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INTLAB – INTerval LABoratory. (English) Zbl 0949.65046
Csendes, Tibor (ed.), Developments in reliable computing. SCAN-98 conference, 8th international symposium on Scientific computing, computer arithmetic and validated numerics. Budapest, Hungary, September 22-25, 1998. Dordrecht: Kluwer Academic Publishers. 77-104 (1999).
Summary: INTLAB is a toolbox for Matlab supporting real and complex intervals, and vectors, full matrices and sparse matrices over those. It is designed very fast. In fact, it is not much slower than the fastest pure floating point algorithms using the fastest compilers available (the latter, of course, without verification of the result). Beside the basic arithmetical operations, rigorous input and output, rigorous standard functions, gradients, slopes and multiple precision arithmetic is included in INTLAB. Portability is assured by implementing all algorithms in Matlab itself with exception of exactly one routine for switching the rounding downwards, upwards and to nearest. Timing comparisons show that the used concept achieves the anticipated speed with identical code on a variety of computers, ranging from PC’s to parallel computers, INTLAB is freeware and may be copied from our home page.
For the entire collection see [Zbl 0933.00041].

65G30 Interval and finite arithmetic
65Y15 Packaged methods for numerical algorithms
Matlab; INTLAB