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+35
Fertiggestellt

fsolve()

Denys Dutykh vor 11 Jahren aktualisiert von Pavel Holoborodko vor 8 Jahren 2

Another very useful functionality would be to have a multi-precision analogue of fsolve(). In my opinion, it would seriously increasy the number of potential clients of the MC Toolbox...

+8

Optimization toolbox

Did vor 11 Jahren aktualisiert von Pavel Holoborodko vor 11 Jahren 1

Support for Optimization and Global Optimization toolboxes would be great.


(To avoid licence conflicts, Advanpix could run these arbitrary precision extensions only if ones has the licence for the "normal" toolbox.)  

+5
Fertiggestellt

Sparse Matrices Rudimentary Support

Pavel Holoborodko vor 11 Jahren aktualisiert vor 11 Jahren 0

Brief plan for ongoing development.

 

1. Introduce multiprecision sparse matrix type (provide smooth integration with MATLAB and toolbox itself). 

2. Conversion from/to built-in 'double' sparse matrices. 

+3
Fertiggestellt

Adaptive Gauss-Kronod quadrature: quadgk()

Viktor Witkovsky vor 11 Jahren aktualisiert von Pavel Holoborodko vor 9 Jahren 4

Although an algorithm for multiprecision computation of Gauss-Kronod nodes and weights is available, I suggest to implement multiprecision version (quadruple precision) of the algorithm quadgk.

+2
Fertiggestellt

randn()

Denys Dutykh vor 11 Jahren aktualisiert von Pavel Holoborodko vor 11 Jahren 0

I would suggest to add a function randn() which generates pseudo-random numbers according to the normal distribution.


In several cases it happened to me that I needed to generate a randomly perturbed initial condition to test the sensitivity of the solution by performing then extended multi-precision computations.


Thanks in advance!

Antwort
Pavel Holoborodko vor 11 Jahren

Today we have added mp.randn to the toolbox (Windows). 

Linux & Mac OS X versions will be updated shortly.

Thank you for the suggestion.

+2
Fertiggestellt

Optimized array manipulation operations

Ilya Tyuryukanov vor 10 Jahren aktualisiert von Pavel Holoborodko vor 9 Jahren 2
I think it would be nice to speed up the logical indexing and other such array manipulation commands, because they are critical for many matrix- and vector-based algorithms. As for now, e.g. X(1:5) or X.' would take about 20 times more time if X is mp compared to double X (correct me if I'm wrong, or there's a way for speed increase). I know from the blog post that it was even slower earlier, but still such operations are very often and hence worth of optimization (IMHO).
+1
Fertiggestellt

can the mp tool be used to solve positive solutions of a linear system (lsqnonneg in MATLAB)?

fxmagrans vor 3 Jahren aktualisiert vor 3 Jahren 4

can the mp tool be used to solve positive solutions of a linear system (lsqnonneg in MATLAB)?

+1
Wird überprüft

It would be fantastic if `quadeig` is supported.

kuanxu33 vor 4 Jahren aktualisiert von Pavel Holoborodko vor 4 Jahren 5

Only `polyeig` is equipped with MP toolbox.

+1
Danke

Accumulation of double precision vector

dattorro vor 5 Jahren aktualisiert von Pavel Holoborodko vor 5 Jahren 1

Quadruple precision floating-point accumulation of a double precision vector  p  is emulated numerically in Matlab:

function t = orosumvec(p, recurs)
   x = cumsum(p);
   z = x - p;
   u = (z - x) + p;
   v = [0
        x(1:end-1)] - z;
   if ~recurs
      t = sum([u
               v
               x(end)]);
   else
      t = orosumvec([u
                     v
                     x(end)], 0);
   end
end

This is verified by Advanpix Multiprecision Toolbox.


Matlab's built-in variable precision arithmetic, vpa() from Mathworks Symbolic Math Toolbox, 

produces erroneous results in 2018One recursive call is necessary and sufficient.

+1
Wird überprüft

multiple precision for fmincon

Iuliia vor 6 Jahren aktualisiert von Pavel Holoborodko vor 1 Monat 9

Hello,


I would like to ask if you consider including fmincon in the Toolbox in near future. I have a part of Matlab code with optimization of nonlinear constrained function, and it would be very useful for me.


Best regards,

Iuliia