# Questions tagged [numerical-methods]

Algorithms which solve mathematical problems by means of numerical approximation (as opposed to symbolic computation).

182 questions
Filter by
Sorted by
Tagged with
56 views

### A simple clusterness measure of data in one dimension using Java

Problem definition Given $X = (x_1, \dots, x_n)$ such that $x_1 \leq x_2 \leq \dots \leq x_n$. Let $x_{\min} = \min X = x_1$, $x_{\max} = \max X = x_n$ and $r = x_{\max} - x_{\min}$. Also, ...
68 views

### C++ - Logistic Regression Backpropagation with Gradient Descent

I implemented binary logistic regression for a single datapoint trained with the backpropagation algorithm to calculate derivatives for a gradient descent optimizer. I am primarily looking for ...
63 views

### Integrator 2.0: A Simple Integrator in C++17

This is a follow up of A simple definite integrator class of a single variable in C++ I took most of the advice from the user: emma-x and some from user: sudo-rm-rf-slash Here is my fully revised ...
120 views

### A simple definite integrator class of a single variable in C++

I have written a simple Integrator class in C++17 that can perform either a definite single integration of a single variable or a definite double integration of a ...
55 views

### Implementing a Steepest Descent Algorithm

I am teaching myself some coding, and as my first "big" project I tried implementing a Steepest Descent algorithm to minimize the Rosenbrock function: $$f(x, y) = 100 (y - x^2)^2 + (1 - x)^2$$ The ...
66 views

### Linear Interpolation for sorted arrays

I have made a linear interpolation functions as a side project of mine. It assumes everything is sorted before hand - x and f(x) are the same length. I would like to ask for: general recommendations ...
160 views

### Polynomial implementation in Golang

I am writing a numerical analysis library in golang for which I need to implement a polynomial struct. Here is the source code: ...
34 views

### Newton Raphson and polynomials in C

I have the following code, that defines: A polynomial struct with some useful functions. The newton Raphson algorithm for polynomials. and calculates sqrt(2). ...
744 views

### pure Python Bézier curve implementation

I came up with this recursive pure-Python implementation of De Casteljau's algorithm for computing points on a Bézier curve: ...
23 views

1k views

4k views

### Python π = 1 + (1/2) + (1/3) + (1/4) - (1/5) + (1/6) + (1/7) + (1/8) + (1/9) - (1/10) …1748 Euler

I wrote this code to show that my reddit post is correct. After the first two terms, the signs are determined as follows: If the denominator is a prime of the form 4m − 1, the sign is positive; if ...
176 views

### Root finding and integration [closed]

I am trying to implement the modified Next Reaction Method with time varying propensities as mentioned in sections IV and V of this paper. At one step in the process this expression must be evaluated: ...
357 views

### Verilog implementation of trapezoidal integration method

Any and all comments are welcome in this review. Problem I've been doing a lot with numerical integration methods recently and have mostly been programming in Python. But...speedups! And FPGAs are ...
107 views

### Evaluating π using Monte Carlo methods - Serial vs OMP

I wrote this simple code for evaluating the π using Monte Carlo method. This is the serial version: ...
206 views

### Parallel Ramanujan's formula for 1/π calculation

I finished my university project for calculating $1/\pi$ and I would love to get some feedback. Before you guys jump into this code please keep in mind newcomer to C++ just decided to use it for ...
2k views

### Linear Interpolation C++

I have to write a collection of methods for performing linear, bilinear and trilinear interpolation. I have also to write some tests to show that interpolation is exact for polynomials (which should ...
108 views

### Numerical integration in cython

I have a set of nested functions that I need to call multiple times. I know scipy.quad is pretty fast, but I will need to call the integrator recursively and want ...
141 views

### Simple function that simulates survey results based on sample size and probability

What is this: This is a simple function, part of a basic Monte Carlo simulation. It takes sample size and probability as parameters. It returns the simulation result (positive answers) plus the input ...
97 views

### Calculating pi via collisions

This code calculates pi via collisions; it asks for a user input of N which determines the mass of the second block. It is fully working, it just takes forever to run when N >= 2. I want to be able ...
55 views

### Monte Carlo pi animation

I have created a program that calculates pi using a Monte Carlo method. It also animates the process and displays the value as it is updated to show how it gets closer and closer to the actual value ...
1k views

### C++ Pi Calculator - Leibniz Formula

Yesterday I saw a CodeTrain video in where Daniel Shiffman tried to approximate Pi using the Leibniz series. It was interesting so I decided to try it too. I wrote this console application with a ...
82 views

### Monte Carlo errors estimation routine

I would value your opinion on the following piece of code. I am rather new to both Python and Monte Carlo analysis, so I was wondering whether the routine makes sense to more experienced and ...
6k views

### Implementation of Brent's Algorithm to find roots of a polynomial

I made a program that contains a root-finding algorithm for polynomials as a function and contains 3 test polynomials. The algorithm is Brent's method and is based entirely off the pseudocode from ...
286 views

### Java Pi Calculation using an Averaged-Leibniz formula

While trying to discover a way to calculate the digits of Pi faster with the Leibniz formula for Pi, I noticed that, if I took two consecuent numbers in the series, and calculate their average, I ...
2k views

...
9k views

### PI Calculator, Interview Challenge

Greg Beech says here that he asks C# candidates to produce a formula that calculates PI Given that Pi can be estimated using the function $4 * (1 - \frac{1}{3} + \frac{1}{5} - \frac{1}{7} + \dots)$. ...
152 views

### Discrete Lanczos Derivatives

I have a PR implementing denoising discrete Lanczos derivatives, following this paper. The following code works well, but the design is a train wreck, and I was hoping to get some advice to improve it....
214 views

### Compute PI in Kotlin on a T-shirt

I have written code in Kotlin with the objective of computing Pi in few enough lines so that it looks good on a t-shirt. Can be cut and paste into http://try.kotlinlang.org under "My Programs" and ...
109 views

### A collection of vector functionals

I would like some feedback for a collection of what I call "vector functionals", by which I mean maps $\ell\colon \mathbb{K}^{n} \to \mathbb{K}$, where the field $\mathbb{K} = \mathbb{R}$ or \\$\...
146 views

### Complex Newton's Method

I'm trying to build a complex Newton's method. I've submitted a PR here, where you can see the documentation and tests, as well as get a compiling example. I'd appreciate y'alls help reducing the ...