions.

I shall write Expr^ for a symbolic type containing unknown extra

function Moved (Location : Expr^[1], Time : Expr^[2])
return Expr^[1].

That forces the result to have the type of the 1st parameter.

Run time or compile time checking would prevent the 2 parameters
from being both tainted (=widened) and equal, eg.
T : ... Time type;
Z := Moved (T, T); -- Not allowed

giving two:

function "*" (X, Y : Expr) return Expr;
function "*" (X, Y : Bounded_Expr) return Expr; -- Not foreseen

An aim of not added a lot of overloaded function declarations that
maybe do nothing, succeeds:

function "sin" (X, Y : Expr^[1]) return Expr^[1];

I wrote this after noting that SQL can extract records. But for
a symbolic algebra program, select has a problem with
num-numeric Booleans, (eg. "0<p"). That suggests an is_numeric
taint. Also there is a need for an 'answer-may-be-wrong' taint

Craig Carey
Richard J. Fateman

Joined: 04 May 2005
Posts: 81

Posted: Tue Jun 27, 2006 10:21 pm    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

Christopher Creutzig wrote:

 Quote: rjf wrote: The disadvantage of computing tighter intervals is that the methods proposed (and I cannot claim to be the first to find any of the methods that I mention) is that the individual computation of the result of an operation, say + or *, is longer. Probably much longer. What seems to me to be missing is a comparison with established methods to the same end, especially centered and multicentered forms such as Taylor forms. You mention Taylor forms, but make no real comparison with them; as I read it, you propose to include Taylor form calculations (or polynomials over the whole initial range, which is clearly inferior to a centered form in terms of both computation time and overestimation, unless the polynomial is again evaluated as a centered form) into the low-level arithmetic operators? I fail to see why calculating lots of intermediate intervals that are never used is useful. Or are you trying to get rid of an explicit function call “evaluate this over that interval, using that center”?

In most cases the polynomial will have to be re-evaluated. Whether as a
centered form or not is, I think, irrelevant. For example, let
x=[0,1]. Then compute x*(1-x). A naive computation would lead to the
result [0,1]*[0,1] --> [0,1].

In the system I've written, x*(1-x) would be computed by taking the
associated polynomials, multiplying them together to get -x^2+x, and
then, since this is univariate quadratic, completing the square to get
1/4-(x+1/2)^2, then evaluating that to get [0,1/4].

If the intermediate forms are not needed, I have no problem with a
primitive library call that says
polynomial_evaluate_at_interval(....some polynomial..., ...some
interval...)

It is certainly one of the routines already programmed. There are
various more or less elaborate ways of programming this.

A Taylor method of appropriate degree would produce the same result.
A Taylor method of lower degree would produce a result that would
possibly be wider.

.... snip...

If f is a polynomial, you hardly need AD to compute f'. A simple
recurrence computing both f and f' can easily be found. In fact, a
simple computation producing a rigorous bound on the error in f(x) can
be produced as well, in a time comparable to evaluating f(x). So if
computing f(x) takes time T, you can get f(x), f'(x), and error(f(x))

 Quote: more, can give answers faster. Increasing the precision of the endpoints is unlikely to be of much use; decreasing the width is the goal. True. If I said something different, I certainly did not mean it. I think that the fact that some task is in NP, or even known to be exponential, cannot be used, all by itself, as a reason to dismiss it as impractical. If that were the case, we would throw up our hands in Certainly not. But reducing interval computation problems to polynomials and regarding those as “simple” is a very attractive pitfall. Sure, polynomials are simpler than many other functions, I just wanted to point out that their simplicity may not suffice.

Computing non-polynomial expressions using intervals can either be done
in a piecemeal naive fashion, say f(x)=x*log(x)*sin(x) each piece
separately computed, or in some kind of Taylor series around a chosen
point. But taylor series are not much different from polynomials.
The Taylor methods of interval arithmetic literature seem to fix the
degree ahead of time. Otherwise they are much like what I describe.

(Though I just programmed another version of arithmetic with multiple
variables along the lines of "affine arithmetic" for intervals. I think
this is included, along with Taylor methods in what you are calling
centered methods).

 Quote: Symbolic computations have a lot to give to interval analysis. For example, it is numerically impossible to show the boundedness of sin(x)/x, but a CAS can do that. Taylor forms can do that, if employed in a careful manner. I don't wish to imply that I didn't find the connection between the two subjects interesting, quite the contrary. The issue of noting that x*x is the same as x^2 is, so far as I can tell, solved not only by my program but by the Taylor Method of Berz. As well as by any other centered form, I think.

As long as you have some symbolic representation of the dependencies,
you should be able to handle this case.

(Yet it is not
 Quote: necessarily true if x is an interval or some other set with more than one element.

I think it is a mistake to use an interval to represent a set of
distinct points. A CAS should be able to represent sets so that they
are subject to only those operations appropriate for sets.

....snip..
In that case, my quarrel is with the
 Quote: expression swell this proposal will create.

If you do too much arithmetic with infinities and the expressions of
concern grow too large, you can choose to replace them with
[-inf,inf]+i*[-inf,inf] or something similar. Perhaps
undefined+i*undefined.
 Quote: long as they are hanging around, it is imprudent to rename inf_1+inf_2. The kind of information needed is fairly easy to obtain in a Lisp system using "weak hash tables". Shouldn't inf_1+inf_2 be renamed at the moment they only ever appear in this combination? (And how do weak hash tables help? After all, you still need to have at least one reference to inf_1 and inf_2 in some expression to make any useful change.) You are right, a weak hash table won't help directly. I think that

something more subtle will be needed, which might be constructed via a
"hook" in a garbage collector. That is, a certain objects will be marked
when there are only one pointer to them.
Christopher Creutzig
science forum Guru Wannabe

Joined: 03 May 2005
Posts: 107

Posted: Wed Jun 28, 2006 8:32 am    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

Richard J. Fateman wrote:

 Quote: In most cases the polynomial will have to be re-evaluated. Whether as a centered form or not is, I think, irrelevant. For example, let

Assuming you want to evaluate x^3+x^2-2*x+1, it does not look
reasonable to me to first find a tight enclosure of x^3+x^2 just to
throw the result away afterwards. That was my point when asking about
is not really an issue if the analysis takes place at compilation stage,
but with CAS I usually think of interactive and/or interpreted
evaluation of at least some of the formulas.

And with polynomials of degree > 2, I do think the evaluation type is
important. Sure you can find the extreme values for a univariate
polynomial, but most real-world problems are multivariate and this
approach may be too slow to be of use. Then again, it may not.

 Quote: If f is a polynomial, you hardly need AD to compute f'. A simple

True. But you are essentially doing it nevertheless. And for large
degrees, it may be worth while truncating the polynomial just like an
infinite Taylor series. It depends on the problem.

 Quote: be produced as well, in a time comparable to evaluating f(x). So if computing f(x) takes time T, you can get f(x), f'(x), and error(f(x)) in about 3T.

I'm probably not interested in these three values. What I'm interested
in is an enclosure of f(center(x)) and one of f'(x), for x an interval,
to find a sharper enclosure of f(x) than with a direct computation.

 Quote: Computing non-polynomial expressions using intervals can either be done in a piecemeal naive fashion, say f(x)=x*log(x)*sin(x) each piece separately computed, or in some kind of Taylor series around a chosen point. But taylor series are not much different from polynomials.

The method certainly uses polynomials. The difference is that we
actually get a polynomial in two variables, center(x) for the initial
part and x for the remainder bound.

 Quote: (Though I just programmed another version of arithmetic with multiple variables along the lines of "affine arithmetic" for intervals. I think this is included, along with Taylor methods in what you are calling centered methods).

That name is actually not my invention, I've seen it used at least by
Neumaier in “Interval Methods for Systems of Equations” and by Jaulin et
al. in “Applied Interval Analysis”. (Both books are recommended for
everyone implementing interval arithmetics.) Affine arithmetic, as I
know the term, is not a centered form (although you can use centered
forms with AA), it is a different way of storing quantities, keeping
more structural information than intervals do.

 Quote: The issue of noting that x*x is the same as x^2 is, so far as I can tell, solved not only by my program but by the Taylor Method of Berz. As well as by any other centered form, I think. As long as you have some symbolic representation of the dependencies, you should be able to handle this case.

It is not really necessary to have this information in symbolic form.
Automatic differentiation reduces the information stored to keep
computing times and memory consumption within tight bounds (no
intermediate expression swell, sounds like Nirvana from the CAS point of
view to me), but the reduced information should be sufficient for this
particular example.

 Quote: (Yet it is not necessarily true if x is an interval or some other set with more than one element. I think it is a mistake to use an interval to represent a set of distinct points. A CAS should be able to represent sets so that they are subject to only those operations appropriate for sets.

I was not suggesting to represent discrete sets as intervals. What I
meant was that x*x=x^2 is in general wrong for sets with more than one
element, be it the set {-1, 1} or the uncountable set that is the
interval [-1,1].

Thank you for the opportunity to let us see some unfinished thoughts
by someone else than ourselves.

Regards,
Christopher
rjf
science forum beginner

Joined: 05 May 2006
Posts: 5

Posted: Wed Jun 28, 2006 6:31 pm    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

Christopher Creutzig wrote:

 Quote: Assuming you want to evaluate x^3+x^2-2*x+1, it does not look reasonable to me to first find a tight enclosure of x^3+x^2 just to throw the result away afterwards. That was my point when asking about putting this dependency analysis in the overloading of operators. This is not really an issue if the analysis takes place at compilation stage, but with CAS I usually think of interactive and/or interpreted evaluation of at least some of the formulas.

I agree that you can save effort by looking at a whole expression and
compiling it into an interval evaluation without intermediate steps.
The right way to do this is to try to find one (or more) formulas that
minimize the width. Transforming expressions into "single use
expressions" when possible.
 Quote: And with polynomials of degree > 2, I do think the evaluation type is important. Sure you can find the extreme values for a univariate polynomial, but most real-world problems are multivariate and this approach may be too slow to be of use. Then again, it may not.

This is hard to judge in advance: you pay for a tighter interval. How
much is it worth?
 Quote: If f is a polynomial, you hardly need AD to compute f'. A simple True. But you are essentially doing it nevertheless. And for large degrees, it may be worth while truncating the polynomial just like an infinite Taylor series. It depends on the problem. be produced as well, in a time comparable to evaluating f(x). So if computing f(x) takes time T, you can get f(x), f'(x), and error(f(x)) in about 3T. I'm probably not interested in these three values. What I'm interested in is an enclosure of f(center(x)) and one of f'(x), for x an interval, to find a sharper enclosure of f(x) than with a direct computation.

I do not see, offhand, that computing an interval for f' is less work
than computing an interval for f. It is commonly thought that f' is
simpler than f, but this is generally not true. Our impresions are
based on the common case of polynomials, but consider that d(u*v*w) =
u'*v*w+u*v'*w +u*v*w' etc. so the growth may be substantial, and in
the case of intervals, the "dependency" problem may be worse. (perhaps
so-called logarithmic derivatives would look simpler. )

 Quote: Thank you for the opportunity to let us see some unfinished thoughts by someone else than ourselves.

It is great to get comments. The originally referenced draft paper
will be revised.
RJF
Christopher Creutzig
science forum Guru Wannabe

Joined: 03 May 2005
Posts: 107

Posted: Thu Jun 29, 2006 9:19 am    Post subject: Re: CAS and interval computation and pseudo-values like infinity, undefined

rjf wrote:

 Quote: I agree that you can save effort by looking at a whole expression and compiling it into an interval evaluation without intermediate steps. The right way to do this is to try to find one (or more) formulas that minimize the width. Transforming expressions into "single use expressions" when possible.

Unfortunately, the optimal form depends on the interval. See
Koshelev, “Every Superinterval of the Function Range Can Be an
Interval-Computations Enclosure,” Reliable Computing 6: 219-223, 2000.
For every input interval, there is an optimal formulation, but except
for very special formulas such as quadratic univariate polynomials,
there is no form that gives tight enclosures for all possible inputs. If
we are lucky, our formula only needs a reasonably low number of formulas
for tight enclosures, and one of the niceties of intervals is that we
can use the intersection of all of them as the final result.

 Quote: be produced as well, in a time comparable to evaluating f(x). So if computing f(x) takes time T, you can get f(x), f'(x), and error(f(x)) in about 3T. I'm probably not interested in these three values. What I'm interested in is an enclosure of f(center(x)) and one of f'(x), for x an interval, to find a sharper enclosure of f(x) than with a direct computation. I do not see, offhand, that computing an interval for f' is less work than computing an interval for f.

It is not. But what I described is one of the cheapest and most
general ways of getting a usually tighter evaluation than naïvely
putting an interval into the formula of f. A first degree Taylor form,
if you want to look at it that way.

 Quote: It is commonly thought that f' is simpler than f, but this is generally not true. Our impresions are based on the common case of polynomials, but consider that d(u*v*w) = u'*v*w+u*v'*w +u*v*w' etc. so the growth may be substantial, and in

Certainly not polynomially bounded. That is why we need AD, after all.

Regards,
Christopher

 Display posts from previous: All Posts1 Day7 Days2 Weeks1 Month3 Months6 Months1 Year Oldest FirstNewest First
 Page 1 of 1 [11 Posts]
 The time now is Mon Oct 22, 2018 11:12 pm | All times are GMT
 Jump to: Select a forum-------------------Forum index|___Science and Technology    |___Math    |   |___Research    |   |___num-analysis    |   |___Symbolic    |   |___Combinatorics    |   |___Probability    |   |   |___Prediction    |   |       |   |___Undergraduate    |   |___Recreational    |       |___Physics    |   |___Research    |   |___New Theories    |   |___Acoustics    |   |___Electromagnetics    |   |___Strings    |   |___Particle    |   |___Fusion    |   |___Relativity    |       |___Chem    |   |___Analytical    |   |___Electrochem    |   |   |___Battery    |   |       |   |___Coatings    |       |___Engineering        |___Control        |___Mechanics        |___Chemical

 Topic Author Forum Replies Last Post Similar Topics Compating double with Interval Problem Matlab immernurzweiter@hotmail.c num-analysis 1 Wed Jul 12, 2006 9:21 pm help with symbolic matrix computation in maple csviks Symbolic 0 Fri Jul 07, 2006 8:58 pm Efficient Determinant Computation over Z/p Robert H. Lewis Symbolic 2 Sat Jul 01, 2006 5:11 pm help: proof of E(sup_n(Y_n)) < infinity Yecloud Math 9 Wed Jun 28, 2006 5:20 pm A computation José Carlos Santos Math 15 Mon Jun 26, 2006 3:37 pm