Questions tagged [randomized-algorithms]

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What's the best modern algorithm for recursive least squares?

Recursive least squares can be implemented using the Sherman–Morrison formula to avoid resolving, however, have better methods without $n^2$ cost been developed? I'm interested if there is a good ...
• 111
1 vote
115 views

What is the best cooling and flippling schedule in simulated annealing?

I've noticed that some heuristics for it on my problem which work surprisingly well. I guess it ought to be systematically studied although I cannot find guides or overviews for it.
• 193
467 views

Quick way to find a common basis of eigenvectors between 2 matrices : valid or not?

Following the advise of @Federico Polonion a previous post, one suggested, to find a basis of common eigen vectors between 2 matrices, to simply do : Generate 2 ...
1 vote
46 views

Bipartite Euclidean Matching simple to implement approximate algorithm

I am looking for a simple to implement algorithm for the bipartite euclidean matching problem (or an implementation of any practical algorithm). I am aware of Agarwal's paper, but I would like to ...
• 2,302
33 views

An almost surly fine-time game of coin toss where you win with probability $p$

Given a fair coin and a number $p\in(0,1)$. How do you design a game that finishes in a finite number of tosses with a probability of $1$? And further, with the probability $p$ you win the game. I ...
121 views

Random Orthogonal Matrix Generation

This post is inspired by N. Higham post "What is Random Orthogonal matrix?". In this post, N. Higham links to the two papers: G. W. Stewart, The efficient generation of random orthogonal matrices ...
• 8,701
93 views

Multiscale Simulation of random walker

I want to simulate a system of random walkers (called A) with diffusion coefficient equal to D and other systems of random walkers (called type B) with diffusion coefficient equal to 1000 D. Second ...
3k views

Constructing random divergence-free velocity fields

I am trying to simulate decaying homogeneous isotropic turbulence. As initial condition I want a divergence-free vector-field, i.e, $\mathrm{div} U = 0$. How do I initialize random velocity field in ...
• 129
730 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?
• 259
1 vote
115 views

Creating dense random configuration in for molecular dynamics

I am creating a random configuration of particles for a molecular dynamics simulation, where I would like to guarantee a certain density. The strategy is as follows: choose randomly the positions of ...
173 views

Random access random permutations

I have a large number of parallel processes and a large integer $n$, and want to randomly partition the integers $[0,n)$ among the processes with only $O(1)$ communication. One nice way to do this ...
• 3,969
375 views

How to create a random 3D domain representing a plant's root structure?

I would like to model laminar flow of water from roots to the stem of a plant. At the very end of the roots, the tubes vary from millimeter to centimeter scale in diameter and length. As we get closer ...
• 141