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mathuncertaintyinterval-arithmetic

A good uncertainty (interval) arithmetic library?


edited

Given that the words "uncertain" and "uncertainty" are fairly ubiquitous, it's hard to Google "uncertainty arithmetic" and get anything immediately helpful. Thus, can anyone suggest a good library of routines, in almost any programming/scripting language, that implements handling of uncertain values, as per this description:

Use uncertainty arithmetic to record values that are approximations, for which there is a measured tolerance. This is when we are unsure about a value, but know the upper and lower bounds it can have, expressed as a ±value.


Solution

  • I believe "Interval Arithmetic" is the more common name for what you're looking for. boost::interval would be my first choice for a supporting library.