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  Re: very high order ODE solver         


Author: Joe Smith
Date: Jan 6, 2007 19:05

My personal rule of thumb is that for a given level of accuracy the
most efficient method is the one where the order of the method is
equal to the number of digits of accuracy being sought.

Don't forget that Intel machines have the extended data type which is
an 80 bit floating point number allthough that data type is not
supported by evey compiler.

On Sat, 06 Jan 2007 11:46:40 GMT, Gunnar G wrote:
>I have an IVP y'=f(x,y), y(x0)=y0 and wish to find y(x1) for some x1 and I
>would like to get a very accurate result.
>So I guess I need an ODE solver of a high order, any one you would recomend?
>
>Is there any package for increasing the accuracy of the numbers that are
>used? I have only a x86 machine so I guess I'm limited to a 64 bit double
>precision, but perhaps there are software for increased precision, like 256
>bit floating numbers, is there any such software package that is easy to
>use with numerical software?
1 Comment
  the order of the method         


Author: Madzia
Date: Jan 6, 2007 06:48

Do you know how can I calculate the order of the any numerical methods
using stability function.
For example for implicit/backward euler q(z)=1/1-z.

If I am not able to do it in this way please gove me another suggestion
with example.

Thx,
Magda
2 Comments
  Re: very high order ODE solver         


Author:
Date: Jan 6, 2007 06:02

Gunnar G wrote:
> I have an IVP y'=f(x,y), y(x0)=y0 and wish to find y(x1) for some x1 and I
> would like to get a very accurate result.
> So I guess I need an ODE solver of a high order, any one you would recomend?
>
> Is there any package for increasing the accuracy of the numbers that are
> used? I have only a x86 machine so I guess I'm limited to a 64 bit double
> precision, but perhaps there are software for increased precision, like 256
> bit floating numbers, is there any such software package that is easy to
> use with numerical software?

Besides the usual CAS like Maple or Mathematica or others there are
several free software libraries extending numerics to high precision,
may be you try to google.

If you are on Windows you may consider LCC as a complete environment,
it gives you ~ 100 decimal places. It does not have many numerical
examples, but after a while one gets used to it and some of its special
handling. You will be able to compile DLLs callable from other, usual
Windows applications. It is 'free' in a non-commercial sense.
Show full article (1.46Kb)
1 Comment
  matrix inequality         


Author: maxsim
Date: Jan 6, 2007 05:05

Hi,

I assume that the following inequality holds true for any real
symmetric 2x2-matrices A1,A2,B1,B2

trace( sqrtm( (A1+A2)^2 + (B1+B2)^2 ) )
<=trace( sqrtm( A1^2+B1^2 ) ) + trace( sqrtm( A2^2+B2^2 )
).

(sqrtm means the unique square root of a symm. pos. semi-definite
matrix)
Note that A1,A2,B1,B2 need not be pos. (semi-) definite.

Does anybody have an idea how to prove this inequality (or find a
counterexample)?

Remark: The matrix

sqrtm( (A1+B1)^2 )+sqrtm( (A2+B2)^2 )-sqrtm( (A1+A2)^2 + (B1+B2)^2
)

is in general not pos.semi-definite. Furthermore, I think the
inequality holds for n x n matrices, too.

Thanks,

Simon
no comments
  Solution of Cubic Equations         


Author: Anton
Date: Jan 6, 2007 04:20

I am trying to solve:
x^4-4x^3+8x+3=0
first i put x+y+4
and ended up with y^4-96Y^2-504Y-733
This seems weird to me.
How should I proceed?
I am followin KA Stroud 'Further Engineering Mathematics' Prog 2
Section 82.4
Any help appreciated.
I am an engineering trying to revise my degree maths after 31 years ..
not a pure mathematician!
5 Comments