I wish to create a 2D array of NxN complex numbers of arbitrary size. So (for sake of simplicity) a N=3 array might be of the form
[
[0.0 + 0.0j, 0.0 + 1.0j, 0.0 + 2.0j]
[1.0 + 0.0j, 1.0 + 1.0j, 1.0 + 2.0j]
[2.0 + 0.0j, 2.0 + 1.0j, 2.0 + 2.0j]
]
(in reality N would be > 3). I can create a 1D array using e.g. np.linspace(). Is there a similar facility to generate a 2D one? I imagine that N would be of the order of 50 or 100 with the real and imaginary parts ranging from -2np.pi to 2np.pi or similar.
You can use broadcasting here:
N=5
np.arange(N)[:,None] + np.complex('j')* np.arange(N)
Output:
array([[0.+0.j, 0.+1.j, 0.+2.j, 0.+3.j, 0.+4.j],
[1.+0.j, 1.+1.j, 1.+2.j, 1.+3.j, 1.+4.j],
[2.+0.j, 2.+1.j, 2.+2.j, 2.+3.j, 2.+4.j],
[3.+0.j, 3.+1.j, 3.+2.j, 3.+3.j, 3.+4.j],
[4.+0.j, 4.+1.j, 4.+2.j, 4.+3.j, 4.+4.j]])
Or in your case:
N=50
x = np.linspace(-2,2,N) * np.pi
out = x[:,None] + np.complex('j') * x
Related
I'm struggling a bit finding a fast algorithm that's suitable.
I just want to minimize:
norm2(x-s)
st
G.x <= h
x >= 0
sum(x) = R
G is sparse and contains only 1s (and zeros obviously).
In the case of iterative algorithms, it would be nice to get the interim solutions to show to the user.
The context is that s is a vector of current results, and the user is saying "well the sum of these few entries (entries indicated by a few 1.0's in a row in G) should be less than this value (a row in h). So we have to remove quantities from the entries the user specified (indicated by 1.0 entries in G) in a least-squares optimal way, but since we have a global constraint on the total (R) the values removed need to be allocated in a least-squares optimal way amongst the other entries. The entries can't go negative.
All the algorithms I'm looking at are much more general, and as a result are much more complex. Also, they seem quite slow. I don't see this as a complex problem, although mixes of equality and inequality constraints always seem to make things more complex.
This has to be called from Python, so I'm looking at Python libraries like qpsolvers and scipy.optimize. But I suppose Java or C++ libraries could be used and called from Python, which might be good since multithreading is better in Java and C++.
Any thoughts on what library/package/approach to use to best solve this problem?
The size of the problem is about 150,000 rows in s, and a few dozen rows in G.
Thanks!
Your problem is a linear least squares:
minimize_x norm2(x-s)
such that G x <= h
x >= 0
1^T x = R
Thus it fits the bill of the solve_ls function in qpsolvers.
Here is an instance of how I imagine your problem matrices would look like, given what you specified. Since it is sparse we should use SciPy CSC matrices, and regular NumPy arrays for vectors:
import numpy as np
import scipy.sparse as spa
n = 150_000
# minimize 1/2 || x - s ||^2
R = spa.eye(n, format="csc")
s = np.array(range(n), dtype=float)
# such that G * x <= h
G = spa.diags(
diagonals=[
[1.0 if i % 2 == 0 else 0.0 for i in range(n)],
[1.0 if i % 3 == 0 else 0.0 for i in range(n - 1)],
[1.0 if i % 5 == 0 else 0.0 for i in range(n - 1)],
],
offsets=[0, 1, -1],
)
a_dozen_rows = np.linspace(0, n - 1, 12, dtype=int)
G = G[a_dozen_rows]
h = np.ones(12)
# such that sum(x) == 42
A = spa.csc_matrix(np.ones((1, n)))
b = np.array([42.0]).reshape((1,))
# such that x >= 0
lb = np.zeros(n)
Next, we can solve this problem with:
from qpsolvers import solve_ls
x = solve_ls(R, s, G, h, A, b, lb, solver="osqp", verbose=True)
Here I picked CVXOPT but there are other open-source solvers you can install such as ProxQP, OSQP or SCS. You can install a set of open-source solvers by: pip install qpsolvers[open_source_solvers]. After some solvers are installed, you can list those for sparse matrices by:
print(qpsolvers.sparse_solvers)
Finally, here is some code to check that the solution returned by the solver satisfies our constraints:
tol = 1e-6 # tolerance for checks
print(f"- Objective: {0.5 * (x - s).dot(x - s):.1f}")
print(f"- G * x <= h: {(G.dot(x) <= h + tol).all()}")
print(f"- x >= 0: {(x + tol >= 0.0).all()}")
print(f"- sum(x) = {x.sum():.1f}")
I just tried it with OSQP (adding the eps_rel=1e-5 keyword argument when calling solve_ls, otherwise the returned solution would be less accurate than the tol = 1e-6 tolerance) and it found a solution is 737 milliseconds on my (rather old) CPU with:
- Objective: 562494373088866.8
- G * x <= h: True
- x >= 0: True
- sum(x) = 42.0
Hoping this helps. Happy solving!
In particle physics, we have to compute the invariant mass a lot, which is for a two-body decay
When the momenta (p1, p2) are sometimes very large (up to a factor 1000 or more) compared to the masses (m1, m2). In that case, there is large cancellation happening between the last two terms when the calculation is carried out with floating point numbers on a computer.
What kind of numerical tricks can be used to compute this accurately for any inputs?
The question is about suitable numerical tricks to improve the accuracy of the calculation with floating point numbers, so the solution should be language-agnostic. For demonstration purposes, implementations in Python are preferred. Solutions which reformulate the problem and increase the amount of elementary operations are acceptable, but solutions which suggest to use other number types like decimal or multi-precision floating point numbers are not.
Note: The original question presented a simplified 1D dimensional problem in form of a Python expression, but the question is for the general case where the momenta are given in 3D dimensions. The question was reformulated in this way.
With a few tricks listed on Stackoverflow and the transformation described by Jakob Stark in his answer, it is possible to rewrite the equation into a form that does not suffer anymore from catastrophic cancellation.
The original question asked for a solution in 1D, which has a simple solution, but in practice, we need the formula in 3D and then the solution is more complicated. See this notebook for a full derivation.
Example implementation of numerically stable calculation in 3D in Python:
import numpy as np
# numerically stable implementation
#np.vectorize
def msq2(px1, py1, pz1, px2, py2, pz2, m1, m2):
p1_sq = px1 ** 2 + py1 ** 2 + pz1 ** 2
p2_sq = px2 ** 2 + py2 ** 2 + pz2 ** 2
m1_sq = m1 ** 2
m2_sq = m2 ** 2
x1 = m1_sq / p1_sq
x2 = m2_sq / p2_sq
x = x1 + x2 + x1 * x2
a = angle(px1, py1, pz1, px2, py2, pz2)
cos_a = np.cos(a)
if cos_a >= 0:
y1 = (x + np.sin(a) ** 2) / (np.sqrt(x + 1) + cos_a)
else:
y1 = -cos_a + np.sqrt(x + 1)
y2 = 2 * np.sqrt(p1_sq * p2_sq)
return m1_sq + m2_sq + y1 * y2
# numerically stable calculation of angle
def angle(x1, y1, z1, x2, y2, z2):
# cross product
cx = y1 * z2 - y2 * z1
cy = x1 * z2 - x2 * z1
cz = x1 * y2 - x2 * y1
# norm of cross product
c = np.sqrt(cx * cx + cy * cy + cz * cz)
# dot product
d = x1 * x2 + y1 * y2 + z1 * z2
return np.arctan2(c, d)
The numerically stable implementation can never produce a negative result, which is a commonly occurring problem with naive implementations, even in double precision.
Let's compare the numerically stable function with a naive implementation.
# naive implementation
def msq1(px1, py1, pz1, px2, py2, pz2, m1, m2):
p1_sq = px1 ** 2 + py1 ** 2 + pz1 ** 2
p2_sq = px2 ** 2 + py2 ** 2 + pz2 ** 2
m1_sq = m1 ** 2
m2_sq = m2 ** 2
# energies of particles 1 and 2
e1 = np.sqrt(p1_sq + m1_sq)
e2 = np.sqrt(p2_sq + m2_sq)
# dangerous cancelation in third term
return m1_sq + m2_sq + 2 * (e1 * e2 - (px1 * px2 + py1 * py2 + pz1 * pz2))
For the following image, the momenta p1 and p2 are randomly picked from 1 to 1e5, the values m1 and m2 are randomly picked from 1e-5 to 1e5. All implementations get the input values in single precision. The reference in both cases is calculated with mpmath using the naive formula with 100 decimal places.
The naive implementation loses all accuracy for some inputs, while the numerically stable implementation does not.
If you put e.g. m1 = 1e-4, m2 = 1e-4, p1 = 1 and p2 = 1 in the expression, you get about 4e-8 with double precision but 0.0 with single precision calculation. I assume, that your question is about how one can get the 4e-8 as well with single precision calculation.
What you can do is a taylor expansion (around m1 = 0 and m2 = 0) of the expression above.
e ~ e|(m1=0,m2=0) + de/dm1|(m1=0,m2=0) * m1 + de/dm2|(m1=0,m2=0) * m2 + ...
If I calculated correctly, the zeroth and first order terms are 0 and the second order expansion would be
e ~ (p1+p2)/p1 * m1**2 + (p1+p2)/p2 * m2**2
This yields exactly 4e-8 even with single precision calculation. You can of course do more terms in the expansion if you need, until you hit the precision limit of a single float.
Edit
If the mi are not always much smaller than the pi you could further massage the equation to get
The complicated part is now the one in the square brackets. It essentially is sqrt(x+1)-1 for a wide range of x values. If x is very small, we can use the taylor expansion of the square root (e.g. like here). If the x value is larger, the formula works just fine, because the addition and subtraction of 1 are no longer discarding the value of x due to floating point precision. So one threshold for x must be choosen below one switches to the taylor expansion.
I have a target of target = 11.82 with two variables
x = 9
y = 15
How do I find the percentage weighting that would blend x & y to equal my target? i.e. 55% of x and 45% of y - what function is most efficient way to calc a weighting to obtain my target?
Looking at it again, what I think you want is really two equations:
9x + 15y = 11.82
x + y = 1
Solving that system of equations is pretty fast on pen and paper (just do linear combination). Or you could use sympy to solve the system of linear equations:
>>> from sympy import *
>>> from sympy.solvers.solveset import linsolve
>>> x, y = symbols('x, y')
>>> linsolve([x + y - 1, 9 * x + 15 * y - 11.82], (x, y)) # make 0 on right by subtraction
FiniteSet((0.53, 0.47))
We can confirm this by substitution:
>>> 9 * 0.53 + 15 * 0.47
11.82
I have a question in my data structure course homework and I thought of 2 algorithms to solve this question, one of them is O(n^2) time and the other one is:
T(n) = 3 * n + 1*1 + 2*2 + 4*4 + 8*8 + 16*16 + ... + logn*logn
And I'm not sure which one is better.
I know that the sum of geometric progression from 1 to logn is O(logn) because I can use the geometric series formula for that. But here I have the squares of the geometric progression and I have no idea how to calculate this.
You can rewrite it as:
log n * log n + ((log n) / 2) * ((log n) / 2) + ((log n) / 4) * ((log n) / 4) ... + 1
if you substitute (for easier understanding) log^2 n with x, you get:
x + x/4 + x/16 + x/64 + ... + 1
You can use formula to sum the series, but if you dont have to be formal, then basic logic is enough. Just imagine you have 1/4 of pie and then add 1/16 pie and 1/64 etc., you can clearly see, it will never reach whole piece therefore:
x + x/4 + x/16 + x/64 + ... + 1 < 2x
Which means its O(x)
Changing back the x for log^2 n:
T(n) = O(3*n + log^2 n) = O(n)
A quaternion is obviously equivalent to a rotation matrix, but a 4x4 matrix does more than just rotation. It also does translation and scaling.
A matrix for affine transforms can actually be represented with 12 elements because the last row is constant:
a b c d
e f g h
i j k l
0 0 0 1
x' = a*x + b*y + c*z + d
y' = e*x + f*y + g*z + h
z' = i*x + j*y + k*z + l
A full transform therefore takes 9 multiplies and 9 adds.
For the three affine transforms: rotation, scale, and translation I would like to know if a quaternion-based system is competitive. I have looked all over and have not found one anywhere.
Given a quaternion p = (w,x,y,z)
For rotation, q' = pqp'. I could add a translation vector: t=(tx,ty,tz)
q' = pqp' + t
That is just 7 elements as compared to 12 with matrices, though it is slightly more operations.
That still does not support scaling though. Is there a complete equivalent?
Note: If the only answer is to convert the rotation to a matrix, then that is not really an answer. The question is whether a quaternion system can perform affine transform without matrices.
If there is an equivalence, can anyone point me to a java or c++ class so I can see how this works?