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+35
Terminé

fsolve()

Denys Dutykh il y a 12 ans mis à jour par Pavel Holoborodko il y a 9 ans 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 il y a 12 ans mis à jour par Pavel Holoborodko il y a 12 ans 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
Terminé

Sparse Matrices Rudimentary Support

Pavel Holoborodko il y a 12 ans mis à jour il y a 12 ans 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
Terminé

Adaptive Gauss-Kronod quadrature: quadgk()

Viktor Witkovsky il y a 12 ans mis à jour par Pavel Holoborodko il y a 10 ans 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
Terminé

randn()

Denys Dutykh il y a 12 ans mis à jour par Pavel Holoborodko il y a 12 ans 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!

Solution
Pavel Holoborodko il y a 12 ans

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
Terminé

Optimized array manipulation operations

Ilya Tyuryukanov il y a 11 ans mis à jour par Pavel Holoborodko il y a 10 ans 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
Terminé

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

fxmagrans il y a 5 ans mis à jour il y a 5 ans 4

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

+1
À l'étude

It would be fantastic if `quadeig` is supported.

kuanxu33 il y a 6 ans mis à jour par Pavel Holoborodko il y a 6 ans 5

Only `polyeig` is equipped with MP toolbox.

+1
Merci

Accumulation of double precision vector

dattorro il y a 6 ans mis à jour par Pavel Holoborodko il y a 6 ans 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
À l'étude

multiple precision for fmincon

Iuliia il y a 8 ans mis à jour par Pavel Holoborodko il y a 1 an 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