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Article Dans Une Revue Reliable Computing Année : 2012

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

Benoît Delaunay
  • Fonction : Auteur
Luc Jaulin

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.
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Dates et versions

hal-00746047 , version 1 (26-10-2012)

Identifiants

  • HAL Id : hal-00746047 , version 1

Citer

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, 2012, pp.239-251. ⟨hal-00746047⟩
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