FILIB++, a fast interval library supporting containment computations

Abstract

filib++ is an extension of the interval library filib originally developed at the University of Karlsruhe. The most important aim of filib is the fast computation of guaranteed bounds for interval versions of a comprehensive set of elementary functions. filib++ extends this library in two aspects. First, it adds a second mode, the extended mode, that extends the exception-free computation mode (using special values to represent infinities and NaNs known from the IEEE floating-point standard 754) to intervals. In this mode, the so-called containment sets are computed to enclose the topological closure of a range of a function over an interval. Second, our new design uses templates and traits classes to obtain an efficient, easily extendable, and portable C++ library.