An Efficient Implementation of SIVIA Algorithm in a High-Level Numerical Programming Language
Pau Herrero, Pantelis Georgiou, C. Toumazou, Benoît Delaunay, Luc Jaulin · 2012
High-level, numerically oriented programming languages such as Mat-lab, Scilab or Octave are popular and well-established tools in the sci-entific and engineering communities. However, their computational effi-ciency sometimes limits their use in certain areas where intensive numeri-cal computations are required, such as interval analysis. In this paper, we present an efficient implementation of the well renowned Set Inverter via Interval Analysis (SIVIA) algorithm in Matlab that has a computational efficiency comparable to its C++ counterpart. Such implementation aims at promoting and facilitating the use of SIVIA algorithm by the afore-mentioned communities. The source code of a Matlab implementation is freely distributed.