Self-validating methods (Q5929742)

A self-validating (SV) method -- also called verification method or automatic result verification -- aims to deliver rigorous results even when computing with floating point numbers. It includes the proof of existence and possibly uniqueness of a solution. The paper sketches arithmetical issues in order to guarantee a safe validation process of assumptions and presents some details and examples on how SV methods work. It starts with a theoretical definition of interval arithmetic, continues with remarks on practical implementations using rounding control and shows the misuse of interval arithmetic by means of a simple example. In addition, it illustrates the efficiency of interval arithmetic by a typical approach of SV methods to find a zero of a function \(f: \mathbb{R}^n\to \mathbb{R}^n\) and to find all solutions of linear systems \(Ax= b\) with \(A\), \(b\) varying in a given interval matrix \({\mathbf A}\) and a given interval vector \({\mathbf b}\), respectively. General remarks on basic approaches to many SV methods as well as open problems in this area conclude the paper.