Numerical algorithms for problems in analysis and algebra, scientific computation

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37 views

Lanczos algorithm with thick restart on a dynamic matrix

currently, I'm working on a way to compute the 2 biggest eigenvalues of a real, symmetric, huge and sparse matrix that changes a few entries from time to time. The problem should be solved using an ...
8
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1answer
255 views

Fast checking that overdetermined polynomial system does not have a solution

As a result of some inductive procedure for each $n$ I have a system of about $n^2$ polynomial equations with $n$ variables with integer coefficients, which can be precisely computed. As the system is ...
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1answer
59 views

Convergence for symmetric, positive semi-definite operator

Assume $u$ is a vector in the Euclidean space $\mathbb{R}^N$, $\|u\|=\sqrt{\langle u, u\rangle}$, where $\langle u, v\rangle = \sum_{i=1}^N u_i v_i$. I have that $\|u^{k+1}-u\|\leq \|I - c ...
8
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1answer
148 views

Sharpest bound on the zero free region of $\zeta^{\prime}$?

I'm interested in calculating all of the zeroes of the first derivative of the Riemann $\zeta$ function up to an arbitrary height. I know that (on the RH), all of these zeroes will have real part $\ge ...
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1answer
100 views

Approximate the square root of (1-X) efficiently through (nested) products

Currently, I encountered a problem of approximating the following series: $$ (I-X)^{-\frac{1}{2}}=I+\frac{1}{2}X+\frac{1\cdot3}{2\cdot4}X^{2}+\frac{1\cdot3\cdot5}{2\cdot4\cdot6}X^{3}+\ldots $$ where ...
8
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1answer
129 views

is there any such result about Bernstein polynomials?

It is well known that for any lipschitz function $f:[0,1]\rightarrow [0,1]$, we can approximate it by $\sum_{i=1}^n f(i/n) {n\choose i} x^i (1-x)^{n-i}$, and the $L_\infty$ error is $O(1/\sqrt{n})$. ...
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64 views

Is there an example where the error of Gauss-Laguerre quadrature does not vanish?

The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum $$\sum_{i=1}^n f(x_i) w_i$$ where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...
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80 views

Stationary Distribution for Markov-like system?

Let \begin{equation} A= \begin{pmatrix} 0 & a_{1,2} & a_{1,3} \\ a_{2,1} & 0 & a_{2,3} \\ a_{3,1} & a_{3,2} & 0 \end{pmatrix}, \end{equation} \begin{equation} B= ...
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47 views

ODE system with a very large number of equations

Are there any theory about a ode system (linear or nonlinear) with a very large number of equations, e.g. more than $10^5$ equations ?
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1answer
88 views

Trace of multiplied positive definite matrices

I have to compute $Tr(K^{-1}\Sigma)$ where both $K$ and $\Sigma$ are symmetric positive definite matrices. Question is considering that I have computed the Cholesky, $L_1$ of $K$ previously, is there ...
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80 views

Numerical calculation of Fourier transform with a nice error bound

I'd like to have an algorithm for a numerical calculation of Fourier transform with a nice error bound. To be precise, if $f$ is a function from $L_1(R)$, $F[f]$ is it's exact Fourier transform and ...
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100 views

solving a system of algebraic equations

I'm trying to solve the following system of nonlinear algebraic equations for $q_{e}\in\mathbb{R}^{4}$ $$ ...
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0answers
68 views

What do we know about the generalized eigenvalue problem involving a projector?

Consider a matrix $A\in\mathbb{R}^{n\times n}$ and a projector $P\in\mathbb{R}^{n\times n}$. Are there results regarding the generalized eigenpairs $(v,\lambda)$ of the generalized eigenproblem ...
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45 views

Generalized Eigenvalue problem solution

$\circ$ Consider the following eigenvalue problem : $$XY^{T}YX^{T}w=\lambda XX^{T}w \hspace{0.5cm} (1)$$ Matrices $XY^{T}$ and $XX^{T}$ $\in \mathbb{R}_{n \times n}$ are positive semi-definite and ...
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93 views

Algorithms to compute largest gap between smallest nonzero eigenvalues of sparse symmetric matrix

I am looking mainly for implementations but also for theoretical algorithms to compute gaps between smallest positive eigenvalues of symmetric, singular matrix or real numbers. To be precise, I want ...
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2answers
100 views

Seeking a class of functions for which sums approximate integrals well

Is there a "natural" class of integrable functions $f: {\mathbb R} \rightarrow {\mathbb R}$ for which it is true (and, preferably, not too hard to prove!) that $\sup_{0 \leq a < h} |h S(a,h) - I|$ ...
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85 views

Error of midpoint method for differentiable functions

Is it the case that for every differentiable function $f$ on $[0,1]$ (with finite one-sided derivatives at the endpoints), the midpoint method of estimating $\int_0^1 f(x) \: dx$ has error $o(1/n)$? ...
3
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1answer
169 views

Error of midpoint method for functions that are not twice-differentiable

All of the bounds I've seen for the error of the midpoint method of integration are expressed in terms of the second derivative of the function. What bounds are available when the function is not ...
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1answer
99 views

Is there any geometric and intuitive interpretation of Newton-like iterative steps in numerical optimization?

Are the iterative steps in optimization affected by the intrinsic and extrinsic curvatures of the objective functions ? and How? Is there any geometric and intuitive demo show illustrating the ...
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1answer
102 views

How to determine the distance between two matrices under the meaning of a matrix function? [closed]

Suppose a nonlinear infinitely continous differentiable function $f:\mathbb{D}\mapsto \mathbb{R^+}$, where $\mathbb{D}\subset\left\{X|\text{rank}{X}=2,X\in\mathbb{R}^{3\times 3}\right\}$ is a ...
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1answer
61 views

Delay Differential Equations Numerical methods

I have a general question about delay differential equations. I know that even simple ones hardly have analytic solutions and mine clearly doesn't have any as it is a system of non-linear delay ...
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51 views

unique positive real root fast computation

What is the fastest way to compute the value of the unique positive real root corresponding to the following polynom: :p(x) = a*x^5 + b*x^4 + c*x^3 + d*x^2 + e*x - f = 0 where a, b, c, d, e, f are ...
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94 views

Linearizing and solving a nonlinear PDE numerically

Im trying to solve the following (transport & diffusion) nonlinear PDE numerically (via finite volume on a cuboid region. Some Material gets cooled down, s.t. in some areas the material becomes ...
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1answer
115 views

Local positivity of solutions to linear differential inequalities (Chaplygin's theorem)

According to the entry "Differential inequality" of the Encyclopedia of Mathematics http://www.encyclopediaofmath.org/index.php/Differential_inequality the following result is due to Chaplygin ...
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1answer
60 views

Estimating the vector potential

My question is, that given a vector field only numerically discrete in space, is there a way to estimate its vector potential? Theoretically, I see this which requires the vector field over all of ...
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1answer
800 views

Mathematical study of Mpemba effect?

It has been known since the days of Aristotle and Descartes that under certain circumstances warm water freezes faster than cold water. This effect is now commonly known as the Mpemba effect, named ...
5
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1answer
164 views

Approximating an iteratively defined function

Let $f_0,f_1,\ldots$ be a sequence of functions $f_n : [0,1] \rightarrow R$ defined as follows: $$f_0(x) =1+2x$$ $$f_{n}(x) := \left\{\frac{5+t}{2} : \text{ where t solves } ...
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1answer
120 views

Approximation of the sum involving binary entropy function

Given the following sum: $S(n) = \sum_{i=1}^{n} \frac{1}{(1-\operatorname{H}(p))^i}$ where $H$ is the binary entropy function defined as: $\operatorname{H}(p) = -p\log p - (1-p)\log (1-p) $. Let ...
2
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2answers
142 views

dense lattices in high dimensions

I want a collection of points $\{ x_1, \dots, x_m\}$ to sample a unit cube $[0,1]^n$ with $n >>1 $ in high dimensions so that summing over these points is approximate the integral over that ...
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240 views

The geometric-mean factorial

Think of the factorial as $f(n) = n \odot (n-1) \odot \cdots \odot 2 \odot 1$, where $\odot$ is the binary operator for multiplication, $\cdot$. This suggests exploring replacing $\odot$ with other ...
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101 views

Does an implicit Runge Kutta scheme applied on a nonlinear ODE give a nonlinear set of equations to solve in each step?

We want to approximately solve an ODE $$\frac{dy}{dt} = f(y,t)$$ with the Runge Kutta method $$y_{n+1} = y_n + h \sum_{i=1}^s b_i k_i$$ $$k_i = f\left(y_n + h \sum_{j=1}^s a_{ij} k_j,\,t_n + c_i ...
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1answer
102 views

Accurate bounds for derivatives of Legendre polynomials

Let $P_n(x)$ denote the $n$th Legendre polynomial. What bounds can one give for $d_{n,m}(x) = |\frac{d^m}{dt^m}P_n(t)|_{t=x}$ assuming that $|x| \le 1$? Clearly $$d_{n,m}(x) \le d_{n,m}(1) = ...
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297 views

Best known bounds on tensor rank of matrix multiplication of 3×3 matrices

Years ago I attended a conference where they taught us that matrix multiplication can be represented by a tensor. The rank of the tensor is important, because putting it into minimal rank form ...
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1answer
53 views

Augmenting orthonormal system into complete orthonormal system in a numerically stable way

Let us suppose we have a, say, 10 dimensional real space with 3 orthogonal unit vectors given. How do I complete this orthonormal system with 7 additional vectors into a complete ONS in a way that is ...
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42 views

How to solve a divergent linear system using iterative methods?

I have a matrix A which is symmetric and non-diagonal dominant. I tried to use Jacobi/Gauss-Seidel/SOR to solve it but it diverges. Is there any mechanism to condition the matrix for convergence using ...
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80 views

Simplify this expression with modified Bessel functions of the second kind

I'm interested in the function $$\frac{K^{(0,2)}(0,x)}{K(0,x)}$$ where the numerator is the modified Bessel function of the second kind twice differentiated with respect to $\alpha$ and taken at ...
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59 views

Variational problem for optimal weight function leading to shorter intervals with many primes

The motivation for the following problem stems from the recent preprint by James Maynard, see also Proposition 5 of the recent blogpost by Terrence Tao. The solution of this problem could give better ...
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1answer
195 views

Does this algorithm terminate in all scenarios?

Let $x \in \mathbb{R}^p$ denote a $p$-dimensional data point (a vector). I have two sets $A = \{x_1, \dots, x_n\}$ and $B = \{x_{n+1}, \dots, x_{n+m}\}$, so $|A| = n$, and $|B| = m$. Given $k \in ...
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1answer
131 views

Literature on root finding of convex Functions

I am interested in using a result about Newton's method, which basically states that if f is convex on $[a,b]$ and it holds $f(a)<0$ and $f(b)>0$, then the Newton iteration converges to ...
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1answer
40 views

Fast numerical approximation of Lauricella series of the fourth kind for real variables and real parameters

I'm looking for a method to efficiently compute a numerical approximation of $$F^n_D(x_1,\ldots,x_n) = \sum_{m=0}^{\infty} \sum_{i_1 +\ldots+i_n=m}\frac{(a)_{m}(b_1)_{i_1}\ldots ...
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0answers
44 views

Approximate Laplace (forward) transforms

Given f(t) let's write Lf(s) = INT_0^inf f(t) exp(-ts)dt for its Laplace transform. I lately find myself looking at expansions of the form SUM_i a_i exp(-t_i s) that converge to Lf of some given ...
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1answer
60 views

Quadrature rules exact for given functions

Many quadrature schemes are defined by the degree of polynomials for which they are exact. For example, we say that the rule SUM_i a_i f(x_i) is order n when SUM_i a_i p(x_i) = INT p(x) dx for all ...
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40 views

Nontrivial Matrix-estimate

I try to proof the following estimate: \begin{align} h' W^{-1} H W^{-1} h \geq c h' H h \qquad c>0, \qquad\qquad (1) \end{align} where $h\in\mathbb{R}^{K-1}$ and ...
2
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1answer
121 views

Convergence of fixed point iteration algorithm

It is obvious that for any given $f(x)$ there exists $g(x)$ such that $f(x)=0 \Leftrightarrow g(x)=x$. We could use this fact to solve any root finding problem using fixed point iteration method, only ...
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1answer
121 views

Eigenvalue problem with quadratic constraints

$\circ$ Consider the following eigenvalue problem : $$Ax=\lambda x \hspace{0.5cm} (1)$$ where matrice $A \in \mathbb{R}_{n \times n}$ is a positive semi-definite with eigenvectors $x = ...
2
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1answer
78 views

Updating $LU$ decomposition after adding a sparse matrix

How many elements of $LU$ decomposition of a symmetric matrix change after adding a sparse symmetric matrix? Is it more efficient to recompute $LU$ decomposition after adding a sparse matrix comparing ...
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0answers
142 views

Computing a 2D Fourier transform on a disk

I am looking for a reliable and fast way of evaluating an integral like $$ F(r, \phi)= \int_0^1 \int_0^{2\pi} f(\rho, \theta) e^{2\pi i \rho r \cos(\theta - \phi)}\rho\, d\theta\,d\rho, $$ where $f$ ...
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1answer
107 views

Do interpolation nodes have to be dense?

Let $f(x) = \exp(x)$ and $(\xi_i)_{i=0}^\infty, \, \xi_i \in (0,1)$ be a sequence of points from the unit interval. For $n \in \mathbb{N}$ let $P_n$ be a polynomial of degree $n$ that interpolates ...
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23 views

B-spline re-parametrization

I have a question regarding the re-parameterisation of a B-spline. Some info: The B-spline is of order 4 (degree 5), hence $C^3$ continuity There is no knot multiplicity The end conditions are not ...
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70 views

Looking for tighter bounds

I have to solve an equation which is $$\sum_{i=1}^N x_i = \sum_{i=1}^N y_i,$$ where $$x_i = \frac{z_i}{1 + (K_i - 1) w}$$ and $$y_i = \frac{K_i z_i}{1 + (K_i - 1) w}.$$ The $z_i$ are all positive ...