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Modular multiplicative inverse. In mathematics, particularly in the area of arithmetic, a modular multiplicative inverse of an integer a is an integer x such that the product ax is congruent to 1 with respect to the modulus m. [1] In the standard notation of modular arithmetic this congruence is written as.
Modular exponentiation can be performed with a negative exponent e by finding the modular multiplicative inverse d of b modulo m using the extended Euclidean algorithm. That is: c = be mod m = d−e mod m, where e < 0 and b ⋅ d ≡ 1 (mod m). Modular exponentiation is efficient to compute, even for very large integers.
Montgomery modular multiplication relies on a special representation of numbers called Montgomery form. The algorithm uses the Montgomery forms of a and b to efficiently compute the Montgomery form of ab mod N. The efficiency comes from avoiding expensive division operations. Classical modular multiplication reduces the double-width product ab ...
This integer a −1 is called a modular multiplicative inverse of a modulo m. If a ≡ b (mod m) and a −1 exists, then a −1 ≡ b −1 (mod m) (compatibility with multiplicative inverse, and, if a = b, uniqueness modulo m). If ax ≡ b (mod m) and a is coprime to m, then the solution to this linear congruence is given by x ≡ a −1 b (mod m).
Series I bonds have been a popular investment recently. The bond gives savers the safety of a U.S. government-backed security mixed with inflation protection, resulting in a composite rate that ...
Ramanujan–Sato series. In mathematics, a Ramanujan–Sato series[1][2] generalizes Ramanujan ’s pi formulas such as, to the form. by using other well-defined sequences of integers obeying a certain recurrence relation, sequences which may be expressed in terms of binomial coefficients , and employing modular forms of higher levels.
In financial mathematics, the Hull–White model is a model of future interest rates. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. It is relatively straightforward to translate the mathematical description of the evolution of future interest rates ...
10 year minus 2 year treasury yield. In finance, the yield curve is a graph which depicts how the yields on debt instruments – such as bonds – vary as a function of their years remaining to maturity. [1][2] Typically, the graph's horizontal or x-axis is a time line of months or years remaining to maturity, with the shortest maturity on the ...