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Questions tagged [numerical-limitations]

Questions regarding the limitations of numerical representations of numbers and similar other than their precision.

9
votes
2answers
181 views

Numerical stability of higher order Zernike polynomials

I'm trying to calculate higher order (e.g., m=0, n=46) Zernike moments for some image. However, I'm running into a problem ...
1
vote
0answers
37 views

Limit to volume change in a discretized mathematical model?

I have set up a mathematical model describing the diffusion of ozone out of a gas bubble. The bubble is surrounded by a thin gas film. So actually, the model describes the diffusion of ozone through ...
0
votes
1answer
309 views

Is the exponential function, e^x, very expensive to compute in Matlab and harmful to my computer?

Is the exponential function problematic and very expensive to compute in Matlab? When I write a new term for my model of ODEs that has an exponential term in it, the program almost never finishes ...
12
votes
2answers
732 views

Numerically stable way of computing angles between vectors

When applying the classical formula for the angle between two vectors: $$\alpha = \arccos \frac{\mathbf{v_1} \cdot \mathbf{v_2}}{\|\mathbf{v_1}\| \|\mathbf{v_2}\|}$$ one finds that, for very small/...
1
vote
2answers
140 views

How to deal with big numbers in intermediate calculations?

I have a rather long expression (https://pastebin.com/jUsxdCCs) that is an analytical solution of a set of differential equations generated symbolically from Maple. I need to solve a set of equations ...
10
votes
2answers
367 views

How much regularization to add to make SVD stable?

I've been using Intel MKL's SVD (dgesvd through SciPy) and noticed that results are are significantly different when I change precision between ...
7
votes
1answer
200 views

Does mean removal increase accuracy of numerical differentiation?

I wish to compute the derivative of a vector through numerical differentiation. Let's say, we use a standard 2nd order central difference scheme, to arrive at a differentiation matrix, and apply it on ...
2
votes
1answer
148 views

Chattering effect using ode23s — SDOF with variable spring and periodic input force

I am attempting to model the following SDOF system with a variable spring and having a sinusoidal input, $$m\ddot{x}+(k_0+k_1)x = m(2\pi f)^2\sin(2\pi ft)$$ where $m$ is the mass, $k_0$ the original ...
1
vote
0answers
109 views

Preventing numerical oscillations with Cash-Karp method

I am implementing an ODE solver using the Cash-Karp method on equations with the following form: $$ \frac {d E}{d z} = - \frac {1}{\mu_0c} \frac {d ^2 E}{d z^2} + \frac {i}{\mu_0c}E \tag{1} $$ And ...
3
votes
1answer
126 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, ...
3
votes
0answers
174 views

logsumexp with one very large term and many very small terms

I want to compute an expression of the form: $$L = \ln\sum_i e^{x_i}$$ Suppose that there are many small terms, say $e^{x_i} \approx \epsilon$. If there are $N_\epsilon$ such terms, their ...
4
votes
2answers
333 views

Known issues with eigenvalue numerics?

Are there any known issues (such as precision issues) with $\mathsf{MATLAB}$ eig and charpoly functions for large enough $\{-1,0,+1\}$ matrices? Even if I change $1$ or $2$ entries between matrices ...
4
votes
1answer
601 views

How to calculate dispersion relation from a Finite Difference (FD) wave simulation

I have a python code that calculates the solution of the inhomogeneous acoustic wave equation for a 2D medium with any velocity and source configuration. It was implemented using Finite Differences ...
1
vote
1answer
55 views

Calculate proportions of exponentially weighted factors avoiding underflow problem

I am trying to implement in Python this ratio: $\frac{w_t(i)}{\sum w_t(j)}$ where $w_t(i) = w_{t-1}(i)\cdot\exp{(-x_{t}(i))}$, i.e. the weights are exponentially decreasing without running into ...
1
vote
0answers
558 views

Efficient Implementation of the Log Sum Exp Log trick for Preventing Underflow erros

So I'm constructing a Gibbs sampler for a moderately sized graphical model, and I started encountering underflow errors (the computed relative frequencies were all very small). To get around this, I'...
3
votes
2answers
931 views

How can calculations cause an arithmetic overflow even if the final value fits?

I am reading Algorithm Design Manual by Skiena, which says in Chapter 8, Section 8.1.4 when talking about the calculation of binomial coefficients: Intermediate calculations can easily cause ...