IntervalArithmetic.jl

IntervalArithmetic.jl: Rigorous oating-point calculations using interval arithmetic in Julia. IntervalArithmetic.jl is a Julia package for performing Validated Numerics in Julia, i.e. rigorous computations with finite-precision floating-point arithmetic. All calculations are carried out using interval arithmetic: all quantities are treated as intervals, which are propagated throughout a calculation. The final result is an interval that is guaranteed to contain the correct result, starting from the given initial data. The aim of the package is correctness over speed, although performance considerations are also taken into account.

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