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### Computational complexity and implementation of UDU Modified Cholesky Rank 1 Update

I am attempting to increase the performance of a legacy Kalman Filter implementation. The state covariance is factored in terms of UDU, i.e. $\mathbf{P} = \mathbf{U}\mathbf{D}\mathbf{U}^T$. Many ...
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### What mapping strategy should I use when solving many large linear systems of equations?

I am working on a problem that involves solving many (thousands) of distinct linear systems of equations, each with thousands of variables. Let's assume that the size of each matrix is exactly the ...
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### Choosing preconditioner for unsymmetric pressure-velocity coupled system

I'm working with pressure-velocity coupled systems. It means that instead of solving 4 different linear systems in segregated approach (1 for pressure and 3 for Ux, Uy, Uz), we can solve only one ...
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### How do the properties of a matrix affect the linear system solving

For a general matrix A, there are many properties to describe it: symmetric positive definite or indefinite, condition number, spectrum and so on. I am curious about how these properties affect the ...
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### Mathematical programming formulation of triangle intersection

Given variables $a_1$, $b_1$, $c_1$ and $a_2$, $b_2$, $c_2$ representing the vertices of two plane triangles, how might one specify the requirement for the two triangles to intersect as an objective ...
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### Backward stable algorithm to get orthogonal projection onto the column space of a matrix

I have to find the orthogonal projection of a vector $b$ onto the matrix $A$ of size $m \times n$. In my application, I don't have the luxury of calculating the QR factorization. All I have are ...
155 views

### Derivatives of Approximate Matrix inverses

I am cross posting this question to the mathermatics stack exchange. please find it either at this link, https://math.stackexchange.com/q/2952989/430980, or below: I have a question concerning the ...
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### Similarity of two CSV files (or more?)

A CSV file is characterized by a header, describing the n datarows to come. The header is a text string separated by a separator. A CSV header might look like (C1) ...
850 views

### Solving Stokes flow with walls using Oseen tensor

Introduction I've developed a code to solve for generalised, incompressible 2D Stokes flow $\eta \nabla^2 \mathbf{v} - \nabla p + \mathbf{S} = 0$ $\nabla . \mathbf{v} = 0$ where $\mathbf{S}$ can ...
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### precision loss in non-trigonometric, periodic functions using FFTW and NaNs after marching forward in time (Fortran)

I have developed a pseudospectral solver of the Navier-Stokes equations using FFTW. I tested my formulation of right hand sides (RHS) of the NS equations against standard trigonometric functions (...
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### What are the current obstacles to reaching exascale computing?

I have heard that one of the current goals in scientific computing is to surpass the exascale level by 2018 or so... After having passed the petascale a few years ago, one would think that the ...
437 views

### Graphing electric potential of a ring of charge using MATLAB help

Here is a summary of what I am trying to do: Use MATLAB to compute the potential $V$ at any point $(x, y, z)$ in space due to a uniform ring of charge. Use a Riemann sum to compute the integral ...
### Determine numerical infinity for Schrodinger equation $−\psi''(x) + x^ 2 \psi(x) = E\psi(x)$
Consider the following Schrodinger equation for the harmonic oscillator with real $x$: $$−ψ''(x) + x^ 2 ψ(x) = Eψ(x).$$ I solve the last equation using shooting method and implicit Runge-Kutta ...
I have the following dynamical system, $\frac{d \phi}{dt} = -M^TDM\phi \tag{1}\label{1}$ $\frac{d \hat\phi}{dt} = -M^T\tilde{D}M\hat \phi \tag{2} \label{2}$ $\eqref{1}$ represents the exact ...