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Questions tagged [na.numerical-analysis]

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10
votes
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96 views

Complexity of checking $a > br^m + cr^n$, with $r$ rational

I'm wondering if the following problem is decidable in P-time (or even NP): Given $a, b, c \in \mathbb{Z}$ and $m, n, p, q \in \mathbb{N}$ all in binary, decide if $a > br^m + cr^n$, where $r = {p ...
8
votes
0answers
361 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 ...
7
votes
0answers
128 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 ...
7
votes
0answers
133 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 ...
3
votes
0answers
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....
2
votes
0answers
226 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 ...
2
votes
0answers
345 views

the confusion about 'with high probability (w.h.p.)'

w.h.p. can often be seen in the analysis of randomized algorithms. It's definition can be seen here https://en.wikipedia.org/wiki/With_high_probability. However my confusion is that: Assuming we ...
1
vote
0answers
83 views

Complexity of low-rank matrix factorizations with rows in a simplex and outliers

Our goal is to obtain a matrix factorization in form of $M = U V'$, where $U\in\mathbb{R}^{d\times r}, V \in\mathbb{R}^{N\times r}$ and each row of $V$ satisfies $$ \sum_{j}(V)_{ij}=1, (V)_{ij}\ge 0 $$...
1
vote
0answers
103 views

Computing log of sum of positive integers

As input, we are give $k$-bit approximation (after the decimal point) of $\log(a)$ and $\log(b)$ for positive integers $a$ and $b$, i.e, we are given $\alpha$ and $\beta$ (as binary strings) as input ...
1
vote
0answers
58 views

Computational complexity of Initial Value Problems of ODEs

Are there known results on computational complexity of initial value problems of ODEs? As my question may be somewhat vague, I want to mention that I'm mainly interested for results on the ...
1
vote
0answers
118 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 ...