A Probabilistic Analysis of the Power of Arithmetic Filters

The assumption of real-number arithmetic, which is at the basis of conventional geometric algorithms, has been seriously challenged in recent years, since digital computers do not exhibit such capability. A geometric predicate usually consists of evaluating the sign of some algebraic expression. In most cases, rounded computations yield a reliable result, but sometimes rounded arithmetic introduces errors which may invalidate the algorithms. The rounded arithmetic may produce an incorrect result only if the exact absolute value of the algebraic expression is smaller than some (small) varepsilon, which represents the largest error that may arise in the evaluation of the expression. The threshold varepsilon depends on the structure of the expression and on the adopted computer arithmetic, assuming that the input operands are error-free. A pair (arithmetic engine,threshold) is an "arithmetic filter". In this paper we develop a general technique for assessing the efficacy of an arithmetic filter. The analysis consists of evaluating both the threshold and the probability of failure of the filter. To exemplify the approach, under the assumption that the input points be chosen randomly in a unit ball or unit cube with uniform density, we analyze the two important predicates "which-side" and "insphere". We show that the probability that the absolute values of the corresponding determinants be no larger than some positive value V, with emphasis on small V, is Theta(V) for the which-side predicate, while for the insphere predicate it is Theta(V^(2/3)) in dimension 1, O(sqrt(V)) in dimension 2, and O(sqrt(V) ln(1/V)) in higher dimensions. Constants are small, and are given in the paper.Comment: 22 pages 7 figures Results for in sphere test inproved in cs.CG/990702

Type classes for efficient exact real arithmetic in Coq

Floating point operations are fast, but require continuous effort on the part of the user in order to ensure that the results are correct. This burden can be shifted away from the user by providing a library of exact analysis in which the computer handles the error estimates. Previously, we [Krebbers/Spitters 2011] provided a fast implementation of the exact real numbers in the Coq proof assistant. Our implementation improved on an earlier implementation by O'Connor by using type classes to describe an abstract specification of the underlying dense set from which the real numbers are built. In particular, we used dyadic rationals built from Coq's machine integers to obtain a 100 times speed up of the basic operations already. This article is a substantially expanded version of [Krebbers/Spitters 2011] in which the implementation is extended in the various ways. First, we implement and verify the sine and cosine function. Secondly, we create an additional implementation of the dense set based on Coq's fast rational numbers. Thirdly, we extend the hierarchy to capture order on undecidable structures, while it was limited to decidable structures before. This hierarchy, based on type classes, allows us to share theory on the naturals, integers, rationals, dyadics, and reals in a convenient way. Finally, we obtain another dramatic speed-up by avoiding evaluation of termination proofs at runtime.Comment: arXiv admin note: text overlap with arXiv:1105.275

Computing Stieltjes constants using complex integration

The generalized Stieltjes constants $\gamma\_n(v)$ are, up to a simple scaling factor, the Laurent series coefficients of the Hurwitz zeta function $\zeta(s,v)$ about its unique pole $s = 1$. In this work, we devise an efficient algorithm to compute these constants to arbitrary precision with rigorous error bounds, for the first time achieving this with low complexity with respect to the order~$n$. Our computations are based on an integral representation with a hyperbolic kernel that decays exponentially fast. The algorithm consists of locating an approximate steepest descent contour and then evaluating the integral numerically in ball arithmetic using the Petras algorithm with a Taylor expansion for bounds near the saddle point. An implementation is provided in the Arb library. We can, for example, compute $\gamma\_n(1)$ to 1000 digits in a minute for any $n$ up to $n=10^{100}$. We also provide other interesting integral representations for $\gamma\_n(v)$, $\zeta(s)$, $\zeta(s,v)$, some polygamma functions and the Lerch transcendent

Rigorous Multiple-Precision Evaluation of D-Finite Functions in SageMath

We present a new open source implementation in the SageMath computer algebra system of algorithms for the numerical solution of linear ODEs with polynomial coefficients. Our code supports regular singular connection problems and provides rigorous error bounds