Calculating the divided differences of the exponential function by addition and removal of inputs

Abstract

We introduce a method for calculating the divided differences of the exponential function by means of addition and removal of items from the input list to the function. Our technique exploits a new identity related to divided differences recently derived by F. Zivcovich [Dolomites Research Notes on Approximation 12, 28-42 (2019)]. We show that upon adding an item to or removing an item from the input list of an already evaluated exponential, the re-evaluation of the divided differences can be done with only $O(sn)$ floating point operations and $O(sn)$ bytes of memory, where $[z_0,\dots ,z_n]$ are the inputs and $s\propto {\max }_{i,j}|z_i-z_j|$. We demonstrate our algorithm's ability to deal with input lists that are orders-of-magnitude longer than the maximal capacities of the current state-of-the-art. We discuss in detail one practical application of our method: the efficient calculation of weights in the off-diagonal series expansion quantum Monte Carlo algorithm.

9 pages, 3 figures