Evaluating parametric holonomic sequences using rectangular splitting

We adapt the rectangular splitting technique of Paterson and Stockmeyer to the problem of evaluating terms in holonomic sequences that depend on a parameter. This approach allows computing the n-th term in a recurrent sequence of suitable type using O(n1/2) "expensive" operations at the cost of an increased number of "cheap" operations. Rectangular splitting has little overhead and can perform better than either naive evaluation or asymptotically faster algorithms for ranges of n encountered in applications. As an example, fast numerical evaluation of the gamma function is investigated. Our work generalizes two previous algorithms of Smith.

[1]  D. V. Chudnovsky,et al.  Approximations and complex multiplication according to Ramanujan , 2000 .

[2]  David M. Smith Algorithm 814: Fortran 90 software for floating-point multiple precision arithmetic, gamma and related functions , 2001, TOMS.

[3]  Sven Köhler,et al.  On the Stability of Fast Polynomial Arithmetic , 2008 .

[4]  Jean-Michel Muller,et al.  Modern Computer Arithmetic , 2016, Computer.

[5]  Martin Ziegler,et al.  Fast (Multi-)Evaluation of Linearly Recurrent Sequences: Improvements and Applications , 2005, ArXiv.

[6]  Fredrik Johansson,et al.  Arb: a C library for ball arithmetic , 2014, ACCA.

[7]  D. J. Bernstein Fast multiplication and its applications , 2008 .

[8]  Peter Borwein Reduced complexity evaluation of hypergeometric functions , 1987 .

[9]  Joachim von zur Gathen,et al.  Fast algorithms for Taylor shifts and certain difference equations , 1997, ISSAC.

[10]  David M. Smith,et al.  Efficient multiple-precision evaluation of elementary functions , 1989 .

[11]  R. Gregory Taylor,et al.  Modern computer algebra , 2002, SIGA.

[12]  Larry J. Stockmeyer,et al.  On the Number of Nonscalar Multiplications Necessary to Evaluate Polynomials , 1973, SIAM J. Comput..

[13]  Erich Kaltofen,et al.  On fast multiplication of polynomials over arbitrary algebras , 1991, Acta Informatica.

[14]  Alfred V. Aho,et al.  Evaluating Polynomials at Fixed Sets of Points , 1975, SIAM J. Comput..

[15]  William B. Hart,et al.  Fast Library for Number Theory: An Introduction , 2010, ICMS.

[16]  Joris van der Hoeven,et al.  Fast Evaluation of Holonomic Functions , 1999, Theor. Comput. Sci..

[17]  Marc Mezzarobba,et al.  NumGfun: a package for numerical and analytic computation with D-finite functions , 2010, ISSAC.