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Unitary best approximation to the exponential function on an interval on the imaginary axis has been introduced recently. In the present work two algorithms are considered to compute this best approximant: an algorithm based on rational…

Numerical Analysis · Mathematics 2025-04-15 Tobias Jawecki

We consider the problem of estimating log-determinants of large, sparse, positive definite matrices. A key focus of our algorithm is to reduce computational cost, and it is based on sparse approximate inverses. The algorithm can be…

Numerical Analysis · Mathematics 2024-03-22 Owen Deen , Colton River Waller , John Paul Ward

Computable and sharp error bounds are derived for asymptotic expansions for linear differential equations having a simple turning point. The expansions involve Airy functions and slowly varying coefficient functions. The sharpness of the…

Classical Analysis and ODEs · Mathematics 2020-09-11 T. M. Dunster , A. Gil , J. Segura

An efficient direct solver for volume integral equations with O(N) complexity for a broad range of problems is presented. The solver relies on hierarchical compression of the discretized integral operator, and exploits that off-diagonal…

Numerical Analysis · Mathematics 2013-05-16 Eduardo Corona , Per-Gunnar Martinsson , Denis Zorin

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

Two approximations of the integral of a class of sinusoidal composite functions, for which an explicit form does not exist, are derived. Numerical experiments show that the proposed approximations yield an error that does not depend on the…

Numerical Analysis · Mathematics 2024-01-17 Alberto Costa

The analytic integration and simplification of multi-loop Feynman integrals to special functions and constants plays an important role to perform higher order perturbative calculations in the Standard Model of elementary particles. In this…

High Energy Physics - Theory · Physics 2023-01-11 Johannes Blümlein , Carsten Schneider

This paper proposes a unique optimization approach for estimating the minimax rational approximation and its application for evaluating matrix functions. Our method enables the extension to generalized rational approximations and has the…

Numerical Analysis · Mathematics 2025-04-03 Nir Sharon , Vinesha Peiris , Nadia Sukhorukova , Julien Ugon

The complex-step derivative approximation is a numerical differentiation technique that can achieve analytical accuracy, to machine precision, with a single function evaluation. In this letter, the complex-step derivative approximation is…

Robotics · Computer Science 2021-05-07 Charles Champagne Cossette , Alex Walsh , James Richard Forbes

Fast approximations to matrix multiplication have the potential to dramatically reduce the cost of neural network inference. Recent work on approximate matrix multiplication proposed to replace costly multiplications with table-lookups by…

Machine Learning · Computer Science 2022-07-14 Calvin McCarter , Nicholas Dronen

An a posteriori estimate for the error of a standard Krylov approximation to the matrix exponential is derived. The estimate is based on the defect (residual) of the Krylov approximation and is proven to constitute a rigorous upper bound on…

Numerical Analysis · Mathematics 2020-02-03 Tobias Jawecki , Winfried Auzinger , Othmar Koch

We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical operation, it is of…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-28 Stefan Engblom , Dimitar Lukarski

In this work we show how to perform a rapid computation of the Voigt/complex error over a single domain by vectorized interpolation. This approach enables us to cover the entire set of the parameters $x,y \in \mathbb{R}$ required for the…

General Mathematics · Mathematics 2019-09-04 S. M. Abrarov , B. M. Quine , R. Siddiqui , R. K. Jagpal

We obtain series expansion formulas for the Hadamard fractional integral and fractional derivative of a smooth function. When considering finite sums only, an upper bound for the error is given. Numerical simulations show the efficiency of…

Classical Analysis and ODEs · Mathematics 2012-02-14 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

We introduce an effective algorithmic method for the computation of a lower bound for uniform expansion in one-dimensional dynamics. The approach employs interval arithmetic and thus provides a rigorous numerical result (computer-assisted…

Dynamical Systems · Mathematics 2026-01-28 Paweł Pilarczyk , Michał Palczewski , Stefano Luzzatto

Renewed interest in mixed-precision algorithms has emerged due to growing data capacity and bandwidth concerns, as well as the advancement of GPUs, which enable significant speedup for low precision arithmetic. In light of this, we propose…

Numerical Analysis · Mathematics 2020-12-14 Alec Michael Dunton , Alyson Fox

In scientific computing, the acceleration of atomistic computer simulations by means of custom hardware is finding ever growing application. A major limitation, however, is that the high efficiency in terms of performance and low power…

Computational Physics · Physics 2020-04-29 Varadarajan Rengaraj , Michael Lass , Christian Plessl , Thomas D. Kühne

AAA rational approximation has normally been carried out on a discrete set, typically hundreds or thousands of points in a real interval or complex domain. Here we introduce a continuum AAA algorithm that discretizes a domain adaptively as…

Numerical Analysis · Mathematics 2023-05-08 Toby Driscoll , Yuji Nakatsukasa , Lloyd N. Trefethen

The division operation is important for many areas of data processing. Especially considering today's demand for hardware accelerators for machine learning algorithms, there is a high demand for an efficient calculation of the division…

Signal Processing · Electrical Eng. & Systems 2022-09-12 Michael Lunglmayr

A wide range of numerical methods exists for computing polynomial approximations of solutions of ordinary differential equations based on Chebyshev series expansions or Chebyshev interpolation polynomials. We consider the application of…

Symbolic Computation · Computer Science 2014-07-11 Alexandre Benoit , Mioara Joldes , Marc Mezzarobba
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