Newton's method and FFT trading

  • Authors:
  • Joris van der Hoeven

  • Affiliations:
  • Laboratoire dInformatique (LIX), UMR 7161 CNRS, École polytechnique, 91128 Palaiseau Cedex, France

  • Venue:
  • Journal of Symbolic Computation
  • Year:
  • 2010

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Abstract

Let C[[z]] be the ring of power series over an effective ring C. In Brent and Kung (1978), 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