# Questions tagged [na.numerical-analysis]

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187 views

### What infinite sums cannot be approximated in polynomial time?

The following is from the book Geometric algorithms and combinatorial optimization: It shows an infinite sum that has an FPTAS (= an $\epsilon$-approximation can be computed using poly($1/\epsilon$) ...
113 views

### Complexity of, given any elementary function $f$ and a natural $n$, compute $n$ digits of $f(x)$

We define problem $A$ as follows. Each instance of the problem consists of: (a) some succinct codification of an elementary function, that is, a function constructed by composing arithmetic operators, ...
1 vote
36 views

### What is the complexity of the "characteristic bisection" method?

The characteristic bisection method is an algorithm for finding approximate zeros of multi-dimensional functions. It is a generalization of the bisection method; it is described briefly here. ...
186 views

### Computing an approximate root of a two-dimensional monotone function

Let $f$ be a Lipschitz-continuous function from the square $[-1,1]^2$ to itself, satisfying the following conditions: For all $y\in [-1,1]$: $~~~~f(-1,y)_1\leq 0\leq f(1,y)_1$, and $f(x,y)_1$ is ...
21k views

### Complexity of Finding the Eigendecomposition of a Matrix

My question is simple: What is the worst-case running time of the best known algorithm for computing an eigendecomposition of an $n \times n$ matrix? Does eigendecomposition reduce to matrix ...
52 views

### Error analysis of Estrin's method

Estrin's Method is an alternative to Horner's method for evaluating polynomials. To evaluate a polynomial $P(x)=\sum_{i=0}^7 a_i x^i$ at a point $x\in\mathbb R$, it first computes the powers $x^2$ and ...
2k views

### How are real numbers specified in computation?

This may be a basic question, but I've been reading and trying to understand papers on such subjects as Nash equilibrium computation and linear degeneracy testing and have been unsure of how real ...
1 vote
34 views

### Interval arithmetic adapted to backwards stable problems

In numerical analysis, there are algorithms which are either forwards stable or backwards stable. Forwards stability is strictly stronger, and is more desirable. Unfortunately, it is in many instances ...
104 views

### Can finite difference methods approximate the space/time complexity of given programs?

While benchmarking a language prototype, I realized that I had a superlinear implementation of a test program, but wasn't sure if it was quadratic or cubic. I stayed up too late and wrote half a page ...
1 vote
70 views

200 views

### Multiple independent random number streams

Having multiple streams of pseudo-random numbers known to be independent and with a uniform distribution I want to do Monte Carlo simulations in parallel. In other words, one thread will have a full-...
146 views

### Graph sparsification and eigenspaces

I am currently trying to understand whether I can make some claims about the relation between eigenspaces of a sparsifier and the original matrix. In this context, let me first define a couple of ...
229 views

### What is the time complexity of increasing the precision of finding matrix eigenvalues?

There are various algorithms that output the eigenvalues of an $n \times n$ matrix in time $O(n^3)$. However, I can't find anywhere that tells me about the precision of the output of the algorithm. ...
875 views

### Is there any algorithm to find just the largest eigenvalue with subquadratic time complexity?

SVD or PCA can be used find the largest eigenvalue, but at a cost of $O(n^3)$ complexity. Lanczos algorithm runs much faster on a sparse matrix with complexity $O(dn^2)$ where $d$ is the average ...
123 views

### Density of multiples

I have an infinite collection of positive integers $n_1,n_2,n_3,\ldots$ and I would like to find the density of the numbers divisible by one or more of these.* If the density does not exist, the ...
2k views

83 views

### Research papers regarding disinterval analysis

I'm trying to implement a disinterval analysis similiar to what is described in Clousot: Static Contract Checking with Abstract Interpretation (under section 5.2) - and I'm trying to find some papers ...
80 views

### Efficiently Detecting "edges" in the time frequency plane

Given a signal $y(t)\in\mathbb{R}$ I wish to detect edge patterns. $s(f,t)$ is a time-frequency decomposition of $y(t)$ in some window $(t-n,t+n)$ so that $f$ loosely corresponds to a local frequency....
2k views

### How to compute powers of square matrices?

Suppose we are given a matrix $A \in \mathbb R^{N\times N}$, and let $m \in \mathbb N_0$. How fast can we compute the power $A^m$ of that matrix? The next best thing in comparison to computing $m$-...
931 views

### Numerically stable fast convolution algorithm?

Suppose you have two vectors of real numbers $\langle a_1, \dots, a_n \rangle, \langle b_1, \dots, b_n \rangle$, with $a_i, b_i \geq 0$, and wish to compute the convolution  c_i = \sum_{j \leq i} ...
367 views

### Efficiently approximating derivative of a well-behaved function

I need an algorithm for adaptive sampling a well-behaved function and computing its derivative in the sampling range with prescribed accuracy. The function has no more than one minimum in the sampling ...
129 views

### What's the state of the art for matrix nuclear/trace norm optimization

I am interested in simple matrix optimizations with nuclear/trace norm: $\min_X \left(f(X) + \|X\|_*\right)$ where $\|X\|_*$ stands for the trace norm of the matrix $X$, and $f$ is a convex smooth ...
1 vote
268 views

### Most optimal parallel method for calculating the integral of a 2D function

I posted already this question to SO but got no answer so I try it now here: In some crunching number program, I have a function which can be just 1 or 0 in three dimensions. I do not know in advance ...
1 vote
134 views

### Optimal parallel algorithm for finding roots of a function [closed]

In some problem I need to find the zeroes (multiple real solutions) of some functions in 1D and 2D. I wonder which is the best parallel algorithm for this, which can provide the highest accuracy and ...
1 vote
129 views

### High Dimensional Volume (HDV) estimator for Entropy estimation

I am writing a program using high-dimensional volume (HDV) estimator to estimate entropy and mutual information for variable selection. Let $D = (x^i_1, x^i_2, ..., x^i_M)$, N is the number of data ...
140 views

### What's new in sparse eigensystems solution

As a part of other work I need to solve relatively large (~1E5x1E5) and sparse (~100 non-zero elements in each raw in few blocks) hermitian eigensystems. Usually only few eigenvalues+vectors are ...
433 views

### LU factorization of a 0-1 matrix

I have a rather naive question on LU factorization which probably should be easy to answer. Say I have a matrix with entries only from $\{0,1\}$. When can we expect to get an LU factorization of such ...
561 views

### Iterative algorithms in algebraic complexity (Blum-Shub-Smale-Model)

I know the Blum-Shub-Smale model. It is claimed to provide a theoretical framework for algorithms in real and complex algebra and analysis. A very general question: Most algorithms compromise of ...
1 vote