Take the number V = 1.2 +/- 0.3 for example. So V spans the interval [0.9, 1.5]. Then V + V -> 2.4 +/- 0.6 -> [1.8, 3] and V * V = 1.53 +/- 0.72 -> [0.81, 2.25], etc.

I have a rough implementation working already (only supports +, -, *, and / at this point) but really I would rather not have to code this up by hand. Any suggestions for an existing library?