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We present a mathematical analysis of transformations used in fast calculation of inverse square root for single-precision floating-point numbers. Optimal values of the so called magic constants are derived in a systematic way, minimizing…

Mathematical Software · Computer Science 2016-03-16 Leonid V. Moroz , Cezary J. Walczyk , Andriy Hrynchyshyn , Vijay Holimath , Jan L. Cieśliński

The Fast Reciprocal Square Root Algorithm is a well-established approximation technique consisting of two stages: first, a coarse approximation is obtained by manipulating the bit pattern of the floating point argument using integer…

Numerical Analysis · Mathematics 2023-07-31 Mike Day

In this paper, an optimized version of classical Bombelli's algorithm for computing integer square roots is presented. In particular, floating-point arithmetic is used to compute the initial guess of each digit of the root, following…

Mathematical Software · Computer Science 2024-06-13 Fabio Romano

The reciprocal square root is an important computation for which many sophisticated algorithms exist (see for example \cite{Moroz,863046,863031} and the references therein). A common theme is the use of Newton's method to refine the…

Numerical Analysis · Mathematics 2021-12-30 Carlos F. Borges

We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of…

Rings and Algebras · Mathematics 2020-03-06 Dorothee Richters , Michael Lass , Andrea Walther , Christian Plessl , Thomas D. Kühne

The reciprocal square root is an important computation for which many very sophisticated algorithms exist (see for example \cite{863046,863031} and the references therein). In this paper we develop a simple differential compensation (much…

Numerical Analysis · Mathematics 2021-06-14 Carlos F. Borges

Floating-point arithmetic performance determines the overall performance of important applications, from graphics to AI. Meeting the IEEE-754 specification for floating-point requires that final results of addition, subtraction,…

Mathematical Software · Computer Science 2024-04-02 Lucas M. Dutton , Christopher Kumar Anand , Robert Enenkel , Silvia Melitta Müller

In this article we provide a fast computational method in order to calculate the Moore-Penrose inverse of singular square matrices and of rectangular matrices. The proposed method proves to be much faster and has significantly better…

Numerical Analysis · Mathematics 2011-02-10 Vasilios N. Katsikis , Dimitrios Pappas , Athanassios Petralias

This paper addresses the numerical solution of the matrix square root problem. Two fixed point iterations are proposed by rearranging the nonlinear matrix equation $A - X^2 = 0$ and incorporating a positive scaling parameter. The proposals…

Numerical Analysis · Mathematics 2020-02-21 Harry F. Oviedo , Hugo J. Lara , Oscar S. Dalmau

Computing the matrix square root or its inverse in a differentiable manner is important in a variety of computer vision tasks. Previous methods either adopt the Singular Value Decomposition (SVD) to explicitly factorize the matrix or use…

Computer Vision and Pattern Recognition · Computer Science 2022-01-24 Yue Song , Nicu Sebe , Wei Wang

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

Debugging accumulation of floating-point errors is hard; ideally, computer should track it automatically. Here we consider twofold approximation of an exact real with value + error pair of floating-point numbers. Normally, value + error sum…

Numerical Analysis · Computer Science 2014-01-06 Evgeny Latkin

Solving linear systems is a ubiquitous task in science and engineering. Because directly inverting a large-scale linear system can be computationally expensive, iterative algorithms are often used to numerically find the inverse. To…

Numerical Analysis · Mathematics 2021-07-20 Zheyuan Zhu , Andrew B. Klein , Guifang Li , Shuo Pang

We present new algorithms to detect and correct errors in the product of two matrices, or the inverse of a matrix, over an arbitrary field. Our algorithms do not require any additional information or encoding other than the original inputs…

Symbolic Computation · Computer Science 2018-02-08 Daniel S. Roche

We study algorithms for the fast computation of modular inverses. Newton-Raphson iteration over $p$-adic numbers gives a recurrence relation computing modular inverse modulo $p^m$, that is logarithmic in $m$. We solve the recurrence to…

Symbolic Computation · Computer Science 2019-04-22 Jean-Guillaume Dumas

We present the submatrix method, a highly parallelizable method for the approximate calculation of inverse p-th roots of large sparse symmetric matrices which are required in different scientific applications. We follow the idea of…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-06 Michael Lass , Stephan Mohr , Hendrik Wiebeler , Thomas D. Kühne , Christian Plessl

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to…

Machine Learning · Computer Science 2022-08-31 Yao Lu , Mehrtash Harandi , Richard Hartley , Razvan Pascanu

Computing the matrix square root and its inverse in a differentiable manner is important in a variety of computer vision tasks. Previous methods either adopt the Singular Value Decomposition (SVD) to explicitly factorize the matrix or use…

Computer Vision and Pattern Recognition · Computer Science 2022-10-20 Yue Song , Nicu Sebe , Wei Wang

Finding roots of equations is at the heart of most computational science. A well-known and widely used iterative algorithm is the Newton's method. However, its convergence depends heavily on the initial guess, with poor choices often…

Numerical Analysis · Mathematics 2020-04-09 Ankush Aggarwal , Sanjay Pant

Matrix square roots and their inverses arise frequently in machine learning, e.g., when sampling from high-dimensional Gaussians $\mathcal{N}(\mathbf 0, \mathbf K)$ or whitening a vector $\mathbf b$ against covariance matrix $\mathbf K$.…

Machine Learning · Computer Science 2020-12-02 Geoff Pleiss , Martin Jankowiak , David Eriksson , Anil Damle , Jacob R. Gardner
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