A Computational Environment for Interval Matrices in C++

In reliable engineering computing, manipulations of interval matrices are often in-volved. A computational environment that provides basic linear algebra subroutines(BLAS) for interval matrices is very much needed as a software tool. In this paper, webriefly review the interval BLAS standard proposed in [1] and [2] and then report anobject-oriented implementation of the interval BLAS standard in ISO/ANSI standardC++.The interval BLST standard consists of arithmetic and set operations among intervals,interval vectors, and interval matrices. Fundamental functions, utility functions, andset operations are also included.The package contains over three main classes: Interval, IntervalVector, and Inter-valMatrix. Operations among intervals, interval vectors, and interval matrices areimplemented as over 200 class member functions.This package is portable and robust with built-in error handling features. Instructionson package installation, testing, and usages will be reported at the workshop.References[1] Blackford, G., Demmel. J., Dongarra, J., Duff, and et al: “Basic Linear Alge-bra Subprograms Technical (BLAST) Forum Standard”, Int. J. High PerformanceComputing Applications, No.16, pp. 1-199, 2001.[2] Dongarra, J. et al: “An updated set of basic linear algebra subprograms (BLAS)”,ACM Transactions on Mathematical Software, 28(2), 2002.