Related papers: On the very accurate evaluation of the Voigt/compl…
In this paper modified variants of the sparse Fourier transform algorithms from [14] are presented which improve on the approximation error bounds of the original algorithms. In addition, simple methods for extending the improved sparse…
We establish a novel convergent iteration framework for a weak approximation of general switching diffusion. The key theoretical basis of the proposed approach is a restriction of the maximum number of switching so as to untangle and…
This article is about twofold arithmetic. Here I introduce algorithms and experimental code for twofold variant of C/C++ standard functions exp() and log(), and expm1() and log1p(). Twofold function $y_0+y_1 \approx f(x_0+x_1)$ is nearly…
We present a super-high-efficiency approximate computing scheme for series sum and discrete Fourier transform. The summation of a series sum or a discrete Fourier transform is approximated by summing over part of the terms multiplied by…
We propose a novel algorithm to solve the expectation propagation relaxation of Bayesian inference for continuous-variable graphical models. In contrast to most previous algorithms, our method is provably convergent. By marrying convergent…
Dedicated hardware accelerators are suitable for parallel computational tasks. Moreover, they have the tendency to accept inexact results. These hardware accelerators are extensively used in image processing and computer vision…
Item Response Theory (IRT) is a ubiquitous model for understanding humans based on their responses to questions, used in fields as diverse as education, medicine and psychology. Large modern datasets offer opportunities to capture more…
Wavelet decompositions of integral operators have proven their efficiency in reducing computing times for many problems, ranging from the simulation of waves or fluids to the resolution of inverse problems in imaging. Unfortunately,…
Using only a limited number of computationally expensive functions, we show a way how to construct accurate and computationally efficient approximations of the Colebrook equation for flow friction. The presented approximations are based on…
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…
Matrix and tensor completion aim to recover a low-rank matrix / tensor from limited observations and have been commonly used in applications such as recommender systems and multi-relational data mining. A state-of-the-art matrix completion…
We address a linear fractional differential equation and develop effective solution methods using algorithms for inversion of triangular Toeplitz matrices and the recently proposed QTT format. The inverses of such matrices can be computed…
We study submodular maximization problems with matroid constraints, in particular, problems where the objective can be expressed via compositions of analytic and multilinear functions. We show that for functions of this form, the so-called…
This is a draft of a book about algorithms for performing arithmetic, and their implementation on modern computers. We are concerned with software more than hardware - we do not cover computer architecture or the design of computer…
Chebyshev expansion coefficients can be computed efficiently by using the FFT, and for smooth functions the resulting approximation is close to optimal, with computations that are numerically stable. Given sufficiently accurate function…
Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…
Mixed-precision computations are a hallmark of the current stage of AI, driving the progress in large language models towards efficient, locally deployable solutions. This article addresses the floating-point computation of…
We describe an algorithm to evaluate all the complex branches of the Lambert W function with rigorous error bounds in interval arithmetic, which has been implemented in the Arb library. The classic 1996 paper on the Lambert W function by…
A stochastic iterative algorithm approximating second-order information using von Neumann series is discussed. We present convergence guarantees for strongly-convex and smooth functions. Our analysis is much simpler in contrast to a similar…
We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…