Our aim in writing this book was to provide an extensive set of C++ programs for solving basic numerical problems with verification of the results. This C++ Toolbox for Verified Computing I is the C++ edition of the Numerical Toolbox for Verified Computing l. The programs of the original edition were written in PASCAL-XSC, a PASCAL eXtension for Scientific Computation. Since we published the first edition we have received many requests from readers and users of our tools for a version in C++. We take the view that C++ is growing in importance in the field of numeri cal computing. C++ includes C, but as a typed language and due to its modern concepts, it is superior to C. To obtain the degree of efficiency that PASCAL-XSC provides, we used the C-XSC library. C-XSC is a C++ class library for eXtended Scientific Computing. C++ and the C-XSC library are an adequate alternative to special XSC-Ianguages such as PASCAL-XSC or ACRITH-XSC. A shareware version of the C-XSC library and the sources of the toolbox programs are freely available via anonymous ftp or can be ordered against reimbursement of expenses. The programs of this book do not require a great deal of insight into the features of C++. Particularly, object oriented programming techniques are not required.

Theory, Algorithms, and Programs

As suggested by the title of this book Numerical Toolbox for Verified Computing, we present an extensive set of sophisticated tools to solve basic numerical problems with a verification of the results. We use the features of the scientific computer language PASCAL-XSC to offer modules that can be combined by the reader to his/her individual needs. Our overriding concern is reliability - the automatic verification of the result a computer returns for a given problem. All algorithms we present are influenced by this central concern. We must point out that there is no relationship between our methods of numerical result verification and the methods of program verification to prove the correctness of an imple~entation for a given algorithm. This book is the first to offer a general discussion on • arithmetic and computational reliability, • analytical mathematics and verification techniques, • algorithms, and • (most importantly) actual implementations in the form of working computer routines. Our task has been to find the right balance among these ingredients for each topic. For some topics, we have placed a little more emphasis on the algorithms. For other topics, where the mathematical prerequisites are universally held, we have tended towards more in-depth discussion of the nature of the computational algorithms, or towards practical questions of implementation. For all topics, we present exam ples, exercises, and numerical results demonstrating the application of the routines presented.

As suggested by the title of this book Numerical Toolbox for Verified Computing, we present an extensive set of sophisticated tools to solve basic numerical problems with a verification of the results. We use the features of the scientific computer language PASCAL-XSC to offer modules that can be combined by the reader to his/her individual needs. Our overriding concern is reliability - the automatic verification of the result a computer returns for a given problem. All algorithms we present are influenced by this central concern. We must point out that there is no relationship between our methods of numerical result verification and the methods of program verification to prove the correctness of an imple~entation for a given algorithm. This book is the first to offer a general discussion on • arithmetic and computational reliability, • analytical mathematics and verification techniques, • algorithms, and • (most importantly) actual implementations in the form of working computer routines. Our task has been to find the right balance among these ingredients for each topic. For some topics, we have placed a little more emphasis on the algorithms. For other topics, where the mathematical prerequisites are universally held, we have tended towards more in-depth discussion of the nature of the computational algorithms, or towards practical questions of implementation. For all topics, we present exam ples, exercises, and numerical results demonstrating the application of the routines presented.

The major emphasis of the Dagstuhl Seminar on “Numerical Validation in C- rent Hardware Architectures” lay on numerical validation in current hardware architecturesand softwareenvironments. The generalidea wasto bring together experts who are concerned with computer arithmetic in systems with actual processor architectures and scientists who develop, use, and need techniques from veri?ed computation in their applications. Topics of the seminar therefore included: – The ongoing revision of the IEEE 754/854 standard for ?oating-point ari- metic – Feasible ways to implement multiple precision (multiword) arithmetic and to compute the actual precision at run-time according to the needs of input data – The achievement of a similar behavior of ?xed-point, ?oating-point and - terval arithmetic across language compliant implementations – The design of robust and e?cient numerical programsportable from diverse computers to those that adhere to the IEEE standard – The development and propagation of validated special-purpose software in di?erent application areas – Error analysis in several contexts – Certi?cation of numerical programs, veri?cation and validation assessment Computer arithmetic plays an important role at the hardware and software level, when microprocessors, embedded systems, or grids are designed. The re- ability of numerical softwarestrongly depends on the compliance with the cor- sponding ?oating-point norms. Standard CISC processors follow the 1985 IEEE norm 754, which is currently under revision, but the new highly performing CELL processor is not fully IEEE compliant.