ASKSAGE: Sage Q&A Forum - RSS feedhttps://ask.sagemath.org/questions/Q&A Forum for SageenCopyright Sage, 2010. Some rights reserved under creative commons license.Sun, 14 Apr 2019 21:01:28 +0200What model for propagation of uncertainty is used in sage for functions with RIF variables?https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/I am writing a scientific paper and i would like to mention which of the various models of error/uncertainty propagation for functions operating on RIF parameters sage is using.
If you had a pointer to a URL or reference to literature or so, i would be thrilled.
ThanksThu, 11 Apr 2019 20:57:02 +0200https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/Answer by nbruin for <p>I am writing a scientific paper and i would like to mention which of the various models of error/uncertainty propagation for functions operating on RIF parameters sage is using. </p>
<p>If you had a pointer to a URL or reference to literature or so, i would be thrilled. </p>
<p>Thanks</p>
https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?answer=46102#post-id-46102There's the source:
https://git.sagemath.org/sage.git/tree/src/sage/rings/real_mpfi.pyx
Quickly browsing the file shows RIF elements are pairs of mprf floats, one with "round up" and the other with "round down". It's just relying on mpfr doing its rounding properly.
For more advanced functionality, however, it's using a library, MPFI:
http://perso.ens-lyon.fr/nathalie.revol/software.html
your should probably reference that library, and the documentation there hopefully has the information you're looking for.Thu, 11 Apr 2019 22:44:15 +0200https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?answer=46102#post-id-46102Comment by stockh0lm for <p>There's the source:</p>
<p><a href="https://git.sagemath.org/sage.git/tree/src/sage/rings/real_mpfi.pyx">https://git.sagemath.org/sage.git/tre...</a></p>
<p>Quickly browsing the file shows RIF elements are pairs of mprf floats, one with "round up" and the other with "round down". It's just relying on mpfr doing its rounding properly.</p>
<p>For more advanced functionality, however, it's using a library, MPFI:</p>
<p><a href="http://perso.ens-lyon.fr/nathalie.revol/software.html">http://perso.ens-lyon.fr/nathalie.rev...</a></p>
<p>your should probably reference that library, and the documentation there hopefully has the information you're looking for.</p>
https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?comment=46104#post-id-46104Is that a valid way of doing error propagation? does it not consider the kind of function operating on the floats for the effect on the resulting error? --- checked that out, and yes it is.Fri, 12 Apr 2019 00:08:30 +0200https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?comment=46104#post-id-46104Answer by slelievre for <p>I am writing a scientific paper and i would like to mention which of the various models of error/uncertainty propagation for functions operating on RIF parameters sage is using. </p>
<p>If you had a pointer to a URL or reference to literature or so, i would be thrilled. </p>
<p>Thanks</p>
https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?answer=46144#post-id-46144You might also consider using [Arb](http://arblib.org/).
See [SageMath documentation for arbitrary-precision computation](http://doc.sagemath.org/html/en/reference/rings_numerical/index.html).Sun, 14 Apr 2019 00:03:50 +0200https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?answer=46144#post-id-46144Comment by nbruin for <p>You might also consider using <a href="http://arblib.org/">Arb</a>.</p>
<p>See <a href="http://doc.sagemath.org/html/en/reference/rings_numerical/index.html">SageMath documentation for arbitrary-precision computation</a>.</p>
https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?comment=46151#post-id-46151I agree that Arb is probably under more active development, but I'd expect that MPFI is also certified. The only point of doing interval or ball arithmetic is to get certified results.Sun, 14 Apr 2019 07:47:14 +0200https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?comment=46151#post-id-46151Comment by slelievre for <p>You might also consider using <a href="http://arblib.org/">Arb</a>.</p>
<p>See <a href="http://doc.sagemath.org/html/en/reference/rings_numerical/index.html">SageMath documentation for arbitrary-precision computation</a>.</p>
https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?comment=46164#post-id-46164Okay, I updated my answer.Sun, 14 Apr 2019 21:01:28 +0200https://ask.sagemath.org/question/46100/what-model-for-propagation-of-uncertainty-is-used-in-sage-for-functions-with-rif-variables/?comment=46164#post-id-46164