Questions tagged [na.numerical-analysis]

Numerical algorithms for problems in analysis and algebra, scientific computation

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Numerical integration using interval arithmetic, nowadays

This is an update to my question Rigorous numerical integration from three years ago. Is there now a package for rigorous numerical integration that uses interval arithmetic and has access to a well-...
H A Helfgott's user avatar
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$C^\infty$ Periodic Pole-free Rational Interpolation

let $\quad-1=x_0 < x_1 <\ ...\ < x_n<1\quad$ be a set of abscissas and $\quad(y_0, y_1,\ ...\,y_n)\quad$ a sequence of the corresponding ordinates. Question: what can be said ...
Manfred Weis's user avatar
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3 votes
1 answer
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Numerically decomposing a function as a sum of non-integer powers

Let $f(x)$ be a function of $x\in(0,1)$ that I can compute numerically. I expect that there exists a convergent decomposition of the type $$ f(x) = \sum_{n=0}^\infty a_n x^{\Delta_n} $$ for some real ...
Sylvain Ribault's user avatar
3 votes
2 answers
481 views

Unknown bias in a distribution related to prime numbers

If $n$ is composite then $\phi(n) < n-1$, hence there is at least one divisor $d$ of $n-1$ which does not divide $\phi(n)$. We call $d$ as the totient divisor of $n$. Trvially, if $n$ is prime then ...
Nilotpal Kanti Sinha's user avatar
2 votes
0 answers
258 views

Difficult integral - speed up numerical integration using a trick?

I have the following integral that I need to solve (with high precision) millions of times in my simulations. This is time consuming and is prohibiting me from proceeding from proceeding forward. I ...
Tom Steiglitz's user avatar
2 votes
2 answers
740 views

Approximation rate of $L^2$ function by piecewise constant functions

Let $\{x_i\mid i\in \mathbb{Z}\}$ be a partition of $\mathbb{R}$ with equal distance $h>0$, and a given function $f\in L^2(\mathbb{R})$. I approximate $f$ by $P_hf$, the $L^2$ projection of $f$ on ...
John's user avatar
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Fluctuating constants

Let $p_k$ be the $k$-th prime number, $\gamma$ be the Euler-Mascheroni constant and $M$ be the Meissel–Mertens and let $m$ be the integer part of $\log p_n$. We can show that $$ \sum_{r=1}^{m} \frac{...
Nilotpal Kanti Sinha's user avatar
5 votes
2 answers
851 views

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 $10^{-7}$ ...
Michael's user avatar
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4 votes
2 answers
626 views

Difference between Chebyshev first and second degree iterative methods

Consider linear equation $Au = f$. We want to solve it with iterative method (assuming $A$ is good). First order iterative method is: $$ u^{k+1} = u^k - \alpha_{k+1}(Au^k - f), $$ The second degree ...
Moonwalker's user avatar
2 votes
1 answer
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Computing 3-term connection coefficients for wavelets

I am trying to calculate the three-term connection coefficients $$ Λ_{l,m}^{d_1,d_2,d_3} = \int_{-\infty}^\infty \varphi^{(d_1)}(x) \varphi^{(d_2)}_l(x) \varphi^{(d_3)}_m(x) dx $$ for Daubechies ...
J. Doe's user avatar
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Similar matrix for numerical computations [closed]

I compute numerically a symmetric matrix $W$ from the flow of a ode. I have to check numerically if this matrix is definite-positive. Two cases: either I use the Cholesky algorithm :ok or I compute ...
Smilia's user avatar
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The jump set of $SBV$ function for different value of parameter in image denoising problem

The classical Mumford-Shah image denoisng problem study the minimizer of the following functional, for each $\alpha>0$ where $\Omega\subset \mathbb R^2$ is open bounded with sommth boundary, $$ u_\...
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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 ...
Creator's user avatar
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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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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. ...
Joseph O'Rourke's user avatar
7 votes
1 answer
286 views

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 theory ...
Archie's user avatar
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6 votes
2 answers
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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 ...
Amir Sagiv's user avatar
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8 votes
1 answer
203 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 ...
Lense's user avatar
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3 votes
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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} = y_{n-3}+\...
edwin's user avatar
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1 answer
453 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 ...
Alex Flint's user avatar
1 vote
0 answers
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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 ...
CVirtuous's user avatar
10 votes
1 answer
443 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 ...
Simd's user avatar
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1 answer
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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 $x$ ...
julepf's user avatar
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1 vote
0 answers
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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 ...
Max Hamper's user avatar
4 votes
0 answers
468 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 ...
aenima's user avatar
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688 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 non-...
Hunter's user avatar
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7 votes
3 answers
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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 ...
Trelokoritso's user avatar
7 votes
1 answer
231 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 ...
Federico Poloni's user avatar
57 votes
2 answers
5k 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 ...
Richard Stanley's user avatar
1 vote
0 answers
223 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 $X$...
user41037's user avatar
2 votes
0 answers
360 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 ...
mycal's user avatar
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7 votes
0 answers
311 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 \...
Mikhail_K's user avatar
1 vote
1 answer
852 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 ...
user3749105's user avatar
1 vote
0 answers
110 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 ...
user85729's user avatar
3 votes
1 answer
120 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. ...
frazdt's user avatar
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2 votes
1 answer
151 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 $\...
verifying's user avatar
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2 votes
1 answer
1k 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 \...
Carlos_San's user avatar
1 vote
0 answers
26 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. ...
david86's user avatar
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1 vote
0 answers
64 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 ...
LaoMao's user avatar
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7 votes
2 answers
369 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 ...
user avatar
12 votes
2 answers
4k 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 ...
lino's user avatar
  • 253
5 votes
2 answers
1k 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 $(...
math137's user avatar
  • 373
3 votes
1 answer
609 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 ...
Ohad Asor's user avatar
  • 310
4 votes
0 answers
175 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 ...
Jason S's user avatar
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0 votes
1 answer
312 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 ...
lino's user avatar
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5 votes
0 answers
2k views

Find the axis of symmetry in a point cloud

I have some dataset which describes a spherical cloud of points in 4D space. Actually, the coordinates of the points are the coefficients of unit quaternions, so you get the idea on what the data is ...
noncom's user avatar
  • 151
35 votes
9 answers
14k 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 ...
Mikhail Katz's user avatar
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3 votes
0 answers
240 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 ...
KNN's user avatar
  • 313
2 votes
0 answers
94 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} = \frac{...
Henry's user avatar
  • 151
19 votes
2 answers
760 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 $...
მამუკა ჯიბლაძე's user avatar

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