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Numerical algorithms for problems in analysis and algebra, scientific computation
64
votes
5
answers
17k
views
The unreasonable effectiveness of Padé approximation
I am trying to get an intuitive feel for why Padé approximation works so well. Given a truncated Taylor/Maclaurin series it "extrapolates" it beyond the radius of convergence.
But what I can't grasp i …
13
votes
2
answers
935
views
Computing a large permanent
Is there a practical way to compute the permanent of a large ($91 \times 91$) $(0,1)$ matrix?
I have tried to use the matlab function written by Luke Winslow which works great for smaller matrices bu …
3
votes
2
answers
278
views
an equation in fractions
I have an equation of the form $\sum_{i=1}^{m}{\frac{1}{a_{i}-x}}=\sum_{j=1}^{n}{\frac{1}{b_{j}-x}}$ and would like to express $x$ as a an approximate explicit function of the $a_{i},b_{j},m,n$. Have …
2
votes
3
answers
391
views
'Condition number' for Rayleigh-Ritz quotient
Suppose that $A$ is a Hermitian matrix and that $u,v$ are two vectors. Is there some known function $\kappa(A)$ so that $||u-v|| \leq \kappa(A) |\frac{u^{\*}Au}{u^{\*}u}-\frac{v^{\*}Av}{v^{\*}v}|$?
U …
2
votes
1
answer
693
views
eigenvector update formula
Suppose that $B$ is a Hermitian matrix with one known eigenpair $(\lambda,v)$. (assume its the smallest or largest pair, if you like). Form the rank one update $B+\rho bb^{T}$.
Now I'm interested in …
2
votes
2
answers
178
views
Roots of modified polynomials
Consider the following two polynomials:
$$
g=x^3 - x^2 - (c + 2)x + c
$$
and
$$
h=x^3 - x^2 - cx + c
$$
The roots of $h$ are $1$ and $\pm \sqrt{c}$. I am interested in obtaining the roots of $g$, …
1
vote
1
answer
881
views
sign-flipping inverse
Consider this matrix:
$Z=\begin{bmatrix}23.9 & -7 & -17 \\\\ -7 & 23.9 & -17 \\\\ -17 & -17 & 33.9 \end{bmatrix}$
Its inverse is entrywise negative (you can check...) and quite small in absolute val …
0
votes
1
answer
349
views
Moore-Penrose bound question
Suppose that we are given an equation $Ax=b$. The minimum least-squares solution is of course $x_{m}=A^{\dagger}b$. What I want to know is whether there are known bounds on $||x-x_{m}||$. In the probl …
0
votes
0
answers
63
views
Concentration of bilinear forms
This is a bit vague so I'll begin by indicating the motivation. I am looking for ways to [do something interesting or useful] with the self-attention in transformer models. Ultimately the self-attenti …