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Libaffa is a C++ Affine Arithmetic library for GNU/Linux. Affine Arithmetic is a model proposed by Stolfi and Comba in the early 90's for numerical calculation. Unlike Interval Arithmetic, it keeps track of correlations between computed and input quantities, and is therefore resistant to the explosion error observed in long interval computations.
Home Page: http://www.nongnu.org/libaffa
License: GNU Lesser General Public License v2.1