Conservative interval arithmetic in Lean

We implement conservative interval arithmetic in Lean, on top of a software implementation of floating point (since Lean's Float is untrusted). The key types are

1. Floating: 64+64 bit software floating point, with 64 bits of mantissa (roughly, as the high bit is explicit) and 64 bits of exponent. All arithmetic is conservatively rounded up or down.
2. Interval: Lower and upper Floating bounds representing a conservative interval.
3. Box: Real and imaginary Intervals approximating a complex number.
4. Approx A R: Typeclass that says that A is a conservative approximation of R. The key examples are Approx Interval ℝ and Approx Box ℂ. There are a variety of associated typeclasses showing that particular arithmetic operations are conservative (respect the approximation), such as ApproxAdd and ApproxField.

On top of Interval, we implement conservative versions of field arithmetic and various special functions (exp, log, powers).

Building

1. Install elan (brew install elan-init on Mac)
2. lake build

Contributors

Here is a partial list of contributors, in alphabetical order:

• Adomas Baliuka
• Michael George
• Geoffrey Irving

Plus migration fixes from Yury Kudryashov, David Renshaw, and Scott Morrison. Thank you!

Optimization and debugging tricks

I'm going to keep a list here, since otherwise I will forget them.

-- Tracing options
set_option trace.aesop true in

-- Print compiler IR, such as to see how well inlining worked:
set_option trace.compiler.ir.result true in
def ...