Fast verification algorithms in Matlab

MaRDI QIDQ2738493zbMATH OpenFDO

Authors Siegfried M. Rump

Publication date 30 August 2001

zbMATH Keywords

algorithmBLASdirected roundingsfast verificationIEEE 754interval arithmeticinterval matricesinterval operationsINTLABinvariant subspaceslong arithmeticMatlabmatrix-matrix multiplicationmultiple eigenvaluesperformancestandard functions

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Algorithms with automatic result verification (65G20) Interval and finite arithmetic (65G30) Packaged methods for numerical algorithms (65Y15) Symbolic computation and algebraic computation (68W30)

Review text

The author presents some new concepts for the toolbox INTLAB which was written to work with directed roundings, intervals and interval operations. The new concepts are based on BLAS routines and fast execution of interval operations to be used together with the operator concept in Matlab. Details on implementation and on performance issues are given such as matrix-matrix multiplication with real or interval matrices. As an application the check of non-singularity of an interval matrix is considered. Three sections are devoted to nonlinear problems, standard functions and long arithmetic. The final section contains an example which verifies multiple eigenvalues and corresponding invariant subspaces for a given real or complex matrix. The underlying algorithm is described, the complete INTLAB code is listed and demonstrates its readability as well as the ease of use of the package. For the entire collection see [Zbl 0963.00018].

Recommendations

• scientific article; zbMATH DE number 1440908
• Fast verification of solutions of matrix equations
• INTLAB implementation of an interval global optimization algorithm
• Verification methods: rigorous results using floating-point arithmetic
• Introduction to Interval Analysis

Cited in

(3)

• Fast algorithms for floating-point interval matrix multiplication
• Fast inclusion of interval matrix multiplication
• scientific article; zbMATH DE number 1440908 (Why is no real title available?)

Describes a project that uses

Uses Software

• BLAS
• INTLAB
• Matlab

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