Section: Research Program

Efficient approximation methods

Computer algebra generation of certified approximations.

We plan to focus on the generation of certified and efficient approximations for solutions of linear differential equations. These functions cover many classical mathematical functions and many more can be built by combining them. One classical target area is the numerical evaluation of elementary or special functions. This is currently performed by code specifically handcrafted for each function. The computation of approximations and the error analysis are major steps of this process that we want to automate, in order to reduce the probability of errors, to allow one to implement “rare functions”, to quickly adapt a function library to a new context: new processor, new requirements – either in terms of speed or accuracy.

In order to significantly extend the current range of functions under consideration, several methods originating from approximation theory have to be considered (divergent asymptotic expansions; Chebyshev or generalized Fourier expansions; Padé approximants; fixed point iterations for integral operators). We have done preliminary work on some of them. Our plan is to revisit them all from the points of view of effectivity, computational complexity (exploiting linear differential equations to obtain efficient algorithms), as well as in their ability to produce provable error bounds. This work is to constitute a major progress towards the automatic generation of code for moderate or arbitrary precision evaluation with good efficiency. Other useful, if not critical, applications are certified quadrature, the determination of certified trajectories of spatial objects and many more important questions in optimal control theory.

Digital Signal Processing.

As computer arithmeticians, a wide and important target for us is the design of efficient and certified linear filters in digital signal processing (DSP). Actually, following the advent of Matlab as the major tool for filter design, the DSP experts now systematically delegate to Matlab all the part of the design related to numerical issues. And yet, various key Matlab routines are neither optimized, nor certified. Therefore, there is a lot of room for enhancing numerous DSP numerical implementations and there exist several promising approaches to do so.

The first important challenge that we want to address is the development and the implementation of optimal methods for rounding the coefficients involved in the design of the filter. If done in a naive way, this rounding may lead to a significant loss of performance. We will study in particular FIR and IIR filters.

Table Maker's Dilemma (TMD).

There is a clear demand for hardest-to-round cases, and several computer manufacturers recently contacted us to obtain new cases. These hardest-to-tound cases are a precious help for building libraries of correctly rounded mathematical functions. The current code, based on Lefèvre algorithm, will be rewritten and formal proofs will be done. We plan to use uniform polynomial approximation and diophantine techniques in order to tackle the case of the IEEE quad precision and analytic number theory techniques (exponential sums estimates) for counting the hardest-to-round cases.