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Add exponential #32

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Add exponential #32

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29d8dba
Add exp(X::Affine)
dpsanders Mar 18, 2020
173bfb7
Correct definition of exponential
dpsanders Mar 18, 2020
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31 changes: 31 additions & 0 deletions src/aff.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -203,3 +203,34 @@ function Base.inv(x::Aff, X=interval(x))

return affine_approx(x, α, ζ, δ)
end


function Base.exp(x::Aff, X=interval(x))

# min-range approximation: de Figuereido book, pg. 69

a, b = X.lo, X.hi

# @show a, b

exp_X = exp(X)
exp_a, exp_b = exp_X.lo, exp_X.hi

α = exp_a

if α == 0
d_min = zero(x.lo)
d_max = exp_b

else
d_max = IntervalArithmetic.@round_up(exp_b - α*b)
d_min = IntervalArithmetic.@round_down(exp_a - α*a)
end

d = interval(d_min, d_max)

ζ = mid(d)
δ = radius(d) * (-1..1)

return affine_approx(x, α, ζ, δ)
end
4 changes: 2 additions & 2 deletions src/affine.jl
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Expand Up @@ -4,7 +4,7 @@ import IntervalArithmetic: interval

using LinearAlgebra

import Base: +, *, ^, -, sqrt, inv
import Base: +, *, ^, -, sqrt, inv, exp

"""
Affine form with center `c`, affine components `γ` and error `Δ`.
Expand Down Expand Up @@ -56,7 +56,7 @@ for op in (:+, :*, :-)
end
end

for op in (:sqrt, :inv)
for op in (:sqrt, :inv, :exp)
@eval function $op(x::Affine)
affine = $op(x.affine, x.range)

Expand Down