In mathematics, a (real) interval is a set of real numbers with the property that any number that lies between two numbers in the set is also included in the set. For example, the set of all numbers Template:Mvar satisfying 0 ≤ x ≤ 1 is an interval which contains 0 and 1, as well as all numbers between them. Other examples of intervals are the set of all real numbers $\backslash R$, the set of all negative real numbers, and the empty set.
Real intervals play an important role in the theory of integration, because they are the simplest sets whose "size" or "measure" or "length" is easy to define. The concept of measure can then be extended to more complicated sets of real numbers, leading to the Borel measure and eventually to the Lebesgue measure.
Intervals are central to interval arithmetic, a general numerical computing technique that automatically provides guaranteed enclosures for arbitrary formulas, even in the presence of uncertainties, mathematical approximations, and arithmetic roundoff.
Intervals are likewise defined on an arbitrary totally ordered set, such as integers or rational numbers. The notation of integer intervals is considered in the special section below.
Notations for intervals
The interval of numbers between Template:Mvar and Template:Mvar, including Template:Mvar and Template:Mvar, is often denoted Template:Closed-closed. The two numbers are called the endpoints of the interval. In countries where numbers are written with a decimal comma, a semicolon may be used as a separator, to avoid ambiguity.
Excluding the endpoints
To indicate that one of the endpoints is to be excluded from the set, the corresponding square bracket can be either replaced with a parenthesis, or reversed. Both notations are described in International standard ISO 31-11. Thus, in set builder notation,
- $\backslash begin\{align\}$
(a,b) = \mathopen{]}a,b\mathclosea,b\mathclose{]} &= \{x\in\R\,|\,a
Note that Template:Open-open, Template:Closed-open, and Template:Open-closed represent the empty set, whereas Template:Closed-closed denotes the set {a} . When a > b, all four notations are usually assumed to represent the empty set.
Both notations may overlap with other uses of parentheses and brackets in mathematics. For instance, the notation $(a,b)$ is often used to denote an ordered pair in set theory, the coordinates of a point or vector in analytic geometry and linear algebra, or (sometimes) a complex number in algebra. The notation $[a,b]$ too is occasionally used for ordered pairs, especially in computer science.
Some authors use $]a,b[$ to denote the complement of the interval Template:Open-open; namely, the set of all real numbers that are either less than or equal to Template:Mvar, or greater than or equal to Template:Mvar.
Infinite endpoints
In both styles of notation, one may use an infinite endpoint to indicate that there is no bound in that direction. Specifically, one may use $a=-\backslash infty$ or $b=+\backslash infty$ (or both). For example, Template:Open-open is the set of all positive real numbers, and Template:Open-open is the set of real numbers.
The notations Template:Closed-closed , Template:Closed-open , Template:Closed-closed , and Template:Open-closed are ambiguous. For authors who define intervals as subsets of the real numbers, those notations are either meaningless, or equivalent to the open variants. In the latter case, the interval comprising all real numbers is both open and closed, Template:Open-open = Template:Closed-closed = Template:Closed-open = Template:Open-closed .
On the extended real number line the intervals are all different as this includes −∞ and +∞ elements. For example Template:Open-closed means the extended real numbers excluding only −∞.
Integer intervals
The notation Template:Closed-closed when Template:Mvar and Template:Mvar are integers, or {a .. b} , or just a .. b is sometimes used to indicate the interval of all integers between Template:Mvar and Template:Mvar, including both. This notation is used in some programming languages; in Pascal, for example, it is used to define the set of valid indices of a vector.
An integer interval that has a finite lower or upper endpoint always includes that endpoint. Therefore, the exclusion of endpoints can be explicitly denoted by writing a .. b − 1 , a + 1 .. b , or a + 1 .. b − 1. Alternate-bracket notations like Template:Closed-open or [a .. b[ are rarely used for integer intervals.
Terminology
An open interval does not include its endpoints, and is indicated with parentheses. For example Template:Open-open means greater than 0 and less than 1. A closed interval includes its endpoints, and is denoted with square brackets. For example Template:Closed-closed means greater than or equal to 0 and less than or equal to 1.
A degenerate interval is any set consisting of a single real number. Some authors include the empty set in this definition. A real interval that is neither empty nor degenerate is said to be proper, and has infinitely many elements.
An interval is said to be left-bounded or right-bounded if there is some real number that is, respectively, smaller than or larger than all its elements. An interval is said to be bounded if it is both left- and right-bounded; and is said to be unbounded otherwise. Intervals that are bounded at only one end are said to be half-bounded. The empty set is bounded, and the set of all reals is the only interval that is unbounded at both ends. Bounded intervals are also commonly known as finite intervals.
Bounded intervals are bounded sets, in the sense that their diameter (which is equal to the absolute difference between the endpoints) is finite. The diameter may be called the length, width, measure, or size of the interval. The size of unbounded intervals is usually defined as +∞, and the size of the empty interval may be defined as 0 or left undefined.
The centre (midpoint) of bounded interval with endpoints Template:Mvar and Template:Mvar is (a + b)/2, and its radius is the half-length Template:Mabs/2. These concepts are undefined for empty or unbounded intervals.
An interval is said to be left-open if and only if it has no minimum (an element that is smaller than all other elements); right-open if it has no maximum; and open if it has both properties. The interval Template:Closed-open = Template:Mset, for example, is left-closed and right-open. The empty set and the set of all reals are open intervals, while the set of non-negative reals, for example, is a right-open but not left-open interval. The open intervals coincide with the open sets of the real line in its standard topology.
An interval is said to be left-closed if it has a minimum element, right-closed if it has a maximum, and simply closed if it has both. These definitions are usually extended to include the empty set and to the (left- or right-) unbounded intervals, so that the closed intervals coincide with closed sets in that topology.
The interior of an interval Template:Mvar is the largest open interval that is contained in Template:Mvar; it is also the set of points in Template:Mvar which are not endpoints of Template:Mvar. The closure of Template:Mvar is the smallest closed interval that contains Template:Mvar; which is also the set Template:Mvar augmented with its finite endpoints.
For any set Template:Mvar of real numbers, the interval enclosure or interval span of Template:Mvar is the unique interval that contains Template:Mvar and does not properly contain any other interval that also contains Template:Mvar.
Classification of intervals
The intervals of real numbers can be classified into eleven different types, listed below; where Template:Mvar and Template:Mvar are real numbers, with $a\; <\; b$:
- empty: $[b,a]\; =\; (a,a)\; =\; [a,a)\; =\; (a,a]\; =\; \backslash \{\; \backslash \}\; =\; \backslash emptyset$
- degenerate: $[a,a]\; =\; \backslash \{a\backslash \}$
- proper and bounded:
- open: $(a,b)=\backslash \{x\backslash ,|\backslash ,a\backslash \}\; math>$
- closed: $[a,b]=\backslash \{x\backslash ,|\backslash ,a\backslash leq\; x\backslash leq\; b\backslash \}$
- left-closed, right-open: $[a,b)=\backslash \{x\backslash ,|\backslash ,a\backslash ,\backslash leq\; x\backslash \}\; math>$
- left-open, right-closed: $(a,b]=\backslash \{x\backslash ,|\backslash ,a\backslash leq\; b\backslash \}\; math>$
- left-bounded and right-unbounded:
- left-open: $(a,\backslash infty)=\backslash \{x\backslash ,|\backslash ,x>a\backslash \}$
- left-closed: $[a,\backslash infty)=\backslash \{x\backslash ,|\backslash ,x\backslash geq\; a\backslash \}$
- left-unbounded and right-bounded:
- right-open: $(-\backslash infty,b)=\backslash \{x\backslash ,|\backslash ,x\backslash \}\; math>$
- right-closed: $(-\backslash infty,b]=\backslash \{x\backslash ,|\backslash ,x\backslash leq\; b\backslash \}$
- unbounded at both ends: $(-\backslash infty,+\backslash infty)=\backslash R$
Intervals of the extended real line
In some contexts, an interval may be defined as a subset of the extended real numbers, the set of all real numbers augmented with −∞ and +∞.
In this interpretation, the notations Template:Closed-closed , Template:Closed-open , Template:Closed-closed , and Template:Open-closed are all meaningful and distinct. In particular, Template:Open-open denotes the set of all ordinary real numbers, while Template:Closed-closed denotes the extended reals.
This choice affects some of the above definitions and terminology. For instance, the interval Template:Open-open = $\backslash R$ is closed in the realm of ordinary reals, but not in the realm of the extended reals.
Properties of intervals
The intervals are precisely the connected subsets of $\backslash R$. It follows that the image of an interval by any continuous function is also an interval. This is one formulation of the intermediate value theorem.
The intervals are also the convex subsets of $\backslash R$. The interval enclosure of a subset $X\backslash subseteq\; \backslash R$ is also the convex hull of $X$.
The intersection of any collection of intervals is always an interval. The union of two intervals is an interval if and only if they have a non-empty intersection or an open end-point of one interval is a closed end-point of the other (e.g., $(a,b)\; \backslash cup\; [b,c]\; =\; (a,c]$).
If $\backslash R$ is viewed as a metric space, its open balls are the open bounded sets Template:Open-open, and its closed balls are the closed bounded sets Template:Closed-closed.
Any element Template:Mvar of an interval Template:Mvar defines a partition of Template:Mvar into three disjoint intervals Template:Mvar_{1}, Template:Mvar_{2}, Template:Mvar_{3}: respectively, the elements of Template:Mvar that are less than Template:Mvar, the singleton $[x,x]\; =\; \backslash \{x\backslash \}$, and the elements that are greater than Template:Mvar. The parts Template:Mvar_{1} and Template:Mvar_{3} are both non-empty (and have non-empty interiors) if and only if Template:Mvar is in the interior of Template:Mvar. This is an interval version of the trichotomy principle.
Dyadic intervals
A dyadic interval is a bounded real interval whose endpoints are $\backslash frac\{j\}\{2^n\}$ and $\backslash frac\{j+1\}\{2^n\}$, where $j$ and $n$ are integers. Depending on the context, either endpoint may or may not be included in the interval.
Dyadic intervals have some nice properties, such as the following:
- The length of a dyadic interval is always an integer power of two.
- Every dyadic interval is contained in exactly one "parent" dyadic interval of twice the length.
- Every dyadic interval is spanned by two "child" dyadic intervals of half the length.
- If two open dyadic intervals overlap, then one of them must be a subset of the other.
The dyadic intervals thus have a structure very similar to an infinite binary tree.
Dyadic intervals are relevant to several areas of numerical analysis, including adaptive mesh refinement, multigrid methods and wavelet analysis. Another way to represent such a structure is p-adic analysis (for Template:Mvar=2).^{[1]}
Generalizations
Multi-dimensional intervals
In many contexts, an $n$-dimensional interval is defined as a subset of $\backslash R^n$ that is the Cartesian product of $n$ intervals, $I\; =\; I\_1\backslash times\; I\_2\; \backslash times\; \backslash cdots\; \backslash times\; I\_n$, one on each coordinate axis.
For $n=2$, this generally defines a rectangle whose sides are parallel to the coordinate axes; for $n=3$, it defines an axis-aligned rectangular box.
A facet of such an interval $I$ is the result of replacing any non-degenerate interval factor $I\_k$ by a degenerate interval consisting of a finite endpoint of $I\_k$. The faces of $I$ comprise $I$ itself and all faces of its facets. The corners of $I$ are the faces that consist of a single point of $\backslash R^n$.
Complex intervals
Intervals of complex numbers can be defined as regions of the complex plane, either rectangular or circular.^{[2]}
Topological algebra
Intervals can be associated with points of the plane and hence regions of intervals can be associated with regions of the plane. Generally, an interval in mathematics corresponds to an ordered pair (x,y) taken from the direct product R × R of real numbers with itself. Often it is assumed that y > x. For purposes of mathematical structure, this restriction is discarded,^{[3]} and "reversed intervals" where y − x < 0 are allowed. Then the collection of all intervals [x,y] can be identified with the topological ring formed by the direct sum of R with itself where addition and multiplication are defined component-wise.
The direct sum algebra $(\; R\; \backslash oplus\; R,\; +,\; \backslash times)$ has two ideals, { [x,0] : x ∈ R } and { [0,y] : y ∈ R }. The identity element of this algebra is the condensed interval [1,1]. If interval [x,y] is not in one of the ideals, then it has multiplicative inverse [1/x, 1/y]. Endowed with the usual topology, the algebra of intervals forms a topological ring. The group of units of this ring consists of four quadrants determined by the axes, or ideals in this case. The identity component of this group is quadrant I.
Every interval can be considered a symmetric interval around its midpoint. In a reconfiguration published in 1956 by M Warmus, the axis of "balanced intervals" [x, −x] is used along with the axis of intervals [x,x] that reduce to a point.
Instead of the direct sum $R\; \backslash oplus\; R$, the ring of intervals has been identified^{[4]} with the split-complex number plane by M. Warmus and D. H. Lehmer through the identification
- z = (x + y)/2 + j (x − y)/2.
This linear mapping of the plane, which amounts of a ring isomorphism, provides the plane with a multiplicative structure having some analogies to ordinary complex arithmetic, such as polar decomposition.
See also
References
- T. Sunaga, "Theory of interval algebra and its application to numerical analysis", In: Research Association of Applied Geometry (RAAG) Memoirs, Ggujutsu Bunken Fukuy-kai. Tokyo, Japan, 1958, Vol. 2, pp. 29-46 (547-564); reprinted in Japan Journal on Industrial and Applied Mathematics, 2009, Vol. 26, No. 2-3, pp. 126-143.
External links
- A Lucid Interval by Brian Hayes: An American Scientist article provides an introduction.
- Interval Notation Basics
- Interval computations website
- Interval computations research centers
- Wolfram Demonstrations Project.
- MathWorld.
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