# Questions tagged [approximation]

A method of finding nearly-optimal solutions to a problem. Generally, this terminology is applied to algorithms and heuristics for solving NP-Hard problems in computer science.

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### Approximate spectrum of a large matrix

I want to compute the spectrum (all the eigenvalues) of a large sparse matrix (hundreds of thousands of rows). This is hard. I am willing to settle for an approximation. Are there approximation ...
0answers
84 views

### Extrapolation after successive finite element refinement

I wish to compute a certain function $\lambda$ (in my case an eigenvalue of the Laplacian) to a certain accuracy, which I wish to guarantee, if possible. I started with a finite element method. I know ...
2answers
408 views

### Interpolation with the roots of orthogonal polynomials & Spectral expansion

I'm a bit confused about the relationships between these two approximation methods mentioned in the title. Does this kind of interpolation also belongs to the field of spectral methods? Are the ...
1answer
981 views

### Numerical methods for inverting integral transforms?

I'm trying to numerically invert the following integral transform: $$F(y) = \int_{0}^{\infty} y\exp{\left[-\frac{1}{2}(y^2 + x^2)\right]} I_0\left(xy\right)f(x)\;\mathrm{d}x$$ So for a given $F(y)$ ...
1answer
123 views

### Floating point and global error in Euler Method

Inspired by this answer, I tried to understand when floating point errors come into visibility and to check it also comparing the plot of the numerical solution with Explicit Euler with the analytical ...
1answer
185 views

### Numerical evaluation of the Exponential Integral Ei by rational Chebyshev approximations fails

I am trying to evaluate the Exponential Integral $Ei(x)=-\int^{\infty}_{-x}\frac{e^{-t}}{t}dt$ for $x>0$ (interpreted as the Cauchy principal value) by using rational Chebyshev approximations, ...
1answer
66 views

### Linearization of Remez algorithm rational case

In the rational case, we are interested to find polynomials $P(x)$ and $Q(x)$ s.t. $f(x_k)-P(x_k)/Q(x_k)=(-1)^kE$ for $k=1,2,\ldots, N$ where $N=deg(P)+deg(Q)+2$ This can be rewritten as  (1)~~~~~~(...
2answers
416 views

### closed form approximation of matrix inverse with special properties

I'm trying to find some theory to help me explicitly express the inverse of a matrix (or a close approximation of the inverse). My matrix has the following properties: invertible positive definite ...