CoStLy: A Validated Library for Complex Functions

For the validated computation of complex functions, Bühler [1] has implemented algorithms that were presented in [2] as part of a Pascal–XSC interval library. Although Pascal-XSC is still available [4], it is no longer being maintained and it requires outdated compiler versions, which make it difficult to use nowadays. CoStLy is a new C++ library of complex standard functions for the rigorous computation of function values and of function ranges. To ensure validated results, all truncation and roundoff errors are calculated during the course of the floating-point arithmetic computation and enclosed into the result. CoStLy is based on either one of the well-established interval arithmetic libraries C-XSC or filib++ [4], both of which provide real and complex interval arithmetic, real standard functions, but no complex standard functions. CoStLy is availabe under the GNU GPL from the CoStLy website [3].