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0
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2answers
31 views

What is 'SOLVER' in R and Statistics/Analytics ?

**strong text**a) I tried to research on what exactly is a SOLVER only to find a not clear-cut simple answer. My doubts still remain after going through several sites full of discussions about it. I ...
2
votes
2answers
76 views

Solving Lx = b for big sparse Laplacian matrices

What algorithm is more practically suited in terms of performance for solving the $\mathbf{Lx=b}$ equation, where $\mathbf{L}$ is a generic Laplacian matrix (associated to a strongly connected graph, ...
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 ...
4
votes
1answer
92 views

Fast way to repeatedly solve a small nonlinear equation system

A small nonlinear equation system (sizes around 12 ✕ 12) needs to be solved repeatedly (millions of times); each time with some variation in parameters/coefficients (although the equation set is ...
1
vote
2answers
111 views

What sparse linear programming solver it is better to use?

I have the following LP problem: $$ \min \limits_{\varepsilon, x_{1}, \ldots, x_{n}}f(\varepsilon, x_{1}, \ldots, x_{n}) = \varepsilon \;\;\;\;\; s.t. \;\;C x \geq 0, \;\; x_{i}^{0} - \varepsilon ...
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 ...
0
votes
0answers
100 views

Salome-Meca, and using a custom solver

I just downloaded Salome-Meca build. I've used Salome previously so I'm competent enough to build geometry, create basic meshes and make surface groups for boundary conditions. What I'm not familiar ...
1
vote
2answers
120 views

Determine the step size in a differential equation numerical solver

How can we define the precision we require in a numerical differential equation solver? What is it that I have to optimize to know? And how do I know that I'm at a sufficient time-step value? For ...
7
votes
2answers
114 views

How do you numerically solve a multivariable ODE system with different time steps per state variable?

If you have a large multivariable ODE system, and certain processes occur at a much smaller time scale, how can you implement a solver that uses smaller time steps for state variables involved in fast ...
3
votes
3answers
118 views

Best method to find the zero of a decreasing function numerically

I need to find the zero of a function $f(\lambda)$ which is of the form $\sum \frac{c_i^2}{(1+\lambda d_i)^2} -1 $. I tried using Newton's method, and it works sometimes, but it is higly dependent of ...
0
votes
0answers
65 views

A question on CHOLMOD

When I change "cholmod_*" to "cholmod_l_" (because the size of my matrix is large, use "cholmod_" will outputs error"problem too large"), it shows " sparse:error: integer and real must match the ...
-1
votes
4answers
263 views

Simple FEniCS problem shape mismatch

EDIT: THE ORIGINAL POST DID NOT MAKE MUCH SENSE, SO I ADJUSTED IT Ok, so I have thought about it, googled it and put some more thought into it. This presentation by the Imperial College in London has ...
3
votes
2answers
215 views

Quadratic Programming: Quadprog

Given a real-rectangular matrix $S$ and inorder to solve this simple quadratic programming problem: Minimize $w'S'Sw = ||S w||^2$ over $w$ subject to $e^Tw = 1$ and $w \geq 0$ using a solver I ...
4
votes
1answer
170 views

Solving Coupled ODE eigenvalue problem

I've been trying to find some resources that would help me figure out how to numerically solve a coupled system of ODEs which is also an eigenvalue problem. The system is something like: $ \tag{1} ...
5
votes
1answer
208 views

Poisson solver on unstructured mesh

For the 2D Poisson equation, there exist on finite difference mesh, some code taking $O(n \log(n))$ operations to solve it on a mesh with $n$ nodes. They rely on Fast Fourier Transform or Block Cyclic ...
4
votes
3answers
591 views

CPU benchmarks for numerical kernels

CPU benchmarks available online mostly focus on desktop apps/games and rarely on serial/parallel numerical kernels, specially sparse ones (e.g., MatMult). Some benchmarks like NAS/SciMark exists but ...