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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 exp⁡, ln⁡, x, arctan⁡, sin⁡, cos⁡, or tan⁡ 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 N, 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

[L1]

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.

[L2]

Outward-rounded operations are inclusion-isotone and enclose DAG evaluations: every finite arithmetic interval node encloses its exact node range and is inclusion-isotone.

[L3]

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.

[L4]

Trigonometric identities, Machin's formula and reduced Taylor tails: quarter-turn reduction is exact, ∣sin⁡∣,∣cos⁡∣≤1, and the reduced sine/cosine Taylor tails are enclosed by Ts,Tc.

[L5]

Trigonometric identities, Machin's formula and reduced Taylor tails: arctangent is odd, A(t)=π/2−A(1/t) for t>0, and A(u)+A(v)=A((u+v)/(1−uv)) for u,v≥0, uv<1.

[L6]

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

1.1givenL1L2L3L6algebra

For an exponential input interval, the fixed scale gives the exact interval U=2−sX⊂(−1/2,1/2) before any storage rounding. The point bound [L3] with ∣u∣ 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 d=2s. Repeated applications of [L6] to the absolutely convergent series for exp⁡u show that the coefficient of uk in (exp⁡u)d is ∑n1+⋯+nd=k1n1!⋯nd!=dkk!, where the equality is the multinomial theorem. Thus (exp⁡u)d=exp⁡(du); set u=x/d. Each interval squaring preserves the resulting enclosure by [L2].

1.2givenL1L2L4algebra

The outward cell interval built from PN contains each exact canonical cell, since π∈PN; thus its intersection hull Xk contains every input point assigned to that cell, and Xk−kPN/2 contains the exact residual r=x−kπ/2. The algorithm certifies this residual inside the Taylor range. By [L4], exact sine and cosine values are the stated signed swaps of sin⁡r and cos⁡r. 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 2sup⁡(PN), it is at least 2π, so [L4] gives the safe range [−1,1]. The algorithm rounds the endpoints of this exact interval outward; if the result is finite, [L2] ensures that it contains [−1,1]. 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 [−1,1] preserves containment and nesting. A narrower cell result has endpoints rd⁡(a),ru⁡(b) with a≥−1 and b≤1; monotonicity gives rd⁡(−1)≤rd⁡(a) and ru⁡(b)≤ru⁡(1), so the outward-rounded wide-input result contains it.

2.1step 1.1givenL1L2L3L5algebra

On each positive logarithm bin, every y maps to v=(y−1)/(y+1)∈[0,1/3]. The interval series and uniform tail from [L3] contain ln⁡y; [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.

2.2step 1.2L1L2

Tangent is defined only where cosine is nonzero. On a piece whose cosine enclosure excludes zero, division is sound by [L2] and contains every sin⁡x/cos⁡x. 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.

3.1step 1.1step 2.1step 1.2step 2.2induction∎

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

Used by

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