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+35
Completed

fsolve()

Denys Dutykh 11 years ago updated by Pavel Holoborodko 8 years ago 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 11 years ago updated by Pavel Holoborodko 11 years ago 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
Completed

Sparse Matrices Rudimentary Support

Pavel Holoborodko 11 years ago updated 11 years ago 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
Completed

Adaptive Gauss-Kronod quadrature: quadgk()

Viktor Witkovsky 11 years ago updated by Pavel Holoborodko 9 years ago 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
Completed

randn()

Denys Dutykh 11 years ago updated by Pavel Holoborodko 11 years ago 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!

Answer
Pavel Holoborodko 11 years ago

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
Completed

Optimized array manipulation operations

Ilya Tyuryukanov 10 years ago updated by Pavel Holoborodko 9 years ago 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
Completed

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

fxmagrans 3 years ago updated 3 years ago 4

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

+1
Under review

It would be fantastic if `quadeig` is supported.

kuanxu33 4 years ago updated by Pavel Holoborodko 4 years ago 5

Only `polyeig` is equipped with MP toolbox.

+1
Thanks

Accumulation of double precision vector

dattorro 5 years ago updated by Pavel Holoborodko 5 years ago 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
Under review

multiple precision for fmincon

Iuliia 6 years ago updated by Pavel Holoborodko 1 month ago 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