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

نویسندگان

  • Pau Herrero
  • Pantelis Georgiou
  • Christofer Toumazou
  • Luc Jaulin
چکیده

High-level, numerically oriented programming languages such as Matlab, Scilab or Octave are popular and well-established tools in the scientific and engineering communities. However, their computational efficiency sometimes limits their use in certain areas where intensive numerical computations are required, such as interval analysis. In this paper, we present an efficient implementation of the well renowned Set Inverter via Interval Analysis (SIVIA) algorithm in Matlab that has a computational efficiency 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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تاریخ انتشار 2012