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Results tagged with na.numerical-analysis
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user 118199
Numerical algorithms for problems in analysis and algebra, scientific computation
3
votes
1
answer
349
views
A good starting position for maximizing a function with Newton-Raphson / Halley's method
I'm attempting to find the maximum of this function:
\begin{align*}
h(\mathbf{t}) = -\left\{\sum_{i=1}^{n}\lambda_i e^{\boldsymbol{\theta}_i^\intercal \mathbf{t}}\right\} + \boldsymbol{\alpha}^\inter …
- 229
1
vote
0
answers
437
views
Multivariate solution to Lambert W / product-log function
Consider solving the following system for $x$
\begin{align*}
a - b e^{\theta x} - cx = 0
\end{align*}
According to your favorite computer algebra program, one possible (and the simplest) is
\begin{al …
- 229
1
vote
0
answers
93
views
Integral of exponential of quadratics + exponentials
Eq 2 of this paper states this integral:
\begin{align*}
r^{-\beta} = \frac{1}{\Gamma(\beta)}\int_{-\infty}^{\infty} e^{-re^t + \beta t} dt
\end{align*}
Is there is name for this identity, or the class …
- 229