INTLAB

INTLAB, also known as the Interval Arithmetic package, is a free and open-source software library designed for performing computations with interval arithmetic. Developed by the Numerical Analysis and Applied Mathematics group at the University of Karlsruhe (now Karlsruhe Institute of Technology), INTLAB provides a robust and efficient environment for rigorous computation and uncertainty quantification.

The core functionality of INTLAB lies in its ability to represent and manipulate real numbers as intervals, [a, b], which encompass all possible values within a given range. This is crucial for applications where input data may have inherent uncertainties or where rounding errors during computation need to be systematically accounted for. INTLAB offers a comprehensive set of interval arithmetic operations, including addition, subtraction, multiplication, division, and elementary functions, all implemented to guarantee that the true result is always contained within the resulting interval.

Beyond basic interval arithmetic, INTLAB also supports higher-level concepts like verification methods, which can be used to prove the existence and uniqueness of solutions to mathematical problems. It can handle dynamic interval arithmetic, which allows for the efficient propagation of interval data through complex algorithms. The library is implemented in MATLAB and is widely used in various scientific and engineering fields, including numerical analysis, optimization, control theory, and computer-aided verification. Its commitment to accuracy and its comprehensive feature set make it a valuable tool for researchers and practitioners requiring reliable computational results.