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6
votes
2answers
1k views

What is the deterministic counterpart of Robbins-Monro algorithm?

From Wikipedia, assume that we have a function $M(x)$, and we want to solve the equation $M(x) = 0$. But we cannot directly observe the function $M(x)$, we can instead obtain measurements of the ...
23
votes
5answers
4k views

When is building a cluster in the cloud cheaper than building one in my lab for MD simulations?

An Amazon EC2 compute cluster costs about \$800-\$1000 (depending on duty cycle) per physical CPU core over the course of 3 years. In our last round of hardware acquisition, my lab picked up 48 cores ...
2
votes
1answer
198 views

Solving PSD matrix in Newton's method

I have functions defined as follows: $f1(A) = \sum\|x_i-x_j\|_A = \sum\sqrt{(x_i-x_j)^TA(x_i-x_j)}$ and $f2(A) = \sum\|x_k-x_l\|^2_A$ where A is PSD matrix, x are number vectors. Task is to minimize ...
11
votes
2answers
2k views

Efficiency of using petsc4py vs. c/c++/fortran

How much slower is petsc4py vs c/c++/fortran? I realize it will depend significantly on the code being executed, but what about something simple like a matrix-vector product?
7
votes
1answer
1k views

How do I vectorize this 4-D matrix operation in Matlab?

I need to do a large number of matrix operations in Matlab, but one of the matrices is 4-D and my normal instincts for correct vectorization are failing me. Right now I'm using a loop. Maybe somebody ...
12
votes
2answers
1k views

Decomposition methods for solving large optimization problems

I was wondering if anybody had any suggestions for texts or survey articles on decomposition methods (e.g. primal, dual, Dantzig–Wolfe decompositions) for solving large mathematical programming ...
5
votes
2answers
2k views

Hill climbing and coordinate descent/ascent

From Wikipedia: In computer science, hill climbing is a mathematical optimization technique which belongs to the family of local search. It is an iterative algorithm that starts with an ...
0
votes
0answers
164 views

Permissive Math Library for Parameter Statistics in C++

I am looking for recommendations for a C++ math library, with a permissive licence, well suited to calculating a wide variety of statistics on segmentations of timebased parameter data. I would be ...
5
votes
1answer
5k views

Newton-Raphson method for nonlinear partial differential equations

For the numerical solution of Reynolds equations (a non-linear partial differential equation), the Newton-Raphson method is generally proposed. After getting algebraic equations from a finite ...
12
votes
3answers
1k views

Blaze linear algebra library?

The paper "Expression Templates Revisited: A Performance Analysis of Current Methodologies" in SIAM Journal of Scientific Computing references the "Blaze" linear algebra library. I haven't heard of it ...
10
votes
2answers
4k views

Meaning of (meta)heuristic methods

For optimization, from Wikipedia: In computer science, metaheuristic designates a computational method that optimizes a problem by iteratively trying to improve a candidate solution with regard ...
9
votes
2answers
872 views

Meaning of search methods and optimization methods

I was wondering what differences and relations are between "search methods" and "optimization methods"? Especially when solving an optimization problem? I emphasize the context of solving ...
15
votes
2answers
5k views

Implicit finite difference schemes for advection equation

There are numerous FD schemes for the advection equation $\frac{\partial T}{\partial t}+u\frac{\partial T}{\partial x}=0$ discuss in the web. For instance here: http://farside.ph.utexas.edu/teaching/...
2
votes
0answers
217 views

Is it possible to run a Solver Foundation solver against a model containing linear and non-linear elements?

This is a follow up question to one I made previously about non-linear equations and ranged real numbers in Solver Foundation. I acknowledge that where possible, rewriting a problem that is non-...
6
votes
3answers
1k views

Is lattice Boltzmann suitable for simulation of incompressible Stokes flow?

We have a flow that is dominated by adhesion forces from the substrate and surface tension from the free surface. The material is nearly solid and at rest first, and gets a bit less solid by heating. ...
-1
votes
4answers
161 views

System Speed - Refactoring [closed]

Could the runtime of methods within a system potentially be reduced via refactoring during development (pre-public release)? i.e. Let's assume that methodX() takes ...
9
votes
2answers
1k views

How to generate neighbors in hill climbing algorithm?

Hill climbing seems to be a very powerful tool for optimization. However, how to generate the "neighbors" of a solution always puzzles me. For example, I am optimizing a solution $(x_1, x_2, x_3)$. ...
20
votes
2answers
2k views

Algorithms for a many-to-many generalized assignment problem

I can't seem to find any literature on algorithms which can be used to solve a many-to-many generalized assignment problem (GAP), i.e. models where not only can more tasks be assigned to one agent, ...
10
votes
2answers
2k views

Calculating Lagrange coefficients for SVM in Python

I'm trying to write a full SVM implementation in Python and I have a few issues computing the Lagrange coefficients. First let me rephrase what I understand from the algorithm to make sure I'm on the ...
6
votes
1answer
102 views

How do you change the desired accuracy of a TS object in PETSc?

I'm currently getting very long propagation times when attempting to use the Time Stepping propagators in Petsc 3.2, and in the interest of speeding things up, I'm curious how I can reduce the ...
5
votes
1answer
779 views

Practical efficacy of parallel back substitution

The fact that the back substitution is not done in parallel is not important, because it uses a negligible amount of computer time when N is large, compared to the forward elimination. This is a ...
20
votes
4answers
4k views

What is the best way to find discontinuities of a black-box function?

It was suggested that this might be a better place for this question than Mathematics Stack Exchange where I asked it before. Suppose one has a black-box function which can be evaluated anywhere (...
4
votes
2answers
151 views

Simplifying some operations on Gram matrices

Suppose two Gram matrices are given $A, B\in\mathbb{R}^{n\times n}$, such that $$A=XX^T,~~~~~~~~~~~~~B=YY^T,$$ for some $X, Y\in\mathbb{R}^{n\times k}$, $k\ll n$. Also, suppose a Gram matrix based on ...
12
votes
4answers
1k views

Making a Molecular editor/visualizer: Object oriented programming, data structures, and molecules

I am new to programming and I am trying to solve my first big problem and write my first big program. I have looked for open source examples of code to learn from, but so far have only found code in ...
7
votes
1answer
382 views

Generalized least squares gradient of a vector field

For computing the gradient of a scalar field, one can use the weighted least squares method as described in the paper Revisiting the Least-squares Procedure for Gradient Reconstruction on Unstructured ...
10
votes
2answers
114 views

Matching Similar Items from a Set

I'm trying to match items. Given a set of $n$ items I can rank on a scale from 0 to 100 of how similar they are to one another. For instance, if item $n_1$ is milk and item $n_2$ is also milk, then ...
8
votes
1answer
157 views

Eigenspace basis continuously depending on parameters

I have a Hermitian matrix $\mathbf{H}$ which depends on two parameters say $x$ and $y$. When I diagonalize it at two close points $(x_1,y_1)$ and $(x_2,y_2)$ I get two close eigenvalues ($\...
4
votes
2answers
187 views

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 ...
11
votes
1answer
666 views

Projecting out the null-space of $A$ from $b$ in $Ax=b$

Given the system $$Ax=b,$$ where $A\in\mathbb{R}^{n\times n}$, I read that, in case Jacobi iteration is used as a solver, the method will not converge if $b$ has a non-zero component in the null-space ...
8
votes
4answers
806 views

Can MPI messages be prioritized?

As far as I understand, the order in which non-blocking point-to-point MPI messages (Isend and Irecv) are received is consistent with the order in which they are sent. Are there any techniques for ...
0
votes
1answer
212 views

Exit_status=15 , what does it mean? [closed]

I have a job which stops unexpectedly with Exit_status=15. What is the most probable error ?
3
votes
2answers
768 views

Solving sparse matrix systems which can be reordered to block diagonal form

I have a class of matrices $A$ which are created by a domain decomposition method. Each matrix represents several subproblems of equal size, and I know that for some permutation matrix $P$, $PAP^T$ ...
4
votes
2answers
3k views

How to parallelize the computation of eigenvalues of a sparse symmetric matrix in MATLAB?

I have a similarity matrix which is symmetric and sparse. How can I parallelize the computation of the eigenvalues of this matrix in MATLAB?
11
votes
1answer
157 views

How to detect the multiplicity for the eigenvalues?

Suppose A is a general sparse matrix, and I want to compute the eigenvalues. I do not know how to detect the multiplicity for the eigenvalues. As far as I know, for a special case, finding the ...
7
votes
5answers
561 views

Recommended Route for Mastering Inverse PDE Problems

I would like to master Inverse PDE Problems particularly with the use of Finite Elements. My problem is I don't know where to start. Should I begin by reading a book on Inverse Problems or on PDE-...
15
votes
4answers
1k views

Book reference for Numerical Analysis

I've had a glimpse of Numerical Analysis (majorly, Numerical Methods like root finding, quadratic equations and other preliminary stuff) in my Calculus class but now, I find myself wanting more ...
6
votes
1answer
3k views

How to get all intersections between two simple polygons in O(n+k)

Basically the formulation of the problem I'd like to solve is very simple. Given 2 simple polygons (without self-intersections) report all intersecting edge pairs in O(n+k) time, where n - is a total ...
15
votes
2answers
384 views

SciComp Modeling Jobs

The meta seemed to suggest that career advice is ok . . . so here goes. I have a couple of close friends in the ML and mathematical modeling fields just finishing PhD's and starting out on the job ...
3
votes
1answer
219 views

What does MatGetOwnershipRange() do for sequential matrices?

I'm writing a petsc code using a sequential matrix type. Since I want it to be easy to parallelize, I put some stuff in the code that is useless now, but will make it easier to parallelize later. One ...
5
votes
2answers
112 views

Are there any QM macromolecule simulation methods that can use an electron density map as input?

I am not an xray crystallographer, but from what I've heard there's often a good deal of guess work and intuition involved in the process of fitting a ball-and-stick molecular model to a crystal-...
17
votes
4answers
4k views

Portable multicore/NUMA memory allocation/initialization best practices

When memory bandwidth limited computations are performed in shared memory environments (e.g. threaded via OpenMP, Pthreads, or TBB), there is a dilemma of how to ensure that the memory is correctly ...
9
votes
1answer
351 views

Rank structure in the Schur complement

I am doing research on the structure in the Schur complements and find an interesting phenomenon: Suppose that A is from 5--pt laplacian. If I use nested dissection ordering and multifrontal method ...
25
votes
5answers
16k views

Fastest Delaunay triangulation libraries for sets of 3D points

Which is the fastest library for performing delaunay triangulation of sets with millions if 3D points? Are there also GPU versions available? From the other side, having the voronoi tessellation of ...
3
votes
0answers
102 views

Efficient principal pivots

It was suggested I should try posting this question here from Mathematics Background I'm working on a numerical linear algebra package in C#. I'm trying to implement a variety of "principal ...
3
votes
1answer
2k views

Gauss-Seidel iterations node spacing

I am working on an assignment where I am determining the temperature distribution of a chip on a substrate. When I decrease the nodal spacing the results change drastically. The smaller the nodal ...
10
votes
2answers
2k views

Higher-order numerical integration on a triangle/tetrahedron/simplex

Let $T$ be a triangle and let $f$ be a smooth function on $T$. We can use mid-point quadrature $\int f dx \approx |T|\cdot f(x_M)$, where $x_M$ is the middle-point of $T$. Can you provide me with (a ...
9
votes
3answers
802 views

Construction of $C^1$/$H^2$-conforming finite element basis for triangular or tetrahedral mesh

In the paper Hierarchical Conforming Finite Element Methods for the Biharmonic Equation, P. Oswald claimed Clough-Tocher type elements has $C^1$-continuity while being a cubic polynomial on each ...
29
votes
7answers
2k views

Where do the laws of quantum mechanics break down in simulations?

As someone who holds a BA in physics I was somewhat scandalized when I began working with molecular simulations. It was a bit of a shock to discover that even the most detailed and computationally ...
7
votes
1answer
13k views

scipy.optimize.fmin_bfgs: “Desired error not necessarily achieved due to precision loss”

I am getting the warning in the post subject when attempting to optimize a function in Python with the scipy.optimize.fmin_bfgs function. The complete output: Warning: Desired error not necessarily ...
3
votes
2answers
186 views

How to establish that an iterative method can be applied to large matrices whose size may reach 10^3?

I have an iterative method for computing the Moore-Penrose generalized inverse of matrices, that is $$X_{k+1} = ((I-\beta X_{k}A)^t) + X_{k}$$ with initial approximation: $$X_{0} = \beta AA^t$$ ...

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