Questions tagged [numerical-algorithms]
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11
questions
1
vote
0answers
170 views
Arbitrary precision FFT and IFFT
For evaluating the performance of algorithms that use double-precision floating point numbers, or to pre-calculate double-precision floating point data to the best precision, it would sometimes be ...
0
votes
1answer
90 views
How to figure out number of multiplications in rational sampling
I am trying to understand the following:
Consider a system implementing a rational sampling rate change by $\frac{5}{7}$: for this, we cascade upsampler by 5, a lowpass filter with cutoff frequency $\...
0
votes
0answers
27 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 ...
8
votes
3answers
305 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
votes
9answers
2k 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
$$...
1
vote
1answer
54 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
141 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
61 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
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 $z_i =$ {$z_1 , z_2, z_3, . . . ., ...
1
vote
2answers
1k views
Solving LASSO ($ {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 ...
13
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 ...
