Ball Arithmetic
Introduction
Ball^{[1]} and Interval Arithmetic^{[2]} both refer to the same idea of calculating with arbitrary precision inexact numbers — that is, with a range of floating point values instead of a single representative. This allows such numbers to reflect their inexactness explicitly.
"The most common use is to keep track of and handle rounding errors directly during the calculation and of uncertainties in the knowledge of the exact values of physical and technical parameters. The latter often arise from measurement errors and tolerances for components or due to limits on computational accuracy. Interval arithmetic also helps find reliable and guaranteed solutions to equations and optimization problems."^{[2]}
The difference between the two is in how each approach represents its values: Interval Arithmetic uses the two ends of the interval [a, b] whereas Ball Arithmetic uses a Ball with a Midpoint and Radius. Each has its advantages. Interval Arithmetic is implemented by several libraries such as MPFI^{[3]} and Ball Arithmetic is implemented by ARB^{[1]}.
This feature uses the ARB^{[1]} library to implement Ball Arithmetic.
Environment
In the examples below, unless otherwise specified, the precision of multiprecision floatingpoint numbers is set to 53 bits via ⎕FPC←53 which is the same precision as standard doubleprecision numbers. The Printing Precision is set to 17 digits via ⎕PP←17 so as to display the maximum number of significant digits at 53 bits of precision. The Comparison Tolerance is set via ⎕CT←1E¯10.
Calculating With Ball Arithmetic
If you have ever entered an expression such as
÷3 0.3333333333333333
undoubtedly, you are aware that the result is inexact. Moreover, as you incorporate into your code the many other functions that produce inexact numbers, you should be wondering "How does the accumulation of inexactness affect my results?".
The answer to that question lies in the province of Numerical Analysis where it is described as "the study of algorithms that use numerical approximation". In general, applying the techniques of Numerical Analysis often involves timeconsuming analysis. Fortunately, Ball Arithmetic is an easy to use alternative to that. That is, instead of analyzing the algorithm, run the algorithm with all calculations done with Ball Arithmetic.
Here is the same expression in Ball Arithmetic (use Alt‘q’ or Ctrl‘q’, depending on your keyboard layout, to enter the ± symbol):
÷3± 0.3333333333333333±5.6E¯17
Essentially, each Ball Arithmetic number carries with it an explicit Radius that describes the interval which contains the true value. Because Ball Arithmetic data propagates throughout a calculation and is never demoted to a lower datatype, its advantage is that after each operation the resulting Ball reliably includes the true answer. Across an entire algorithm, the final result is a Ball that indicates explicitly how precise it is, thus eliminating the guesswork as to the effect on the algorithm of the inexactness of the input and any other inexact constants used.
For example,
sqrt←{⍺←= ⋄ {0.5×⍵+⍺÷⍵}⍣⍺⍨⍵} ⍝ Calculate square root using Newton's method √2± 1.414213562373095±2.2E¯16 sqrt 2± 1.414213562373095±1.1E¯15 10 sqrt 2± 1.414213562373095±2.8E¯15 100 sqrt 2± 1.414213562373095±3.3E¯14 1000 sqrt 2± 1.414213562373095±3.3E¯13 10000 sqrt 2± 1.414213562373095±3.5E¯12
As you can see, after a few iterations, the accuracy of the result doesn't improve. However, because it is an iterative algorithm, the precision worsens as the number of iterations increases. Only by using Ball Arithmetic can you see just how the precision of the result is affected.
To demonstrate with an extreme example, consider the following function:
f←{⍪⍵3√(⍵*3)⍵*2} f 10*3×⍳5 0.33344450621439137 0.3333334452472627 0.33333444595336914 0.3348388671875 2.25
Without knowing much about this (illconditioned) algorithm, you have no reason to suspect these results. As it turns out, there's a mathematical proof that as the argument increases to infinity, the algorithm converges to ÷3. Only when you calculate with Ball Arithmetic do you see that there is a problem:
f 10*3×⍳5± 0.3334445062153009±2.2E¯12 0.3333334461785853±4.3E¯9 0.333337664604187±0.0000062 0.3385009765625±0.0085 1.25±5
As you can see, the precision worsens quickly to the point where the result is meaningless. The last line even says that the answer lies somewhere between ¯3.75 and 6.25. In other words, that answer is so imprecise as to be inaccurate! At higher powers of ten, the answers only worsen.
The good news with Ball Arithmetic is that if you need greater precision, just increase the value of ⎕FPC. For example,
⎕FPC←128 ⋄ ⎕PP←40 sqrt 2± 1.41421356237309504880168872420969807857±5.9E¯39
In the case of an illconditioned algorithm, we just push the problem off a bit, but not very far — the problem is that the algorithm requires infinite precision:
f 10*3×⍳10± 0.333444506214021971364848444464298690637±3.4E¯35 0.333333444444506172880658466392407138179±1.1E¯31 0.333333333444444444506172839632668381652±1.6E¯28 0.333333333333444444444444547458328123363±2.2E¯25 0.333333333333333444444619474517508476812±3.2E¯22 0.333333333333333333552432522356445687706±1.3E¯19 0.333333333333333491771410805881714622956±4.5E¯16 0.333333333333417414223731611855328083038±4.5E¯13 0.33333333363771089352667331695556640625±4.5E¯10 0.3333334587514400482177734375±2.6E¯7
While your floating point code might not be so illconditioned, the only way to be sure of its results is one of
 Hire a Numerical Analyst
 Become a Numerical Analyst
 Use Ball Arithmetic
Ball Arithmetic Numbers
A Ball Arithmetic number consist of two parts: a Midpoint and Radius. The Midpoint value represents the middle of the Ball and the Radius represents the distance around the Ball of possible values. There is no way to tell which value in the Ball is the correct answer — you should assume that all values are potential candidates.
The precision at which the Midpoint and Radius are stored depends upon the current value of ⎕FPC. For example, the following display
⎕FPC←53 ÷3± 0.3333333333333333±5.6E¯17
indicates that the number ÷3± has a Midpoint of 0.3333333333333333 at 53bit precision and a Radius of 5.6E¯17. The Midpoint is stored as a variable precision number, and the Radius is stored as a lowprecision number.
Alternatively,
⎕FPC←128 ⋄ ⎕PP←40 ÷3± 0.333333333333333333333333333333333333332±1.5E¯39
shows the corresponding value at a higher precision and correspondingly narrower Radius.
A Ball describes a range of variableprecision floating point numbers, and so the expression 23±1 represents the set of Real numbers between 22 and 24, inclusive, not the three integers 22, 23, 24.
In general, suffix notation on Ball Arithmetic constants should be sufficient for almost all purposes. That is, the Radius is already correctly calculated for constants such as 23± whose Radius is zero, and 1.2± whose Radius at 53 bits of precision is on the order of 2*¯53 (because of the inexactness of the Midpoint 1.2) which displays as 1.2±2.2E¯16. Although the input notation supports it, the need to override the default Radius should be quite rare.
New Functions and Operator
Functions To Convert To And From Ball Arithmetic Numbers
A Ball Arithmetic constant number may be created through notation (as seen above). Otherwise, a Ball Arithmetic number also may be created from its constituent parts under program control with a new primitive function Contract, and separated into its constituent parts with a new primitive function Distract.
Contract
Contract is a monadic function (≤R) whose right argument is a Real array. It may be used to create a Ball Arithmetic number from the one or twoelements of its Midpoint and (optional) Radius. The Axis Operator may specify any length 1 or 2 coordinate along which the conversion takes place. It converts the first element along the specified dimension to the Midpoint of the result and (if present) the second element to its Radius. If the second element is not present (i.e., length 1 coordinate), the Radius used is calculated from the precision of the Midpoint.
≤23 23 ≤1.2 1.2±1.1E¯16 ≤1.3 1E¯20 1.3±1E¯20 ≤1r2 1E¯20 0.5±1E¯20 ≤○1 3.141592653589793±1.1E¯16 ≤(○1) 1E¯20 3.141592653589793±1E¯20
Distract
Distract is a monadic function (≥R) whose right argument is a Real array. It may be used to separate out a Ball Arithmetic's Midpoint and Radius into two distinct values. The Axis Operator may specify the place where the new length 2 coordinate is to be inserted. The pair of values along this new coordinate are the Midpoint and Radius of the corresponding number from the right argument. If the number can be represented exactly, the Radius is zero.
⎕PP←10 ≥1.2 1.2 1.1102230246251565E¯16 ≥1.2x 6r5 0 ≥1.2v 1.2 1.110223024625157E¯16 ≥1.2± 1.2 2.220446049250313E¯16 ≥1.5 1.5 0 ≥1.5x 3r2 0 ≥1.5v 1.5 1.110223024625157E¯16 ≥1.5± 1.5 0 a←(○1±)×⍳4 a,'',≥a 3.141592654±4.4E¯16  3.141592654 4.440892148E¯16 6.283185307±8.9E¯16  6.283185307 8.881784296E¯16 9.424777961±1.3E¯15  9.424777961 1.332267643E¯15 12.56637061±1.8E¯15  12.56637061 1.776356859E¯15
These numbers can be represented exactly:
≥⍳4± 1 0 2 0 3 0 4 0 ≥[2]⍳4± 1 0 2 0 3 0 4 0 ≥[1]⍳4± 1 2 3 4 0 0 0 0
Identities
The Contract of the Distract of a number both along the same axis, returns the same number.
The Distract of the Contract of a number both along the same length two axis, returns the same number.
Operator To Provide Arbitrary Precision Specific Derived Functions
The DoubleTilde monadic operator (≈, Alt'Q' or Altshift'q') takes a primitive function as its left operand and produces an arbitraryprecisionspecific derived function.
This operator should be considered preliminary.
Conversion Between Balls and Intervals
At the moment, the monadic derived function is defined for two primitive functions.
Because Ball Arithmetic has a close relationship with Interval Arithmetic, it may be desirable to convert between the two forms: Endpoint to MidpointRadius and its inverse. The resulting derived function is not scalar.
For example,
x←0±∞ 1±2 ≥≈x ¯∞ ∞ ¯1 3 ≥[1]≈x ¯∞ ¯1 ∞ 3 ≥[2]≈x ¯∞ ∞ ¯1 3 ≤≈≥≈x 0±∞ 1±2 ≤≈≥[2]≈x 0±∞ 1±2 ≤[2]≈≥≈x 0±∞ 1±2 ≤[2]≈≥[2]≈x 0±∞ 1±2 ≤[1]≈≥[1]≈x 0±∞ 1±2
Union and Intersection of Balls
The left operand of the DoubleTilde operator is defined for the Union and Intersection functions (∪∩) as follows:
Because Ball arithmetic numbers represent a range of floating point numbers, at times it is desirable to produce their Union or Intersection.
For example,
x←0.5±0.5 ⍝ The interval [0,1] x∪≈x+2 ⍝ The interval [0,1] ∪ [2,3] ←→ [0,3] 1.5±1.5 x∪≈x+1 ⍝ The interval [0,1] ∪ [1,2] ←→ [0,2] 1±1 x∩≈x+1 ⍝ The interval [0,1] ∩ [1,2] ←→ [1,1] 1
If two Balls have no points in common, the result is a NaN (∅):
x∩≈x+1.1 ⍝ The interval [0,1] ∩ [1.1,2.1] ←→ ∅ ∅
The identity element for ∩≈ is 0±∞.
The derived functions are scalar.
Comparison Functions
The left operand of the DoubleTilde operator is defined for the six comparison functions (<≤=≥>≠) as follows:
For f as one of the above six functions, Lf≈R is TRUE iff for all t∊L and u∊R, then t f u is TRUE. These comparisons are all done with ⎕CT←0 because, in a sense, Ball comparisons carry their own Fuzz.
For example,
(L R)←4±1 6±1 L<≈R 0 L≤≈R 1
The derived functions are scalar.
Containing Functions
The left operand of the DoubleTilde operator is defined for two containing functions (⊂⊃) as follows:
The expression L⊂≈R is TRUE iff for all t∊L it is TRUE that t∊R and that the containment is strict — that is, none of the endpoints match.
The expression L⊃≈R is TRUE iff R⊂≈L is TRUE.
For example,
(L R)←6±4 6±2 L⊃≈R 1 R⊂≈L 1
The derived functions are scalar.
Positional Relationships
For L and R as finite intervals with nonzero Radii (i.e., multivalued), here are the possible Relative Positions between the two Intervals, where L0, L1 and R0, R1 are the endpoints of L and R, respectively — (L0 L1)←≥≈L and (R0 R1)←≥≈R:
Relative Positions 
Endpoint Relationships 
Defining Expressions 
Sample Data L R 
Distinct Ball {⍺∘≈⍵} 


├──L──┤ ├──R──┤ 
L0 L1≡R0 R1  L=≈R  6±4 6±4  0  
├──L──┤ ├──R─┤ 
(L0=R0)∧L1>R1  6±4 5±3  1  
├──L─┤ ├──R──┤ 
(L0=R0)∧L1<R1  6±4 7±5  ¯1  
├──L──┤ ├──R─┤ 
(L0<R0)∧L1=R1  6±4 7±3  2  
├──L─┤ ├──R──┤ 
(L0>R0)∧L1=R1  6±4 5±5  ¯2  
├──L──┤ ├─R─┤ 
(L0<R0)∧L1>R1  L⊃≈R  6±4 6±2  3  
├─L─┤ ├──R──┤ 
(L0>R0)∧L1<R1  L⊂≈R  6±4 6±6  ¯3  
├──L──┤ ├──R──┤ 
(L0<R0)∧(L1<R1)∧L1>R0  6±4 8±4  4  
├──L──┤ ├──R──┤ 
(L0>R0)∧(L1>R1)∧L0<R1  6±4 4±4  ¯4  
├──L──┼──R──┤  L1=R0  (L≤≈R)>L<≈R  L=∀R  6±4 14±4  5 
├──R──┼──L──┤  L0=R1  (L≥≈R)>L>≈R  L=∃R  6±4 0±2  ¯5 
├──L──┤ ├──R──┤  L1<R0  L<≈R  L<∀R  6±4 17±5  6 
├──R──┤ ├──L──┤  L0>R1  L>≈R  L>∃R  6±4 0±1  ¯6 
The above table can be interpreted as follows:
 The first column lists all possible Relative Positions two finite nonzero Radii (i.e., multivalued) Balls may assume.
 The second column lists the Endpoint Relationship that defines the corresponding Relative Position.
 The third column lists a Defining Expression using the DoubleTilde operator that is TRUE for the corresponding Relative Position and FALSE for all of the other Relative Positions in different rows.
 The fourth column lists a Defining Expression using the Always and Possibly operators proposed by David Rabenhorst.
 The fifth column contains Sample Data that defines the corresponding Relative Position.
 The sixth column gives the value of the Distinct Ball function {⍺∘≈⍵} when executed on the Sample Data.
Note the table is organized such that apart from the first row (whose Endpoint Relationship is Symmetric in L and R) the rows occur in six pairs where the Endpoint Relationship for each row in the pair can be obtained from the other by swapping L and R. The pairs of rows are ordered roughly by the amount of overlap between the two Balls.
As you can see, we are missing Defining Expressions for several of the Relative Positions. I was hoping that this table would be filled in with more detail so it would serve as a measure of whether or not we had a complete set of functions/operators which could be used to tell apart all of the Relative Positions without having to resort to the Distinct Ball function {⍺∘≈⍵} constructed explicitly for this purpose. Please add to this table if you find a missing expression, or wish to propose whole new functions and/or operators.
If you would like to try a Defining Expression on the Sample Data, collect the data into a 13 by 2 matrix, put your Defining Expression into (say) an Anonymous Function and reduce the same data matrix along the last coordinate — if you have a successful function, you should see a 13element Boolean vector with a single one in it. For example,
sd←6±4,⍪6±4 5±3 7±5 7±3 5±5 6±2 6±6 8±4 4±4 14±4 0±2 17±5 0±1 {(⍺≤≈⍵)>⍺<≈⍵}/sd 0 0 0 0 0 0 0 0 0 1 0 0 0 {(⍺≥≈⍵)>⍺>≈⍵}/sd 0 0 0 0 0 0 0 0 0 0 1 0 0 {⍺<≈⍵}/sd 0 0 0 0 0 0 0 0 0 0 0 1 0 {⍺>≈⍵}/sd 0 0 0 0 0 0 0 0 0 0 0 0 1
Finally, the following example shows that the Sample Data are all distinct:
{⍺∘≈⍵}/sd 0 1 ¯1 2 ¯2 3 ¯3 4 ¯4 5 ¯5 6 ¯6
Hypercomplex Ball Arithmetic
Ball Arithmetic also extends to all Hypercomplex numbers (Complex, Quaternion, and Octonion) such as 1.2±i2.2 which represents a Complex Ball Arithmetic number whose Real part is 1.2± and whose Imaginary part is 2.2±. Note that the display of that number (at 53 bits of precision)
1.2±i2.2 1.2±2.2E¯16i2.2±4.4E¯16
demonstrates the inexactness of both floating point coefficients.
Small v. Large Radii
Ball Arithmetic works best when given small Radii, that is, small relative to the Midpoint. Calculations on large Radii numbers such as 0i0.5±0.5 don't always produce useful results. For example,
⎕PP←8 ⍝ To reduce fractional clutter x←0i0.5±0.5 √x 0.4267767±0.57i0±1.4
Unfortunately in this case, because the Radius is so large it overwhelms the Midpoint, as can be seen when we Square the Square Root:
(√x)*2 0.18213835±2.8i0±2.8 x=(√x)*2 0
These calculations work better using smaller Radii, such as
y←0i0.5±0.5E¯30 √y 0.5±2.5E¯31i0.5±7.5E¯31 (√y)*2 0±1E¯30i0.5±1E¯30 y=(√y)*2 1
where Square Root now returns a meaningful result, and its Square returns the original value.
Mixed Notation
The notation for Ball Arithmetic may be combined with other Point Notations in many ways, such as
1p1± 3.141592653589793±4.4E¯16 1x1± 2.718281828459045±4.5E¯16
For more details about combining different forms of Point Notation, see Point Notation and in particular the section on Mixed Notation.
Implementation
Datataypes
This feature adds four new datatypes to the language: one each for the four Division Algebras. Note that marking any one of the Hypercomplex coefficients as a Ball automatically marks them all as Balls.
Real  23± or 1.2± 
Complex  23i1.2± 
Quaternion  23i1.2j0.5k¯3.14± 
Octonion  23i1.2j0.5k¯3.14l¯3ij19jk¯3kl6± 
Primitive Functions
As described above, this feature adds two new monadic primitive functions Contract (≤R) and its inverse Distract (≥R), along with one new monadic primitive operator DoubleTilde f≈ R and L f≈ R.
All primitive and system functions and operators are extended to work with Ball Arithmetic, so you can test out this feature on all algorithms, with the exception of trying to find the Factorial of a multipleprecision/Ball Arithmetic Hypercomplex number, in which case you are temporarily out of luck.
Workspace Version Number
For the moment, if you save a workspace which contains a Ball Arithmetic number in a variable, the workspace version number is 0.03. Otherwise, the version number is 0.02. Workspaces with Ball Arithmetic Numbers may not be loaded by an earlier version of the interpreter.
Pending Design Decisions
 The direct comparison functions (<≤=≥>≠≡≢) and indirect ones (⍳⍸∊⍷⍒⍋) are currently implemented to compare the Midpoints of the arguments ignoring the Radius — this may change.
 The Floor function and its related functions (Ceiling, Residue, GCD, LCM, and Encode) are currently implemented to execute on the Midpoints of the arguments ignoring the Radius — this may change.
 We need new primitives to describe the different ways in which Balls can intersect/overlap, possibly through a new monadic operator (perhaps ≈) on the existing direct and indirect comparison and Floorrelated functions.
 Certain primitives are defined on limited ranges, and sometimes multiple ranges where it might use different algorithms for different ranges (e.g. L!R). There are open questions about how to handle a Ball that spans two or more of these ranges as to how to calculate the result.
 Infinity and NaN have not been given any special treatment as yet. The results are whatever ARB has chosen which we may need to override.
Download
This feature is available as an Alpha release — it may be downloaded from the Alpha release directory.
Acknowledgements
 The Arb team has contributed their Ball Arithmetic^{[1]} code which made this feature possible.
 David Rabenhorst has contributed many very useful ideas and many hours debugging the implementation.
References
 ↑ ^{1.0} ^{1.1} ^{1.2} ^{1.3} NARS2000 Wiki, Ball Arithmetic
 ↑ ^{2.0} ^{2.1} Wikipedia, Interval Arithmetic
 ↑ MPFI