What model for propagation of uncertainty is used in sage for functions with RIF variables?

asked 2019-04-11 20:57:02 +0100

stockh0lm
270 ●4 ●8 ●26

updated 2019-04-11 21:12:43 +0100

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.

Thanks

edit retag flag offensive close merge delete

add a comment

2 Answers

Sort by » oldest newest most voted

answered 2019-04-11 22:44:15 +0100

nbruin
4153 ●3 ●45 ●91

updated 2019-04-12 04:23:06 +0100

There's the source:

https://git.sagemath.org/sage.git/tre...

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.rev...

your should probably reference that library, and the documentation there hopefully has the information you're looking for.

edit flag offensive delete link

Comments

Is 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.

stockh0lm ( 2019-04-12 00:08:30 +0100 )edit

add a comment

answered 2019-04-14 00:03:50 +0100

slelievre
17704 ●22 ●160 ●350 http://carva.org/samue...

updated 2019-04-14 21:01:03 +0100

You might also consider using Arb.

See SageMath documentation for arbitrary-precision computation.

edit flag offensive delete link

Comments

I 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.

nbruin ( 2019-04-14 07:47:14 +0100 )edit

Okay, I updated my answer.

slelievre ( 2019-04-14 21:01:28 +0100 )edit

add a comment

Your Answer

Please start posting anonymously - your entry will be published after you log in or create a new account.

Add Answer

What model for propagation of uncertainty is used in sage for functions with RIF variables?

2 Answers

Comments

Comments

Your Answer

Question Tools

Stats

What model for propagation of uncertainty is used in sage for functions with RIF variables? edit

2 Answers

Comments

Comments

Your Answer

Question Tools

Stats

What model for propagation of uncertainty is used in sage for functions with RIF variables?