All Questions

12
votes
0answers
2k views

Comparing Jacobi and Gauss-Seidel methods for nonlinear iterations

It is well known that for certain linear systems Jacobi and Gauss-Seidel iterative methods have the same convergence behavior, e.g. Stein-Rosenberg Theorem. I am wondering if similar results exist for ...
11
votes
0answers
2k views

Alternatives to hdf5

I've been using HDF5 for years, but as the size of the dataset grows I'm starting to experience the same problems listed here http://cyrille.rossant.net/moving-away-hdf5/ Can you point me to a ...
11
votes
0answers
297 views

Sequential approach to solving coupled PDEs

I'm dealing with a coupled system of three transient, non-linear convection-diffusion equations. Let's just say to simplify the problem that they take the following form: $$ -\nabla\cdot(D_{1}(u_{2},...
11
votes
0answers
306 views

Operator Splitting methods for DAEs

After doing some research, I've found that most of the literature on operator splitting methods (e.g. Strang Splitting, Fractional Step, etc.) are specifically designed for a standard problem type of ...
10
votes
0answers
420 views

Fast Eigenvalue and SVD Solver for Structured Matrices

I am looking for a fast Eigenvalue and SVD solver for small dense structured matrices (Hankel and Toeplitz). I have searched for efficient implementations in libraries like MKL but I am not able to ...
9
votes
0answers
105 views

Are there shortcuts for numerically approximating systems of ordinary differential equations when autonomous?

Existing algorithms for solving ODEs handle functions $\frac{dy}{dt} = f(y, t)$, where $y \in \mathbb R^n$. But in many physical systems, the differential equation is autonomous, so $\frac{dy}{dt} = f(...
9
votes
0answers
136 views

Inverse problem in linear ODE

I have a linear ordinary differential equation (ODE) with a system matrix with constant coefficients: $$\dot{y}(t) = \mathcal{A}\; y(t), \quad y(0) = y_0$$ with $y(t) \in \mathbb{R}^{n \times 1}$ and $...
9
votes
0answers
108 views

Are there any standardized file formats for point group character tables?

Character tables are an important tool for symmetry analysis in many computational chemistry software packages. Are there any standardized file formats for point group character tables? This may seem ...
8
votes
0answers
96 views

How to find a good preconditioner to the system $(A^T A + \lambda I) x = A^T b$?

The system in the title has a damper factor $\lambda > 0$ and the matrix $A$ is sparse and rectangular, with a structure I can exploit to solve matrix vector products very fast. My current solver, ...
8
votes
0answers
173 views

Imbalance of variables in Mixing Newton's method and Linear solver for a Non-linear system

Problem Solving a non-linear system of equations. The number of variables is the same as the number of equations. When I fix a set of variables (say $\vec{y}$) and keep another set free (say $\vec{...
8
votes
0answers
394 views

Numerical implementation of the Dirichlet-to-Neumann map

I am solving the Dirichlet problem $$ \begin{cases} \Delta u = 0, \\ u|_{\partial D} = f, \end{cases} $$ in a $2d$ domain $D$ using the finite element method. What I want to get is the ...
8
votes
0answers
130 views

Tucker factorisation to compare multiple PCA decompositions?

This is an entry-level question for multiway matrix decompositions. I have a set/population $k$ of entities (here biological cells) for each of which I also have a number ($l$) of flavours of length $...
8
votes
0answers
2k views

Best Open Source BLAS / LAPACK package

I was wondering what is a more optimized open source BLAS/LAPACK package with respect to modern multi-core processors (Haswell and beyond). Is there any distribution that can attain performance close ...
8
votes
0answers
375 views

Implementing std::nextafter: Should denormals-are-zero mode affect it? If so, how?

This might be the wrong stackexchange site for this question. math.SE, cs.SE, programmers.SE, and of course stackoverflow are all possibilities. I'm hoping to reach an audience that might actually ...
8
votes
0answers
181 views

Time advance in Adaptive Mesh Refinement method

I am working on solving complex system of 2D PDEs governing the behaviour of plasma in a gas lamp during discharge. Recent tests have shown that because of steep gradients in temperature field and ...
8
votes
0answers
205 views

Wanted: sequences of linear systems for recycling Krylov solver analysis

In the solution of sequences of linear systems $$A_ix_i=b_i\quad\text{for}\quad i=1,2,\dots$$ with Krylov subspace methods, data can be recycled from already solved linear systems in order to speed up ...
8
votes
0answers
308 views

Updating matrix diagonal with Woodbury matrix identity and maintaining numerical accuracy

I have a dense matrix A and its corresponding inverse $A^{-1}$. The Woodbury matrix identity states: $$ (A + UCV)^{-1} = A^{-1} - A^{-1}U(C^{-1} + VA^{-1}U)^{-1}VA^{-1} $$ I wish to perform small ...
8
votes
0answers
398 views

Simple turbulence model appropriate for buoyancy-driven cavity like problem

Which turbulence model is suitable for resolving incompressible buoyancy-driven flow of a fluid within an cylindrical ampoule? I prefer turbulence model which is sufficiently simple so that fully ...
8
votes
0answers
427 views

What's a good numerical/optimization software package for solving the 2-D optimal stopping problem?

I am looking for a numerical software package to help me solve the 2-dimensional "free boundary" PDEs that arise in optimal stopping problems. In one dimension a standard optimal stopping problem in ...
7
votes
0answers
102 views

Review of modern homotopy methods and practical techniques

I'm hoping someone can recommend recent literature concerning homotopy methods for solving systems of nonlinear equations. Already by the time of Layne Watson's 1986 paper there were a lot of methods,...
7
votes
0answers
109 views

Do practice and theory differ substantially when implementing Neumann Boundary Conditions using a Mixed Method?

I have implemented a pretty straightforward finite element solver for the following Poisson equation. For the purposes of this question we can assume the source term and the Dirichlet data both ...
7
votes
0answers
182 views

Eigenvalue with largest imaginary part

Iterative eigensolvers such as ARPACK, give the option to find a subset of the eigenvalues which have the largest imaginary part. My question is how do these algorithms work. As I understand it, ...
7
votes
0answers
114 views

Good numerical method for solving the Kadomtsev Petviashvili equations. Is there an analytical solution?

I need to solve the Kadomtsev Petviashvili (KP) equations $$\partial_x(\partial_t u+u \partial_x u+\epsilon^2\partial_{xxx}u)+\lambda\partial_{yy}u=0 $$ where $$\lambda=\pm 1 \;.$$ My questions ...
7
votes
0answers
394 views

DIIS method to accelerate SCF convergence for stretched geometries

I am implementing from scratch an Hartree-Fock calculation in the STO-3G basis set to perform Born-Oppenheimer molecular dynamics. I have a Restricted Hartree-Fock procedure that can reproduce very ...
7
votes
0answers
133 views

Accelerated convergence for Sparse NMF

In the Non-Negative Matrix factorization (NMF), you basically compute an approximation of a given matrix $V \in \mathbb{R}_{+}^{n \times m}$ into matrices $W$ and $H$ such that $W \in \mathbb{R}_{+}^{...
7
votes
0answers
300 views

Energy conservation in the solution of the Helmholtz equation

This might be a silly question, but I know very little about the theoretical properties finite elements, so here goes. Suppose you were to solve the Helmholtz equation (let's say in 2D) with a ...
7
votes
0answers
135 views

Potential Reduction and Primal Path following methods

In both the potential reduction and primal path following interior point methods for linear programming, a barrier function is constructed which contains the terms $-\sum \log x_j$ where $x_j$ are the ...
6
votes
0answers
50 views

Quadrature methods for peaky integrands

Consider $$ I = \int_{-L}^L f(x)dx, $$ where $f(x)$ is real-valued and analytic on $[-L,L]$, but it has a pole in the complex plane whose real part lies in $[-L,L]$. Call it $z_0$, and assume it is a ...
6
votes
0answers
111 views

An invertible matrix that minimizes the norm of the product with a given matrix

Given a fat matrix $B \in \mathbb{C}^{n \times m}$ (where $m > n$) with full row rank, I would like to find (numerically) a full-rank matrix $A$ that minimizes the Frobenius norm of the product $A ...
6
votes
0answers
151 views

Fast Automatic Differentiation for numpy?

I would like to use automatic differentiation to calculate gradients to function written in numpy. I've come across a number of packages, including autograd tangent chainer But none of them seem ...
6
votes
0answers
90 views

Finding the smallest root of a function on $[0, \infty)$

I would like to find the smallest real root of a 1-D real-valued function $f(x)$ on the domain $x\in [0,\infty)$. In this problem, I can make the following guarantees on $f$: $f$ does have a root at ...
6
votes
0answers
193 views

Speed and accuracy of Strassen vs Winograd matrix multiplication algorithms

I am doing work which requires as fast matrix multiplication as possible and just want to double-check with this community that the Winograd variant of Strassen's MM algorithm is the fastest practical ...
6
votes
0answers
110 views

Element-wise thresholding a low-rank matrix in O(n) time?

Define the element-wise thresholding operator $T_\tau(\cdot)$ with threshold $\tau$ as $$ [T_\tau(X)]_{i,j} = \begin{cases} X_{i,j} &\mbox{if } |X_{i,j}| \ge \tau, \\ 0 & \mbox{if } |X_{i,j}|...
6
votes
0answers
210 views

Understanding Boundary Condition in FEM

I am trying to understand Dirichlet and Neumann boundary conditions in FEM and I wanted to know if my inference is correct. To articulate my understanding, lets consider a simple case of TE and TM ...
6
votes
0answers
147 views

Multi-matrix orthogonal basis problem

Suppose we are given a set of symmetric, positive definite matrices $A_1,A_2,\ldots,A_k\in\mathbb{R}^{n\times n}$. Is there any numerical method or reduction to a known problem (e.g. eigenvalue ...
6
votes
0answers
112 views

Roots of transcendental equation involving bessel functions

I need an efficient way to numerically find the first $n$ positive roots $\lambda_n$ of the transcendental equation $$ \dfrac{J_0 (\lambda_n r) Y_1 (\lambda_n) - J_1 (\lambda_n) Y_0 (\lambda_n r)}{...
6
votes
0answers
168 views

What can be done with Finite Element Method and not with the Finite Volume Method, and vice versa?

What are some applications where you would absolutely go for either FEM, but not FVM, or vice versa? What are some applications where both methods are equally suited? I worked with the FEM so far and ...
6
votes
0answers
104 views

How to optimally choose points for multivariable Hermite interpolation?

I have a multi-variate, continuous function $f$ from $R^n$ to $R$, which I can query for its output for any input. I would like to create interpolation polynomial for it. In one-dimensional case ...
6
votes
0answers
185 views

Numerical integration using interval arithmetic, nowadays

Is there now a package for rigorous numerical integration that uses interval arithmetic and has access to a well-developed library of special functions? By "well-developed", I mean something that, at ...
6
votes
0answers
279 views

Optimization on the manifold of stochastic matrices

So I have an optimization problem of the form $$\text{maximize}\hspace{3mm}f(A):{\bf R}^{K\times K}\rightarrow{\bf R}$$ $$\text{subject to}\hspace{19mm}A^T{\bf 1}=\bf{1}$$ $$\hspace{33mm}A\geq 0$$ ...
6
votes
0answers
172 views

Is resampling more accurate than block average for statistical analysis of data?

I'm working in laboratories where molecular dynamics data are almost always analysed usign block average as stated in the famous Allen and Tildesley book. We divide the datas in blocks of size $M$ on ...
6
votes
0answers
123 views

Are there any benefits of computable analysis to numerical algorithms

Computers can work only with computable numbers, while most of the algorithms are based on analysis of real numbers (real analysis). When I heard of the existence of computable analysis I ...
6
votes
0answers
113 views

Difference of convex functions optimization problem in R

I am seeking of any already written R package which could help in optimization technique which is called Difference of convex functions. This technique is sketched here and could be very useful for ...
6
votes
0answers
116 views

What strategies / decompositions would be useful to solve the following linear system repeatedly if I only care about time to solution?

Let $A\in \mathbb{R}^{n\times n}$ be symmetric positive semidefinite, and $B\in \mathbb{R}^{n\times n}$ be symmetric positive definite. Suppose $B$ is block diagonal so it is easy to invert. (We ...
6
votes
0answers
198 views

Linear vs Non Linear inverse problems: Does non-linearity help?

This is not a typical question with a deterministic answer. If this is not the right place, feel free to close it. For the past one year I have been working on various kinds of inverse problem. Most ...
6
votes
0answers
103 views

How does an unpivoted QR fail to reveal rank?

An unpivoted QR factorization produces a triangular factor $R$. A rank-revealing QR factorization is typically done with column pivoting. My question is, how does an unpivoted QR factorization fail to ...
6
votes
0answers
96 views

Reference request for numerical variational method

I have a variational problem where the unknown function is a periodic path $\gamma:[0,1)\to\mathbb{R}^2$, and the functional is $$ \int_0^1\left( \tfrac12\|\dot\gamma(s)\|^2 + \mathcal{F}[\gamma]\...
6
votes
0answers
156 views

Find the solution of linear equation using Wiedemann/ Krylov method

Let given $M =$ 1 0 1 0 1 1 1 1 1 and $b =$ 1 0 1 How to find the solution $x_3$ where $x=${$...
6
votes
0answers
159 views

Strategy for solving a non-trivial differential equation

I would like to numerically solve an equation of a type as shown below. Does anyone of you have an idea how to approach such a problem? Any links to literature or for further reading would be greatly ...
6
votes
0answers
221 views

Integrating highly oscillatory functions

I have a logarithmic grid, upon which i have two functions that are similar to this one (this is only the last 100 points): These are essentially very similar to a Sin function at this point. I need ...

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