Questions tagged [numerical-algorithms]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1
vote
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 ...
1
vote
1answer
80 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 ...
0
votes
1answer
29 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 ...
0
votes
1answer
30 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, . . . ., ...
11
votes
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 ...