Related papers: A fixed-point iteration method for the number Pi w…
We describe an efficient algorithm for computing the matrix vector products that appear in the numerical resolution of boundary integral equations in 2 space dimension. This work is an extension of the so-called Sparse Cardinal Sine…
We study the optimization of (strongly) quasar-convex functions, a class that arises naturally in many machine learning and data science applications due to its favorable properties. The fundamental properties of this class are first…
We study generalized log-sine integrals at special values. At $\pi$ and multiples thereof explicit evaluations are obtained in terms of Nielsen polylogarithms at $\pm1$. For general arguments we present algorithmic evaluations involving…
In this paper, we describe an algorithm for approximating functions of the form $f(x)=\int_{a}^{b} x^{\mu} \sigma(\mu) \, d \mu$ over $[0,1]$, where $\sigma(\mu)$ is some signed Radon measure, or, more generally, of the form $f(x) =…
We propose a new algorithm that finds an $\varepsilon$-approximate fixed point of a smooth function from the $n$-dimensional $\ell_2$ unit ball to itself. We use the general framework of finding approximate solutions to a variational…
We present a detailed study of roundoff errors in probabilistic floating-point computations. We derive closed-form expressions for the distribution of roundoff errors associated with a random variable, and we prove that roundoff errors are…
We find probability error bounds for approximations of functions $f$ in a separable reproducing kernel Hilbert space $\mathcal{H}$ with reproducing kernel $K$ on a base space $X$, firstly in terms of finite linear combinations of functions…
There were established the exact-order estimations of the best uniform approximations by{\psi} the trigonometrical polynoms on the $C^{\psi}_{\beta,p}$ classes of $2\pi$-periodic continuous functions $f$, which are defined by the…
This article is about Pi Formulas, infinite series of fractions which sum to multiples of Pi. Each such one can be associated with a unique set $S_k$ of rough numbers, where $k$ is a prime number. Given $S_k$ for any prime $k$, the set…
We assume the permutation $\pi$ is given by an $n$-element array in which the $i$-th element denotes the value $\pi(i)$. Constructing its inverse in-place (i.e. using $O(\log{n})$ bits of additional memory) can be achieved in linear time…
This paper settles an open and challenging question pertaining to the design of simple and optimal high-order methods for solving smooth and monotone variational inequalities (VIs). A VI involves finding $x^\star \in \mathcal{X}$ such that…
This article considers the numerical inversion of the power series $p(x)=1+b_{1}x+b_{2}x^{2}+\cdots$ to compute the inverse series $q(x)$ satisfying $p(x)q(x)=1$. Numerical inversion is a special case of triangular back-substitution, which…
We consider the product of determinantal point processes (DPPs), a point process whose probability mass is proportional to the product of principal minors of multiple matrices, as a natural, promising generalization of DPPs. We study the…
The goal of this paper is to investigate the method outlined by one of us (PR) in Cherubini et al. (2009) to compute option prices. We name it the SINC approach. While the COS method by Fang and Osterlee (2009) leverages the Fourier-cosine…
In this work, we introduce a method based on piecewise polynomial interpolation to enclose rigorously solutions of nonlinear ODEs. Using a technique which we call a priori bootstrap, we transform the problem of solving the ODE into one of…
In this paper, we study two general classes of optimization algorithms for kernel methods with convex loss function and quadratic norm regularization, and analyze their convergence. The first approach, based on fixed-point iterations, is…
Most approximation methods in high dimensions exploit smoothness of the function being approximated. These methods provide poor convergence results for non-smooth functions with kinks. For example, such kinks can arise in the uncertainty…
For any $m = 3 \left( 2n + 1 \right) with \ n \in \mathbb{N^*} ,$ the prime counting function $\pi(m) = 4 + \left \vert A_4(m) \right \vert + 2 \left \vert A_6(m) \right \vert $ where $A_6(m) $ and $ A_4(m) $ are the sets of Twin Primes and…
We construct a Beurling generalized number system satisfying the Riemann hypothesis and whose integer counting function displays extremal oscillation in the following sense. The prime counting function of this number system satisfies…
In this paper, we present a class of high order methods to approximate the singular value decomposition of a given complex matrix (SVD). To the best of our knowledge, only methods up to order three appear in the the literature. A first part…