The K-COS MethodReading edition

Glossary and notation

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D Glossary and notation

TermMeaning
Analytic ledgerA bound on packet, support, and mode approximation errors in the real or complex arithmetic model. It does not, by itself, enclose numerical rounding.
Binary64The IEEE double-precision binary format. A finite stored value represents an exact dyadic rational, although earlier preprocessing may have rounded the intended input.
CDFCumulative distribution function, \(F(q)=\Pr(Q\le q)\).
CGFCumulant generating function. In the complex transform domain, the analytic logarithm normalized at zero is used.
Central formA quadratic form of a Gaussian vector with zero mean.
CertificateA justified bound with a stated object and scope. Structural, analytic, numerical, and formal certificates are not interchangeable.
Centered packetA nonempty spectral group represented by its center, centered moments, and a remainder bound valid on a specified complex grid.
COSFourier-cosine evaluation of a functional using characteristic-function coefficients.
Directed enclosureAn outer interval whose finite arithmetic is rounded outward and which is enlarged by proved analytic remainders.
Effective rankThe participation ratio \((\sum_j\lambda_j)^2/\sum_j\lambda_j^2\) for a nonzero positive spectrum. It need not be an integer.
Exact completionRecovery of unresolved factor directions when a residual-rank argument permits the remaining range to be represented explicitly.
Exact inputThe mathematical value encoded by the supplied literal or stored binary entry, not an unspecified quantity before rounding.
Fail-closedA numerical policy that does not label a result certified unless the stated acceptance inequality is proved.
FoldingReflection of a positive-support measure into a cosine period. It explains the alias contribution from mass outside the selected window.
Gram representationThe operator \(AA^\top\) or its dual \(A^\top A\). Their positive eigenvalues agree with multiplicity.
Krylov queryA vector or block-vector expression generated by repeated operator actions, often summarized as a polynomial in the operator.
LDLinkage disequilibrium, the dependence among alleles at distinct loci represented by the synthetic genotype models.
Light coneThe phases reachable from a specified initial support in a bounded number of exact structural steps.
MAFMinor-allele frequency, used to define a variant's weight in the synthetic kernel examples.
MiBMebibyte, equal to \(2^{20}\) bytes. Memory tables report modeled payload, not total device allocation.
NoncentralityThe squared mean displacement in a standardized Gaussian direction. The symbol \(\delta_i\) in a noncentral chi-square component differs from a centered packet deviation.
PhaseA structural subspace specified by an orthogonal projector. It need not coincide with a physical storage block.
Post-verificationCertification of a candidate numerical output using independently enclosed residuals rather than trust in the algorithm that proposed it.
Range coreA small factor or operator representation on a captured subspace. Exact spectral equivalence requires that the relevant range be captured.
ResidualThe component not represented by a chosen subspace or approximation. Its trace, square-trace, norm, and rank carry different information.
Saddlepoint tiltAn admissible exponential tilt satisfying \(\kappa'(\theta_*)=q\). It improves centering, but exact solution of that equation is not required for the directed enclosure theorem.
SKATSequence kernel association test, used here as an application of Gaussian quadratic-form evaluation.
Spectral passportThe query-dependent collection of spikes, packet centers, moments, radii, and COS parameters needed for repeated evaluation.
Storage refinementSplitting a factor block into disjoint smaller blocks while retaining all columns and hence the same Gram operator.
Survival probabilityThe upper-tail probability \(\Pr(Q\ge q)\). For the nondegenerate continuous laws considered here, strict and non-strict thresholds agree.

D.1 Principal symbols

SymbolConvention
\(Q\)A quadratic random variable. In the candidate-eigensystem theorem, the local symbol \(Q\) instead denotes a candidate basis matrix.
\(A\), \(A_b\)A real factor and its resident column blocks.
\(H\), \(K\)Symmetric operators, with sample Gram \(K=AA^\top\) and feature Gram \(H=A^\top A\) in the streaming construction.
\(\Sigma\), \(M\), \(\mu\)Covariance, quadratic weight, and Gaussian mean.
\(\lambda_j\)Spectral coefficients. Positivity is imposed whenever a positive-support theorem requires it.
\(q\)The tail threshold.
\(\kappa\)Cumulant generating function. The implementation name K(s) is mapped in Appendix C.
\(\theta\), \(\eta\)Admissible exponential tilts, with \(\eta>\theta\) when used in a Chernoff support bound.
\(b\)Upper endpoint of the positive COS support window. The implementation calls this U.
\(N\)Retained COS mode count. The implementation argument is K.
\(P_h\)Orthogonal structural phase projectors.
\(M_{P,m}\)The \(m\)th centered power sum of a spectral packet \(P\).
\(\rho_P(s)\)The packet's complex-grid convergence radius parameter.
\(\varepsilon_{\rm pkt}\), \(\varepsilon_{\rm sup}\), \(\varepsilon_{\rm COS}\)Packet, support/folding, and omitted-mode contributions to the analytic budget.
\([p_-,p_+]\)A probability enclosure. Acceptance at relative tolerance \(\varepsilon\) requires \(p_->0\) and \(p_+/p_- -1\le\varepsilon\).
\([d_-,d_+]\)A base-ten logarithmic probability enclosure.
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