Tagged Questions

Numerical algorithms for problems in analysis and algebra, scientific computation

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Pade approximation of gaussian distribution to given precision

Apologies if the question is too elementary here. For a certain computational application I need to approximate Gaussian distribution $e^{-x^2}$ with specific absolute precision (within $10^{-7}$ ...
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Does the method below provide any advantages?

I completed course intro to numerical method and lately interested and trying to find special way to solve this ODE.I have try and ask in math exchange stack but do not get any respond so decided to ...
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Orthogonal Procrustes problem for sub-spaces?

By Orthogonal Procrustes problem I mean given matrix $A$ and $B$ finding a orthogonal matrix $R$ which most closely maps $A$ to $B$, this has a solution as shown in https://en.wikipedia.org/wiki/...
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Negative eigenvalue of Toeplitz Hermitian matrix?

I am working on estimation of a covariance matrix and I know that the matrix is Toeplitz. The desired matrix should not produce negative eigenvalues at all. However, sometime my estimation leads to a ...
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Proving Fixed Point Algorithms

In Thomas Minka's paper on Estimating the Dirichlet Distribution (link here http://research.microsoft.com/en-us/um/people/minka/papers/dirichlet/minka-dirichlet.pdf), the author presents a fixed ...
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Eigenvalues of approximations to product-convolution operators

Consider an operator $T: L^2 \mapsto L^2$ of the form $TA = g (h \ast A)$ where $g$ is and $h$ are bounded $C^\infty$ functions. This operator $T$ can be shown to be Hilbert-Schmidt, hence compact. ...
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Largest instance of highly nonlinear benchmark functions (e.g. Rastrigin function)

What is the largest instance size (number of variables) ever numerically solved for highly nonlinear (continuous, not combinatorial) optimization benchmarks functions, such as Rastrigin, Schwefel or ...
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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 Sutcliffe....
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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 ...
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A centralised website for computational attempts 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 ...
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Symmetric matrix formula for Gauss-Legendre quadrature

While searching the web, I came across the following algorithm for the Gauss-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 ...
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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 ...
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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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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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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 ...
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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. ...
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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 $\... 1answer 224 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: $$\partial_t \... 0answers 18 views How can I filter the effects of a variable from a correlation matrix? I have a correlation matrix (it contains 500 columns and 500 rows) and I would like to make an other correlation matrix in which one variable (and its influences) is filtered from the initial matrix. ... 0answers 15 views Maximization of the difference of a monotone submodular function and a linear function with a cardinality constraint Maximizing a monotone submodular function with a cardinality constraint can be solved by using a simple greedy heuristic. However, if the submodular function is non-monotone, the greedy heuristic can ... 2answers 209 views Alternating binomial Dirichlet series I have come across the following deceptively simple expression:$$ 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 ... 2answers 289 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 ... 2answers 173 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$(...
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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 ...
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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 ...
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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 ...