Interval Analysis in Matlab

The introduction of fast and efficient software for interval arithmetic, such as the MATLAB toolbox INTLAB, has resulted in the increased popularity of the use of interval analysis. We give an introduction to interval arithmetic and explain how it is implemented in the toolbox INTLAB. A tutorial is provided for those who wish to learn how to use INTLAB. We then focus on the interval versions of some important problems in numerical analysis. A variety of techniques for solving interval linear systems of equations are discussed, and these are then tested to compare timings and accuracy. We consider univariate and multivariate interval nonlinear systems and describe algorithms that enclose all the roots. Finally, we give an application of interval analysis. Interval arithmetic is used to take account of rounding errors in the computation of Viswanath’s constant, the rate at which a random Fibonacci sequence increases.