Fast algorithms for floating-point interval matrix multiplication

AbstractWe discuss several methods for real interval matrix multiplication. First, earlier studies of fast algorithms for interval matrix multiplication are introduced: naive interval arithmetic, interval arithmetic by midpoint–radius form by Oishi–Rump and its fast variant by Ogita–Oishi. Next, three new and fast algorithms are developed. The proposed algorithms require one, two or three matrix products, respectively. The point is that our algorithms quickly predict which terms become dominant radii in interval computations. We propose a hybrid method to predict which algorithm is suitable for optimizing performance and width of the result. Numerical examples are presented to show the efficiency of the proposed algorithms