Constructing reductions for creative telescoping

Joris van der Hoeven

Laboratoire d'informatique, UMR 7161 CNRS

Campus de l'École polytechnique

1, rue Honoré d'Estienne d'Orves

Bâtiment Alan Turing, CS35003

91120 Palaiseau

Email: vdhoeven@lix.polytechnique.fr

Draft version, December 12, 2017

The class of reduction-based algorithms was introduced recently as a new approach towards creative telescoping. Starting with Hermite reduction of rational functions, various reductions have been introduced for increasingly large classes of holonomic functions. In this paper we show how to construct reductions for general holonomic functions, in the purely differential setting.

Keywords: creative telescoping, holonomic function, Hermite reduction, residues

A.C.M. subject classification:

I.1.2 Algebraic algorithms

A.M.S. subject classification: 33F10, 68W30

1.Introduction

Let be an effective field of characteristic zero and a non-zero polynomial. Consider the system of differential equations

where is an matrix with entries in and is a column vector of unknown functions. Notice that any system of differential equations with can be rewritten in this form by taking to be a multiple of all denominators.

Let be a formal solution to (1) and consider the -module of linear combinations where is a row vector. Then has the natural structure of a D-module for the derivation defined by . A -linear mapping is said to be a reduction if for all . Such a reduction is said to be confined if its image is a finite dimensional subspace of and normal if for all .

In this paper, we will show how to construct confined reductions. Such reductions are interesting for their application to creative telescoping [13, 7], as we briefly recall in section 2. The first reduction of this kind is Hermite reduction [2, 4], in which case . The existence of normal confined reductions has been shown in increasingly general cases [12, 6] and most noticeably for Fuchsian differential equations [5]. We refer to [4, 9] for more details and the application to creative telescoping.

Our construction of confined reductions proceeds in two stages. In section 4, we first focus on the -submodule of of linear combinations with . We will construct a -linear head reduction such that and is bounded from above for all . Here we understand that for all . The construction uses a variant of Gaussian elimination that will be described in section 3.

The head reduction may also be regarded as a way to reduce the valuation of in , at the point at infinity. In section 5 we turn to tail reductions, with the aim to reduce the valuation of at all other points in and its algebraic closure . This is essentially similar to head reduction via a change of variables, while allowing ourselves to work in algebraic extensions of .

In the last section 7, we show how to glue the head reduction and the tail reductions at each of the roots of together into a global confined reduction on . Using straightforward linear algebra and suitable valuation bounds, one can further turn this reduction into a normal one, as will be shown in detail in section 7.2.

The valuation bounds that are required in section 7.2 are proved in section 6. In this section we also prove degree and valuation bounds for so called head and tail choppers. The existence of head and tail choppers whose size is polynomial in the size of the original equation makes it possible to derive polynomial bounds for the complexity of creative telescoping: this follows from polynomial bounds for the dimension of and for the reduction of an elements in . We intend to work out the details in a forthcoming paper.

2.Creative telescoping

Let be an effective subfield of and let and denote the partial derivations with respect to and . Consider a system of differential equations

(2)

where is non-zero and are such that

Setting , the first part of (2) then becomes of the form (1). Notice that any bivariate holonomic function is an entry of a solution to a system of the form (2).

Let be a complex analytic solution of the above system of equations and let be the -module generated by the entries of . Notice that is stable under both and . For any with and any non-singular contour in between two points , we may consider the integral

which defines a function in the single variable . It is natural to ask under which conditions is a holonomic function and how to compute a differential operator with .

The idea of creative telescoping is to compute a differential operator and a function with such that

Integrating over , we then obtain

If the contour has the property that for all (where the equality is allowed to hold at the limit if necessary), then yields the desired annihilator with . In general, we need to multiply on the left with an annihilator of .

Now assume that we have a computable confined reduction . Then the functions in the sequence can all be computed and they belong to a finite dimensional -vector space . Using linear algebra, that means that we can compute a relation

(4)

with . Taking

we thus obtain (3). If the relation (4) has minimal order and the reduction is normal, then it can be shown [9] that there exist no relations of the form (3) of order lower than .

3.Row swept forms

Let be a matrix and denote the -th row of by . Assuming that , its leading index is the smallest index with . We say that is in row swept form if there exists a such that and for all . Notice that has rank in this case.

An invertible matrix such that is in row swept form will be called a row sweaper for . We may compute such a matrix using the routine RowSweaper below, which is really a variant of Gaussian elimination. Whenever we apply this routine to a matrix such that the truncated matrix with rows is in row swept form, we notice that these first rows are left invariant by the row sweaping process. In other words, the returned row sweaper is of the form . If, in addition, the matrix has rank , then is of the form .

Algorithm RowSweaper

,

for from to do

if for all and then return

Let be minimal such that for some

Swap the -th and -th rows of and

for from to do

,

return

4.Head reduction

4.1.Head choppers

Let and . We may regard as a Laurent polynomial with matrix coefficients :

If , then we denote and . For any , we also denote . Setting

the equation (1) implies

for any constant matrix . The matrix can also be regarded as a Laurent polynomial with matrix coefficients . We say that is a head chopper for (1) if is an invertible matrix.

Proposition 1. For all , we have

Proof. Setting , and , we have

In other words, .

Proposition 2. Assume that and that is invertible. Then

  1. is a head chopper for (1) if and only if is a head chopper for (1).

  2. is a head chopper for (1) if and only if is a head chopper for (1).

Proof. Assume that is a head chopper for (1). Setting and , we have and is invertible. Similarly, setting and , we have , whence is invertible. The opposite directions follow by taking and in the roles of and .

4.2.Head annihilators

Notice that the equations (57) and Proposition 1 generalize to the case when for some arbitrary . Notice also that , where . Given and , let

It is easy to see that both and are -modules.

Now consider a matrix with rows ordered by increasing degree . Let , let be the matrix with rows , and let be maximal such that . We say that is a -head annihilator for (1) if the following conditions are satisfied:

HA1

The rows of form a basis for the -module ;

HA2

The matrix is invertible;

HA3

The first rows of are -linearly independent.

The matrix is obviously a -head annihilator. If , then we notice that HA3 implies that is a head chopper for (1). The following proposition is also easily checked:

Proposition 3. For any , we have

Moreover, is a -head annihilator if and only if is a -head annihilator.

Proposition 4. Let be a -head annihilator for (1). Let and be as in HA1HA3 and denote . Then there exists an invertible matrix of the form such that the last rows of vanish and such that is a -head annihilator for (1).

Proof. Let be the row sweaper for as computed by the algorithm RowSweaper from section 3. By construction, for all . We claim that for all . Indeed, if , then this would imply that , which contradicts HA2. From our claim, it follows that and is maximal with the property that . Since the first rows of and coincide, the first rows of are -linearly independent. This shows that HA3 is satisfied for . As to HA2, let be the invertible matrix with . Then we notice that , whence is invertible. The rows of clearly form a basis for , since is invertible.

Proposition 5. Let be a -head annihilator for (1). Let , let , and assume that the last rows of vanish. Let be the matrix with rows . Then is a -head annihilator for (1).

Proof. We have for all and for all . In particular, we have and is maximal with the property that . Setting , we also observe that for all . Since and the last rows of vanish, the first rows of both and are -linearly independent. In other words, HA3 is satisfied for . As to HA2, we observe that , whence is invertible.

Let us finally show that forms a basis for the -module . So let . Then , so for some row matrix . Setting , we have , whence . Since the first rows of are -linearly independent and the last rows of vanish, we get for all . Let be the row vector with for and for . By what precedes, we have and . Now we have for and for . In other words, , as desired.

4.3.Computing head choppers

Propositions 4 and 5 allow us to compute -head annihilators for (1) with arbitrarily large . Assuming that we have in HA3 for sufficiently large , this yields the following algorithm for the computation of a head chopper for (1):

Algorithm HeadChopper

repeat

if is invertible then return

,

Proposition 6. Let . Consider the value of at the beginning of the loop and after iterations. Then is a -head annihilator.

Proof. We first observe that throughout the algorithm. Let us now prove the proposition by induction over . The proposition clearly holds for . Assuming that the proposition holds for a given , let us show that it again holds at the next iteration. Consider the values of and at the beginning of the loop and after iterations. Let be maximal such that . From the induction hypothesis, it follows that the first rows of are -linearly independent, whence the matrix is of the form . Now Proposition 4 implies that is still a -head annihilator. Since the last rows of vanish, Proposition 5 also implies that is a -head annihilator. This completes the induction. Notice also that is maximal with the property that .

Proposition 7. If the algorithm HeadChopper does not terminate, then there exists a non zero row matrix with . In particular, .

Proof. Assume that HeadChopper does not terminate. Let be the value of at the beginning of the main loop after iterations. Also let and be the values of and as computed during the -th iteration.

Let be maximal such that . Using the observation made at the end of the above proof, we have , so there exist an index and with for all . Furthermore,

and

Moreover, for , the row sweaper is even of the form

By induction on , we observe that . For , we also have for all , again by induction. Consequently, for all , which means that the sequence converges to a limit in . By construction, the first rows of are zero, its last rows have rank , and . We conclude by taking to be the last row of .

Theorem 8. The algorithm HeadChopper terminates and returns a head chopper for (1).

Proof. We already observed that throughout the algorithm. If the algorithm terminates, then it follows that is indeed a head chopper for (1). Assume for contradiction that the algorithm does not terminate and let be such that . Let be a fundamental system of solutions to the equation (1), where is some differential field extension of with constant field . From we deduce that , whence . More generally, whence and for all . Since the space has dimension over , it follows that there exists a polynomial of degree at most in such that and . Since is a fundamental system of solutions, we have . This contradicts the existence of an element with .

4.4.Head reduction

Let be a head chopper for (1). Replacing by if necessary, we may assume without loss of generality that and . Let . Writing with and , let to be the set of exceptional indices for which or . For any , let

If and , then the matrix is invertible. We define the -linear mapping by

We indeed have , since . The mapping also induces a mapping that we will still denote by . Setting , the relation (7) yields

This shows that the mapping is a reduction. If and , then we have and the identity map is clearly a reduction as well.

Since compositions of reductions are again reductions, we also obtain a reduction for each . Now let be the unique mapping with for all and . Then is clearly a reduction as well and it has a finite dimensional image . For any , we call the head reduction of . The following straightforward algorithm allows us to compute head reductions:

Algorithm HeadReduce

repeat

if for all then return

Let be maximal with

Proposition 9.

The routine terminates and is correct.

Remark 10. It is straightforward to adapt HeadReduce so that it also returns the certificate with . Indeed, it suffices to start with and accumulate at the end of the main loop.

Remark 11. The algorithm HeadReduce is not very efficient. The successive values of can be computed more efficiently in a relaxed manner [10].

Remark 12. The algorithm HeadReduce also works for matrices with an arbitrary number of rows . This allows for the simultaneous head reduction of several elements in , something that might be interesting for the application to creative telescoping.

5.Tail reduction

5.1.Tail choppers

Head reduction essentially allows us to reduce the valuation in of elements in via the subtraction of elements in . Tail reduction aims at reducing the valuation in in a similar way for any in the algebraic closure of . More precisely, let , and . We may regard as a Laurent polynomial in with matrix coefficients :

If , then we denote its valuation in by . Setting

the equation (1) implies

for any matrix . The matrix can also be regarded as a Laurent polynomial with matrix coefficients . We say that is a tail chopper at for (1) if is an invertible matrix. In fact, it suffices to consider tail choppers at the origin:

Lemma 13. Let , where . Define , and . Then is a tail chopper at for (1) if and only if is a tail chopper at for .

Proof. Setting , we have . Consequently, and .

There is also a direct link between head choppers and tail choppers at via the change of variables .

Lemma 14. Let . Setting , we define , and . Then is a tail chopper at for (1) if and only if is a head chopper for .

Proof. Setting , we have

Consequently, and .

Finally, the matrix is a tail chopper at almost all points :

Lemma 15. Let be such that . Then is a tail chopper for (1) at .

Proof. If and , then (9) becomes for . In particular, and is invertible in .

5.2.Computing tail choppers

Now consider a monic square-free polynomial and assume that we wish to compute a tail chopper for (1) at a root of in . First of all, we have to decide how to conduct computations in . If is irreducible, then we may simply work in the field instead of and take to be the residue class of , so that becomes a generic formal root of . In general, factoring over may be hard, so we cannot assume to be irreducible. Instead, we rely on the well known technique of dynamic evaluation [8].

For convenience of the reader, let us recall that dynamic evaluation amounts to performing all computations as if were irreducible and were a field with an algorithm for division. Whenever we wish to divide by a non-zero element (with ) that is not invertible, then provides us with a non trivial factor of . In that case, we launch an exception and redo all computations with or in the role of .

So let be a formal root of and define , , and . Let be a head chopper for the equation , as computed using the algorithm from section 4.3. Then is a tail chopper at by Lemmas 13 and 14.

5.3.Tail reduction

Let be a tail chopper for (1) at . Let , , and be as above, so that , is a head chopper for the equation . In particular, rewriting linear combinations with as linear combinations with , we may head reduce as described in section 4.4. Let be such that . Then we may rewrite as an element of . We call the tail reduction of at and write .

Let be the finite set of exceptional indices for the above head reduction and . Setting and , it can be checked that the following algorithm computes the tail reduction at :

Algorithm TailReduce

repeat

if for all then return

Let be minimal with

6.Degree and valuation bounds

6.1.Cyclic vectors

In the particular case when

(11)

for some operator of order , the system (1) is equivalent to

Given a general system (1), there always exists an element such that are -linearly independent. Such an element is called a cyclic vector and, with respect to the basis of , the equation (1) transforms into an equation of the form (12). For efficient algorithms to compute cyclic vectors, we refer to [3].

In the remainder of this section, we focus on systems (1) that are equivalent to (12), with , and as in (11).

6.2.Formal transseries solutions

Let us start with a quick review of some well known results about the asymptotic behaviour of solutions to (12) when . We define

to be the set of polynomials in whose coefficients are Puiseux series in , together with the corresponding set of monomials. The set is asymptotically ordered by

and elements of can be written as series with . We call the support of . If , then the maximal element of the support is called the dominant monomial of .

We may also regard elements of as series in with coefficients in . If , then we denote by the corresponding valuation of in . Notice that we have for some .

Let . We write for the set of finite -linear combinations of elements of . The sets and are defined likewise. Consider the formal exponential monomial group

It is well known [1, 11] that the equation (12) admits a basis of formal solutions of the form

with , and such that the monomials are pairwise distinct. We will write

Notice that this result generalizes to the case when via a straightforward change of variables with .

6.3.Action of linear differential operators on transseries

Let us now consider a linear differential operator . Such an operator can also be expanded with respect to ; we denote by the valuation of in and by the coefficient of in this expansion.

From the valuative point of view it is more convenient to work with linear differential operators , where is the Euler derivation. Such operators can be expanded with respect to in a similar way and and are defined as above.

For , let be the corresponding operator in . If has order , then

For , let be the corresponding operator in . If has order , then

Given , we notice that its logarithmic Euler derivative belongs to . Let be the operator obtained from by substituting for . Then

for all . If has order , then

We call the twist of by .

Now consider an operator and . If , then it can be shown that . Otherwise, , whence . In other words,

More generally, if and , then

Let

If , then it can be shown using the Newton polygon method that .

6.4.Degree and valuation bounds for head and tail choppers

Let and notice that for all .

Theorem 16. For any and , we have

Proof. Let be a transcendental constant over with and let . Then satisfies , , and

We may rewrite for the linear differential operator . Notice that . Similarly, we may rewrite for some operator with .

Let be the operators given by and , so that and . By construction,

Since has order at most , there exists a monomial with and . Now the solutions of are spanned by the solutions to and any particular solution to the inhomogeneous equation . In [11, Chapter 7] it is shown that the latter equation admits a so called distinguished solution with and . Since is transcendental over , it follows that . Let be a solution to with . Then satisfies

whereas

(The last equality follows from (13) and the fact that .) Now implies

whence

We already noticed before that .

We notice that our definition of coincides with the one from section 4.2, since the degree in coincides with the opposite of the valuation in . Theorem 16 immediately yields a bound for the number of iterations that are necessary in HeadChopper in order to obtain a head chopper. More precisely:

Corollary 17. There exists a head chopper for (1) with .

Proof. Let be the head chopper as computed by HeadChopper and let be its last row. Then and where . Now the theorem implies , whence . We conclude that is a head chopper in .

Let , , and let be the smallest number for which there exists a head chopper with

(14)

We will call the defect of (1) at infinity. Collarary 17 shows that . In a similar way, given , let and let be the smallest number for which there exists a tail chopper with

(15)

We call the defect of (1) at . Defining in a similar way as , but at the point , one has .

6.5.Valuation bounds for differentiation on

Let and , so that . Let . The proof technique from Theorem 16 can also be used for studying as a function of :

Theorem 18. For all with and , we have

Proof. Let and rewrite and with . Then we have

We may rewrite and for some with and . Let be the operators given by and , so that and . In a similar way as in the proof of Theorem 16, we deduce that

Since has order at most , there exists a monomial with and . The distinguised solution to the equation with has valuation , so that . Since , it follows that , whence . In a similar way as in the proof of Theorem 16, we obtain

whence

The inequality in the other direction is straightforward.

Corollary 19. We can compute an integer such that for all and with , we have

Proof. Let be a head chopper for (1) such that satisfies . Let be sufficiently small such that and is defined and invertible for all . We take .

Assume for contradiction that and . Let and be such that and . By construction, , whence , and . But then . This contradicts Theorem 18, since implies .

Corollary 20. Given , we can compute an integer such that for all and with , we have

Proof. Follows from the previous proposition via a change of variables.

7.Global reduction

7.1.Gluing together the head and tail reductions

Let us now study how head and tail reductions can be glued together into a global confined reduction on . More generally, we consider the case when , where is a monic square-free polynomial such that divides for some .

We assume that we have computed a head chopper for (1) and tail choppers for (1) at each the roots of in . In particular, we may compute the corresponding head and tail reductions. Given an element of the Galois group of over , we may also assume without loss of generality that the tail choppers were chosen such that for all .

Partial fraction decomposition yields -linear mappings

and

with

for all . This allows us to define a global reduction of by

By our assumption that the tail choppers were chosen in a way that is compatible with the action of the Galois group, we have whenever . Furthermore, the restriction of the reduction on to is still a reduction.

Remark 21. It is plausible that computations in algebraic extensions can be avoided by combining tail choppers at conjugate roots under the action of the Galois group. However, we have not yet worked this idea out.

7.2.Normalizing the reduction

Given the confined reduction from section 7.1, let us show how to construct a normal confined reduction . For each , assume that we have computed constants and with the property that for all with and , we have .

Consider the finite dimensional -vector space and let for all . Let be the -subvector space of of all with for all . This space is finite dimensional and our assumptions imply that we cannot have for . In other words, for any with , we have .

Now let and let be a supplement of in so that . We may compute bases of and using straightforward linear algebra. The canonical -linear projections and with are also computable. We claim that we may take for every .

Proposition 22. The mapping defines a computable normal confined reduction on .

Proof. The mapping is clearly a computable confined reduction on . It remains to be shown that for all . Now , so and there exists a with . Since , it follows that and . In other words, and .

Acknowledgments. We would like to thank Pierre Lairez for a helpful remark on an earlier version of this paper.

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