Questions tagged [numerical-algorithms]

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24 views

Trajectory Planning and Optimal Control

When finding control inputs for ODE systems, gradient based solutions are often used. With the increase computational power will these solutions still be important over things like Monte-Carlo ...
7
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3answers
257 views

Best Approach to Rank Complex Magnitude Comparision Problem

This is in reference to the responses for an efficient algorithm for the comparison of bounded fixed point complex numbers at this post. Efficient Magnitude Comparison for Complex Numbers See the ...
18
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9answers
1k views

Efficient Magnitude Comparison for Complex Numbers

Is there a more efficient algorithm (or what is the most efficient known algorithm) to select the larger of two complex numbers given as $I + jQ$ without having to compute the squared magnitude as $$...
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1answer
50 views

solution on the time domain becomes “periodic” after the inverse fourier transform

I was trying to solve european option pricing problem using Conv method (introduced by Lord in 2008 https://pdfs.semanticscholar.org/0632/460bd50b2151f74ac40028df4cc60e73a884.pdf). The final step of ...
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1answer
117 views

Understanding Fourier Transforms in abstract math terms

I am having a hard time implementing a method that computes Fourier transform coefficients for the complex form using the trapezoid rule. I have floated questions in the math and stackoverflow ...
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1answer
45 views

Numerical higher order derivatives and time axis

I have a rather elementary question. Suppose we wish to study even-derivatives of an instrumental signal say second fourth and sixth derivatives and plot it as a function of time. With each successive ...
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1answer
31 views

How can I specify the distance between values in such row

I have a question, about verifying the value which are near to each other in such row, Is there any algorithm which can determine that ? Suppose I have a vector $z_i =$ {$z_1 , z_2, z_3, . . . ., ...
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2answers
417 views

Solving LASSO ($ {L}_{1} $ Regularized Least Squares) with Gradient Descent

To the best of my knowledge, state of the art methods for optimizing the LASSO objective function include the LARS algorithm and proximal gradient methods. I was wondering however, if the LASSO ...
12
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6answers
5k views

What Approximation Techniques Exist for Computing the Square Root?

I have very limited resources as I'm working with a microcontroller. Is there a taylor-series expansion, common lookup table, or recursive approach? I'd prefer to do something without using math.h's ...