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Translation of Taylor series into LFT expansions

Translation of Taylor series into LFT expansions
Translation of Taylor series into LFT expansions

Translation of Taylor series into LFT expansions

Reinhold Heckmann

1Introduction

In Exact Real Arithmetic,real numbers are represented as potentially in?nite streams of information units,called digits.In this paper,we work in the framework of Linear Frac-tional Transformations(LFT’s,also known as M¨o bius transformations)that provide an elegant approach to real number arithmetic(Gosper1972,Vuillemin1990,Nielsen and Kornerup1995,Potts and Edalat1996,Edalat and Potts1997,Potts1998b).One-dimensional LFT’s are used as digits and to implement basic unary functions,while two-dimensional LFT’s provide binary operations such as addition and multiplication, and can be combined to obtain in?nite expression trees denoting transcendental func-tions.Peter Potts(1998a,1998b)derived these expression trees from continued fraction expansions of the transcendental functions.In contrast,we show how to derive LFT ex-pression trees from power series expansions,which are available for a greater range of functions.

In Section2,we present the LFT approach in some detail.Section3contains the main results of the paper.We?rst derive an LFT expansion from a power series using Horner’s scheme(Section3.1).The results are not very satisfactory.Thus,we show how LFT expansions may be modi?ed using algebraic transformations(Section3.2).A particular such transformation,presented in Section3.3,yields satisfactory results for standard functions,as shown in the?nal examples section4.

2Exact real arithmetic by linear fractional transformations

In this section,we recall the framework of exact real arithmetic via LFT’s(Gosper 1972,Vuillemin1990,Nielsen and Kornerup1995).We do not follow exactly the version used by the group of Edalat and Potts at Imperial College(Potts and Edalat 1996,Edalat and Potts1997,Potts1998a,Potts1998b),but change the base interval from0∞to11.The reasons for this change and its pros and cons were discussed in(Heckmann2000).

2.1LFT’s and matrices

Linear Fractional Transformations(LFT’s)are functions x ax c

More precisely,LFT’s are functions from to where∞is the one-point compacti?cation of the real line,and is plus an additional ‘unde?ned’value.The value∞arises as r0with r0,and on the other hand,the value of the LFT at∞is de?ned as a b.The unde?ned value arises as00,and the value of any LFT at is.

The four parameters of an LFT may be presented as a2-2-matrix M a

b c

d

of integers,

hereafter matrix.Thus,any matrix M a

b c

d

denotes an LFT M with M x ax c

x y

.The contractivity of an

af?ne matrix a

0c

d

is a d,and hence the contractivity of c;a is a.

2.2Representing reals by LFT’s

Using the base interval B11,a sequence A0,A1,...of LFT’s induces a sequence I1,I2,...of intervals by

I n A0A n1B(5) The sequence of intervals is nested if I n I n1for all n 1.The inclusion I n I n1

means A0A n1B A0A n B.If the matrices A0,...,A n1are non-singular,this is equivalent to A n B B.Therefore in the non-singular case,the sequence of intervals is nested iff all LFT’s A n with n1are re?ning.Note that A0need not be re?ning.

A nested sequence of intervals I n c n r n converges to a single point x iff r n0as n∞.Even if the sequence of intervals c n r n is not nested,it may converge to a single point x in the sense that c n x and r n0.But this is not suf?cient to say that the intervals approximate x(consider for instance the case I n2n1n1n3n). Therefore,we require the interval sequence to be nested.In theory,it is suf?cient that the interval sequence is eventually nested,i.e.,I n I n1for almost all n,because we may omit the?rst few intervals and obtain a nested sequence.Yet this procedure is not always practical as we shall see later.

In the sequel,we shall write I n y if the two end points converge to y,I n y if I n y and the intervals are eventually nested,and I n y if I n y and the intervals are nested from the beginning.

A sequence of matrices that generates a nested sequence of intervals converging to x may be considered as a representation of x.Because of the usage of matrix multiplica-tion in(5),we write x∏∞n0A n,using a(formal)in?nite product notation.Many real numbers can be elegantly represented by such in?nite products.

To control the information?ow in computations with reals,it turned out to be useful to convert these representations into a kind of standard form,using a leading exponent matrix(Heckmann2000)or sign matrix followed by a sequence of digit matrices(Potts and Edalat1997,Edalat and Potts1997).For the purposes of the present paper,it is not necessary to delve into the details of these special representations.Instead,we may assume that real numbers are represented by arbitrary in?nite products where all matrices but the?rst one are re?ning(to obtain a nested sequence of intervals)with contractivities bounded by some c1(to ensure the interval sequence shrinks to a single point).

2.3Tensors

To represent sums,products,and quotients,two-dimensional LFT’s are employed.They are characterised by8integer parameters,and thus can be represented by2-4-matrices

of integers,called tensors.A tensor T a

b c

d

e

f

g

h

denotes the bistrict function T:

given by T x y axy cx ey g

matrices C n from the tensor,thereby producing a representation∏∞n0C n for the result T x y.

For?xed x,the function T x:y T x y is an LFT with T x ax e

bx f cx g

dx h

.Con-

versely,any matrix M x whose entries linearly depend on a parameter x can be turned into a tensor T such that M x y T x y.The representations of the values of tran-scendental functions will generally involve such parametrised matrices.For instance, we shall later derive the representation

e x x

x1

1

n1

x

x

n1

from the Taylor series e x∑∞n0x n

limsup n∞n 0

∞and1

a n1R limsup

n∞

a n

a n1

converges,its limit is R.For instance,in e x∑∞n01 a n1

n1!

3.1The Horner evaluation of power series

Horner’s rule to evaluate polynomials can easily be adapted to obtain an LFT expansion

from a power series f x ∑∞n 0a n x n

with convergence radius R :

∑n 0

a n x n

a 0

x

∑n 1

a n x n

1

a 0;x

∑n 0

a n

1x

n

(8)

with the af?ne LFT a 0;x

λy a 0

xy .This suggests that f x is given by

f x

n 0

a n ;x

n 0

x 0a n

1

(9)

To verify this guess,we ?rst determine A 0

A n

1

for A i

a i ;x :

a 0;x

a n 1;x

n 1

∑i 0

a i x i ;x n

(10)

This is obvious for n 1.The inductive step follows from ∑n

1i

0a i x i ;

x n

a n ;x

∑n 1i 1a i x

i x n a n ;x n x by (1).From (10),we immediately obtain I n A 0A n 1B s n x n where s n ∑n 1i 0a i x i .

For x R ,we know s n

f x as n ∞,and x n 0holds if and only if x 1.Thus,I n f x holds for x min R 1.For x 1,the radii x n do not tend to 0.Thus,we have already lost part of the convergence area if R 1.

The LFT’s a n ;x are non-singular iff x 0.For x 0,we have f x

a 0and I n I 1a 00.Thus,we always have a nested sequence of intervals converging to the right value in this singular situation.

The LFT’s a n ;x are re?ning iff a n

x 1.Thus in case x 0,the generated sequence of intervals is nested iff x 1a n for all n 1,iff x 1sup n 1a n ,

and it is eventually nested if x 1limsup n ∞a n .

Summary of the properties of the Horner evaluation:For x

R ,we have

I n f x if x

1;I n f x

if x

1limsup n ∞

a n ;

I n

f x

if x

1

sup n

1

a n .

Let us consider some examples:

For f x

1

1x

x n .For x

1,the center points converge to 1

1x .Yet A n is re?ning only if x

0.

Thus,for x0,the sequence of intervals is not nested—not even eventually nested.In fact,for0x1,

1

1x

x n

1x

is not even contained in any of the intervals I n! For f x e x∑∞n01

n!

;x∏∞n0n!x01n!with uncomfortably big entries.The general theory tells us that the end points of I n tend to e x iff x1(since for x1,the radii do not converge to0).Matrix A n is re?ning iff x11

n!will hold for suf?ciently large n.Hence,in contrast to

the?rst example,the function value e x is contained in almost all intervals I n if x 1.

3.2Transformation of the LFT expansion

The LFT expansions derived from Horner’s rule in the previous section are not very good:they are rarely nested,loose out part of the convergence circle,and contain un-comfortably large entries for important functions like e x.There is a general way to transform LFT expansions which may lead to improvements.

Given a sequence A0,A1,A2,...of matrices,the corresponding sequence of intervals I1,I2,...is given by I n P n B(n1)where P n A0A n1is the product of the?rst n matrices.Now,we may choose any sequence U1,U2,...of non-singular matrices and throw in products U i U i of U i and its inverse U i into the original product:

P n A0A n1A0U1U1A1U2U2U n1U n1A n1

With the new names Q n P n U n for n1,B0A0U1,and B i U i A i U i1for i1,we obtain

Q n P n U n B0B1B n1

This means we have de?ned a new sequence B0,B1,...of matrices which denotes the sequence of intervals J n Q n B.

We want to apply this technique to the af?ne matrices A n a n;x coming from Horner’s rule.Since we want to preserve af?nity here,we choose af?ne matrices U n c n;r n (with r n0for non-singularity).Then

A n U n1a n;x c n1;r n1a n c n1x;r n1x

Therefore

B0A0U1a0c1x;r1x

while multiplication with U n from the left yields

B n c n

r n

a n c n1x;r n1x a n

c n c n1x

r n

x

The matrices Q n are given by

Q n P n U n s n;x n c n;r n s n c n x n;r n x n

so that the denoted intervals are J n s n c n x n r n x n.Note that for x0,we have J n a00a0f0.

3.3The standard choice for c n and r n

There are two possibilities to reduce the term a n c n c n1x in B n to just one summand, namely c n0and c n a n.In the?rst case,J n becomes s n r n x n,while in the second, we have J n s n a n x n r n x n s n1r n x n.This shows that the two possibilities are actually not that different.We prefer the second possibility because it appears to be one step ahead of the?rst.

The choice c n a n yields

B0r1x

a0a1x

1

and B n

r n1x

a n1x

r n

for n1

The resulting intervals were already determined to be J n s n1r n x n.Thus,J n

f x if x R and r n x n0.The matrices B n are re?nin

g for x r n

a n1

.The resulting intervals are J n s n1ka n x n.If x R,then ∑∞n0a n x n converges,which implies a n x n0.Thus J n f x holds for all x R.

The matrices B n are re?ning for x ka n

k1

q n.Thus the interval se-quence is eventually nested if x k

k1R.The condition for

a nested sequence is similar,with liminf replaced by inf.

J n f x for x R;

J n f x for x k

k1

R if q n converges);

J n f x for x k

k1increases with k,yet the simplest possibility is k1with k

2

.

Values of x near R should be avoided anyway since the contractivity of B n is x q n which converges to x R if q n is convergent;in this case,we have poor contractivity for x R,and the restriction to x1

4Case studies

Throughout this section,we use the name q for inf n1q n which is important for deter-mining the region where a nested sequence of intervals is obtained.

4.1Exponential function

Recall e x∑∞n01a

n1

1n!

n1

1

2

.

The contractivity is not affected by varying k.Even with k1,representation(11) yields an eventually nested convergent sequence of intervals for all x;the condition x1is only needed to ensure that the sequence is nested from the beginning.

As already mentioned,a representation such as(11)is open to two different interpre-tations.For rational arguments x,it is(equivalent to)an in?nite product of integer

matrices,e.g.,e1

02

1

∏∞n1101n1.In the rational case,it is not absolutely nec-

essary that all matrices but the?rst one are re?ning.Consider for instance x2,where

the?rst three matrices2

03

1

,2

2

2

,and2

2

3

are not re?ning,while the next matrix

2 02

4

and all subsequent ones are re?ning.We may multiply the?rst three matrices

into one which gives e24

019

3

∏∞n1202n3which generates a nested sequence of

intervals.

For general(real)arguments however,representation(11)should be turned into the in?nite tensor expression e x T0x T1x T2x with

T01

1

1

1

and T n

1

1

n1

In this case,the above trick to obtain a nested sequence of intervals even for x1 cannot be applied because there is no way to multiply the?rst few tensors into one(at least in the standard LFT approach).If you try to multiply the corresponding matrices, whose entries depend linearly on x,the entries of the product matrix will be non-linear polynomials in x.

4.2Cosine and hyperbolic cosine

The power series of the cosine function is cos x∑∞n01n

2,and

q n2n12n2,whence q12,which for the standard case gives a bound of 6for a nested sequence.Hence with a bit of scaling

cos x

u

2u

2

n1

u

u

2n12n1

nested for u x2 6.

The function can be extended to the whole real line by cos2x2cos2x 1.

The power series for cosh is similar to that for cos:cosh x∑∞n01

2n1!

.Here,the exponents of x are odd.They can be expressed in terms of x2if one factor of x is taken out:sin x 2n1!

x2n.We get a01,a11

x

u

3u

3

n1

u

u

2n12n3

nested for u x210.

For extension to the whole real line,the formula sin2x2sin x cos x may be used which unfortunately involves cosine as well.Again,sinh is analogous;just replace u by u.

4.4Inverse of tangent

The power series for arctan x is∑∞n01n x2n1

x

∑∞n01n3,q n2n3

x

u

3u

3

n1

2n1u

2n1u

2n3

for u x21 n

x n.Thus q n n1

An arbitrary positive argument of ln can be moved towards1by the equations ln2x

ln x ln2and ln1

ln11

2

.

2

A better way to obtain ln2is at follows:Recall artanh x1

,and therefore,

1x

artanh13

ln2ln113

3

.

9

References

Edalat,A.,Potts,P.(1997):A new representation for exact real numbers.In:Thirteenth An-nual Conference on Mathematical Foundations of Programming Semantics,MFPS XIII,Pitts-burgh,Pennsylvania.Elsevier Science B.V.,Amsterdam,URL:http://www.elsevier.nl/locate/ entcs/volume6.html(Electronic Notes in Theoretical Computer Science,vol.6)

Gosper,W.(1972):Continued fraction arithmetic.In:Technical Report HAKMEM Item101B, MIT Arti?cial Intelligence Memo239,MIT.

Heckmann,R.(2000):How many argument digits are needed to produce n result digits?In:Real Number Computation,RealComp’98,Indianapolis,Indiana.Elsevier Science B.V.,Amsterdam, URL:http://www.elsevier.nl/locate/entcs/volume24.html(Electronic Notes in Theoretical Com-puter Science,vol.24)

Nielsen,A.,Kornerup,P.(1995):MSB-?rst digit serial arithmetic.J.of https://www.doczj.com/doc/662422732.html,p.Scien. 1(7):523–543

Potts,P.J.(1998a):Ef?cient on-line computation of real functions using exact?oating point. Draft report,Imperial College,London.

URL:http://www.purple?https://www.doczj.com/doc/662422732.html,/?potts/pub/phd/ef?cient.ps.gz

Potts,P.J.(1998b):Exact Real Arithmetic using M¨o bius Transformations.PhD thesis,Imperial College,London.URL:http://www.purple?https://www.doczj.com/doc/662422732.html,/?potts/thesis.ps.gz

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