A good uncertainty (interval) arithmetic library? [closed]

Question

edited

Given that the words "uncertain" and "uncertainty" are fairly ubiquitous, it's hard to Google "uncertainty arithmetic" and get anything immediately helpful. Thus, can anyone suggest a good library of routines, in almost any programming/scripting language, that implements handling of uncertain values, as per this description:

Use uncertainty arithmetic to record values that are approximations, for which there is a measured tolerance. This is when we are unsure about a value, but know the upper and lower bounds it can have, expressed as a ±value.

Answer 1

I believe "Interval Arithmetic" is the more common name for what you're looking for. boost::interval would be my first choice for a supporting library.

Answer 2

If you are looking for an error propagation module (this is different from interval arithmetic, but error propagation is what is commonly used by scientists), I would suggest that you have a look at my uncertainties Python module. It handles error/uncertainty propagation in a transparent way, and, contrary to many implementations, properly handles correlations between variables.

Answer 3

Have a look at Thomas Flanagan's Error Propagation Java class. The approach it uses is most excellent for handling uncertainty without excess trouble.

Answer 4

for reference, as it's probably way too late for you, I'd suggest BIAS/Profil: http://www.ti3.tuhh.de/keil/profil/index_e.html