Skip to main content
Erschienen in: Journal of Automated Reasoning 3/2016

01.10.2016

Proving Tight Bounds on Univariate Expressions with Elementary Functions in Coq

verfasst von: Érik Martin-Dorel, Guillaume Melquiond

Erschienen in: Journal of Automated Reasoning | Ausgabe 3/2016

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

The verification of floating-point mathematical libraries requires computing numerical bounds on approximation errors. Due to the tightness of these bounds and the peculiar structure of approximation errors, such a verification is out of the reach of generic tools such as computer algebra systems. In fact, the inherent difficulty of computing such bounds often mandates a formal proof of them. In this paper, we present a tactic for the Coq proof assistant that is designed to automatically and formally prove bounds on univariate expressions. It is based on a formalization of floating-point and interval arithmetic, associated with an on-the-fly computation of Taylor expansions. All the computations are performed inside Coq’s logic, in a reflexive setting. This paper also compares our tactic with various existing tools on a large set of examples.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Anhänge
Nur mit Berechtigung zugänglich
Fußnoten
2
Binary64 is the name of the IEEE 754–2008 floating-point format that was formerly known as the “double precision” format.
 
4
The author of NLCertify is considering relying on CoqInterval to check the quadratic forms that bound elementary functions. This would be a step further in getting completely verified results with NLCertify.
 
5
An interval function \(\mathbf {f}\) is isotone if, for any pair of intervals \((\mathbf {x},\mathbf {x'})\), we have \(\mathbf {x}\subseteq \mathbf {x'}\implies \mathbf {f}(\mathbf {x})\subseteq \mathbf {f}(\mathbf {x'})\) (see also [11, Definition 4.8.10]).
 
8
The unit in the last place of a real number x is the gap between the two floating-point numbers enclosing x in a given format (see also [22, p. 32]).
 
9
i.e. in the univariate case, P is considered as \(P(x)=\sum \nolimits _{i=0}^n P_i\cdot (x-x_0)^i\) for a given expansion point \(x_0\).
 
10
Namely, we use this simple algorithm when computing a Taylor model for identity or constant functions, as the estimation of the Taylor–Lagrange remainder is already sharp in this case.
 
Literatur
2.
Zurück zum Zitat Allamigeon, X., Gaubert, S., Magron, V., Werner, B.: Certification of bounds of non-linear functions: the templates method. In: Carette, J., Aspinall, D., Lange, C., Sojka, P., Windsteiger, W. (eds.) Intelligent Computer Mathematics—MKM, Calculemus, DML, and Systems and Projects. Lecture Notes in Computer Science, vol. 7961, pp. 51–65 (2013). doi:10.1007/978-3-642-39320-4_4 Allamigeon, X., Gaubert, S., Magron, V., Werner, B.: Certification of bounds of non-linear functions: the templates method. In: Carette, J., Aspinall, D., Lange, C., Sojka, P., Windsteiger, W. (eds.) Intelligent Computer Mathematics—MKM, Calculemus, DML, and Systems and Projects. Lecture Notes in Computer Science, vol. 7961, pp. 51–65 (2013). doi:10.​1007/​978-3-642-39320-4_​4
3.
Zurück zum Zitat Boldo, S., Melquiond, G.: Flocq: a unified library for proving floating-point algorithms in Coq. In: Antelo, E., Hough, D., Ienne, P. (eds.) Proceedings of the 20th IEEE Symposium on Computer Arithmetic, pp. 243–252. Tübingen, Germany (2011). doi:10.1109/ARITH.2011.40 Boldo, S., Melquiond, G.: Flocq: a unified library for proving floating-point algorithms in Coq. In: Antelo, E., Hough, D., Ienne, P. (eds.) Proceedings of the 20th IEEE Symposium on Computer Arithmetic, pp. 243–252. Tübingen, Germany (2011). doi:10.​1109/​ARITH.​2011.​40
4.
Zurück zum Zitat Brisebarre, N., Joldeş, M., Martin-Dorel, É., Mayero, M., Muller, J.M., Paşca, I., Rideau, L., Théry, L.: Rigorous polynomial approximation using Taylor models in Coq. In: Goodloe, A., Person, S. (eds.) Proceedings of 4th International Symposium on NASA Formal Methods. Lecture Notes in Computer Science, vol. 7226, pp. 85–99. Springer, Norfolk (2012). doi:10.1007/978-3-642-28891-3_9 Brisebarre, N., Joldeş, M., Martin-Dorel, É., Mayero, M., Muller, J.M., Paşca, I., Rideau, L., Théry, L.: Rigorous polynomial approximation using Taylor models in Coq. In: Goodloe, A., Person, S. (eds.) Proceedings of 4th International Symposium on NASA Formal Methods. Lecture Notes in Computer Science, vol. 7226, pp. 85–99. Springer, Norfolk (2012). doi:10.​1007/​978-3-642-28891-3_​9
7.
Zurück zum Zitat Chevillard, S., Joldeş, M., Lauter, C.: Sollya: an environment for the development of numerical codes. In: Fukuda, K., van der Hoeven, J., Joswig, M., Takayama, N. (eds.) Proceedings of the 3rd International Congress on Mathematical Software, Lecture Notes in Computer Science, vol. 6327, pp. 28–31. Heidelberg (2010) Chevillard, S., Joldeş, M., Lauter, C.: Sollya: an environment for the development of numerical codes. In: Fukuda, K., van der Hoeven, J., Joswig, M., Takayama, N. (eds.) Proceedings of the 3rd International Congress on Mathematical Software, Lecture Notes in Computer Science, vol. 6327, pp. 28–31. Heidelberg (2010)
8.
Zurück zum Zitat Daumas, M., Lester, D., Muñoz, C.: Verified real number calculations: a library for interval arithmetic. IEEE Trans. Comput. 58(2), 226–237 (2009)MathSciNetCrossRef Daumas, M., Lester, D., Muñoz, C.: Verified real number calculations: a library for interval arithmetic. IEEE Trans. Comput. 58(2), 226–237 (2009)MathSciNetCrossRef
9.
Zurück zum Zitat Daumas, M., Melquiond, G., Muñoz, C.: Guaranteed proofs using interval arithmetic. In: Montuschi, P., Schwarz, E. (eds.) Proceedings of the 17th IEEE Symposium on Computer Arithmetic, pp. 188–195. Cape Cod, MA (2005). doi:10.1109/ARITH.2005.25 Daumas, M., Melquiond, G., Muñoz, C.: Guaranteed proofs using interval arithmetic. In: Montuschi, P., Schwarz, E. (eds.) Proceedings of the 17th IEEE Symposium on Computer Arithmetic, pp. 188–195. Cape Cod, MA (2005). doi:10.​1109/​ARITH.​2005.​25
10.
Zurück zum Zitat Denman, W., Muñoz, C.: Automated real proving in PVS via MetiTarski. In: Jones, C.B., Pihlajasaari, P., Sun, J. (eds.) FM, Lecture Notes in Computer Science, vol. 8442, pp. 194–199. Springer (2014). doi:10.1007/978-3-319-06410-9_14 Denman, W., Muñoz, C.: Automated real proving in PVS via MetiTarski. In: Jones, C.B., Pihlajasaari, P., Sun, J. (eds.) FM, Lecture Notes in Computer Science, vol. 8442, pp. 194–199. Springer (2014). doi:10.​1007/​978-3-319-06410-9_​14
11.
Zurück zum Zitat Hansen, E., Walster, G.: Global Optimization Using Interval Analysis: Revised and Expanded. Monographs and Textbooks in Pure and Applied Mathematics. CRC Press, Boca Raton (2003) Hansen, E., Walster, G.: Global Optimization Using Interval Analysis: Revised and Expanded. Monographs and Textbooks in Pure and Applied Mathematics. CRC Press, Boca Raton (2003)
12.
Zurück zum Zitat Harrison, J.: Verifying the accuracy of polynomial approximations in HOL. In: Gunter, E.L., Felty, A.P. (eds.) Proceedings of the 10th International Conference on Theorem Proving in Higher Order Logics. Lecture Notes in Computer Science, vol. 1275, pp. 137–152. Murray Hill, NJ, USA (1997). doi:10.1007/BFb0028391 Harrison, J.: Verifying the accuracy of polynomial approximations in HOL. In: Gunter, E.L., Felty, A.P. (eds.) Proceedings of the 10th International Conference on Theorem Proving in Higher Order Logics. Lecture Notes in Computer Science, vol. 1275, pp. 137–152. Murray Hill, NJ, USA (1997). doi:10.​1007/​BFb0028391
13.
Zurück zum Zitat Harrison, J.: Verifying nonlinear real formulas via sums of squares. In: Schneider, K., Brandt, J. (eds.) Proceedings of the 20th International Conference on Theorem Proving in Higher Order Logics. Lecture Notes in Computer Science, vol. 4732, pp. 102–118. Kaiserslautern, Germany (2007) Harrison, J.: Verifying nonlinear real formulas via sums of squares. In: Schneider, K., Brandt, J. (eds.) Proceedings of the 20th International Conference on Theorem Proving in Higher Order Logics. Lecture Notes in Computer Science, vol. 4732, pp. 102–118. Kaiserslautern, Germany (2007)
15.
Zurück zum Zitat Makino, K.: Rigorous Analysis of Nonlinear Motion in Particle Accelerators. Ph.D. thesis, Michigan State University, East Lansing, Michigan, USA (1998) Makino, K.: Rigorous Analysis of Nonlinear Motion in Particle Accelerators. Ph.D. thesis, Michigan State University, East Lansing, Michigan, USA (1998)
16.
Zurück zum Zitat Makino, K., Berz, M.: Taylor models and other validated functional inclusion methods. Int. J. Pure Appl. Math. 4(4), 379–456 (2003)MathSciNetMATH Makino, K., Berz, M.: Taylor models and other validated functional inclusion methods. Int. J. Pure Appl. Math. 4(4), 379–456 (2003)MathSciNetMATH
17.
Zurück zum Zitat Martin-Dorel, É., Mayero, M., Paşca, I., Rideau, L., Théry, L.: Certified, efficient and sharp univariate Taylor models in Coq. In: IEEE, SYNASC 2013, pp. 193–200. Timişoara, Romania (2013). doi:10.1109/SYNASC.2013.33 Martin-Dorel, É., Mayero, M., Paşca, I., Rideau, L., Théry, L.: Certified, efficient and sharp univariate Taylor models in Coq. In: IEEE, SYNASC 2013, pp. 193–200. Timişoara, Romania (2013). doi:10.​1109/​SYNASC.​2013.​33
18.
Zurück zum Zitat Melquiond, G.: Floating-point arithmetic in the Coq system. In: Proceedings of the 8th Conference on Real Numbers and Computers, pp. 93–102. Santiago de Compostela, Spain (2008) Melquiond, G.: Floating-point arithmetic in the Coq system. In: Proceedings of the 8th Conference on Real Numbers and Computers, pp. 93–102. Santiago de Compostela, Spain (2008)
19.
Zurück zum Zitat Melquiond, G.: Proving bounds on real-valued functions with computations. In: Armando, A., Baumgartner, P., Dowek, G. (eds.) Proceedings of the 4th International Joint Conference on Automated Reasoning, Lecture Notes in Artificial Intelligence, vol. 5195, pp. 2–17. Sydney, Australia (2008). doi:10.1007/978-3-540-71070-7_2 Melquiond, G.: Proving bounds on real-valued functions with computations. In: Armando, A., Baumgartner, P., Dowek, G. (eds.) Proceedings of the 4th International Joint Conference on Automated Reasoning, Lecture Notes in Artificial Intelligence, vol. 5195, pp. 2–17. Sydney, Australia (2008). doi:10.​1007/​978-3-540-71070-7_​2
21.
Zurück zum Zitat Moore, R.E.: Interval Analysis. Prentice-Hall, Englewood Cliffs (1966)MATH Moore, R.E.: Interval Analysis. Prentice-Hall, Englewood Cliffs (1966)MATH
22.
Zurück zum Zitat Muller, J.M., Brisebarre, N., de Dinechin, F., Jeannerod, C.P., Lefèvre, V., Melquiond, G., Revol, N., Stehlé, D., Torres, S.: Handbook of Floating-Point Arithmetic. Birkhäuser, Boston (2010). doi:10.1007/978-0-8176-4705-6 MATHCrossRef Muller, J.M., Brisebarre, N., de Dinechin, F., Jeannerod, C.P., Lefèvre, V., Melquiond, G., Revol, N., Stehlé, D., Torres, S.: Handbook of Floating-Point Arithmetic. Birkhäuser, Boston (2010). doi:10.​1007/​978-0-8176-4705-6 MATHCrossRef
24.
Zurück zum Zitat Narkawicz, A., Muñoz, C.: A formally verified generic branching algorithm for global optimization. In: Cohen, E., Rybalchenko, A. (eds.) Proceedings of the 5th International Conference on Verified Software: Theories, Tools, Experiments. Lecture Notes in Computer Science, vol. 8164, pp. 326–343. Menlo Park, CA, USA (2013). doi:10.1007/978-3-642-54108-7_17 Narkawicz, A., Muñoz, C.: A formally verified generic branching algorithm for global optimization. In: Cohen, E., Rybalchenko, A. (eds.) Proceedings of the 5th International Conference on Verified Software: Theories, Tools, Experiments. Lecture Notes in Computer Science, vol. 8164, pp. 326–343. Menlo Park, CA, USA (2013). doi:10.​1007/​978-3-642-54108-7_​17
25.
Zurück zum Zitat Solovyev, A., Hales, T.C.: Formal verification of nonlinear inequalities with Taylor interval approximations. In: Brat, G., Rungta, N., Venet, A. (eds.) Proceedings of the 5th International Symposium on NASA Formal Methods. Lecture Notes in Computer Science, vol. 7871, pp. 383–397. Moffett Field, CA, USA (2013). doi:10.1007/978-3-642-38088-4_26 Solovyev, A., Hales, T.C.: Formal verification of nonlinear inequalities with Taylor interval approximations. In: Brat, G., Rungta, N., Venet, A. (eds.) Proceedings of the 5th International Symposium on NASA Formal Methods. Lecture Notes in Computer Science, vol. 7871, pp. 383–397. Moffett Field, CA, USA (2013). doi:10.​1007/​978-3-642-38088-4_​26
Metadaten
Titel
Proving Tight Bounds on Univariate Expressions with Elementary Functions in Coq
verfasst von
Érik Martin-Dorel
Guillaume Melquiond
Publikationsdatum
01.10.2016
Verlag
Springer Netherlands
Erschienen in
Journal of Automated Reasoning / Ausgabe 3/2016
Print ISSN: 0168-7433
Elektronische ISSN: 1573-0670
DOI
https://doi.org/10.1007/s10817-015-9350-4

Premium Partner