For closed intervals and , exact addition, subtraction and multiplication give
These interval arithmetic operations describe all results for in the Cartesian product : the two inputs are allowed to vary independently. Independence here means freedom to choose either input anywhere in its closed interval; it does not assert anything about probability. For example, and .
All four endpoint products matter when signs change. For and , the endpoint products are , so . Taking just and , even after sorting them, would give and lose valid negative products.
For division, if , the multiplicative inverse gives and . Thus . This ordinary finite-closed interval rule requires a denominator that excludes zero. When the denominator contains zero, division is undefined for some pairs and can become unbounded near zero; these formulas cannot supply a finite interval enclosure of all quotients. The operations above use exact endpoints; a computer implementation must also apply outward rounding.
A natural interval extension evaluates a chosen expression by replacing its arithmetic operations with interval arithmetic operations, its constants with enclosing closed intervals, and any additional functions with valid interval enclosures. Each intermediate result must remain defined on its inputs. The resulting encloses the actual image of a function , but its width depends on the expression used. Rump's INTLAB tutorial describes this inclusion principle and warns that repeated inputs can produce severe overestimation.[ref]
Outward rounding 2026-10-14
Outward rounding replaces an exact lower endpoint by a representable value no larger than it, and an exact upper endpoint by a representable value no smaller than it. This preserves an interval enclosure under floating-point arithmetic. In the binary numeral system, most rational numbers cannot be represented exactly with finitely many digits, so the rounding direction is essential even for elementary calculations. Rump explains directed rounding and its use in interval bounds in §§4 and 5.3 of his survey.[ref]
To see the issue without long binary digit strings, use an illustrative decimal grid with step . Exact interval division gives . Rounding both endpoints to the nearest grid value gives , which excludes the true answer because . Outward rounding instead gives
This decimal toy illustrates the rule; its displayed endpoints are not the results of binary directed rounding. Real implementations need valid outward rounding throughout the calculation, including input conversion and intermediate interval arithmetic operations; rounding only the final output cannot repair an earlier lost bound. INTLAB's tutorial demonstrates why decimal input strings and previously rounded intermediate values need care.[ref]
Figure 1.
Outward rounding encloses one third on a decimal toy grid; sign-changing interval products require all four endpoint combinations
. Above: rounding to the nearest decimal grid point misses , while down to and up to enclose it. Below: the Cartesian product of and has endpoint products , giving . The two same-side endpoint products alone give the invalid enclosure . Details.