fsolve()
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...
Optimization toolbox
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.)
Sparse Matrices Rudimentary Support
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.
Adaptive Gauss-Kronod quadrature: quadgk()
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.
randn()
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!
Today we have added mp.randn to the toolbox (Windows).
Linux & Mac OS X versions will be updated shortly.
Thank you for the suggestion.
Optimized array manipulation operations
can the mp tool be used to solve positive solutions of a linear system (lsqnonneg in MATLAB)?
can the mp tool be used to solve positive solutions of a linear system (lsqnonneg in MATLAB)?
It would be fantastic if `quadeig` is supported.
Only `polyeig` is equipped with MP toolbox.
Accumulation of double precision vector
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 2018. One recursive call is necessary and sufficient.
multiple precision for fmincon
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
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