Questions tagged [c++]

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2
votes
1answer
512 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 <...
0
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1answer
177 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 ...
1
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1answer
146 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 ...
2
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3answers
382 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 ...
1
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1answer
1k 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 ...
2
votes
1answer
323 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 ...
12
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1answer
837 views

Replacing Mathematica's QuasiMonteCarlo integration in C++

I have a Mathematica program which performs some integrals in 3 or 4 dimensions using the QuasiMonteCarlo method. The problem is, it takes an annoyingly long time ...
18
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5answers
2k views

Parallel Scientific Computation Software Development Language?

I want to develop a parallel scientific computation software from scratch. I want some thoughts on which language to start. The program involves reading/writing data to txt files and doing heavy ...
1
vote
1answer
891 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 t^c)^...
10
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1answer
678 views

What is the impact of C++11 move semantics in the context of scientific computing?

C++11 introduces move semantics which can, for example, improve code performance in situations where C++03 would need to perform a copy construction or copy assignment. This article reports that ...
13
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2answers
1k views

Why would a computational scientist need to implement their own version of std::complex?

Many of the better-known C++ libraries in computational science such as Eigen, Trilinos, and deal.II use the standard C++ template header library object, ...
3
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3answers
1k 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 ...
1
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1answer
1k 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 ...
4
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1answer
226 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. ...
2
votes
1answer
85 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 ...
4
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1answer
984 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
513 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
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1answer
967 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
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3answers
3k 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 ...
9
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2answers
13k views

C++ library for nonlinear constrained minimization

I am currently trying to solve nonlinear constrained minimization problem as implemented in matlab "fmincon" function. My expectations are, minimize(fun1,x0,uB,lB,fun2) where x0 is initial state, fun1 ...
3
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1answer
3k 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
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2answers
663 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 ...
4
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2answers
335 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 ...
8
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1answer
1k 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 ...
3
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2answers
1k 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 C++....
0
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1answer
7k 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 following:...
7
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1answer
354 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
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0answers
348 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 ...
0
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2answers
2k 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 ...
6
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2answers
2k views

Which libraries have good implementations of Basis splines?

I'm looking to use the finite element method with B-splines as my function basis. Which C/C++ libraries have good B-spline support? Specifically, I'm looking for an implementation of a stable ...
2
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2answers
137 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 ...
5
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2answers
1k 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 ...
3
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2answers
3k views

In C++, how do you calculate the analytical value of $\int_a^b \left|\sin x \right|\,dx$?

How would I find the definite integral (between any 2 limits, say a and b) of the absolute value of sin(x)? I can calculate for the interval 0 to Pi, and from 0 to 2*Pi, but what if the user enters a ...
2
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0answers
120 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 ...
4
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3answers
468 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 ...
10
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3answers
3k views

How to build a recursive spline function in C++

At the moment I am working on a differential equation solving method called basis-spline collocation. What I am having trouble with is building a method to build an arbitrary order spline, with the ...
3
votes
2answers
834 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++ ...
0
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1answer
51 views

Cells segregation

There is unstructured grid which contains only quadrangles cells. Each cell has 4 neighbors, and known them (has a pointer to them). I can iterate through all cells in the grid. Some cells are marked ...
3
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1answer
69 views

Library for solving a linear selection problem in a distributed memory machine

I need to solve a very large O(10^10) linear selection problem in a distributed memory machine, is there any library that will solve it for me? In shared memory ...
5
votes
1answer
130 views

Use Butterworth and Chebychev filters

I need to calculate frequency response, phase response and apply to signals the Butterworth, Chebychev1 and Chebychev2 band-pass filters. I'm developing in C++ with Qt, and I'm looking for algorithms ...
6
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1answer
2k views

Flexible Mesh Framework

I am looking for flexible and easy to learn mesh framework which provides data structure for representing and manipulating meshes in 2D i 3D. I've already found a few: MSTK https://software.lanl.gov/...
3
votes
2answers
113 views

Are matlab C library versions backwards compatible?

I have some C++ code that links to matlab2008b. Are matlab 2012a and 2012b backwards compatible with 2008b? If it's not trivially compatible, are there some simple steps to make it compatible?
9
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4answers
487 views

Hosting site for a small scientific library

For my research work I have been developing a small C++ library aimed at facilitating the communication between C++ computational codes and Octave/Matlab (when the latter is used for post-processing ...
9
votes
3answers
1k views

Recommendations for a lightweight/no-install C or C++ based dense linear algebra solver

Most of my programming is one-off research codes in C for my own use. I have never distributed any code to other than close collaborators. I have developed an algorithm that I am publishing in a ...
3
votes
1answer
670 views

SQP optimization algorithm tuning advice

I am using a stable version of SQP algorithm from a lib. Parameters setting is left to the developer, althought default values are at hands. I launch solver on very simple optimization problems s.a. ...
24
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4answers
2k views

When should I use C++ expression templates in computational science, and when should I *not* use them?

Suppose that I'm working on a scientific code in C++. In a recent discussion with a colleague, it was argued that expression templates could be a really bad thing, potentially making software ...
7
votes
2answers
620 views

transitive floating point comparison with (absolute) tolerance

I want to compare two floating point numbers for equality relative to a known absolute tolerance. However, this is inside an algorithm I wrote quite some time ago, and I believe the logic of that ...
12
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3answers
1k views

Blaze linear algebra library?

The paper "Expression Templates Revisited: A Performance Analysis of Current Methodologies" in SIAM Journal of Scientific Computing references the "Blaze" linear algebra library. I haven't heard of it ...
6
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2answers
513 views

Recommendations for a usable, fast GPL-compatible derivative-free numerical optimization library that can be interfaced to C++

I am dealing with optimization of functions for which I do not have derivatives available, and the optimization is not constrained. I am searching for a high quality GNU Public License-compatible ...