A powerful object oriented programming language.

learn more… | top users | synonyms

4
votes
3answers
91 views

Machine precision and local error

I'm working with an RKF45 integrator that I have programmed using CUDA C++ on my GPU and am pondering a few questions as I'm trying to track down some issues with my code. I'm using double ...
3
votes
2answers
107 views

Looking for Runge-Kutta 8th order in C/C++

I would like to use Runge-Kutta 8th order method (89) in a celestial mechanics / astrodynamics application, written in C++, using a Windows machine. Therefore I wonder if anyone knows a good library / ...
0
votes
2answers
130 views

Most efficient library to diagonalize exactly large hermitian or unitary matrices

I am working on a physics problem which requires obtaining the exact eigenvalues and eigenvectors of Hermitian and Unitary matrices numerically. Naturally I would like to ask the experts what are the ...
1
vote
1answer
76 views

How to minimize the artefact of a cartesian to polar transform followed by a polar to cartesian transform?

I'm transforming cartesian images into polar images. (x,y) => (angle, radius) I fill the polar image by iterating on each of its pixels and filling them by doing the reverse polar transform. For a ...
2
votes
2answers
56 views

Suggestions for open source C++ library for medium scale non-linear solver

I need to find the root of a nonlinear system (which comes out of collocation, so I will change the order to test). I will likely have about 50-300 variables, and the Jacobian is going to be ...
2
votes
3answers
141 views

How to efficiently assemble global stiffness matrix in sparse storage format (c++)

I am writing a finite element solver in C++. The main bottle neck is assembling the global stiffness matrix in sparse compressed row storage (so far I am only solving steady problems). Because I don't ...
7
votes
1answer
64 views

Do C++ matrix libraries translate compound vector operations to single loops?

I am trying to replicate Fortran90 array syntax using a C++ library. The libraries themselves are discussed at length in this question. They can all do something like this: ...
2
votes
0answers
58 views

Accurate implementation of the logarithm of the incomplete Beta function in C++?

I need an accurate implementation (for use in C/C++) of the logarithm of the incomplete Beta function: $$\log \mathrm{B}(x,y;\alpha,\beta) = \log \int_x^y t^{\alpha-1}(1-t)^{\beta-1}\mathrm{d}t$$ ...
0
votes
1answer
53 views

GMRES: Making the matrix square without solving for boundaries

How do we define the matrix for GMRES, if we do not want to solve the boundary elements but only the interior ones. I am using pentagonal elements so in a row there are 6 elements (cell itself + 5 ...
2
votes
1answer
86 views

Not enough memory for GMRES

After realizing that Gauss-Seidel is extremely slow for my simulation, i wanted to try GMRES and luckily found the C++ code here without diving into the theory. The size of the matrix in my case is ...
2
votes
3answers
85 views

importing PARI libraries ( in C++) with Python

I noticed that Python does not have a good datatype for rational numbers, certainly not for algebraic numbers like $\tfrac{1 + \sqrt{2}}{3}$ or the real root of $x^3 - 5x + 7$. They have the ...
2
votes
5answers
258 views

Fast, lightweight C++ tensor library for dimension-agnostic code

I am looking for a C++ tensor library that supports dimension-agnostic code. Specifically, I need to perform operations along each dimension (up to 3), e.g. calculating a weighted sum. The dimensions ...
1
vote
1answer
70 views

what went wrong with my logistic regression implementation in c++?

I have implemented a simple logistic regression function with IRLS algorithm using the armadillo linear algebra libray ...
1
vote
1answer
135 views

Coding complex equations into C++

I have here equations from a paper by E. Bradlow. They're for counting the events in a Weibull-distributed data set. $$\begin{align} \Pr(N(t)=n) &= \sum_{j=n}^\infty{\frac{(-1)^{j+n}(\lambda ...
7
votes
3answers
998 views

Computational Physics: Python VS C/C++

Going to teach students of undergraduate level a course titled Introduction to Computer Programming. I am confused a bit. In Computational Physics scientists use C/C++ or Python or Fortran,CUDA ...
3
votes
3answers
101 views

Leave openMP theads ready

I have a C++ program that has a double for loop that I'd like to parallelize using opeMP. It is simple (a polynomial product) of varying length (between 100 and ...
0
votes
1answer
47 views

How to use TrangularView class in Eigen C++

For a nonsingular lower or upper triangular square matrix $A$, how to solve such linear system in Eigen: $$A x = b$$
1
vote
1answer
107 views

How can I reuse the SVD of matrix A to solve LS problems for both A and its transpose via Eigen C++?

If $A\in R^{m\times n}, b\in R^m, c\in R^n$, if I need to solve the least square problems via SVD of $A$ and $A^T$, i.e. I need to solve the least square solutions to following linear systems via ...
3
votes
1answer
87 views

What is the most efficient way to obtain the max eigenvalue of a specific symmetric matrix via Eigen C++

Suppose I have a symmetric matrix $A_{1000\times 1000}$, which can be represented by: $A = J G J^T$ where $J$ in 1000x3 is full column rank dense matrix; $G$ in 3x3 is a nonsingular dense matrix. ...
4
votes
3answers
237 views

Which algorithm to use for solving an LP with a very large number of variables?

I'm a newbie at modelling and optimization of LPs. My research problem concerns assigning tasks/jobs to virtual machines in a data centre depending on the least energy cost incurred. As you can ...
4
votes
1answer
122 views

Solver suggestion for many small quadratic problem in C++

I have a C++ program/model that in some parts already use IPOPT (with ADOL-C and ColPack) to solve some pretty large non linear problems. Now in an other part of the program I need to solve a large ...
2
votes
1answer
56 views

How can I efficiently position the different segments of a large vector in Eigen C++?

I have a very large(up to 9 000 000) VectorXi vector defined in Eigen C++ which is read from a data file. The vector consists of 0, 1, 2, ...n segments with ...
8
votes
0answers
193 views

Implementation of Jacobi-Davidson method for cubic eigenvalue problem

I have a large cubic eigenvalue problem: $$\left(\mathbf{A}_0 + \lambda\mathbf{A}_1 + \lambda^2\mathbf{A}_2 + \lambda^3\mathbf{A}_3\right)\mathbf{x} = 0.$$ I could solve this by converting to a ...
2
votes
0answers
207 views

Implementation of the Numerov Method for the 1D square well

I want to solve the Schrodinger via the Numerov Method but I had some troubles. I'm programing in C++, so here is my code: ...
2
votes
1answer
105 views

How to implement the spectral decomposition of a symmetric dense matrix via Eigen C++

Spectral decomposition of symmetric matrix $A_{n\times n}$, specifically, $n=3$ find the orthogonal matrix $Q$ and diagonal matrix $\Lambda$ such that: $A=Q\Lambda Q^T$ How to implement such ...
2
votes
1answer
97 views

How to re-use the coefficient matrix decomposition result when solving linear systems by Eigen C++

My problem needs to solve dense symmetric linear systems something like: A x = b, A y = x, ...
1
vote
1answer
291 views

Particle Tracking Code - MATLAB vs. C++

First some background, I am a mathematician by training with very little formal training in programming. I am most comfortable in MATLAB and have been working with it for a long time. My second choice ...
3
votes
3answers
529 views

C++ Libraries for solving Complex Linear systems Ax=b [duplicate]

I am interested in solving a sparse complex linear system Ax=b where A is a square matrix of complex numbers and b is vector of complex numbers. If possible I would like such a library to be ...
1
vote
1answer
122 views

How to change the dimensions of an Eigen Matrix in a loop?

I have a while loop, in which I use a Matrix A, vectors B and x with varying dimensions: ...
3
votes
2answers
145 views

How to avoid precision loss when handling very long integer constant involved multiple precision computation?

I have a numerical computation problem which requires solving nonlinear equations (with long integers) in multiple precision. I tried an MPFR C++ wrapper from this link by Pavel: mpfr C++ wrapper by ...
3
votes
2answers
188 views

Can the Levenberg-Marquardt algorithm be used for minimization and not fitting

Can the Levenberg-Marquardt algorithm be used for minimization and not fitting? Usually we input the derivative of the function we want to fit in the minimizer. Now if I assume I have an objective ...
2
votes
3answers
1k views

What's the simplest way to graph a 2d array generated in C++ using Windows 7?

This was so much easier in Python (so much so that I'm considering going back to matplotlib for data analysis). But really, trying to figure out ROOT and Boost graph library and mathgl makes me want ...
6
votes
1answer
286 views

Why am I getting so much error for my Runge Kutta Fehlberg solver?

My current project is a reprogramming of a protein folding model involving the solution of thousands of ODEs in C++. I've been making some stop and start progress as I'm writing the solver to run ...
2
votes
2answers
200 views

How Do I solve large systems given UMFPACK memory limitations?

I am trying to solve a system of equations (A x = b) for 3D heat diffusion (i.e. each equation has at most 7 terms not including the constant "b" term) using UMFPACK with boost numeric bindings to ...
0
votes
1answer
540 views

Vertical and horizontal segments intersection (Line Sweep)

Introduction: I have a vertical segment S That i want to move across a plane (Left --> Right), and find intersections with horizontal lines. Problem : The problem which i am having is the ...
3
votes
1answer
155 views

A programming model for Quantum Mechanics angular momenta in Mathematica

I'm writing prototypes for solving the Liouville Equations with Mathematica and C++. Perhaps the question about this may not be suited for this forum in a strict way, but it suits the people here ...
1
vote
0answers
117 views

Practical implementation of spatial binning for rectangular range queries

I have a bunch of polygons and a coarse uniform grid. I want to implement two different range queries, for a rectangle aligned with the uniform grid: Does the rectangle intersect with any polygon at ...
7
votes
1answer
204 views

Exploiting parallelism within a single heterogeneous computing node

I'm looking for a library to exploit parallelism within a single heterogeneous computing node (possibly using Accelerators like Xeon Phi or nVidia's GPGPU's) in a C++ FV/DG code using hierarchical ...
1
vote
1answer
401 views

C+C++ library for inversion of a large scale matrix over cluster

I need to implement a matrix inversion of a very big matrix that currently is exceeding the memory limits of my machine (unfortunately I have little memory running on 32-bit machines). I would like to ...
0
votes
2answers
568 views

Symmetric Matrix Computation (Eigen & C++)

I want to compute a symmetric matrix A from a vector b by: A = b * b'. Does the Eigen library automatically take into account that it does not need to do all calculations to get A (because of the ...
1
vote
2answers
110 views

General Linear Algebra Wrapper Library

I am currently mulling over the idea of taking a code I currently work with and rebuilding it from the ground up to allow for the use of more efficient programming and numerical techniques. In the ...
9
votes
4answers
321 views

Compute $(e^x-1)/x$ near $x = 0$

The function $f \colon x \mapsto (e^x-1)/x$ has singularity near $x = 0$. That singularity can be lifted, though: for $x = 1$, one should have $f(x) = 1$, since $$ e^x = \sum_{k=0} \frac{x^k}{k!} $$ ...
5
votes
2answers
273 views

Three-body problem

I wrote the following program to solve the three body problem (Sun, Earth, Jupiter), initializing the system such that the total angular momentum is 0. The result of the simulation is really bad (and ...
2
votes
0answers
80 views

Lapack++ for QR algorithm

I have recently started using Lapack++ which I found convenient for my programming purpose, in general. Now, I need to solve a matrix using QR algorithm. I've searched the user manual and I found a ...
20
votes
3answers
355 views

What features do users need from an MPI C++ interface?

The 3.0 version of the MPI standard formally deleted the C++ interface (it was previously deprecated). While implementations may still support it, features that are new in MPI-3 do not have a C++ ...
9
votes
2answers
322 views

Testing if two 12x12 matrices have the same determinant

I am given a $12 \times 12$ matrix $Q$ that is symmetric, invertible, positive definite and dense. I need to test if $$\det(Q) = \det(12I-Q-J) \; \; (1)$$ where $J$ is the all ones matrix. I am ...
3
votes
4answers
322 views

Finding the correct Molecular Dynamics library

I just started working on some Biophysics research, and I was looking around for a good MD library to use. There is one right now at the university set up in C, with openMC parallelization, but the ...
4
votes
3answers
224 views

Literature material discussing generic frameworks to solve PDEs

I am trying to gather literature material to study how people propose to implement generic frameworks to solve partial differential equations in C++. Despite my effort to search the web, the only ...
3
votes
2answers
301 views

FEniCS: extracting points from a cell

I'd like to loop over all edges of a simplex (in a mesh). To this end: How can I extract the the points from a cell? This is for the eval method of a C++ ...