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