Questions tagged [c++]
A powerful object oriented programming language.
1
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0answers
85 views
Good C++ optimization library for BFGS
To implement maximum likelihood estimators, I am looking for a good C++ optimization library that plays nicely with Eigen's matrix objects. Eigen has some capability of interfacing of its own but if ...
1
vote
0answers
33 views
FFTW on subarray with MPI
With the guru interfaces of FFTW, I can apply transforms only to parts of a multidimensional array by modifying the fftw_iodim ...
1
vote
0answers
60 views
$ A * B $ computation when B is a symmetric matrix in armadillo [closed]
Is there any way to multiply a symmetric matrix by a dense one in armadillo(and use the fact that we have a symmetric matrix)? I know about DSYMM Routine in BLAS,...
-1
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2answers
229 views
Does armadillo library slow down the execution of matrix operations?
I've converted a MATLAB code to C++ to speed it up, using the Armadillo library to handle matrix operations in C++, but surprisingly it is 10 times slower than the MATLAB code!
So I test the ...
4
votes
3answers
325 views
Efficient eigen-decomposition of covariance matrix
I am looking for an C/C++/Python algorithm implementation that calculates eigenvalues and eigenvectors of a symmetric, positive semidefinite covariance matrix.
A general-purpose eigen-decomposition ...
0
votes
1answer
77 views
Looking for a converter of AMPL/GAMS models into C code
I've done an extensive web search, but could not find an option. Conversion between model formats is available, but conversion of objective function and constraint equations into C code seems absent. ...
2
votes
2answers
134 views
Integration of a diverge function in c++ GSL Library
I am trying to perform an Integral of Hypergeometric function 2F1(a,b,c,x) from -1 to 1 for some good values of $a,b,c$ (lets say $a=1,b=2,c=3$) .
I did it in ...
3
votes
1answer
61 views
MD Simulation: Reference for the Neighbor's List Method
With a rather basic knowledge in C++, I have written my own MD simulation code. Currently, I calculate forces in the most naive way: I go through all the atoms and account for their interactions. This ...
1
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0answers
52 views
Dense decomposition of very non-square matrices
I have inherited code that solves Eigen::Matrix problems using the code shown on this page:
...
0
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1answer
275 views
I've developed a derivative-free optimization method, looking for comments
Here is the URL: https://github.com/avaneev/biteopt
I've tested it on numerous global optimization benchmarking functions (included), and on real-world hyperparameter optimization problems I have. ...
2
votes
0answers
48 views
Looking for a version of DSDP that is less prone to integer overflows than the original
I am working on a problem that involves semidefinite programming (constrained optimization of fairly large positive definite matrices). The software is written in C++ and calls DSDP 5.8 to solve the ...
1
vote
2answers
229 views
2D Ising Model, heat capacity decreases with lattice size
The problem
I'm trying to make a metropolis simulation of the 2D Ising model.
Basically, it's the following, for each monte-carlo step:
Visit each lattice site,
Compute energy required to flip ...
0
votes
1answer
58 views
Wanting an explanation of the variables in Iterative PCA algorithm
I've been trying to implement the CPU GS-PCA algorithm in this paper .
The code starts on page 28
I have a program written a script in python which gives the same output as the C++ program in the ...
0
votes
1answer
25 views
combinatory exploration c++ [closed]
I have n spots with 2 possible positions each.
I would like to explore all of this possibilities in C++ using loops (or something else if there is a better option).
I was thinking of looping from 0 ...
0
votes
2answers
450 views
Physics Simulation in C++
OK, I know a bit of C++ (very basic syntax), and I want to do physics simulation in C++, like stuff like (also the things mentioned here):
Ripples and waves over a 2-d surface
Vibrating string/...
0
votes
1answer
151 views
C++: Efficient library for dense linear algebra operations (determinant & principal minors)
I usually work with Python, but my basic knowledge of c++ allows me to switch when I need to increase the speed of my code.
Currently, I have a python script that (among other things) computes the ...
0
votes
1answer
79 views
How to do a Generalized Complex Schur (or QZ) Decomposition with Eigen C++? [closed]
I would like to do a Generalized Schur (or QZ) decomposition for a pair of complex matrices $A$ and $B$.
I found the following class:
...
6
votes
2answers
182 views
Recommended language/environment for large scale semi-continuous biological models
We have a fairly large (maybe 1000 equations) differential-algebraic equation model written in ACSLX, an obsolete modelling environment similar to Modelica. The model represents the evolution of a ...
2
votes
0answers
108 views
What could be causing multi-dimensional numerical integration inconsistency?
I'm trying to numerically integrate a multi-dimensional expression. The integrand is complicated; for example this is the integrand for $N=4$:
$$\begin{aligned}&x_1^6x_2^5x_3^3x_4^2(x_1-x_1x_2)(...
0
votes
1answer
69 views
Is the time step size of a Rosenbrock method for stiff systems iteratively calculated?
I have an ODE system of the general form
y' = k(y)(x) + q(z)(x)
x' = a(z)(x) + b(x)(x)
where k,q,a and b are also dependent on the states x and y. The ...
7
votes
2answers
137 views
Generating set of points on a surface defined by constraint
I'm writing a differential geometry library, and one minor convenience I'd like to offer is to generate a set of points on a surface given by a constraint. For example, for a sphere,
$$x^2+y^2+z^2-r^...
1
vote
0answers
126 views
Newton - Raphson method : maxima of function in 2 variables
I am computing the maximum of a function (with two-variables) using Newton-Raphson method. The function is : $e^{-(x \ - x_0)^2 - (y \ - y_0)^2}$, whose maxima exists at $(x_0,y_0)$.
The Jacobian ...
1
vote
2answers
214 views
C++ template design pattern for groups (algebra)
Having both programmed my share of c++ and studied some beginners group theory some year ago, I got curious about this...
Is there any particularly popular template based (object oriented) design ...
1
vote
2answers
751 views
Solving the 1D Particle-in-a-Box using C++
I've just finished learning the physics behind the problem and would like to write a program in C++ than can solve the problem. I'm actually stuck at the start. I've quite a bit of research, the ...
2
votes
2answers
165 views
Inverting big symmetric and singular matrices
In this post I found a very similar probem to the one I have, but not a satisfactory answer for my purposes.
I have a set of matrices $C_\ell$. They are exactly symmetric by construction. ...
3
votes
0answers
219 views
Using C/C++ for Markov chain Monte Carlo (MCMC) methods
I'm working on optimizing the parameters of a mathematical model to fit experimental data, using an existing formula for the likelihood of observing the data given a set of parameter values. At the ...
5
votes
1answer
110 views
Simple Monte Carlo in C++, result dependent from seed
I implemented as an exercise a program to sample the statistics of the escape time of a Brownian particle in a potential well. I used the Euler-Maruyama method to numerically integrate the ...
0
votes
1answer
302 views
Speeding up ODEINT stiff example [closed]
I am trying the implement the following odeint solver example but my differential equations are different.
https://github.com/headmyshoulder/odeint-v2/blob/master/examples/stiff_system.cpp
The ...
1
vote
2answers
122 views
Sign of integer determinant 4 by 4
I'm in the context of this publication: http://www.gilbertbernstein.com/resources/booleans2009.pdf
I applied quantization to my point coordinates: All coordinates are integer lying in [0, 2 power 20]....
4
votes
1answer
106 views
Using GSL for basic operations
I am learning C/C++ for Scientific Computing and I have a question regarding the usage of scientific libraries for basic operations.
Suppose I have to write a small program in C for a bioinformatics ...
0
votes
0answers
84 views
Inbuilt function in C++ to return the value of $c$ in from the CDF $F(c)$ in the case of $t-$ distribution?
I was coding for calculating the confidence interval for mean $\mu$ of the Normal Distribution with unknown $\sigma^{2}$.
In between the algorithm I have to calculate $c$ in $F(c) = \frac{1 + \gamma}{...
4
votes
1answer
325 views
2D numerical integration with infinite limit (C++)
In order to integrate a two dimensional function of the form
$$\int_{1}^\infty \int_{-\sqrt{x^2-1}}^{\sqrt{x^2-1}} e^{-x} \rm{d}y \rm{d}x,$$
I have been attempting to use the following code (written ...
1
vote
1answer
271 views
LAPACK sorting eigenvalues differently each time
I'm using LAPACK zgeev routine to get eigenvalues and eigenvectors of a symmetric matrix in C++. Problem is zgeev is being called in a loop but it sorts eigenvalues (and eigenvectors) differently ...
1
vote
0answers
69 views
MPI_Finalize() only some processors
I want to develop a distributed algorithm with MPI which have load balancing capability. But there is a situation that I'm not very clear about, which is, when the number of tasks is less than the ...
0
votes
2answers
193 views
Matlab, Mathematica & LAPACK returning 3 different eigenvectors
(I'm not sure which of math.se / stackoverflow / scicomp.se is the right place to ask this question)
I have a C++ code which generates a complex matrix and then calculates its eigenvalues and ...
1
vote
0answers
64 views
lightweight implementation of semiempirical quantum chemistry (e.g. MNDO,AM-1,PM3)
I'm searching for semi-empirical quantum chemistry solver which would be easy to integrate into my own software. I found a few implementations which can be in principle used e.g. MOPAC, ORCA, SQM some ...
0
votes
2answers
104 views
Spherical volume integral from pre-calculated points - which algorithm is best?
I need a fast and accurate method to calculate 3d spherical volume integrals.
I have pre-calculated data of high precision that just needs a few trivial manipulations before each integration step - ...
0
votes
1answer
70 views
Questions about implementing an electromagnetism/photonics solver package
I am hoping to start (very slowly) on implementing some form of a computational photonics/electromagnetism package. I know things like Meep, S4, FDTD++, EMPy, and a host of other proprietary/free/...
-3
votes
1answer
2k views
C++ - Expression must be modifiable lvalue [closed]
I am new to C++.
I am trying to set up a very basic TCG game (with only minion with no text).
I think my issue might be linked with pointer.
Below are the functions and attributes:
...
2
votes
1answer
1k views
Simple open-source Quantum chemistry or DFT code in C/C++
I know lot of density functional packages in fortran, including one which we are developing in our group (Fireball-DFT) but I don't like fortran very much and I would like something which is easier ...
2
votes
3answers
1k views
A good, simple book/resource on Parallel Programming in C++ for scientific computing
I am a Mechanical Engineering grad student, currently working on a project which will be scaled up in the new future to require quite some processing power. I am using C++ for the code that I have, ...
1
vote
0answers
75 views
Problem in analyzing the program of Gauss Jordan Inverse problem
I had to code a program which calculates Inverse of a matrix by Gauss-Jordan Inverse method , I was trying to analyse the program and then code it myself.
the link
http://hullooo.blogspot.in/2011/...
1
vote
0answers
63 views
Is MATLAB feasible for app deployment versus lower level languages [duplicate]
MATLAB/Octave is a pretty useful language for prototyping scientific computation use cases, however I would like to know if the sheer nature of being a high level language bottlenecks how fast the ...
1
vote
1answer
458 views
Improve numeric stability of subtraction in C++ [closed]
I'm writing a matrix library in c++. After some debugging I found that a simple double difference is not zero for two "equals" numbers. This is due how double are represented in a computer of course. ...
4
votes
1answer
195 views
SLEPc eigensolvers take long time to converge for large sparse symmetric matrices
I am leveraging the SLEPc library for solving the first $k$ (where $k = 3$ or $4$) eigenvalues and their corresponding vectors for a matrix of size 200,000. The matrix is sparse and symmetric. I ...
7
votes
3answers
1k views
Method to check for positive definite matrices
I think it's already been asked, but I still can't figure out a way to do it computationally.
I had to check for positive definiteness of an $n \times n$ matrix $A$. I know that for any nonzero ...
1
vote
2answers
526 views
LU decomposition of large dense matrices
I wanted to generate LU decomposition of large size dense matrices ($N>10^7$), the LU decomposition I'm currently using is based on Adaptive Cross Approximation and is taking very long time to ...
0
votes
1answer
48 views
Passing in a vector from this particular matrix class floating around online [closed]
I am using this matrix class here to assist me in converting this Least Squares algorithm that prices American options that is written in Matlab in C++. My question is pretty simple. I want to pass in ...
0
votes
1answer
425 views
two level iterators C++ [closed]
I am trying to implement a two level iterator as I will now describe. Basically I have a "vector of vectors" and I want a single iterator that will loop over all the objects in the vector of vectors.
...
6
votes
3answers
670 views
Efficiently computing the product of a multi-dimensional matrix (or tensor) and vectors
Update: Thank you very much for all of you who answered below. I'm studying each answer now. In the long term, I'm more interested in solutions that work for sparse tensors (sorry I should have ...
