The CoStLy C++ Class Library

Abstract

CoStLy (ul{Co}mplex ul{St}andard Functions ul{L}ibrarul{y}) has been
developed as a C++ class library for the validated computation of function
values and of ranges of complex standard functions. If performed in exact arithmetic, the inclusion functions for principal branches compute
optimal range bounds. For the sake of accuracy, a major effort has been made in the implementation of the algorithms in floating point arithmetic to eliminate all intermediate expressions subject to numerical overflow, underflow, or cancellation. The CoStLy library has been extensively tested for arguments with absolute values ranging from 1.0E-300 to 1.0E+300. For most arguments, the computed bounds for function values are highly accurate. In many test cases, the observed precision of the result was about 50 correct bits (out of the 53 bits available in IEEE 754 floating point arithmetic) for point arguments.