How to Compute a Moving Sum

David K. Maslen; Daniel N. Rockmore

Home/Archive/arXiv

arXiv · 2509.00537

How to Compute a Moving Sum

David K. Maslen·Daniel N. Rockmore

View original source ↗Read source document ↗Export metadata ↓

Abstract

Windowed recurrences are sliding window calculations where a function is applied iteratively across the window of data, and are ubiquitous throughout the natural, social, and computational sciences. In this monograph we explore the computational aspects of these calculations, including sequential and parallel computation, and develop the theory underlying the algorithms and their applicability. We introduce an efficient new sequential algorithm with low latency, and develop new techniques to derive and analyze the complexity and domain of validity of existing sequential algorithms. For parallel computation we derive new parallel and vector algorithms by relating windowed recurrences to the algebraic construction of semidirect products, and to algorithms for exponentiation in semigroups. In the middle chapters of the monograph we further develop the theory of semi-associativity and the algebraic conditions for representing function composition and function application by data. This systematizes the techniques used by practitioners to parallelize recurrence calculations. We end the monograph with an extensive gallery of examples of interest to specialists in many fields. Throughout the monograph new algorithms are described with pseudo-code transcribed from functioning source code.

Explore related subjects

cs.DS cs.CC

Keep this discovery

BibTeX RIS

David K. Maslen, Daniel N. Rockmore. 2025-08-30. How to Compute a Moving Sum. https://arxiv.org/abs/2509.00537

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Quasi-Monte Carlo Beyond Hardy-Krause II: $(1 + \varepsilon)n$ Samples Suffice

Numerical integration studies how well one can estimate the integral of a function $f$ over $[0,1)^d$ using $n$ sample points. The two classical methods, Monte Carlo (MC) and quasi-Monte Carlo (QMC), have complementary strengths and weaknesses, and a fundamental question is to design an approach that combines the benefits of both. Recently, building on the transference principle in discrepancy theory, Bansal and Jiang~\cite{BJ25a} gave a randomized QMC method that bridges MC and QMC guarantees using only i.i.d.\ samples. Their method also goes beyond the classical Koksma--Hlawka inequality: it achieves integration error $\widetilde{O}_d(\sigma_{\mathsf{SO}}(f)/n)$, where the smoothed-out variation $\sigma_{\mathsf{SO}}(f)$ can be substantially smaller than the Hardy--Krause variation that governs the classical bound. However, their algorithm requires $n^2$ i.i.d.\ samples as input, and this quadratic blowup is inherent to any method based on the transference principle. In this work, we bypass the quadratic blowup: for any constant $\varepsilon > 0$, we show that $(1+\varepsilon)n$ i.i.d.\ samples suffice to both obtain the beyond-Hardy--Krause guarantee of~\cite{BJ25a}, resolving an open problem posed there, and to produce low-discrepancy point sequences. Our algorithms are variants of the online Haar-thinning method of Dwivedi, Feldheim, Gurel-Gurevich, and Ramdas~\cite{DFG+19}.

cs.DS↗

arXiv2026

A deterministic $(1+\varepsilon)^n$ approximation for the permanent of a nonnegative matrix

For every fixed $0<\varepsilon\le1$, we give a deterministic strongly polynomial algorithm that, given a nonnegative matrix $A\in\mathbb{R}_{\ge0}^{n\times n}$, returns $Q$ satisfying $\operatorname{per} A\le Q\le(1+\varepsilon)^n\operatorname{per} A$.

cs.DS↗

arXiv2026

Single-Exponential Algorithms and a Polynomial Kernel for Strong Connectivity Augmentation

Strong Connectivity Augmentation (SCA) asks whether a directed acyclic graph can be made strongly connected by adding at most $k$ prescribed links whose total weight is within a given budget. Klinkby, Misra, and Saurabh (SODA 2021) gave an $O^*(2^{O(k\log k)})$-time algorithm and asked whether the problem admits a single-exponential parameterized algorithm and a polynomial kernel. We answer both questions affirmatively: SCA can be solved in $O^*(9^k)$ time and admits a polynomial kernel with $O(k^4)$ vertices and $O(k^{16})$ bits. For unweighted SCA, we obtain $O^*(4^k)$ time and a kernel with $O(k^3)$ vertices. Our algorithms are based on a particularly simple reduction to Strongly Connected Spanning Subgraph with two edge costs.

cs.DS↗