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Two-chordless cycle extraction from a failed comparability graph recognition

I have implemented a comparability graph recognition algorithm from M.C. Golumbic's "Algorithmic graph theory and perfect graphs" book. It is hinted in Fekete, Schepers, and van der Veen's "Exact ...
5
votes
1answer
235 views

Robust smoothers for geometric multigrid

I'm searching for robust smoothers for geometric multigrids. By robust I mean: Effective for high order approximations (say spectral element, spectral Discontinuous Galerkin), Parallel (suitable for ...
5
votes
1answer
141 views

complexity constants in median computations same as that of general quantiles?

I would like to know whether the constant in the time complexity of computing the median is different from that of computing general quantiles. In R for example: ...
4
votes
0answers
29 views

Implementation of Lanczos method that returns tridiagonal matrix

The Lanczos method can be used to obtain extremal eigenpairs of sparse symmetric or hermitian matrices. I know there are several implementations of the Lanczos method (as well as Arnoldi, Davidson, ...
4
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0answers
81 views

Are there well-known methods for navigating on kd-trees?

When you have a mesh, there are many well-known methods to navigate it, as for example using a half-edge data structure, that allows easy circulation around faces and vertices. Are there similar ...
4
votes
0answers
88 views

An optimization method for bounding the eigenvalues of a unknown non symmetric matrix

Given a positive objective function $f$ that acts on a real-valued matrix $A$, I am interested in the following problem $$\underset{A \in \mathbb{R}^{n \times n}}{\text{minimize}} \quad f(A) \quad \...
4
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0answers
132 views

Is there any catch on using `zgemm3m` vs regular `zgemm`?

I've just (to my embarrassment) encountered a BLAS-like extension of a matrix-matrix product subroutine gemm in Intel MKL: gemm3m...
4
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0answers
65 views

Complex differentiation of linear solvers

I have a linear system $$Ax=b$$ which I'm solving approximately, and I need to take the frechet derivative of x with respect to z. Were I solving the problem exactly (either analytically or to machine ...
4
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0answers
60 views

Fast approximate solver for vehicle routing problem

I need to solve capacitated asymmetrical vehicle routing problem with time windows on ~30k points. Time limits for calculations are 2 hours. I've tried using Clarke and Wright savings algorithm, it is ...
4
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0answers
80 views

MATLAB: Compute the Schwarz-Christoffel transformation symbolically

Suppose we have a conformal mapping from the unit disk in the $\omega$ plane onto the exterior of a polygon in the $z$ plane. The Schwarz-Christoffel mapping in this case is defined as: $$f(u) = A - ...
4
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0answers
71 views

Block matrix and DSYRK

I want to compute the matrix $$ A = \sum_{i=1}^N v_i v_i^T $$ where each $v_i$ is a given vector of length $2500$, so that $A$ is $2500 \times 2500$, and my $N$ is about 2 million. Rather than call ...
4
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0answers
72 views

Solution of constrained system of ODEs

Can someone point me in a direction to solve this kind of integral constrained system of ODEs. \begin{align} &\int_0^{1/2}\dot{y}^2(t)=p\\ &2\lambda_1\ddot{y}(t)+\pi cos(\pi y(t))=0\\ &y(...
4
votes
0answers
79 views

Comparing sum of floating points

I am currently working on a numerical algorithm involving a lot of floating point arithmetic, involving some badly conditioned problem sets. I am using the relation $|x - y| / (\max(|x|, |y|, 1)) \...
4
votes
0answers
72 views

Improving convergence of Jacobi iteration to Schur form

I'm using SIMD processor arrays to compute the eigen-decomposition for large numbers of small (up to $32\times 32$) matrices. For assorted technical reasons, Jacobi iteration maps well to the SIMD ...
4
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0answers
108 views

Compile-time error control vs. interval arithmetic?

I use interval arithmetic for reliable computing. Now, a procedure coded in a good implementation of interval arithmetic takes perhaps about eight times as much as the same procedure carried out ...
4
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0answers
34 views

Stochastic conjugate directions to improve convergence in narrow valleys

My question concerns a specific statement in this paper: N. N. Schraudolph and T. Graepel, "Conjugate Directions for Stochastic Gradient Descent," in Int. Conf. Artificial Neural Networks, Berlin, ...
4
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0answers
197 views

Solving a PDE implicitly by iteration in python

Connected to this question here on Computational Science, I've posted a follow-up question on how to solve a PDE using an implicit scheme like Crank-Nicholson in general in this question on SO. But I ...
4
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0answers
82 views

What Derivative-free optimization method should I use when my initial guess is very good?

I am trying to minimize a function where my initial guess is quite close to the minimum. I'm trying to minimize $$f(q) = \text{angle}(qw_1q*, v_1) + \text{angle}(qw_2q*, v_2) + \text{angle}(qw_3q*, ...
4
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0answers
66 views

Preconditioned residual converges, but true residual doesn't

I'm using Albany w/ Trilinos to solve an elasticity problem with thermal expansion mismatch. I'm using block GMRES with MueLu preconditioning. It works for problem size of several million dofs, but ...
4
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0answers
66 views

Automatic differentiation of barycentric rational functions

By a barycentric rational interpolant we understand a function of the form \begin{align*} r(t) := \frac{\sum_{i=0}^{n-1} \frac{w_i y_i}{t-t_i} }{ \sum_{i=0}^{n-1} \frac{w_i}{t-t_i}} \end{align*} In ...
4
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0answers
174 views

A good 2D finite difference for the continuity equation

How could I go about solving the continuity equation below in 2D? $$\frac{\partial \rho}{\partial t} + \nabla \cdot \left(\rho u\right)=0$$ I saw that a similar question was posted here: A good ...
4
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0answers
82 views

Can I MPI_Test for an Ibarrier

In this code, all processes post a barrier, sleep a while for good measure, then first Test and then Wait for the barrier. The <...
4
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0answers
150 views

How can I solve the wave equation for a circular rod in cylindrical coordinates using finite differences?

I have a problem with the stability of finite difference method for the wave equation in cylindrical coordinates. the equation is: $$ \frac{\partial^2 \omega_n}{\partial r^2}+\frac{1}{r}\frac{\...
4
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0answers
48 views

Obtainting KKT for QSDP for the trace inequality constraint

I am working on developing my own solver(for implementation on hardware), based on IPM for following problem: \begin{equation} \begin{split} \min_{X} \; \frac{1}{2}&\|X\|_F^2 + trace(CX)\\ \text{...
4
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0answers
157 views

How to apply an integrated constrain condition in FEM?

I'm running some simulation using FEM. In my model I need to apply a constraint condition to the governing equation. My governing equation similar to the diffusion equation as below: $$\frac{\...
4
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0answers
66 views

Complex Integral Equation Solution in MATLAB

I need to solve an integral equation in the form: $$A(z)+\int\limits^{z_2}_{z_1}B(z') \frac{z^N}{z^N-z'^N} \frac{e^{i\beta}}{|z|}\mathrm{d}z'=0 $$ where $A(z)$ distribution is known and we are ...
4
votes
0answers
116 views

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. Unfortunately, this is an ill-posed problem and possibly infinite versions of $p$ exist. ...
4
votes
0answers
80 views

How to construct a eigensolver targeting a specific type of matrix

I need to diagonalize such kind of matrix during research: it's n-by-n, with it's upper-left (n-1)-by-(n-1) corner be diagonal while the nth row & column are dense. It's observed that the self ...
4
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0answers
96 views

Inverse problems with a discrete set of known parameters

What are the techniques on inverse problems to discover the distribution of parameters from a discrete set of values? For instance, I know that my domain where the PDE is defined is made up of ...
4
votes
0answers
104 views

How to stochastically estimate the trace of a matrix?

Specifically, the diagonal elements (can possibly both positive and negative) of the matrix can be computed efficiently but the total number is large ($\mathcal O(10^{18})$). My first thought about ...
4
votes
0answers
82 views

Extrapolation after successive finite element refinement

I wish to compute a certain function $\lambda$ (in my case an eigenvalue of the Laplacian) to a certain accuracy, which I wish to guarantee, if possible. I started with a finite element method. I know ...
4
votes
0answers
333 views

Convergence rate of Picard iterations

Given a first order ODE $y'(x)=f(x,y)$ with the initial condition $y(x_0)=x_0$ such that it satisfies Picard thoerem of existence and uniquness, one can compute the solution by Picard iterations : $$ ...
4
votes
0answers
324 views

Order of accuracy of FVM discretization

I've recently got interested in CFD and started a small project by solving the radial Reynoldsequation. Why the Reynoldsequation? I recently encountered it through my studies and somehow got stuck :) ...
4
votes
0answers
325 views

Optimisation of matrix exponential

I have a 7000x7000 sparse matrix (scipy), which I want to exponentiate. I've tried using scipy.sparse.linalg.expm, which works quite well for smaller matrices (takes a few seconds for a 1000x1000 ...
4
votes
0answers
665 views

How to implement boundary conditions on Finite Difference WENO5 scheme for the Euler equations

I'm implementing a Finite Difference WENO5 with Lax-Friedrich flux splitting on a uniform, structured grid to solve the 2D Euler equations of fluid dynamics on a rectangular domain in cartesian ...
4
votes
0answers
141 views

Preconditioning technique for large sparse non-hermitian matrix

I am attempting to solve a computational acoustics problem that involves solving an underlying sparse matrix. The size of the problem varies with grid size (3D) and fill-in's obviously make direct ...
4
votes
0answers
133 views

Geometric Multigrid for Conform and Non–″ Elements: Restriction Operators

First of all, let me set up some notations. Suppose we have a hierarchy of meshes $\mathcal{T}_0 \subset \mathcal{T}_1 \subset \dots \subset \mathcal{T}_n$. For simplicity I restrict myself here to $...
4
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0answers
153 views

Eigenvalues of a Laplacian operator on an irregular mesh

I have the following setting: An irregularly-shaped domain, expressed as a mesh of points A Laplacian operator, together with boundary conditions I am looking for the eigenvalues of that operator, i....
4
votes
0answers
60 views

Differential eigenproblem with eigenvalue in boundary condition

Statement of the problem I need to (numerically) solve an eigenproblem of the type $$-\omega^2\mathcal{D}_1\vec{x}=\mathcal{D}_2\vec{x}$$ on the interval $[-1,1]$, where $\mathcal{D}_1$ and $\...
4
votes
0answers
106 views

Stable computation of $\log\sum x_i$ from $\log x_i$, with many terms

Kahan's summation algorithm is a method to compute sums: $$\sum x_i$$ with many terms, without significant error. I want to do this with very large numbers, and instead of the numbers themselves, I ...
4
votes
0answers
204 views

Stability analysis for a hyperbolic PDE on staggered grid

I am trying to understand the stability of a finite difference equation on the staggered grid. I could understand the Von Neumann stability analysis for the collocated grid for a simple acoustic ...
4
votes
0answers
79 views

Optimally conditioned 3-tensor factorization

I have a 3-tensor $A = A_{ijk}$ with each dimension between 9 and 25 (roughly), and an integer $n > 0$. I would like the factor this tensor as $$A_{ijk} = \sum_{0 \le \alpha \lt n} B_{\alpha i} ...
4
votes
0answers
195 views

Once and for all: Which FEM plattform should I use for a very large multiphysics simulation?

I'm fooling around with the decision on how to build a multiphysics simulation for too long now (also several questions in this forum). First, I thought it would be possible/necessary to write most of ...
4
votes
0answers
110 views

Using entropy functions for increasing numerical stability

Regarding the numerical stabilization of two-dimensional advection equation, \begin{equation} \dfrac{\partial f}{\partial t} + \Big(\dfrac{d\varepsilon_1(k)}{dk}\Big)\dfrac{\partial f}{\partial z} - \...
4
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0answers
52 views

Phase dislocations and numerical accuracy

I am solving the nonlinear Schrodinger equation (NLSE), $$A_t+iA_{xx}+i|A|^2A=0$$ where $A$ is a complex valued function, which can be written as $A=ae^{i\theta}$ for $a,\theta$ real. Now, for ...
4
votes
0answers
150 views

Galerkin FEM error when using even number of elements

Intro: I am developing a Galerkin FEM code in matlab - starting small with a simple 1D ODE. The equation I'm trying to solve is: $$a u_x = cos(x), x \in [0, 2\pi]$$ Which has a known exact solution $$...
4
votes
0answers
427 views

Best way to add a positivity constraint to Newton's Method

So given an objective function $f({\bf x})$, I would like to include a positivity constraint when I perform the fixed point iteration: $${\bf x}^{(t+1)}={\bf x}^{(t)} - \text{H}_f^{-1}\nabla f({\bf x}^...
4
votes
0answers
199 views

Nonlinear conjugate gradient restart threshold 1/10

Nocedal and Wright on Conjugate Gradient Methods, p. 123, describe a restart strategy ... whenever two consecutive gradients are far from orthogonal $\qquad {{| \nabla f_k^T \ \nabla f_{k-1} |} \...
4
votes
1answer
539 views

Help with Fourier beam propagation method

I am working on implementing the Fourier beam propagation method in C++. I am really more of a programmer than a physicist but I think I have a good understanding of what I am trying to do. Here is ...
4
votes
0answers
75 views

Calculus of Variations with unknown cost function but some data

I have a problem that I've framed out in a particular way, but I don't know if I'm re-inventing the wheel here. Is there an existing literature base in this problem? Does it have a corresponding term ...

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