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Certified real elementary-function evaluations enclose their ranges
Statement
Every finite interval returned for a requested real output node by Certified range evaluation for elementary real and complex functions on an input interval in the domain of , , , , , , or contains the exact range of the corresponding function on that interval. For the same typed DAG and designated real output node, if all input intervals are nested coordinatewise, all constant enclosures are fixed, and both calls use the same finite dyadic format and truncation index , then, whenever both calls return finite enclosures, the canonical branch-cell and fixed-term construction makes the smaller domain's computed enclosure a subset of the larger one's. An unresolved fixed branch, pole, invalid domain or overflow returns its stated non-finite status and carries no finite success claim.
Facts & Assumptions
Given: The finite algorithm in Certified range evaluation for elementary real and complex functions, exact arithmetic enclosure in Outward-rounded operations are inclusion-isotone and enclose DAG evaluations, the series tails in Range-reduced exponential, logarithm and arctangent series have certified tails, trigonometric range reduction in Trigonometric identities, Machin's formula and reduced Taylor tails, and monotonicity deductions from Mean value theorem on a closed real interval.
Certified range evaluation for elementary real and complex functions: every finite elementary branch uses interval evaluation of exact rational series coefficients, a fixed truncation count, a certified remainder and a canonical finite partition; unresolved branches return inconclusive.
Outward-rounded operations are inclusion-isotone and enclose DAG evaluations: every finite arithmetic interval node encloses its exact node range and is inclusion-isotone.
Range-reduced exponential, logarithm and arctangent series have certified tails: the truncated exp, log and arctan series enclose the point values with the displayed tails.
Trigonometric identities, Machin's formula and reduced Taylor tails: quarter-turn reduction is exact, , and the reduced sine/cosine Taylor tails are enclosed by .
Trigonometric identities, Machin's formula and reduced Taylor tails: arctangent is odd, for , and for , .
Cauchy products of absolutely convergent series multiply their sums: finite repeated products of absolutely convergent power series may be grouped by total degree, and their coefficients are the corresponding finite convolution sums.
Proof
For an exponential input interval, the fixed scale gives the exact interval before any storage rounding. The point bound [L3] with replaced by the interval's largest absolute endpoint gives a uniform tail enclosure. Exact rational interval evaluation of the polynomial and tail encloses every point; final outward conversion preserves that enclosure by [L2]. The tail radius increases with the largest absolute input, and each repeated interval square preserves inclusion by [L2]. To justify the scaling identity, put . Repeated applications of [L6] to the absolutely convergent series for show that the coefficient of in is where the equality is the multinomial theorem. Thus ; set . Each interval squaring preserves the resulting enclosure by [L2].
The outward cell interval built from contains each exact canonical cell, since ; thus its intersection hull contains every input point assigned to that cell, and contains the exact residual . The algorithm certifies this residual inside the Taylor range. By [L4], exact sine and cosine values are the stated signed swaps of and . The polynomial interval evaluation contains each truncated value by [L2], and adding the symmetric tail interval from [L4] contains the omitted remainder. Taking the hull over all intersected cells therefore contains the full range. If the input width is at least , it is at least , so [L4] gives the safe range . The algorithm rounds the endpoints of this exact interval outward; if the result is finite, [L2] ensures that it contains . For nested inputs, each fixed canonical cell intersection enlarges and its fixed-term interval evaluation is isotone by [L2]; the hull is therefore nested on the reduced branch. Exact rational interval polynomial and tail operations are inclusion-isotone, and the final directed endpoint conversions are nondecreasing. Intersecting with preserves containment and nesting. A narrower cell result has endpoints with and ; monotonicity gives and , so the outward-rounded wide-input result contains it.
On each positive logarithm bin, every maps to . The interval series and uniform tail from [L3] contain ; [L3] also proves the exact logarithm scaling identity used by the algorithm. Each interval transform and sum preserves inclusion by [L2]. The fixed bin partition ensures that enlarging the input only enlarges the intersection with each bin, so its interval-series enclosure and the final hull also enlarge. The arctangent transformations follow from [L5]; on each fixed branch the rational interval maps and fixed series are isotone, and the tail radius is nondecreasing in the largest absolute transformed endpoint.
Tangent is defined only where cosine is nonzero. On a piece whose cosine enclosure excludes zero, division is sound by [L2] and contains every . If cosine may vanish, the algorithm returns a split or non-finite status, so no unsound finite value is reported. For a square-root node, the nonnegative-domain guard in [L1] permits the square-root enclosure in [L2], which contains every exact root and preserves inclusion of nonnegative intervals.
Evaluate the finite expression DAG in topological order. Every primitive node encloses its exact value by steps 1.1, 2.1, 1.2, and 2.2; induction over the finite node order then encloses every exact intermediate and every requested output range. Each primitive's canonical partition and fixed truncation are nested on common finite branches, so the same induction preserves inclusion for nested inputs evaluated with the same format and truncation index.
Depends on
- Certified range evaluation for elementary real and complex functions
- Real elementary functions and their domains
- Outward-rounded operations are inclusion-isotone and enclose DAG evaluations
- Range-reduced exponential, logarithm and arctangent series have certified tails
- Trigonometric identities, Machin's formula and reduced Taylor tails
- Mean value theorem on a closed real interval
- Cauchy products of absolutely convergent series multiply their sums
Used by
- Certified dyadic enclosures for unit-circle phases Algorithm
- Certified Gaussian gridding for type 1 and type 2 Algorithm
- Finite certified Airy power-series evaluation Algorithm
- Finite certified evaluation of Gamma and a continued log-Gamma branch Algorithm
- Finite certified evaluation of integer-order Bessel functions Algorithm
- Finite certified evaluation of the scaled complementary error function Algorithm
- Finite certified power-series evaluation for Fresnel, erf, and Gauss functions Algorithm
- Finite primitive and contracted Gaussian integral evaluation with certified screening Algorithm
- Finite-budget certified evaluation of Boys function tables Algorithm
- Certified special-function enclosure result Definition
- Certified sine range near a multiple of pi Example
- Subtracting erf from one amplifies absolute input errors in the tail Example
- Blahut–Arimoto certified gap and termination Theorem
- Budgeted range evaluation terminates and certifies only sound enclosures Theorem
- Certified complex exponential and principal logarithm enclose their ranges Theorem
- Certified phase output encloses the exact unit-circle value Theorem
- Certified type-1 Gaussian gridding error and type-2 adjoint bound Theorem
- Soundness and accumulated error bounds for the finite Gaussian integral evaluator Theorem
- Soundness of every successful finite-budget Boys enclosure Theorem
- Soundness of finite Airy enclosures Theorem
- Soundness of finite erfcx enclosures Theorem
- Soundness of finite Gamma and log-Gamma enclosures Theorem
- Soundness of finite integer-order Bessel enclosures Theorem
- Soundness of the finite Fresnel, erf, and Gauss-series enclosures Theorem
Cited to discharge well-definedness by Certified range evaluation for elementary real and complex functions.
Dependency tree · two levels
22 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Rump, Rigorous and Portable Standard Functions, §§5–7 (standard reference, not scraped)
- Rump, Verification methods: Rigorous results using floating-point arithmetic, §§5–8 (standard reference, not scraped)