Re: Interval arithmetics [was Newton ]

Posted by Peter Schmitteckert-2 on Jul 11, 2001; 10:25am
URL: http://quantlib.414.s1.nabble.com/RV-Newton-tp1747p1750.html

Dear Luigi,

> Hi Peter,
>          any reference on interval arithmetics?
>

My experience with interval arithmetics is base on
Pascal-XSC of the university Karlsruhe, Germany.
(and by private conversation)

There is a preliminary interval package for C++ on boost.org,
and you can find more packages on the net.

The idea of a 1D interval solver for f is quite simple, you just bisection
the desired range and check, if zero is element of f( subrange ). If not,
then there is no solution, if yes you can continue to bisection until you
have found your solutions.

In case its unclear (or you're too lazy :) ) I could provide you with an
example using the boost interval package, since the boost license is
compatible with Quantlib. But you should give me one or two weeks, since I
currently have a high workload.

Best wishes
Peter