Numerical algorithms for problems in analysis and algebra, scientific computation

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29 views

How to numerically evaluate a integral whose limits are functions of x (using Gauss quadrature rule)? [on hold]

I am trying to numerically evaluate an integral $\int_q^1 \ln (\sum_i \alpha_ix_i) dq$, in which $\ln (\sum_i \alpha_i x_i)$ is related to $q$ via the following: $z_i=(1-q)\frac{\alpha_ix_i}{\ln ...
3
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0answers
56 views

Connection between cardiac equations and untangling knots?

I was surprised to learn that there is (conjecturally) a connection between a cardiac muscle model known as the FitzHugh-Nagumo equations, and untangling knots: Maucher, Fabian, and Paul ...
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0answers
18 views

Dennis More' Superlinear Convergence_refrences request

Why in the proof of superlinear convergence of restricted broyden class (for the unconstrained optimization) we need the bounded deterioration condition for the approximation of all the true hessian ...
-4
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0answers
31 views

basic proof in maths needed [closed]

Let there are n distinct numbers like 1,5,9,12 etc. Now to derive the diversity, I want to find out:sum of square/square of sum of these numbers. What is the proof or logic behind it? Can someone ...
0
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0answers
50 views

Are these two difference scheme of the same differential equation equivalent?

I have been doing numerical simulation of the ODE below for days: $$i\frac{dc_n}{dz} = -\sigma(c_{n+1}+c_{n-1})+(-1)^n\delta c_n$$ I tried two different difference scheme of this ODE, which in my ...
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0answers
45 views

A centralised website for computational attemps in graph theory and metric geometry?

The set of questions below stems from this question. 1) does a website exist that contains (at least links to) code and data files, with the aim to centralise computational results in graph ...
3
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1answer
82 views

Symmetric matrix formula for Gaus-Legendre quadrature

While searching the web, I came across the following algorithm for the Gaus-Legendre quadrature. I wasn't able to find a reference or a proof of my own as to why it works. I'll present it, and the ...
7
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1answer
89 views

Fast Fourier Transforms for non-trigonometric bases

The fast Fourier transform allows decomposition into a sin/cos basis in $N \log(N)$ complexity. Can one generalize the algorithm (or the ideas used) to other bases, e.g. orthogonal polynomial bases ...
2
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0answers
69 views

Deriving Milne's predictor of order four from extrapolation polynomial [closed]

I am trying to derive the following Milne's predictor formula of order four for the differential equation $\frac{dy}{dx}=f(x,y)$ from an extrapolation polynomial of degree four. $$y_{n+1} = ...
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0answers
47 views

Finding zeros of a function

I have a function of this kind $$f(x)=\alpha+\beta \sum_i \frac{A_i}{x-B_i}$$ where $\alpha$, $\beta$, $A_i$ and $B_i$ are real numbers. I want to find numerically all the zeros of $f(x)$ (I want to ...
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0answers
22 views

Adaptive refinement of integral domain

In electromagnetics we need to calculate the radiated power which is defined as something like $P_r=\int_0^{2\pi}\int_0^{\pi}R(\theta,\phi)\sin{\theta}d{\theta}d\phi$ We already have ...
0
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1answer
86 views

Efficient computation of matrix exponential of trace zero matrix [closed]

I am looking for identities that may help with numerical computation of the matrix exponential ${\rm exp}(A)$ where ${\rm tr}(A)=0$. I am already aware of general-purpose algorithms for computing the ...
1
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0answers
58 views

How to rotate a covariance matrix which contains quaternion elements? [closed]

I am implementing a paper which recovers full-3d body pose from images. It represents individual body parts as 7D vectors containing first the absolute 3D location [x y z] and then the unit ...
9
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1answer
223 views

How to compute $\sum_{x \in \mathbb{Z}^n} e^{-x^TMx}$ efficiently

Let $M$ be a real symmetric integer valued positive definite matrix with $\det(M) \geq 1$. I would like write code to compute $$S_M= \sum_{x \in \mathbb{Z}^n} e^{-x^TMx}.$$ One option is to simply ...
1
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1answer
40 views

Subquadratic multiplication of probability mass functions (with log-convolution?)

We are currently looking for a fast, i.e. subquadratic, algorithm for the following equation: $z_m = \sum_{i,j :\, (i \cdot j) = m} x_i \cdot y_j$. That is, we are given two finite input vectors $x$ ...
0
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0answers
47 views

Separable Least squares - is there a notion of conjugate directions?

I have a general question. Suppose I have the following to optimize $$\|Y-A(\mathbf{x})B(\mathbf{y})\|^2$$ where $Y$ is a vector, $A(\mathbf{x})$ is a matrix that depends on a vector $\mathbf{x}$ in a ...
4
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0answers
150 views

Efficiently calculate the trace of the product of two large but symmetric matrices, one of which is an inverse

Sorry about the long title. I need to calculate the trace of $M(M+D)^{-1}$, where $M$ is a dense symmetric matrix, and $D$ is a diagonal matrix. The main issue is the dimension could be large (usually ...
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0answers
25 views

Circulant Block Sparse Matrix Least Squares

I have what boils down to a least squares problem that I am trying to exploit structure in order to calculate efficiently. Consider a NxN circulant matrix A. Where the first row is ...
4
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0answers
51 views

What does the Von Neumann's stability analysis tell us about non-linear finite difference equations?

I've asked this question on computation science stackexchange, but it did not receive any answers so I have decided to ask it here as well. I am reading a paper [1] where they solve the following ...
4
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2answers
69 views

Euler Schemes in Stochastic Differential Equations

So i am trying to understand what happens in Implicit (backward) and Explicit (forward) Euler in Stochastic Differential Equations I ll start with explicit. Say i have the following SDE known as ...
7
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1answer
73 views

Add a multiple of $I$ to a matrix to minimize its operator norm

Given $A\in\mathbb{C}^{n\times n}$, what is $s_* = \arg\min \|A-sI\|$? Here $\|A\|$ is the operator norm, $\|A\|=\rho(A^*A)^{1/2}$, and $I$ is the identity. The corresponding problem for the ...
50
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2answers
3k views

Recent observation of gravitational waves

It was exciting to hear that LIGO detected the merging of two black holes one billion light-years away. One of the black holes had 36 times the mass of the sun, and the other 29. After the merging the ...
0
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0answers
43 views

Find optimal value for a regularization parameter in generalized eigenvalue problem

Consider the generalized eigenvalue problem : $ \Sigma_{XY} \Sigma_{YX} {W} = \lambda \Sigma_{XX} {W} $ where $\Sigma_{XX} $ and $\Sigma_{XY}$ are sample covariance matrices are of the matrices ...
2
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0answers
54 views

What's the advantage of majorization-minimization (MM) algorithm [closed]

The majorization-minimization (MM) algorithm is a framework for convex and nonconvex optimization. When applied to nonconvex optimization, the MM algorithm solves a sequence of convex problems to ...
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0answers
215 views

An inequality which involves a sum of integrals

Please help me to prove $$ \sum\limits_{j=2}^n \frac{1}{j^\alpha (j-1)^\alpha} \int\limits_{j-1}^j \frac{dx}{x^{1-\alpha}(n-x)^\alpha} \leq \int\limits_0^1 \frac{dx}{x^{1-\alpha}(n-x)^\alpha},\quad ...
0
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1answer
48 views

Uniqueness and invariance of the LDLT decomposition

A real symmetric positive semi-definite matrix $A$ can be decomposed in the form $A = P^TLDL^TP$, where $P$ is a permutation matrix, $L$ is a lower unit triangular matrix and $D$ is a diagonal ...
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95 views

Evaluate a Function to Full Machine Precision [closed]

If we want to evaluate $$f(x)=\frac{e^x-1-x}{x^2}$$ then we have to observe its large relative error as $x\to 0$. My question is that how can we find a method so that we can compute $f(x)$ to full ...
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0answers
23 views

numerical differentiation of sum of one-dimensional sinusoids with angular frequency close to Nyquist one

Suppose that $f(t) = \sum_i C_i e^{i\omega_i t}$, and $f$ is sampled at certain sampling angular frequency $\omega_s$. All $\omega_i$s are very close to $\omega_s/2$, and thus standard finite ...
3
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1answer
54 views

Injectivity of vector functions: Numerical Verification

Problem Setup Let $f:A\rightarrow B$, be a continuous function, $A\subset\Re^{n}$,$B\subset\Re^{m}$, $m\geq n$ and $A, B$ compact. The function $f(\cdot)$ can only be evaluated numerically. ...
2
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1answer
108 views

Reference Request: Variational Problem

I want to solve approximately the following variational problem: Given a function $c:[-1,1]^2\rightarrow [0,1]$, constants $p_1...p_n\in \mathbb{R}^+$, $\alpha_1...\alpha_n\in \mathbb{R}$, and ...
2
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1answer
202 views

Solving a simple Schrödinger equation with Fast Fourier Transforms

While trying to solve a stochastic Gross-Pitaevskii equation I have found a problem that can be tracked down to something buggy occurring in the simplest Schrodinger equation possible: $$\partial_t ...
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0answers
17 views

How can I filter the effects of a variable from a correlation matrix?

I have a correlation matrix (it contains 500 columns and 500 rows) and I would like to make an other correlation matrix in which one variable (and its influences) is filtered from the initial matrix. ...
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0answers
13 views

Maximization of the difference of a monotone submodular function and a linear function with a cardinality constraint

Maximizing a monotone submodular function with a cardinality constraint can be solved by using a simple greedy heuristic. However, if the submodular function is non-monotone, the greedy heuristic can ...
5
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2answers
206 views

Alternating binomial Dirichlet series

I have come across the following deceptively simple expression: $$ H_n^s=\sum_{j=1}^n(-1)^{j-1}\left(\begin{array}{c}n\\j\end{array}\right)j^{-s} $$ We have (using eg mathematica, though probably ...
10
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2answers
268 views

Why Householder reflection is better than Givens rotation in dense linear algebra?

It’s obvious that Givens rotation works better with sparse matrices. But I don’t know why Householder reflection is better for dense matrices. Does it require less computations? Or it’s numerically ...
3
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2answers
159 views

Roots of the Chebyshev polynomials of the second kind

It is known that the roots of Chebyshev polynomials of the second kind, denote it by $U_n(x)$, are in the interval $(-1,1)$. I have noticed that, by looking at the low values of $n$, the roots of ...
3
votes
1answer
570 views

Claimed Quadrature Results seem Impossible

We've been preparing a preprint that shows that the convergence bounds proved for tanh-sinh quadrature for numerical integration, cannot possibly hold, and an error must exist - since they imply a P ...
3
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0answers
45 views

numerical stability of root identification via Newton-Raphson iteration of Stieltjes residue sums

I have asked several questions on math.SE in order to compute numerically the poles of high-degree Padé approximations for $e^{-x}$, because a computation directly from the polynomial ...
0
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1answer
49 views

Is spectral properties a general term for condition number?

I am reading an article about solving large sparse linear systems, in this paper it’s said that most of the iterative methods to solve $Ax = b$ are very much influenced by the spectral properties of ...
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9answers
3k views

What is… A Grossone?

Y. Sergeyev developed a positional system for representing infinite numbers using a basic unit called a "grossone", as well as what he calls an "infinity computer". The mathematical value of this ...
3
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0answers
81 views

Numerical inversion involved confluent hypergeometric (1F1) (or Kummer function)

Edit: The question is solved !! The code is actually correct. There is not error in the codes. I miss-used it. Thank you for your attention : ) This problem arises when I tried to compute the valua ...
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0answers
40 views

Numerical techniques for nonlinear, coupled integro-differential equations

The gist of the problem I have is I want to be able to find a numerical solution to these three coupled, rather unpleasant looking integro-differential equations (1): $$ \frac{d^2 x(t)}{dt^2} = ...
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2answers
427 views

“Fractally self-similar” numbers

This is another question about visualization of Ford circles, the previous one being Confusion with practically implementing rational approximations. Here is an output of zooming into Ford circles at ...
4
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1answer
206 views

Existence of nonlinear equation

How can we prove that equation (1) has solutions for every $p$. I mean, is there an analytic method that can be used to show that there exist solutions for every $p$ for this nonlinear equation: ...
10
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1answer
213 views

Confusion with practically implementing rational approximations

Writing a program visualizing Ford circles I've encountered a seemingly purely programmatic puzzle but then gradually realized there are some mathematical aspects of it which I don't understand. Let ...
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0answers
25 views

Monotonicity per dimension of multivariate scattered data

For my thesis, I am working on interpolation using the RBF method (Radial Basis Functions). Before interpolating, I want some a priori insight into the data, for example check in which dimensions it ...
5
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1answer
74 views

Difference stencils approximating Laplacian

Let $\Delta$ be the Laplace operator on the interval $[0,1]\subset \mathbb{R}$. Divide $[0,1]$ into small intervals of size $h$ to get an equidistant grid. One can approminate $-\Delta$ on this grid ...
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1answer
133 views

Iterative Root Finding

Consider a function $f(x)=g(x,h(x))$, which we know has a unique root $x^*$. The functions $f$, $g$ and $h$ are all continuous in $x$ and behave nicely. Iteratively solving $g(x_{i+1}, h(x_i))=0$ with ...
4
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1answer
136 views

How to calculate log or exp of a value in GF(2^n) using log/exp table of GF((2^k)^m) where n=k*m?

Consider Galois fields $\mathbb{F}_{2^n}$ and $\mathbb{F}_{2^k}$, where $n=km$, and $\mathbb{F}_{2^k}$ is a ground field of $\mathbb{F}_{2^n}$. I’d appreciate pointers to papers or suggestions on: ...
2
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1answer
103 views

Does Gaussian Quadrature actually refer to Gauss-Legendre Quadrature?

When the term Gaussian Quadrature appears in most Literatures, does it actually refer to Gauss-Legendre Quadrature. In other words, do they implicitly admit that they use the Legendre orthogonal ...