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.
77
questions
2
votes
0answers
27 views
Fast approximate evaluation of Fourier-Legendre series
Suppose I know that a function from $[0,\pi] \to \mathbb{R}$ may be written as
$$
\sum_{k=0}^\infty A_l \frac{2l+1}{4\pi} P_l(r)
$$
where $A_l$ all are known. Is there a way in which I may very ...
0
votes
2answers
68 views
How can I calculate the exponential integral?
(I originally asked this in a different exchange.)
I'm writing a program that uses the prime-counting function. Right now, I'm using x/log(x), but I want to ...
4
votes
1answer
55 views
approximate function such that the inverse of the approximation is “simple”
I have a smooth enough injective function $f:[a, b]\to \mathbb{R}$ which I want to approximate by something that can be computed quickly, e.g., a Padé approximant of low degree,
$$
\frac{\sum_{j=0}^m ...
4
votes
0answers
62 views
Fast approximate solver for vehicle routing problem
I need to solve capacitated asymmetrical vehicle routing problem with time windows on ~30k points. Time limits for calculations are 2 hours. I've tried using Clarke and Wright savings algorithm, it is ...
4
votes
0answers
96 views
MATLAB: Compute the Schwarz-Christoffel transformation symbolically
Suppose we have a conformal mapping from the unit disk in the $\omega$ plane onto the exterior of a polygon in the $z$ plane.
The Schwarz-Christoffel mapping in this case is defined as:
$$f(u) = A - ...
7
votes
1answer
217 views
Size of jump for piecewise discontinuous approximations
If one has a sufficiently smooth function $u$ that is approximated by a piecewise constant function $u_h=\Pi^0_h u$ on a mesh of cell size $h$ (where $\Pi^0_h$ is the $L_2$ projection onto the ...
0
votes
1answer
42 views
Slightly change two vectors to satisfy a constraint
$\vec{a}\cdot\vec{b} \approx c$
$\vec{\alpha} \cdot \vec{\beta} = c$
$\vec{\alpha}$ is close to $\vec{a}$ and $\vec{\beta}$ is close to $\vec{b}$
Given $\vec{a}$, $\vec{b}$ and c, how to find $\vec{\...
2
votes
0answers
151 views
What algorithm does (did?) Excel use for Bessel functions that is discontinuous at x=8?
Writing this comment reminded me of something I noticed years ago about evaluating Bessel functions of the first kind $J_n(x)$ in Excel. (BESSELJ)
I don't use Excel now but at the time I'd checked ...
2
votes
0answers
51 views
Weighted Set Cover in practice, beyond the greedy algorithm
According to the wikipedia page for Set Cover, the greedy algorithm for weighted set cover achieves the polynomial-time approximation bound. There are other techniques for solving Set Cover, such as ...
1
vote
1answer
94 views
Approximation of a non linear problem with python
I need your help to solve a problem I'm working on for school.
My goal is to approximate the coefficients of a weight matrix so that they check particular properties.
So I have $W$ the weight matrix ...
3
votes
2answers
196 views
Image hash similarity matching possible?
I have the following question:
We have two face image files (JPEG), a Matrix of $128\times 128$ with values between 0-255.
We would like to hash both image files using a function $f(x, key)$. Where I ...
2
votes
1answer
89 views
Taylor expansion of error - Finite elements approximation
In some of my computations I calculate a scalar value $\lambda_h$ (in my case an eigenvalue) depending on a finite element discretization of the domain. Usually we can manage to find estimates of the ...
0
votes
1answer
74 views
Which are some good algorithms and heuristics to calculate the similarity between two matrices?
Say I have a matrix like this:
\begin{bmatrix}
0 & 0 & 0 & 1 \\
0 & 0 & 1 & 1 \\
0 & 1 & 1 & 1 \\
\end{bmatrix}
And this one:
\begin{bmatrix}
...
0
votes
1answer
176 views
Linear Least-Squares Point-to-Plane ICP degenerative case
I'm trying to implement Linear Least-Squares Optimization for Point-to-Plane ICP Surface Registration
Paper describes linear approximation for point to plane distance for rigid ICP. This approach is ...
0
votes
1answer
51 views
Chebychev Polynomial derivatives at zero points and extreme points
I was looking for some help with derivatives of Chebychev polynomials at zero points. The recursive expression,
$$
T_{(j+1)}(x) = 2xT_j(x) - T_{(j-1)}(x)
$$
has the derivative
$$
T'_{j+1}(x) = 2T_j(...
0
votes
1answer
427 views
Derivatives of a Chebychev polynomial
I am using Chebychev collocation nodes for approximation, and my problem requires me to calculate derivatives of the polynomial. I have been reading from a few sources, but I am not sure I understand ...
1
vote
0answers
49 views
Computing dilogarithm
I'm measuring the integral of a quantity which, mathematically, requires the computation of a dilogarithm function.
$$\operatorname{Li}_2(be^{ax})$$
where $b$ and $a$ (are real and) can be positive ...
0
votes
1answer
181 views
B-Splines Matlab Package
I'm looking for a good Matlab package/library for B-Splines approximation. Ideally, it would take knots $t_1, \ldots , t_n$, and data points $g(t_1),\ldots , g(t_n)$, and Produce $$Vg :\,= \sum\...
4
votes
0answers
82 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 ...
4
votes
1answer
515 views
Chebyshev approximation by projection vs interpolation
Suppose we want to approximate a function $f: [a, b] \rightarrow \Re$ with a Chebyshev series:
$$ f(x) \approx \sum_{k=0}^n c_k \, T_k\left( \frac{2x-b-a}{b-a} \right) $$
where $T_k(x) = \cos(k\, \...
4
votes
1answer
146 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, ...
1
vote
0answers
34 views
Find alternative path closest to original
I have a set of points in a 2D space. I want to connect the outer points so I get the convex hull. The problem here is that there is a limit to the distance between two points. Let me clarify that ...
1
vote
1answer
46 views
Finding optimal point distance to get desired number of random points in an area
I have a random point generator which takes a distance $d$ and fills an area with points such that distance between any two points is no less that $d$:
I need to control the number of points in the ...
5
votes
1answer
368 views
Polynomial order of an approximation of a section of sine and numerical accuracy
I was playing with the idea that a sine function is periodic. But even within one period there are symmetries, namely the second fourth of a period is the mirror image of the first fourth and the ...
1
vote
1answer
1k views
imaginary time propagation to find ground state wavefunction
I understand the basic idea of imaginary time propagation method:
The wavefunction $\psi(x,t)$ as a superposition of energy eigenstates $\phi_m(x)$:
$$
\psi(x,t)=\sum_m \phi_m(x)e^{-iE_mt/\hbar}
$$
...
1
vote
0answers
44 views
Alternative to two “for” loops in finding best neighborhoods for TSP?
I am trying to solve Travelling Salesman Problems using tabu search. I have been able to successfully find "near enough" optimal solutions (as well as one optimal, yay!).
For the moment I am using ...
3
votes
2answers
298 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 ...
2
votes
2answers
1k views
Methods for fast approximation of convolution
What are the state of the art methods for fast 2D convolution approximation?
I'm familiar with SVD based multiplication and cross approximation approaches, but would be thankful to get additional ...
5
votes
0answers
124 views
Are there any benefits of computable analysis to numerical algorithms
Computers can work only with computable numbers, while most of the algorithms are based on analysis of real numbers (real analysis).
When I heard of the existence of computable analysis I ...
6
votes
1answer
270 views
Does this Algorithm (probably Fourier like) Exist for 2D Shapes? [closed]
Update: Someone changed the title to this post to a possible answer ("Fourier decomposition of parametric shapes") but I changed it to a different title as that makes it clear what I was asking. As I ...
1
vote
1answer
71 views
Expected number of steps before a global optimum is found with Simulated Annealing
I'm reading a technical report on Simulated Annealing: On the Convergence Time of Simulated Annealing, by Sanguthevar Rajasekaran. You may find it following this link.
Given $G=(V, E)$ is the graph ...
5
votes
2answers
2k views
Solving a system of linear equations with only an approximate solution
I have a system of linear equations that is derived partially from experimental data. Theoretically, the system should have a single, exact solution; however, experimental error causes it to not have ...
3
votes
0answers
152 views
Reference Request: Variational Problem
I want to solve approximately the following variational problem:
Given a function $c:[-1,1]^2\rightarrow [0,1]$, constants $p_1...p_n\in \mathbb{R}^+$, $\alpha_1...\alpha_n\in \mathbb{R}$, and $\...
3
votes
1answer
365 views
Efficient Implementation of Taylor Series for Sine
I am trying out a few forms of polynomial expression optimization, and I'd like to improve of what I've got, if anyone has anything they know is better.
Implementation 1:
$$x-\frac{x^3}{3!}+\frac{x^...
6
votes
1answer
401 views
Fast algorithm for computing matrix square root using randomized linear algebra?
Is there a fast algorithm for computing the matrix square root of a real symmetric matrix using random matrices or randomized algorithms?
6
votes
1answer
363 views
Matching/Assignment Problem
I'm not sure how I can represent and solve the following problem.
I have a list of sales (timestamp and quantity) and a list of corresponding inventory draws (timestamp and quantity). What I ...
3
votes
1answer
404 views
Efficiency of an algorithm
I designed an algorithm to find the global minimum of a function and implemented it in MATLAB. And I also implemented the "Tunneling algorithm" for the global minimum of a function in MATLAB.
But now,...
6
votes
1answer
320 views
Problems Implementing the Remez Algorithm
So first off:
*** This code is not being used in production software.
It is a personal project of mine, trying to understand
approximation theory and advanced curve fitting.
In other words, I'm ...
1
vote
0answers
49 views
A better way to compute a double integral involving a infinite series?
Let $D_{\nu}(.)$ is the parabolic cylinder function
(http://mathworld.wolfram.com/ParabolicCylinderFunction.html)
And $\Gamma(.)$ is the Gamma function.
Define
$s_y(\mu,\nu,t,z)=2^{\nu}\...
0
votes
2answers
117 views
Looking for a particular algorithm for numerical integration
Consider the following differential equation
\begin{equation}
p(t) = \frac{\partial q(t)}{\partial t}
\end{equation}
where $t \in (0,\infty)$. I have a build a code that spits out values of the ...
-1
votes
1answer
385 views
Finite Difference for Fourth-Order PDE
How to discretize the following 4th order PDE using finite difference method?
$$\frac{\partial^{2} y}{\partial t^{2}}+\frac{\partial^{4} y}{\partial x^{4}}=0$$
thanks
2
votes
0answers
88 views
Finding most efficient route (distance/number of nodes) that uses nodes at least X amount away from another node
I'm trying to find the "looped" route with the lowest value of D/n, where D=Distance, and ...
1
vote
0answers
62 views
Piecewise linear fitting of a curve in loglog plot
Iam basically trying to fit a curve similar to that shown in fig (a) with 7 straight line segments (ie. 6 knots) as shown in fig (b) and I need to get the optimum knot positions. This is a tripartite ...
1
vote
1answer
118 views
What are good parametrizations of rational functions for response surface models?
For fitting a response surface model to a physical process, I have 3-4 relevant "signals", like a feature density, a signal based on a feature width, or a signal based on a distance to the next ...
0
votes
0answers
65 views
approximation of nonlinear time-dependent system with history
I have two time-dependent coupled equations. One of which is several orders of magnitude more computationally demanding than the other. I am trying to use machine learning to reproduce the behavior of ...
5
votes
2answers
399 views
Computation of multipole expansion of potential not converging
According to Beatson and Greengard's short course on FMM:
( Eq. 5.15 & 5.16 setting k=1, q=1 )
We can approximate a potential $\phi = 1/(r-R)$ using:
$$ {1\over |\vec{r}-\vec{R}|} = \sum_{n=0}^{...
3
votes
1answer
336 views
Computing the (non-convex) boundary of a set of paths between two points
I have a set of paths between two fixed points (marked in red below). Each of these paths consists of an ordered series of $\{x, y\}$ points (marked in blue).
I am trying to find the ordered set of ...
1
vote
1answer
214 views
What is the algorithm that matlab used in its built-in function 'pca'?
Do anyone know what is the algorithm that MATLAB used in its built-in function "pca"?
I have the following data set:
148.9820 55.8438 210.2150
149.3030 56.8891 208.4280
151.4400 ...
2
votes
0answers
90 views
Algorithm for optimizing graph interconnectivity
I have a partiuclar kind of graph problem and (not having a background in graph algorithms) I would like to know how this kind of problem is called in the literature and what algorithms exist for ...
1
vote
1answer
2k views
Effect of Initial guess B (approximate Hessian) on BFGS algorithm
I am trying to implement BFGS. The purpose is to approximate Hessian matrix only (not using the quasi-newton optimization steps), so i am using steepest ascent for optimization. What I observe is that ...
