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Centered Taylor models with derivative intervals enclose the function range
Statement
Under the hypotheses in Centered Taylor model with derivative-interval remainder, every satisfies . Whenever all operations and endpoint conversions in the displayed outward-rounded Taylor-model evaluation return finite intervals, . For , the exact set sum always satisfies , and its finite outward evaluation encloses this sum. A non-finite evaluation status asserts no finite Taylor-model certificate.
Facts & Assumptions
Given: The Taylor model in Centered Taylor model with derivative-interval remainder, Taylor's integral remainder formula in Taylor's theorem with an integral remainder, and the outward interval operations in Outward-rounded operations are inclusion-isotone and enclose DAG evaluations.
Centered Taylor model with derivative-interval remainder: each contains , contains , bounds the absolute values of , and bounds for every .
Taylor's theorem with an integral remainder: each Taylor remainder is an integral and has absolute value at most when on the segment.
Outward-rounded operations are inclusion-isotone and enclose DAG evaluations: the computed polynomial range and interval sum enclose their exact counterparts provided every operation node returns a finite enclosure; a non-finite status asserts no finite DAG enclosure.
Proof
Fix . If , the polynomial already equals and the remainder is zero. Otherwise the segment from to lies in , so [L1] places there in and gives ; also . The Taylor integral remainder bound [L2] is therefore at most .
Step 1.1 proves the stated analytic bound independently of storage. Suppose now that every operation and endpoint conversion in the Taylor-model evaluation returns a finite interval. For every , [L1] puts each exact coefficient of inside the corresponding , so the polynomial interval evaluation contains by [L3]. The remainder from step 1.1 lies in the exact symmetric interval, whose outward endpoint conversion contains it. Thus lies in the exact sum, and outward evaluation preserves that inclusion by [L3]. Since was arbitrary, the whole range is enclosed. For , , so the exact set-sum inclusion follows from step 1.1 even if its machine evaluation fails. On a non-finite status [L3] supplies no finite enclosure.
Depends on
Used by
Nothing in the library uses this result yet.
Cited to discharge well-definedness by Centered Taylor model with derivative-interval remainder.
Dependency tree · two levels
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Sources
- Rump, Verification methods: Rigorous results using floating-point arithmetic, §11.6 (standard reference, not scraped)