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An Efficient Implementation of SIVIA Algorithm in a High-Level Numerical Programming Language

Pau Herrero 1 Pantelis Georgiou 1 Christofer Toumazou 1 Benoît Delaunay Luc Jaulin 2
2 Lab-STICC_ENSTAB_CID_IHSEV ; OSM
STIC - Pôle STIC [Brest], Lab-STICC - Laboratoire des sciences et techniques de l'information, de la communication et de la connaissance
Abstract : High-level, numerically oriented programming languages such as Matlab, Scilab or Octave are popular and well-established tools in the scienti c and engineering communities. However, their computational e - ciency sometimes limits their use in certain areas where intensive numerical computations are required, such as interval analysis. In this paper, we present an e cient implementation of the well renowned Set Inverter via Interval Analysis (SIVIA) algorithm in Matlab that has a computational e ciency comparable to its C++ counterpart. Such implementation aims at promoting and facilitating the use of SIVIA algorithm by the aforementioned communities. The source code of a Matlab implementation is freely distributed.
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https://hal-ensta-bretagne.archives-ouvertes.fr/hal-00746047
Contributeur : Annick Billon-Coat <>
Soumis le : vendredi 26 octobre 2012 - 18:38:34
Dernière modification le : mercredi 5 août 2020 - 03:49:59

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  • HAL Id : hal-00746047, version 1

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Pau Herrero, Pantelis Georgiou, Christofer Toumazou, Benoît Delaunay, Luc Jaulin. An Efficient Implementation of SIVIA Algorithm in a High-Level Numerical Programming Language. Reliable Computing, Springer Verlag, 2012, pp.239-251. ⟨hal-00746047⟩

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