# Questions tagged [numerical-algorithms]

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### 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 ...
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 ...
266 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 ...
466 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 ...
51 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 ...
122 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 ...
48 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 ...