PROFIL/BIAS - A fast interval library (Q1340873)

BIAS are basic interval arithmetic subroutines which represent a sort of counterpart of the well-known basic linear algebraic subprograms called BLAS. The paper discusses a special implementation of BIAS in C using a lower/upper bound interval representation and directed roundings. This implementation is machine independent (and thus easily portable) with the exception of three small routines for switching the rounding mode. Significant savings of time have been achieved by programming vector and matrix operations in a particular way. Based on BIAS which are low-level routines a \(\text{C}^{++}\) library called PROFIL (Programmer's Runtime Optimized Fast Interval Library) is described improving memory management and allowing the direct use of standard libraries such as IMSL, NAG and LAPACK. Performance results are given proving the efficiency of PROFIL and BIAS. The paper is concluded by the addresses of the server and the directories from which both packages can be obtained via anonymous ftp.