# All Questions

2,750 questions with no upvoted or accepted answers
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• 191
303 views

### Stable alternatives to "condition number"?

A number of numerical problems are easy to solve when condition number $\kappa$ of the problem is low. For instance, conjugate gradient descent complexity scales as $O(\sqrt{\kappa})$. However "...
• 2,735
106 views

### How do we approximate the numerical error a numerical scheme (e.g Runge Kutta, Euler etc) makes without having access to an analytical solution?

So I recently encountered this question in my head while taking my Scientific Computing class, where the lecturer talked about computing numerical error of a scheme. My guess would be that we take a ...
• 101
176 views

### Is there a graphical interpretation or explanation of automatic differentiation compared to numerical differentiation

I have been looking at automatic differentiation for solving differential equations lately. I understand the basic ideas of using Dual numbers and such for finding derivatives, etc. However, I feel ...
• 297
253 views

### Why not use the preconditioned residual as termination criterion for preconditioned CG?

I have a Poisson equation with wildly varying material parameters (1 .. 1000), wildly varying element sizes (5 nm .. 100 um) and some quite anisotropic (tetrahedral) elements (100 nm x 100 um). I use (...
• 2,141
114 views

### How to construct an effective preconditioner for this particular problem

A quick introduction to my problem I am currently developing a method for simulation of water waves in three dimensions based on potential flow theory. The computational bottleneck of the method is ...
5k views

### Good C++ optimization library for BFGS

To implement maximum likelihood estimators, I am looking for a good C++ optimization library that plays nicely with Eigen's matrix objects. Eigen has some capability of interfacing of its own but if ...
• 183
138 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 ...
• 735
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### 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 ...
• 91
478 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, ...
• 243
293 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 ...
• 1,463
907 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 ...
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• 253
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### What is the source of the error in the Sherman-Morrison formula application?

The Sherman-Morrison formula $$(A+uv^T)^{-1} = A^{-1} - \frac{A^{-1}uv^TA^{-1}}{1+v^TA^{-1}u}$$ results in small errors in relation to the standard matrix inverse operation after each application, ...
• 180
150 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 ...
• 341
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### Choosing how many iterations to use in VEGAS

I'm using VEGAS integration, specifically the GSL implementation, for some QCD calculations, and I've been investigating the behavior of the algorithm for various numbers of iterations in an attempt ...
• 3,403
304 views

### Matrix-free FEM references

I've seen that many people are using matrix-free fem codes in my community (mechanical engineering). I have to admit that I googled a bit and I didn't manage to find a good reference for the subject. ...
• 405
89 views

### Choice between using Moore-Penrose inverse and G2 inverse

Moore-Penrose inverse for an arbitrary matrix $X\in \mathbb{R}^{n \times p}$ is defined by a matrix $X^\dagger$ satisfying all of the Moore-Penrose conditions, namely \begin{align} (1) \;\;\;& XX^\...
• 173
144 views

### Can we sparse solve a few eigenvalues specified by index range?

I need to solve a few eigenvalues of a large sparse matrix specified by their index range. These indices are according to the whole eigenspectrum sorted in algebraic (not absolute value) ascending ...
• 303
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• 171
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### Solve ill-posed linear system without transposing matrices?

I am attempting to use an iterative solver to solve $p$ in $$Jp = -r$$ where $J$ is an $m\times m$ matrix ($m$ is in the order of $10^5$ and never explicitly stored). $J$ is a dense matrix ...
• 173
932 views

### Sparse matrix format and sparse-matrix sparse-matrix multiplication

I'm having some performance problems with my code dealing with the multiplication of big sparse matrices (stiffness and aerodynamic influence coefficient matrices). Mainly I have to multiply such ...
344 views

### Compute sparsity pattern of $A^2$

Suppose we have a sparse matrix $A$. Is there any way to compute just the sparsity pattern of $A^2 = A \cdot A$ (I do not actually need to know what exactly the nonzero value are) faster than to ...
• 131
152 views

### Slope limiting with implicit time integration

I am solving the advection problem with high order numerical methods, using the method of lines. The boundary conditions and initial condition are selected in a way where I know that the exact ...
• 131
147 views

### Runge-Kutta methods, higher derivative methods, and collocation methods

Consider an ODE system $$\dot x = f(t, x), \quad x(0) = \xi.$$ A collocation method to solve this ODE (1) assumes that $x$ can be approximated as a polynomial $x(t) \approx \sum_kx_kp_k(t)$ and (2) ...
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