# Questions tagged [numerical-limitations]

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

17 questions
2answers
160 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 ...
0answers
35 views

### Numerically stable way to evaluate $\log{ \sum_i{e^{p_i}} }$ given $p_i$ [duplicate]

Typically the expression $\log{ \sum_i{e^{p_i}} }$ will have the same order of magnitude as the largest $p_i$, but numerically moderately large $p_i$ will result in overflow during floating-point ...
0answers
36 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 ...
1answer
286 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 ...
2answers
623 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/...
2answers
138 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 ...
2answers
337 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 ...
1answer
197 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 ...
1answer
140 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 ...
0answers
103 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 ...
1answer
118 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, ...
0answers
166 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 ...
2answers
316 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 ...
1answer
579 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 ...
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 ...
0answers
531 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'...
2answers
924 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 ...