From: <sim...@us...> - 2008-12-16 20:15:21
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Revision: 5494 http://octave.svn.sourceforge.net/octave/?rev=5494&view=rev Author: simonepernice Date: 2008-12-16 20:15:12 +0000 (Tue, 16 Dec 2008) Log Message: ----------- First version of SIMP. Added Paths: ----------- trunk/octave-forge/main/simp/ trunk/octave-forge/main/simp/COPYING trunk/octave-forge/main/simp/DESCRIPTION trunk/octave-forge/main/simp/INDEX trunk/octave-forge/main/simp/doc/ trunk/octave-forge/main/simp/doc/simp.lyx trunk/octave-forge/main/simp/doc/simp.pdf trunk/octave-forge/main/simp/inst/ trunk/octave-forge/main/simp/inst/__add1Int__.m trunk/octave-forge/main/simp/inst/__addSingleInt__.m trunk/octave-forge/main/simp/inst/__checkInputInt__.m trunk/octave-forge/main/simp/inst/__checkInt__.m trunk/octave-forge/main/simp/inst/__checkMonotonicity__.m trunk/octave-forge/main/simp/inst/__div1Int__.m trunk/octave-forge/main/simp/inst/__divSingleInt__.m trunk/octave-forge/main/simp/inst/__engSingleFormInt__.m trunk/octave-forge/main/simp/inst/__incrementalRatio__.m trunk/octave-forge/main/simp/inst/__intSingleToTol100__.m trunk/octave-forge/main/simp/inst/__intSingleToTol__.m trunk/octave-forge/main/simp/inst/__intSingleToVal__.m trunk/octave-forge/main/simp/inst/__intersectSingleInt__.m trunk/octave-forge/main/simp/inst/__intervalFunctionMultiInt__.m trunk/octave-forge/main/simp/inst/__intervalFunctionNNSingleInt__.m trunk/octave-forge/main/simp/inst/__intervalFunctionNSingleInt__.m trunk/octave-forge/main/simp/inst/__invertSingleInt__.m trunk/octave-forge/main/simp/inst/__mul1Int__.m trunk/octave-forge/main/simp/inst/__mulSingleInt__.m trunk/octave-forge/main/simp/inst/__negateSingleInt__.m trunk/octave-forge/main/simp/inst/__powerSingleInt__.m trunk/octave-forge/main/simp/inst/__sqrSingleInt__.m trunk/octave-forge/main/simp/inst/__sqrtSingleInt__.m trunk/octave-forge/main/simp/inst/__sub1Int__.m trunk/octave-forge/main/simp/inst/__subSingleInt__.m trunk/octave-forge/main/simp/inst/addInt.m trunk/octave-forge/main/simp/inst/dB10ToLinInt.m trunk/octave-forge/main/simp/inst/dB20ToLinInt.m trunk/octave-forge/main/simp/inst/divInt.m trunk/octave-forge/main/simp/inst/engFormInt.m trunk/octave-forge/main/simp/inst/errorBarInt.m trunk/octave-forge/main/simp/inst/findRootInt.m trunk/octave-forge/main/simp/inst/functionInt.m trunk/octave-forge/main/simp/inst/intToTol.m trunk/octave-forge/main/simp/inst/intToTol100.m trunk/octave-forge/main/simp/inst/intToVal.m trunk/octave-forge/main/simp/inst/invertAddInt.m trunk/octave-forge/main/simp/inst/invertInt.m trunk/octave-forge/main/simp/inst/linSpaceTol100Int.m trunk/octave-forge/main/simp/inst/linToDB10Int.m trunk/octave-forge/main/simp/inst/linToDB20Int.m trunk/octave-forge/main/simp/inst/logSpaceTol100Int.m trunk/octave-forge/main/simp/inst/monotonicFunctionInt.m trunk/octave-forge/main/simp/inst/mulInt.m trunk/octave-forge/main/simp/inst/negateInt.m trunk/octave-forge/main/simp/inst/plotInt.m trunk/octave-forge/main/simp/inst/powerInt.m trunk/octave-forge/main/simp/inst/sqrAddInt.m trunk/octave-forge/main/simp/inst/sqrInt.m trunk/octave-forge/main/simp/inst/sqrtInt.m trunk/octave-forge/main/simp/inst/subInt.m trunk/octave-forge/main/simp/inst/valtol100ToInt.m Added: trunk/octave-forge/main/simp/COPYING =================================================================== --- trunk/octave-forge/main/simp/COPYING (rev 0) +++ trunk/octave-forge/main/simp/COPYING 2008-12-16 20:15:12 UTC (rev 5494) @@ -0,0 +1,674 @@ + GNU GENERAL PUBLIC LICENSE + Version 3, 29 June 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. <http://fsf.org/> + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The GNU General Public License is a free, copyleft license for +software and other kinds of works. + + The licenses for most software and other practical works are designed +to take away your freedom to share and change the works. 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Added: trunk/octave-forge/main/simp/DESCRIPTION =================================================================== --- trunk/octave-forge/main/simp/DESCRIPTION (rev 0) +++ trunk/octave-forge/main/simp/DESCRIPTION 2008-12-16 20:15:12 UTC (rev 5494) @@ -0,0 +1,12 @@ +Name: simp.tar +Version: 1.0.0 +Date: 13/12/2008 +Author: Simone Pernice +Maintainer: Simone Pernice +Title: Single Interval Mathematics Package for Octave +Description: This package define the basic operations on intervals. It is useful when some values for a computation are incerte. +Categories: Interval Mathematics Octave +Url: simonepernice.freehostia.com +Autoload: yes +License: GPL version 3 + Added: trunk/octave-forge/main/simp/INDEX =================================================================== --- trunk/octave-forge/main/simp/INDEX (rev 0) +++ trunk/octave-forge/main/simp/INDEX 2008-12-16 20:15:12 UTC (rev 5494) @@ -0,0 +1,27 @@ +intervals >> Basic Arithmetic + addInt + negateInt + subInt + mulInt + invertInt + invertAddInt + divInt + powerInt + sqrInt + sqrtInt + addSqrInt + engFormInt + dB10ToLinInt + linToDB10Int + dB20ToLinInt + linToDB20Int + valtol100ToInt + intToTol + intToTol100 + intToVal + linSpaceTol100Int + logSpaceTol100Int + monotonicFunctionInt + functionInt + plotInt + errorBarInt Added: trunk/octave-forge/main/simp/doc/simp.lyx =================================================================== --- trunk/octave-forge/main/simp/doc/simp.lyx (rev 0) +++ trunk/octave-forge/main/simp/doc/simp.lyx 2008-12-16 20:15:12 UTC (rev 5494) @@ -0,0 +1,1137 @@ +#LyX 1.5.6 created this file. For more info see http://www.lyx.org/ +\lyxformat 276 +\begin_document +\begin_header +\textclass article +\language english +\inputencoding auto +\font_roman default +\font_sans default +\font_typewriter default +\font_default_family default +\font_sc false +\font_osf false +\font_sf_scale 100 +\font_tt_scale 100 +\graphics default +\paperfontsize default +\spacing single +\papersize default +\use_geometry false +\use_amsmath 1 +\use_esint 1 +\cite_engine basic +\use_bibtopic false +\paperorientation portrait +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\defskip medskip +\quotes_language english +\papercolumns 1 +\papersides 1 +\paperpagestyle default +\tracking_changes false +\output_changes false +\author "" +\author "" +\end_header + +\begin_body + +\begin_layout Title +Single Interval Mathematics Package for Octave +\end_layout + +\begin_layout Standard + +\newpage + +\end_layout + +\begin_layout Standard +\begin_inset LatexCommand tableofcontents + +\end_inset + + +\end_layout + +\begin_layout Standard + +\newpage + +\end_layout + +\begin_layout Section +Author and version +\end_layout + +\begin_layout Standard +I am Simone Pernice and I am the writer of the SIMP pachage. + If you find any bug or you want to add features, you can contact me at + pe...@li.... + You can find further details on my web site: simonepernice.freehostia.com +\end_layout + +\begin_layout Standard +List of versions of this document: +\end_layout + +\begin_layout Itemize +Version 1.0, Turin 14th December 2008, initial draft +\end_layout + +\begin_layout Section +Preface +\end_layout + +\begin_layout Standard +I am an engineer, I worked on hardware and software fields. + To design an electrical circuit is quite complex because the characteristics + of the components involved have huge tolerance some about 5%, while others + 80%. + The engineer has the target to have the circuit working in the worst case + of the components and of the environment. + That involves to compute several time the same equation putting inside + the worst or best case values. + Some time ago I was doing the usual design when I though, what if I use + intervals instead of numbers: I may get the results in just one step! Then + I went on the Internet looking for Interval Mathematics: I discovered it + was invented in the '50s. + Eventually I looked for a open source calculator able to manage intervals + instead of Numbers. + Unfortunately I was not able to find anything. + There are just some libraries for C++ language and packages for proprietary + software. + I was thinking to develop a calculator on my own, but I was not that happy + because it would have required a lot of effort. + Then I discovered Octave. + After a loot at its tutorial I decided to write a package to work on intervals + in Octave. + It was the right choice, because it tooks just three days while to make + a new program from scratch would have taken weeks. + The package extends the basic function to single interval mathematics, + it is called SIMP. + Unfortunately it is not possible to overload Octave operators, therefore + new functions working on matrix were added for that purpose. +\end_layout + +\begin_layout Standard +\begin_inset LatexCommand prettyref +reference "sec:Introduction" + +\end_inset + + shows why numbers are not the best tool when computing real world measures. + +\begin_inset LatexCommand prettyref +reference "sec:Intervals" + +\end_inset + + explains what is an interval and how a function can be extended to work + on intervals. + +\begin_inset LatexCommand prettyref +reference "sec:Issues-with-interval" + +\end_inset + + explains some issues to be aware when making interval calculations, which + are not present in the number computation. + +\begin_inset LatexCommand prettyref +reference "sec:Single-Interval-Mathematics" + +\end_inset + + shows some examples to explain how the SIMP package can be used. + Eventually the +\begin_inset LatexCommand prettyref +reference "sec:Functions" + +\end_inset + + provides the detailed list of functions available. +\end_layout + +\begin_layout Section +Introduction +\begin_inset LatexCommand label +name "sec:Introduction" + +\end_inset + + +\end_layout + +\begin_layout Standard +Every day we need to compute the result of a lot of simple mathematical + equations. + For example the cost of the apples bought at the supermarket is given by + the apple cost per kilo times the number of kilos bought: +\begin_inset Formula $applePrice=appleCostPerKilo\times kilosOfAppleBought$ +\end_inset + +. +\end_layout + +\begin_layout Standard +When we need the result of those mathematical expressions, we put the values + on the right side of the equation and we got its result on the left side. + Well, we usually put wrong numbers on the right side and therefore no doubt + we get wrong results. + There are a lot of reason why we put wrong values, below some of them follows: + +\end_layout + +\begin_layout Enumerate +Most of the values are measured, therefore they are known within a given + tolerance (looking for accuracy and precision on Wikipedia will provide + interesting information); +\end_layout + +\begin_layout Enumerate +Some values have an infinite number of digits after the decimal point, like + for +\begin_inset Formula $\pi$ +\end_inset + + (the ratio between a circumference and its diameter); +\end_layout + +\begin_layout Enumerate +Some values change with time or samples or whatever, like the weight of + a person (which can change of 5% during a day) or the current gain of a + BJT (which can change of 50% from the samples of the same series); +\end_layout + +\begin_layout Enumerate +Some value are estimation or guess: something like between a minimum and + a maximum. + +\end_layout + +\begin_layout Standard +For example if a pipe brakes and you want to buy a new one you need its + diameter. + If you do not have a caliber, you may measure its circumference and divide + it by +\begin_inset Formula $\pi$ +\end_inset + + (3.1415...): +\begin_inset Formula $diameter=\frac{circumference}{\pi}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +Here there are two errors: the circumference is knows with the tolerance + given by your meter, moreover +\begin_inset Formula $\pi$ +\end_inset + + has an infinite number of digits while only few of them can be used in + the operation. + You may think the error is negligible, the result is enough accurate to + buy a new pipe in a hardware shop. + However the not infinite accuracy of those operation avoid the use of computers + as automatic theorem demonstration tools and so on... +\end_layout + +\begin_layout Standard +This kind of issue is quite common on engineer design. + What engineers do is to be sure their design will work in the worst case + or in most of the cases (usually more than 99.9%). + Here a simple example. + Let us say you want to repaint the walls of your living room completely + messed up by your children. + You need to compute how many paint cans you need to buy. + The equation is quite simple: +\end_layout + +\begin_layout Standard +\begin_inset Formula \begin{equation} +paintCans=\frac{2\times\left(roomWidth+roomLength\right)\times roomHeight}{paintLitersPerCan\times paintEfficiency}\label{eq:paintCans}\end{equation} + +\end_inset + + +\end_layout + +\begin_layout Standard +where paintEfficiency is how may square meter of surface can be painted + with a liter of paint. + The problem here is that usually we do not have a meter long enough to + measure the room width and length, it is much simpler to count the number + of steps to go through it (1 step is about 1m, let us say from 0.9 to 1.1m). + Moreover the paint provider usually declare a paint efficiency range. + Let us put below the data: +\end_layout + +\begin_layout Itemize +roomWidth = 6 +\end_layout + +\begin_layout Itemize +steps roomLength = 4 +\end_layout + +\begin_layout Itemize +steps roomHeight = 3 +\end_layout + +\begin_layout Itemize +meters paintEfficiency = from 0.7 to 1.3 square meters per liter (1 liter + per square meter in average) +\end_layout + +\begin_layout Itemize +paintLitersPerCan = 40 +\end_layout + +\begin_layout Standard +To compute the average result just put average values in +\begin_inset LatexCommand eqref +reference "eq:paintCans" + +\end_inset + +. + We get: +\begin_inset Formula $paintCans=\frac{2\times\left(6+4\right)\times3}{40\times1}=1.5$ +\end_inset + + +\end_layout + +\begin_layout Standard +paint cans, which means two unless you are able to buy just half of a can. + +\end_layout + +\begin_layout Standard +Are you satisfied with that result? I am not. + What if I have underestimated something? As every good engineer I would + check what would happen in the worst case, which means 1.1m step and efficiency + of just 0.8. + Again just substituting those values in +\begin_inset LatexCommand eqref +reference "eq:paintCans" + +\end_inset + +, we get: +\begin_inset Formula $paintCans=\frac{2\times\left(6.6+4.4\right)\times3}{40\times0.7}=2.36$ +\end_inset + +. + That is really interesting: in the worst case I would miss 0.36 cans, it + makes sense to buy three cans to avoid to go back to the hardware shop + to buy one more (in the worst case). + +\end_layout + +\begin_layout Standard +More happy with the result now? I am not completely satisfied, I am asking + myself: what if in the best case I need just 1 can? In that case probably + I need more accurate data because the result range would be too wide. + Eventually from +\begin_inset LatexCommand eqref +reference "eq:paintCans" + +\end_inset + + we get: +\begin_inset Formula $paintCans=\frac{2\times\left(5.4+3.6\right)\times3}{40\times1.3}=1.04$ +\end_inset + +. + Which means two cans. + I am satisfied, I have to buy at least two cans, but probably I may need + one more. + In the next paragraph you will see how to do all this stuff in one step + using Octave and SIMP. + +\end_layout + +\begin_layout Section +Intervals +\begin_inset LatexCommand label +name "sec:Intervals" + +\end_inset + + +\end_layout + +\begin_layout Standard +As you can see in the example above a lot of computations are required to + get an idea of the result. + To get the worst (and sometime is required also best) case, you need also + to think carefully at the equation because some time you need to put the + higher value (for steps) while other times the smallest (for efficiency) + to get the worst case and vice versa for the best. + There is a much simpler way to work with that issue. + You can use intervals instead of number. + An interval is: +\end_layout + +\begin_layout Standard +\begin_inset Formula \begin{equation} +[a1,a2]=\left\{ \forall x\in\mathbb{R\mid\mathit{a1}\leqslant\mathit{x}\leqslant\mathit{a2}}\right\} ;a1,a2\in\mathbb{R\cup\left\{ -\infty,+\infty\right\} ;\mathit{a1}\leqslant\mathit{a2};}\label{eq:interval}\end{equation} + +\end_inset + + +\end_layout + +\begin_layout Standard +In few words, [a, b] is the set of real numbers among a and b. + Please note that intervals suit perfectly in all the cases where numbers + do not fit (some were showed in the +\begin_inset LatexCommand prettyref +reference "sec:Introduction" + +\end_inset + +). + Moreover if it is correct to use a number, it is possible to use a degenerate + interval like [a, a]. + It is possible also to define functions that work on interval instead of + numbers: +\end_layout + +\begin_layout Standard +\begin_inset Formula \begin{equation} +f\left([a1,a2],[b1,b2],...\right)=\left\{ \forall f(a,b,...)\in\mathbb{R}\mid\exists a\in[a1,a2],b\in[b1,b2],...\right\} \label{eq:functionOnInterval}\end{equation} + +\end_inset + + +\end_layout + +\begin_layout Standard +Please note, with that definition it is possible to extend every function + (like addition, multiplication, square, square root, ...) to work on intervals. + +\end_layout + +\begin_layout Standard +Note also sometime a function may generate several intervals as result, + but in this package we will concentrate on single interval function. + I will give you an example: +\begin_inset Formula $[4,4]/[-2,2]=[-\infty,-2]\cup[2,+\infty]$ +\end_inset + +. + However the result is a double interval, for that reason if you try to + divide for a interval containing 0 in SIMP, you will get an error. +\end_layout + +\begin_layout Standard +Eventually note that the usually compute the interval result of a function + applied to intervals is computationally a long task. + In those case we are satisfied by a bigger interval containing the correct + interval. + However the target is always to get the smaller interval containing the + solution. + In the example above you would have: +\end_layout + +\begin_layout Itemize +roomWidth = [5.4, 6.6] meters +\end_layout + +\begin_layout Itemize +roomLength = [3.6, 4.4] meters +\end_layout + +\begin_layout Itemize +roomHeight = 3 = [3, 3] meters +\end_layout + +\begin_layout Itemize +paintEfficiency = [0.7, 1.3] square meters per liter +\end_layout + +\begin_layout Itemize +paintLitersPerCan = 40 = [40, 40] liters per can +\end_layout + +\begin_layout Standard +Now you have just to compute the equation once with extended function to + get [1.04, 2.36] cans. + SIMP, the Octave package I developed, extends all the basic mathematical + functions and it provides functions to extend all other available Octave + functions. + +\end_layout + +\begin_layout Section +Issues with interval computation +\begin_inset LatexCommand label +name "sec:Issues-with-interval" + +\end_inset + + +\end_layout + +\begin_layout Standard +There are few issues you need to know about interval computations. + +\end_layout + +\begin_layout Subsection +Variables independence +\end_layout + +\begin_layout Standard +All the variables you use to make a computation are independent from each + other, although they are the same instance of variable for you. + For example the perimeter of a rectangle (which was also used in a piece + of the equation +\begin_inset LatexCommand ref +reference "eq:paintCans" + +\end_inset + +) can be written in several different ways. + If the dimensions of the rectangle are a end b we can write: +\end_layout + +\begin_layout Standard +\begin_inset Formula \begin{equation} +perimeter=2(a+b)\label{eq:perimetersmall}\end{equation} + +\end_inset + + +\end_layout + +\begin_layout Standard +\begin_inset Formula \begin{equation} +perimeter=a+a+b+b\label{eq:perimeterbig}\end{equation} + +\end_inset + + +\end_layout + +\begin_layout Standard +In standard mathematics they are the same, while in interval mathematics + we have the interval +\begin_inset Formula $equation(\ref{eq:perimetersmall})\subseteqq equation(\ref{eq:perimeterbig})$ +\end_inset + +. + The reason is that every interval that appears in the equation is not dependent + from each other, therefore in equation +\begin_inset LatexCommand ref +reference "eq:perimeterbig" + +\end_inset + + is like having four different intervals. + What is important to remember is that: +\emph on +Every variable should appear just once in the equation if possible in order + to get the smallest interval possible as result. +\end_layout + +\begin_layout Subsection +Hyper-cube Overlapping +\end_layout + +\begin_layout Standard +The result of a set of equation involving intervals is an Hyper-cube. + For example if we have just two equations in the unknowns x and y the result + will be a couple of intervals which draw a rectangle on the Cartesian plane. + However in general the solution will be smaller, for example just a segment. + In that case the rectangle will contain the solution. + There is no way to solve that, just remember the solution is usually a + super set of the actual one. +\end_layout + +\begin_layout Section +Introduction on how the package works +\begin_inset LatexCommand label +name "sec:Single-Interval-Mathematics" + +\end_inset + + +\end_layout + +\begin_layout Subsection +Installation +\end_layout + +\begin_layout Standard +First of all you have to install the SIMP package in Octave, so that Octave + will automatically load the new functions at every start. + To do that just run Octave from the directory where was downloaded the + package and execute the following command: +\end_layout + +\begin_layout Itemize +pkg install simp.tar.gz +\end_layout + +\begin_layout Subsection +Some example +\end_layout + +\begin_layout Standard +SIMP works on matrix, interpreted as intervals. + The basic interval is: [min, max], which in Octave is a row vector made + by two elements. + The added functions work on those matrix. + For example to add the intervals [5.4, 6.6] and [3.6, 4.4] it is possible to + write: +\end_layout + +\begin_layout Itemize +addInt ([5.4, 6.6], [3.6, 4.4]) +\end_layout + +\begin_layout Description +> ans = [9, 11] +\end_layout + +\begin_layout Standard +addInt stands for add intervals. + It is possible to use scalar number instead of intervals. + Every scalar is computed like: +\begin_inset Formula $s=[s,s]$ +\end_inset + +. + Therefore the following computations give the same result: +\end_layout + +\begin_layout Itemize +addInt ([5.4, 6.6], 3.6) +\end_layout + +\begin_layout Description +> ans = [9, 10.2] +\end_layout + +\begin_layout Itemize +addInt ([5.4, 6.6], [3.6, 3.6]) +\end_layout + +\begin_layout Description +> ans = [9, 10.2] +\end_layout + +\begin_layout Standard +Octave supports variable declaration, therefore it is possible to write: +\end_layout + +\begin_layout Itemize +roomWidth = [5.4, 6.6]; +\end_layout + +\begin_layout Itemize +roomLength =[3.6, 4.4]; +\end_layout + +\begin_layout Itemize +addInt (roomWidth, roomLength) +\end_layout + +\begin_layout Description +> ans = [9, 11] +\end_layout + +\begin_layout Standard +Now we know enough from Octave to compute the equation +\begin_inset LatexCommand ref +reference "eq:paintCans" + +\end_inset + +: +\end_layout + +\begin_layout Itemize +roomHeight = 3; +\end_layout + +\begin_layout Itemize +paintEfficiency = [0.7, 1.3]; +\end_layout + +\begin_layout Itemize +paintLitersPerCan = 40; +\end_layout + +\begin_layout Itemize +divInt(mulInt(2, addInt (roomWidth, roomLength), roomHeight), mulInt(paintLiters +PerCan, paintEfficiency)) +\end_layout + +\begin_layout Description +> ans = [1.0385, 2.3571] +\end_layout + +\begin_layout Standard +Sometime the intervals are expressed in terms of tolerance. + The electronic resistors are sold in several tolerances: 1%, 2%, 5%. + There is a function to easily make an interval from a tolerance. + For example a resistor of 10KOhms with 5% of tolerance can be converted + in an interval: +\end_layout + +\begin_layout Itemize +tollToInt (10000, 5) +\end_layout + +\begin_layout Description +> ans = [9500, 10500] +\end_layout + +\begin_layout Standard +If the tolerance is not symmetric, for example +5% and -10%: +\end_layout + +\begin_layout Itemize +tollToInt (10000, 5, -10) +\end_layout + +\begin_layout Description +> ans = [9000, 10500] +\end_layout + +\begin_layout Standard +All the computations are done among intervals, therefore if a result with + tolerance is required it is possible to get back the value and tolerance + of an interval in the hypothesis that the tolerance is symmetrical: +\end_layout + +\begin_layout Itemize +engFormInt([9500, 10500]) +\end_layout + +\begin_layout Description +> 10K+-5% +\end_layout + +\begin_layout Standard +Eventually those functions work on vectors of interv... 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