arb_calc.h – calculus with real-valued functions

This module provides functions for operations of calculus over the real numbers (intended to include root-finding, optimization, integration, and so on). It is planned that the module will include two types of algorithms:

  • Interval algorithms that give provably correct results. An example would be numerical integration on an interval by dividing the interval into small balls and evaluating the function on each ball, giving rigorous upper and lower bounds.
  • Conventional numerical algorithms that use heuristics to estimate the accuracy of a result, without guaranteeing that it is correct. An example would be numerical integration based on pointwise evaluation, where the error is estimated by comparing the results with two different sets of evaluation points. Ball arithmetic then still tracks the accuracy of the function evaluations.

Any algorithms of the second kind will be clearly marked as such.

Types, macros and constants


Typedef for a pointer to a function with signature:

int func(arb_ptr out, const arb_t inp, void * param, slong order, slong prec)

implementing a univariate real function \(f(x)\). When called, func should write to out the first order coefficients in the Taylor series expansion of \(f(x)\) at the point inp, evaluated at a precision of prec bits. The param argument may be used to pass through additional parameters to the function. The return value is reserved for future use as an error code. It can be assumed that out and inp are not aliased and that order is positive.


Return value indicating that an operation is successful.


Return value indicating that the input to a function probably needs to be computed more accurately.


Return value indicating that an algorithm has failed to convergence, possibly due to the problem not having a solution, the algorithm not being applicable, or the precision being insufficient


int arb_calc_verbose

If set, enables printing information about the calculation to standard output.

Subdivision-based root finding


An arf_interval_struct consists of a pair of arf_struct, representing an interval used for subdivision-based root-finding. An arf_interval_t is defined as an array of length one of type arf_interval_struct, permitting an arf_interval_t to be passed by reference.


Alias for arf_interval_struct *, used for vectors of intervals.


Alias for const arf_interval_struct *, used for vectors of intervals.

void arf_interval_init(arf_interval_t v)
void arf_interval_clear(arf_interval_t v)
arf_interval_ptr _arf_interval_vec_init(slong n)
void _arf_interval_vec_clear(arf_interval_ptr v, slong n)
void arf_interval_set(arf_interval_t v, const arf_interval_t u)
void arf_interval_swap(arf_interval_t v, arf_interval_t u)
void arf_interval_get_arb(arb_t x, const arf_interval_t v, slong prec)
void arf_interval_printd(const arf_interval_t v, slong n)

Helper functions for endpoint-based intervals.

void arf_interval_fprintd(FILE * file, const arf_interval_t v, slong n)

Helper functions for endpoint-based intervals.

slong arb_calc_isolate_roots(arf_interval_ptr * found, int ** flags, arb_calc_func_t func, void * param, const arf_interval_t interval, slong maxdepth, slong maxeval, slong maxfound, slong prec)

Rigorously isolates single roots of a real analytic function on the interior of an interval.

This routine writes an array of n interesting subintervals of interval to found and corresponding flags to flags, returning the integer n. The output has the following properties:

  • The function has no roots on interval outside of the output subintervals.
  • Subintervals are sorted in increasing order (with no overlap except possibly starting and ending with the same point).
  • Subintervals with a flag of 1 contain exactly one (single) root.
  • Subintervals with any other flag may or may not contain roots.

If no flags other than 1 occur, all roots of the function on interval have been isolated. If there are output subintervals on which the existence or nonexistence of roots could not be determined, the user may attempt further searches on those subintervals (possibly with increased precision and/or increased bounds for the breaking criteria). Note that roots of multiplicity higher than one and roots located exactly at endpoints cannot be isolated by the algorithm.

The following breaking criteria are implemented:

  • At most maxdepth recursive subdivisions are attempted. The smallest details that can be distinguished are therefore about \(2^{-\text{maxdepth}}\) times the width of interval. A typical, reasonable value might be between 20 and 50.
  • If the total number of tested subintervals exceeds maxeval, the algorithm is terminated and any untested subintervals are added to the output. The total number of calls to func is thereby restricted to a small multiple of maxeval (the actual count can be slightly higher depending on implementation details). A typical, reasonable value might be between 100 and 100000.
  • The algorithm terminates if maxfound roots have been isolated. In particular, setting maxfound to 1 can be used to locate just one root of the function even if there are numerous roots. To try to find all roots, LONG_MAX may be passed.

The argument prec denotes the precision used to evaluate the function. It is possibly also used for some other arithmetic operations performed internally by the algorithm. Note that it probably does not make sense for maxdepth to exceed prec.

Warning: it is assumed that subdivision points of interval can be represented exactly as floating-point numbers in memory. Do not pass \(1 \pm 2^{-10^{100}}\) as input.

int arb_calc_refine_root_bisect(arf_interval_t r, arb_calc_func_t func, void * param, const arf_interval_t start, slong iter, slong prec)

Given an interval start known to contain a single root of func, refines it using iter bisection steps. The algorithm can return a failure code if the sign of the function at an evaluation point is ambiguous. The output r is set to a valid isolating interval (possibly just start) even if the algorithm fails.

Newton-based root finding

void arb_calc_newton_conv_factor(arf_t conv_factor, arb_calc_func_t func, void * param, const arb_t conv_region, slong prec)

Given an interval \(I\) specified by conv_region, evaluates a bound for \(C = \sup_{t,u \in I} \frac{1}{2} |f''(t)| / |f'(u)|\), where \(f\) is the function specified by func and param. The bound is obtained by evaluating \(f'(I)\) and \(f''(I)\) directly. If \(f\) is ill-conditioned, \(I\) may need to be extremely precise in order to get an effective, finite bound for C.

int arb_calc_newton_step(arb_t xnew, arb_calc_func_t func, void * param, const arb_t x, const arb_t conv_region, const arf_t conv_factor, slong prec)

Performs a single step with an interval version of Newton’s method. The input consists of the function \(f\) specified by func and param, a ball \(x = [m-r, m+r]\) known to contain a single root of \(f\), a ball \(I\) (conv_region) containing \(x\) with an associated bound (conv_factor) for \(C = \sup_{t,u \in I} \frac{1}{2} |f''(t)| / |f'(u)|\), and a working precision prec.

The Newton update consists of setting \(x' = [m'-r', m'+r']\) where \(m' = m - f(m) / f'(m)\) and \(r' = C r^2\). The expression \(m - f(m) / f'(m)\) is evaluated using ball arithmetic at a working precision of prec bits, and the rounding error during this evaluation is accounted for in the output. We now check that \(x' \in I\) and \(r' < r\). If both conditions are satisfied, we set xnew to \(x'\) and return ARB_CALC_SUCCESS. If either condition fails, we set xnew to \(x\) and return ARB_CALC_NO_CONVERGENCE, indicating that no progress is made.

int arb_calc_refine_root_newton(arb_t r, arb_calc_func_t func, void * param, const arb_t start, const arb_t conv_region, const arf_t conv_factor, slong eval_extra_prec, slong prec)

Refines a precise estimate of a single root of a function to high precision by performing several Newton steps, using nearly optimally chosen doubling precision steps.

The inputs are defined as for arb_calc_newton_step, except for the precision parameters: prec is the target accuracy and eval_extra_prec is the estimated number of guard bits that need to be added to evaluate the function accurately close to the root (for example, if the function is a polynomial with large coefficients of alternating signs and Horner’s rule is used to evaluate it, the extra precision should typically be approximately the bit size of the coefficients).

This function returns ARB_CALC_SUCCESS if all attempted Newton steps are successful (note that this does not guarantee that the computed root is accurate to prec bits, which has to be verified by the user), only that it is more accurate than the starting ball.

On failure, ARB_CALC_IMPRECISE_INPUT or ARB_CALC_NO_CONVERGENCE may be returned. In this case, r is set to a ball for the root which is valid but likely does have full accuracy (it can possibly just be equal to the starting ball).