# All Questions

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### 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 ...
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### 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 ...
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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, ...
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### Implementing a Hill-Type Muscle Model

I'm interested in implementing the muscle model used in Geijtenbeek and Wang et al's work. Both papers link to the paper by Geyer and Herr, which describes this model: However, the paper on this ...
111 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 ...
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### Sensitivity of BFGS to the accuracy of the gradient

I am studying how to speed-up the BFGS method using quantum computing techniques. I have used a method of speeding up the gradient of the function, but it sacrifices the precision value of the ...
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### Evaluate Nth root of a rational to a correctly rounded float

Excuse my lack of vocabulary for I have no formal training in this field, which is also why I ask this question - it may be trivial or it may be impossible. I want to evaluate an expression in the ...
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### How to solve a 4th order nonnegative LASSO problem?

I need to solve the following 4th order nonnegative LASSO problem: $$\min_{x \geq 0} \quad || |Ax|^2 - b ||^2 + \lambda ||x||_1$$ where $|\cdot|^2$ denotes element-wise squared. $A$ is small size (e....
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### Numerical methods for the continuity equation with Sobolev vector field

Consider the continuity equation $$\partial_t \rho(x,t) + \operatorname{div} (b(x,t) \rho(x,t)) = 0, \qquad t \in [0,T], \quad x \in \mathbb R^N,$$ with $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
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### Best way to numerically compute elliptic integrals of the third kind with complex arguments?

I need to compute elliptic integrals of the third kind with complex arguments, preferably in C++. Is there code out there to do this? I have discovered the Arb library, but that does much more than I ...
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### Is there a numerically stable way to take $\epsilon \rightarrow 0$ in integrals of the form $\int \frac{f(x)dx}{x+i\epsilon}$?

The Sokhotski-Plemelj theorem states, $$\lim_{\epsilon\rightarrow 0^+}\int_a^b\frac{f(x)dx}{x+i\epsilon} = \mathcal P \int_a^b \frac{f(x)dx}{x} - i\pi f(0).$$ Is there a numerically stable way to ...
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### Interface Formulation at Finite Volume Boundaries when using the Dual Mesh

When using the dual mesh (vertex-centered) for finite volume methods, you end up with a cell center at the boundaries between materials. It is possible that the equations being solved in each ...
180 views

### Conjugate residual/gradient convergence checking in practice

Let's say we want to solve $Ax=b$ ($A$ symmetric positive /semi/definite) with the conjugate residual/gradient method. $A$ comes from FEM where the mesh is being refined. The exact solution is $x_*$ ...
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### Benchmarks or generic configurations for optimal flow control

I am about to test my algorithms for solving optimal control problems of type: Find an input $u$, such that for a time interval $(0,T]$ the cost functional J(v,u) = \mathcal M(v(T)) + \int_0^T\...