Multiple-precision zero-finding methods and the complexity of elementary function evaluation

28. R. P. Brent, Multiple-precision zero-finding methods and the complexity of elementary function evaluation, in Analytic Computational Complexity (edited by J. F. Traub), Academic Press, New York, 1975, 151-176. MR 52#15938, 54#11843. Retyped and postscript added 1999. arXiv:1004.3412v2

Abstract: dvi (4K), pdf (87K), ps (30K),

Paper: dvi (28K), pdf (208K), ps (93K).

Abstract

We consider methods for finding high-precision approximations to simple zeros of smooth functions. As an application, we give fast methods for evaluating the elementary functions log(x), exp(x), sin(x) etc. to high precision. For example, if x is a positive floating-point number with an n-bit fraction, then (under rather weak assumptions) an n-bit approximation to log(x) or exp(x) may be computed in time asymptotically equal to 13M(n)log2n, where M(n) is the time required to multiply floating-point numbers with n-bit fractions. Similar results are given for the other elementary functions.

Some analogies with operations on formal power series (over a field of characteristic zero) are discussed. In particular, it is possible to compute the first n terms in log(1 + a1x + ...) or exp(a1x + ...) in time O(M(n)), where M(n) is the time required to multiply two polynomials of degree n - 1. It follows that the first n terms in a q-th power (1 + a1x +  ...)q can be computed in time O(M(n)), independent of q.

Comments

One of the results of this paper is the "Gauss-Legendre" or "Brent-Salamin" algorithm for computing pi. This is the first quadratically convergent algorithm for pi. It was also published in [34], and independently by Salamin [Math. Comp. 30 (1976), 565-570]. In a certain sense the algorithm was already known to Gauss in 1809, see Brent [252] for comments and page 99 of Arndt and Haenel for a reproduction of Gauss's unpublished notebook entry of May 1809.

Related papers (written earlier but published later) are Brent [32, 34].

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