A checking policy controls how the interval class will deal
  with special cases like: empty intervals, infinite numbers, invalid
  values.
For example, let's consider operator+(interval, T). The
  second argument could be an invalid value (for a floating-point number, it
  is a NaN). What to do in such a case? First, we could say that the second
  argument can never be an invalid number. Second, we could also say such a
  situation can arise but is forbidden. Third, we could allow such values and
  generate an empty interval when encountered. And there is many other
  possibilities.
It is the reason why such a policy is used: there is a lot of interesting behaviors and it would be sad to arbitrarily select one of these.
The checking class should satisfy the following requirement (in the form of an interface):
/* requirements for checking policy */
struct checking
{
  static T pos_inf();
  static T neg_inf();
  static T nan();
  static bool is_nan(const T&);
  static T empty_lower();
  static T empty_upper();
  static bool is_empty(const T&, const T&);
};
  The first two functions, pos_inf and neg_inf,
  are invoked each time the library has to create the infinite bound of an
  interval. For example, interval::whole computes
  interval(checking::neg_inf(), checking::pos_inf()). If
  infinite values are allowed and
  std::numeric_limits<T>::infinity() returns a correct
  value, such a value can be used.
Next comes nan. This function is used each time a function
  need to return a value of type T but is unable to compute it.
  It only happens when one of the arguments of the function is invalid. For
  example, if you ask what the median value of an empty interval is,
  nan will be used. But please remember: lower and
  upper directly return the value stocked in the interval; so,
  if the interval is empty, lower will not answer
  by a call to checking::nan (but will return the
  same value than checking::empty_lower could return).
empty_lower and empty_upper respectively
  return the lower and upper bound of the empty interval. There is no
  requirements for empty_lower and empty_upper to
  return the same value than checking::nan. For example, if the
  type T does not have any invalid value, the
  empty_ functions can return the [1;0] interval.
is_nan is used to test if a value of type T is
  invalid or not. is_empty tests if the interval formed by the
  two arguments is empty or not. Such tests will generally be at the
  beginning of each function which involves an argument of type
  T. If one of the inputs is declared invalid, the the function
  will try to produce an invalid value or an input interval.
namespace boost {
namespace numeric {
namespace interval_lib {
template<class T>
struct checking_base;
template<class T, class Checking = checking_base<T>, class Exception = exception_create_empty<T> >
struct checking_no_empty;
template<class T, class Checking = checking_base<T> >
struct checking_no_nan;
template<class T, class Checking = checking_base<T>, class Exception = exception_invalid_number<T> >
struct checking_catch_nan;
template<class T> struct exception_create_empty { T operator()(); };
template<class T> struct exception_invalid_number { void operator()(); };
} // namespace numeric
} // namespace interval_lib
} // namespace boost
  In order to simplify the customization of the policy, some templates are already defined in the library.
First of all, there is checking_base. Thanks to the
  information provided by std::numeric_limits<T>, this
  class is able to generate a base for the policy. If T has
  quiet NaNs (as said by numeric_limits::has_quiet_NaN), then
  the value is used for nan, empty_lower,
  empty_upper; and a basic test is used for is_nan
  (it is x!=x). If T does not have quiet NaNs, then
  nan is an assert(false), the empty interval is
  [1,0], and is_nan always return false. As for
  nan, pos_inf returns
  numeric_limits::infinity() if possible, or is an
  assert(false) otherwise. neg_inf returns the
  opposite. Finally, is_empty(T l,T u) is always defined by
  !(l<=u).
Next comes checking_no_empty. Using it means that each time
  an empty interval should be produced (by empty_lower and
  empty_upper), the function object given by the
  Exception argument of the template is invoked and the value it
  returns is propagated. So, if Exception is appropriately
  defined (for example it could throw an exception, hence the name of the
  argument), you can be sure no empty interval will ever be created. So
  is_empty will always return false (since there is
  no need to test for an empty interval). And as explained before, in that
  case we can also replace nan by an assert(false);
  you will be sure no invalid number will ever be produced. If this template
  is not used, it implicitly means that all the functions can produce empty
  intervals and they correctly deal with empty interval arguments.
Finally there are checking_no_nan and
  checking_catch_nan. The first one expresses the functions of
  the library will never get an invalid number as argument. So
  is_nan will only return false. The other one
  means the arguments can be an invalid number but in that case,
  is_nan will call the function object Exception
  and return false. Indeed, this template means invalid numbers
  should never make their way through to the body of the function. If none of
  this two templates is used, it implicitly means that all the functions can
  get invalid number arguments and they will correctly deal with them.
exception_create_empty throws
  std::runtime_error with the message "boost::interval:
  empty interval created" and exception_invalid_number
  throws std::invalid_argument with the message
  "boost::interval: invalid number".
In order to define a suitable policy, you need to correctly say what you
  expect from your interval class. First of all, are you interested in
  getting empty intervals at the end of a calculus? If you do not want to
  obtain empty intervals, empty_lower and
  empty_upper have to fail when invoked (they can throw an
  exception, set a flag, etc). However, if no function is able to produce an
  empty interval, it is no more necessary to do the test, so
  is_empty may always return false. In this case, a
  good compiler will do a lot of optimizations.
You could also be interested in getting empty intervals at the end of
  the calculus. For example, if you need to transform an array of unsure
  values (or intervals) in a new array of intervals, you may not want to stop
  the conversion at the first encountered problem. So
  empty_lower and empty_upper need to return
  suitable values in order to define an empty interval (you can use an upper
  bound which is not greater or equal than the lower bound for example); and
  is_empty must be able to distinguish empty intervals from the
  valid intervals.
Another important question is: is it possible that some base numbers
  (objects of type T) are invalid? And if it is possible, are
  they allowed or not ? If it is not possible, no test is necessary;
  is_nan may always return false. In this case too,
  a good compiler will do a lot of optimizations. If function arguments can
  hold invalid numbers, two cases must be considered according to whether
  they are allowed or not. If they are allowed, is_nan just has
  to test if they are invalid or not. If they are forbidden,
  is_nan should fail (exception, assert, etc.) when invoked on
  an invalid argument and return false otherwise. The value
  returned by nan does not have any interest since the interval
  functions are guaranteed not to produce invalid interval bounds unless the
  user passes invalid numbers to the constructors. So you can put an assert
  inside if you do not trust the library. :-)
And finally, you need to decide what to do with nan if it
  has not already been decided at the beginning, and with
  pos_inf and neg_inf. These functions should
  return a value or start an exceptional behavior (especially if the base
  type does not have corresponding values).
checking_base<T> is a
    possibility.checking_catch_nan<T,
    checking_no_empty<T> > can help you.checking_no_nan<T, checking_no_empty<T> >.
    Please note that if T does not have a way to represent
    invalid numbers, then this policy will behave the same way as
    checking_no_empty<T>. This is the default policy and
    it is also called interval_lib::checking_strict.checking_no_nan<T>
    should be used.checking_catch_nan<T>
    is a solution.checking_base and modifying
    is_nan et is_empty in order for them to always
    return false. It is probably the fastest checking policy
    available; however, it suffers from its deficient security.Revised 2006-12-24
Copyright © 2002 Guillaume Melquiond, Sylvain Pion, Hervé
  Brönnimann, Polytechnic University
  Copyright © 2003-2004 Guillaume Melquiond
Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)