Ask Your Question
1

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

asked 5 years ago

stockh0lm gravatar image

updated 5 years ago

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

Preview: (hide)

2 Answers

Sort by » oldest newest most voted
2

answered 5 years ago

nbruin gravatar image

updated 5 years ago

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.

Preview: (hide)
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 gravatar imagestockh0lm ( 5 years ago )
1

answered 5 years ago

slelievre gravatar image

updated 5 years ago

Preview: (hide)
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 gravatar imagenbruin ( 5 years ago )

Okay, I updated my answer.

slelievre gravatar imageslelievre ( 5 years ago )

Your Answer

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

Add Answer

Question Tools

1 follower

Stats

Asked: 5 years ago

Seen: 369 times

Last updated: Apr 14 '19