Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options answers only not deleted user 11260

Numerical algorithms for problems in analysis and algebra, scientific computation

2 votes
Accepted

Practical calculation of Canterbury approximants

This is an old source (it gives code in Fortran), but it might still serve your purpose: Calculation of Canterbury approximants, Computer Physics Communications 10 (1975) 234. A somewhat more recent s …
Carlo Beenakker's user avatar
11 votes
Accepted

Is quadrature still considered part of numerical analysis?

Math journals that have recently published papers on "quadrature" include Applied Numerical Mathematics IMA Journal of Numerical Analysis Journal of Approximation Theory Journal of Computational and …
Carlo Beenakker's user avatar
3 votes
Accepted

Numerical methods for integral eigenvalue equation

To solve $\int d^3 y\, K(x,y,\lambda) f(y) = f(x)$ I would discretize the coordinates $x\mapsto x_n$, $y\mapsto y_m$, $K(x,y,\lambda)\mapsto K(x_n,y_m,\lambda)\equiv K_{nm}(\lambda)$ and solve the det …
Carlo Beenakker's user avatar
8 votes
Accepted

Locating the maximum point $x_n$ of $f_n(x):=e^{-1/x}\Bigl(1+\frac{1}{n^2 x^n} \Bigr)$ in $(...

The maximum $x_n$ of $$f_n(x):=e^{-1/x}\Bigl(1+\frac{1}{n^2 x^n} \Bigr)$$ is the smallest solution in $(0,1)$ of the equation $$x=n x^n+\frac{1}{n}.$$ For $n\gg 1$ this gives $x_n\rightarrow 1/n$. The …
Carlo Beenakker's user avatar
4 votes

Pressure integrated by parts in finite element method

The two weak formulations of the Stokes equation, $$\int_\Omega\bigl(\nabla\mathbf{v}\cdot\nabla\psi_i+\psi_i\nabla p \bigr) dV=0,$$ and $$\int_\Omega\bigl(\nabla\mathbf{v}\cdot\nabla\psi_i-p \nabla\p …
Carlo Beenakker's user avatar
13 votes

Accelerating convergence for some double sums

With Mathematica I can first sum the series over $\ell$ to get a closed-form expression in terms of polygamma functions, $$Z(2,2)= \sum_{k,\ell \geq 0} \frac{2k+3}{\binom{k+2}{2}^2} \frac{2\ell+3}{(\ …
Carlo Beenakker's user avatar
7 votes
Accepted

Reporting inconclusive experimental searches

An easy and reliable way to share code is via Zenodo --- works much like arXiv, you get a DOI, can update your files, and it's free. We use it regularly to document computer simulations in physics, I …
Carlo Beenakker's user avatar
5 votes

How to numerically compute $x \ln x$ and related functions near $0$?

Since $\ln x = - \ln(1/x)$, to evaluate the logarithm near zero is equivalent to evaluating it for large argument. You can then use the result $$\ln y=\frac{\pi}{2a}\left(1+{\cal O}(y^{-2})\right),$$ …
Carlo Beenakker's user avatar
3 votes
Accepted

Singular value decomposition of truncated discrete Fourier transform matrix

Let me insert a factor $N^{-1/2}$, so that the Fourier transform is unitary: $$U_{mn}=N^{-1/2}e^{-2\pi i(m-1)(n-1)/N},\quad m,n=1,\ldots,N.$$ We truncate the $N\times N$ matrix $U$ to the $k\times k$ …
Carlo Beenakker's user avatar
1 vote

Proof of Levinson-Durbin algorithm

See, for example, these lecture notes, or, for a more formal exposition, consult Levinson's Algorithm, Wold's Decomposition, and Spectral Estimation by A. Papoulis (1985).
Carlo Beenakker's user avatar
1 vote

Probability finite precision random matrix has distinct eigenvalues

The probability $P(f)$ that the spacing $s$ of two eigenvalues of a random real symmetric matrix is smaller than the average spacing $\bar{s}$ by a fraction $f$ is given by $$P(f)=1-e^{-\pi f^2/4},$$ …
Carlo Beenakker's user avatar
40 votes
Accepted

How does Mathematica do symbolic integration?

An overview by one of the developers of Mathematica, focusing on definite integrals, is at Symbolic definite integration: methods and open issues. Mathematica knows all the entries in Gradshteyn-Ryzhi …
Carlo Beenakker's user avatar
3 votes

Deconvolution using the discrete Fourier transform

If you work in the frequency domain there is no need to zero-pad the data to achieve a minimum length. In the time domain the resulting signal will then be periodically extended beyond the boundaries. …
Carlo Beenakker's user avatar
2 votes
Accepted

Quadrature methods for high-dimensional Gaussian integration

You may want to use a stochastic algorithm. Entry points to the literature (which is large) could be A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight …
Carlo Beenakker's user avatar
23 votes
Accepted

Did human computers use floating-point arithmetics?

In the field of hydrodynamics the first calculation by a human computer was carried out around 1920 for a project to transform an open sea into a closed lake, with the aim to protect Holland from floo …
Carlo Beenakker's user avatar

15 30 50 per page