Newton's method and FFT trading

Joris van der Hoeven (1)

1 LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau]

Let C[[z]] be the ring of power series over an effective ring C. In [BK78], it was first shown that differential equations over C[[z]] may be solved in an asymptotically efficient way using Newton's method. More precisely, if M(n) denotes the complexity for multiplying two polynomials of degree

Mots clés: Power series; Newon's method; differential equation; FFT

Domaines: Arithmétique des ordinateurs; Complexité [cs.CC]; Systèmes dynamiques [math.DS]

Joris van der Hoeven. Newton's method and FFT trading. 2009. ⟨hal-00434307⟩