Questions tagged [numerical-analysis]

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11
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Alternatives to SVD for rank factorization

I have rank-deficient matrix $M \in \mathbb{R}^{n\times m}$ with $\text{rank}(M) = k$ and I want to find a rank factorization $M = PQ$ with $P \in \mathbb{R}^{n \times k}$ and $Q \in \mathbb{R}^{k \...
10
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0answers
1k views

Does Automatic Differentiation handle conditional branches, if yes how?

I'm trying to understand how Automatic Differentiation (AD) works. For simple algebraic operation, I get the chain rule thing. But, when the code contains conditional statement like ...
5
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0answers
60 views

Testing whether an analytic function vanishes identically

I have an application that basically reduces to testing whether a given function vanishes identically. The function is given symbolically, using unary and binary operators on complex numbers. For ...
5
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0answers
719 views

Arc-Length parameterization of a cubic bezier curve

I like to implement an arc-length Parameterization of a cubic bezier curve. So far I have implemented the method of calculating the arc length of the curve and now I'm stuck at calculating the times ...
3
votes
0answers
311 views

Stable and fast computation of the squared euclidean distance matrix

Let's say I want to compute the matrix $M$ of the squared euclidean distances between each pair of vectors $(x, y)$ belonging to two sets $X$ and $Y$ respectively. The sets of vectors $X$ and $Y$ have ...
3
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0answers
385 views

Cyclic coordinate method: how does it differ from Hook & Jeeves and Rosenbrock?

I have trouble understanding the cyclic coordinate method. How does it differ with the Hook and Jeeves method and the Rosenbrock method? From a past exam text: Describe the cyclic coordinate ...
2
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0answers
124 views

Avoiding loss of significance without series expansion

I have a problem on an assignment where I have to reduce the loss of significance due to subtraction for a function $$\frac{\sin(x)}{x-\sqrt{x^2-1}}$$ without using a series expansion. I can get ...
2
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0answers
67 views

0 error interpolation for discrete finite value points

I am working on an algorithm that requires me to interpolate a couple trillion positive discrete points with f(x) having low finite value (for example 0 - 5). It there a specialized algorithm specific ...
1
vote
0answers
23 views

Finding points of local maximum error in Remez algorithm

So the Remez algorithm is an algorithm for finding optimal polynomial approximations or at the very least for converging towards them. To find an approximation of $f$ by an $N$th degree polynomial the ...
1
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0answers
19 views

Are there practical usage of determinants in numerical simulation?

I know the historical importance of the link between linear systems and determinants. I also know that determinants have a beautiful connection with non-singular matrices, i.e., if a matrix is non-...
1
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0answers
46 views

Accuracy and performance between a division and subtraction for a ratio in decibels

For comparing two images, one can use the Peak Signal-to-Noise Ratio (PSNR) metric, defined as follows: $\mathrm{PSNR} = 10 \cdot \log_{10}\left(\frac{\mathrm{MAX}^2}{\mathrm{MSE}}\right) = 20 \cdot \...
1
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0answers
69 views

Sparse Matrix inversion without actual inversion

I want to know what are the efficient way to invert a Sparse Matrix? Are there any algorithm,linear algebra or expansions that make this task easier with out actually inverting the matrix? Thank you ...
1
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0answers
26 views

Construct unitary $Q$ such that $span\{q_1,q_2\} = span\{v_1,v_2\}$ where $v_1,v_2 \in \mathbb{R}^n$ are given as input

Assume also that $v_1,v_2$ are linearly independent, and $q_i \in \mathbb{R}^n$ denotes the $i$-th column of $Q$. This is what I've got so far. First obtain unit vectors $w_1,w_2$ which are orthogonal ...
1
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0answers
154 views

predictor/corrector and gear integration for positive and negative time steps

I have a predictor method that takes differential equations for 214 biological species and integrates them in time using positive time steps. Right now it is able to successfully integrate the ...
0
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0answers
9 views

Sparse Recovery and Feature Selection

This may be a silly question but are sparse recovery and feature selection problems fundamentally the same? Namely, say we have a set $N$ of features and $S \subset N$ which are the "important&...
0
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2answers
84 views

How to determine the set of real numbers corresponding to a given floating point number?

Let's say we consider IEEE 754 double precision floating-point numbers, and we use RNTE - Round To Nearest, Ties to Even - rounding. I know that the RNTE rounding works this way: given two consecutive ...
0
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2answers
97 views

Numerical Approximation in Java

I am trying to solve an equation which I believe cannot be done analytically, but can use a numerical approximation to get a result. The equation is: $$\frac{2*\sqrt{\pi}*h*s*e^{m^{2}/(2*s^2)}}{\sqrt{...
0
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0answers
32 views

Normalizing the Central Difference Method

How could I normalize the 2nd order central difference method? The original function is F(A,B,C,D) and only one variable is varied at a time. ie $F'' = \frac{F(A+\Delta A,B,C,D) - 2\times F(A,B,C,D) +...
0
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0answers
43 views

How to solve the following problem by using Gaussian elimination with partial pivoting (A=PLU)?

****The Question is here***** (in the link) Given a nonsingular matrix A $\in$ $R^*(nxn)$, how would you solve the following problems efficiently using Gaussian elimination with partial pivoting (the ...
0
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0answers
36 views

Application of iterative algorithm $(\theta_n,w_n)$ converging to $\{(\theta,\theta):\theta \in \Bbb R\}$

I have a iterative algorithm $(\theta_n,w_n)$ which I am showing converges to $\{(\theta,\theta):\theta \in \Bbb R\}$. The iterative algorithm is of the form : $\theta_{n+1} = \theta_n + a(n)[h(\...
0
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0answers
44 views

Computational cost of using dictionary in floating point opertations

I would like to know the computational cost of using/accessing a dictionary. This should depend on the length of the dictionary. Say a dictionary $D$ has $n$ elements. What would be the cost of ...
0
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0answers
77 views

Naviers Stokes equation and machine learning

I am looking for a reference explaining how to solve Navier-Stokes numerically using Machine learning algorithms . Thank you in advance for your help .
0
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0answers
19 views

Numerical analysis - f(x) = f(y)

I am writing a function that can be split into cases (1)$f(x) \leq f(y)$ and $f(x) \geq f(y)$ or into cases (2)$f(x) < f(y), f(x) = f(y), f(x) > f(y)$ If I have f(x) = f(y), it is ...
0
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0answers
466 views

Most stable algorithm to solve a system of linear equations?

I am doing some image processing involving solving a system of linear equations. I am getting some errors and bits of the image looks corrupted. I would like to know what is the most stable way to ...