The MPFI library is used by Macaulay2 for its arbitrary precision real interval arithmetic and associated transcendental functions. It is available at https://gforge.inria.fr/projects/mpfi/. The library is based on the MPFR library. The library is remarkable for the care taken to return correctly rounded results. It is hoped that this will form a good base for experimentation with algebraic algorithms that mix symbolic and numeric techniques. It is licensed under the GNU Lesser General Public License, version 3 or later.