Interval centeredFormEval(const Function& function, const IntervalVector& arg) { /*Interval natural_extension = function.eval(arg); Interval centered_form = function.eval(arg.mid()) + function.gradient(arg) * (arg - arg.mid());*/ IntervalVector new_arg_ub(arg); IntervalVector new_arg_lb(arg); IntervalVector grad = function.gradient(arg); for(int i = 0; i < arg.size(); ++i) { if(grad[i].lb() > 0) { new_arg_ub[i] = arg[i].ub(); new_arg_lb[i] = arg[i].lb(); } else if(grad[i].ub() < 0) { new_arg_ub[i] = arg[i].lb(); new_arg_lb[i] = arg[i].ub(); } } Interval natural_extension = function.eval(arg); Interval centered_form = function.eval(arg.mid()) + grad * (arg - arg.mid()); Interval ub_form = function.eval(arg.ub()) + grad * (arg - arg.ub()); Interval lb_form = function.eval(arg.lb()) + grad * (arg - arg.lb()); Interval res = natural_extension & centered_form & ub_form & lb_form; res &= Interval(function.eval(new_arg_lb).lb(), function.eval(new_arg_ub).ub()); return res; }
void hansen_bliek(const IntervalMatrix& A, const IntervalVector& B, IntervalVector& x) { int n=A.nb_rows(); assert(n == A.nb_cols()); // throw NotSquareMatrixException(); assert(n == x.size() && n == B.size()); Matrix Id(n,n); for (int i=0; i<n; i++) for (int j=0; j<n; j++) { Id[i][j] = i==j; } IntervalMatrix radA(A-Id); Matrix InfA(Id-abs(radA.lb())); Matrix M(n,n); real_inverse(InfA, M); // may throw SingularMatrixException... for (int i=0; i<n; i++) for (int j=0; j<n; j++) if (! (M[i][j]>=0.0)) throw NotInversePositiveMatrixException(); Vector b(B.mid()); Vector delta = (B.ub())-b; Vector xstar = M * (abs(b)+delta); double xtildek, xutildek, nuk, max, min; for (int k=0; k<n; k++) { xtildek = (b[k]>=0) ? xstar[k] : xstar[k] + 2*M[k][k]*b[k]; xutildek = (b[k]<=0) ? -xstar[k] : -xstar[k] + 2*M[k][k]*b[k]; nuk = 1/(2*M[k][k]-1); max = nuk*xutildek; if (max < 0) max = 0; min = nuk*xtildek; if (min > 0) min = 0; /* compute bounds of x(k) */ if (xtildek >= max) { if (xutildek <= min) x[k] = Interval(xutildek,xtildek); else x[k] = Interval(max,xtildek); } else { if (xutildek <= min) x[k] = Interval(xutildek,min); else { x.set_empty(); return; } } } }