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TomSym
The TomSym MATLAB symbolic modeling engine is a platform for modeling applied optimization and optimal control problems. Description TomSym is complete modeling environment in Matlab with support for most built-in mathematical operators in Matlab. It is a combined modeling, compilation and interface to the TOMLAB solvers. The matrix derivative of a matrix function is a fourth rank tensor - that is, a matrix each of whose entries is a matrix. Rather than using four-dimensional matrices to represent this, TomSym continues to work in two dimensions. This makes it possible to take advantage of the very efficient handling of sparse matrices in Matlab, which is not available for higher-dimensional matrices. TomSym has a variety of functions, among them: * Ability to transform expressions and generate analytical first and second order derivatives, including sparsity patterns. * Interfaced and compatible with MAD, i.e. MAD can be used when symbolic modeling is not suitable. * Numeric ...
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List Of Numerical Analysis Software
Listed here are notable end-user computer applications intended for use with numerical or data analysis: Numerical-software packages General-purpose computer algebra systems Interface-oriented Language-oriented Historically significant * Expensive Desk Calculator written for the TX-0 and PDP-1 The PDP-1 (''Programmed Data Processor-1'') is the first computer in Digital Equipment Corporation's PDP series and was first produced in 1959. It is famous for being the computer most important in the creation of hacker culture at Massachusett ... in the late 1950s or early 1960s. * S is an (array-based) programming language with strong numerical support. R is an implementation of the S language. See also References {{DEFAULTSORT:Numerical Analysis Software Lists of software Mathematics-related lists *Software ...
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P-code Machine
In computer programming, a p-code machine (portable code machine) is a virtual machine designed to execute ''p-code'' (the assembly language or machine code of a hypothetical central processing unit (CPU)). This term is applied both generically to all such machines (such as the Java virtual machine (JVM) and MATLAB precompiled code), and to specific implementations, the most famous being the p-Machine of the Pascal-P system, particularly the UCSD Pascal implementation, among whose developers, the ''p'' in ''p-code'' was construed to mean ''pseudo'' more often than ''portable'', thus ''pseudo-code'' meaning instructions for a pseudo-machine. Although the concept was first implemented circa 1966—as O-code for the Basic Combined Programming Language (BCPL) and P code for the language Euler—the ''term'' p-code first appeared in the early 1970s. Two early compilers generating p-code were the Pascal-P compiler in 1973, by Kesav V. Nori, Urs Ammann, Kathleen Jensen, Hans-Heinrich N ...
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Automatic Differentiation
In mathematics and computer algebra, automatic differentiation (AD), also called algorithmic differentiation, computational differentiation, auto-differentiation, or simply autodiff, is a set of techniques to evaluate the derivative of a function specified by a computer program. AD exploits the fact that every computer program, no matter how complicated, executes a sequence of elementary arithmetic operations (addition, subtraction, multiplication, division, etc.) and elementary functions ( exp, log, sin, cos, etc.). By applying the chain rule repeatedly to these operations, derivatives of arbitrary order can be computed automatically, accurately to working precision, and using at most a small constant factor more arithmetic operations than the original program. Automatic differentiation is distinct from symbolic differentiation and numerical differentiation. Symbolic differentiation faces the difficulty of converting a computer program into a single mathematical expression an ...
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Linear Programming
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is a special case of mathematical programming (also known as mathematical optimization). More formally, linear programming is a technique for the optimization of a linear objective function, subject to linear equality and linear inequality constraints. Its feasible region is a convex polytope, which is a set defined as the intersection of finitely many half spaces, each of which is defined by a linear inequality. Its objective function is a real-valued affine (linear) function defined on this polyhedron. A linear programming algorithm finds a point in the polytope where this function has the smallest (or largest) value if such a point exists. Linear programs are problems that can be expressed in canonical form as : \begin & \text ...
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Constant (mathematics)
In mathematics, the word constant conveys multiple meanings. As an adjective, it refers to non-variance (i.e. unchanging with respect to some other value); as a noun, it has two different meanings: * A fixed and well-defined number or other non-changing mathematical object. The terms ''mathematical constant'' or ''physical constant'' are sometimes used to distinguish this meaning. * A function whose value remains unchanged (i.e., a constant function). Such a constant is commonly represented by a variable which does not depend on the main variable(s) in question. For example, a general quadratic function is commonly written as: :a x^2 + b x + c\, , where , and are constants (or parameters), and a variable—a placeholder for the argument of the function being studied. A more explicit way to denote this function is :x\mapsto a x^2 + b x + c \, , which makes the function-argument status of (and by extension the constancy of , and ) clear. In this example , and are co ...
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Integer
An integer is the number zero (), a positive natural number (, , , etc.) or a negative integer with a minus sign ( −1, −2, −3, etc.). The negative numbers are the additive inverses of the corresponding positive numbers. In the language of mathematics, the set of integers is often denoted by the boldface or blackboard bold \mathbb. The set of natural numbers \mathbb is a subset of \mathbb, which in turn is a subset of the set of all rational numbers \mathbb, itself a subset of the real numbers \mathbb. Like the natural numbers, \mathbb is countably infinite. An integer may be regarded as a real number that can be written without a fractional component. For example, 21, 4, 0, and −2048 are integers, while 9.75, , and  are not. The integers form the smallest group and the smallest ring containing the natural numbers. In algebraic number theory, the integers are sometimes qualified as rational integers to distinguish them from the more general algebraic ...
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Continuous Function
In mathematics, a continuous function is a function such that a continuous variation (that is a change without jump) of the argument induces a continuous variation of the value of the function. This means that there are no abrupt changes in value, known as '' discontinuities''. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is . Up until the 19th century, mathematicians largely relied on intuitive notions of continuity, and considered only continuous functions. The epsilon–delta definition of a limit was introduced to formalize the definition of continuity. Continuity is one of the core concepts of calculus and mathematical analysis, where arguments and values of functions are real and complex numbers. The concept has been generalized to functions between metric spaces and between topological spaces. The latter are ...
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Scalar (mathematics)
A scalar is an element of a field which is used to define a '' vector space''. In linear algebra, real numbers or generally elements of a field are called scalars and relate to vectors in an associated vector space through the operation of scalar multiplication (defined in the vector space), in which a vector can be multiplied by a scalar in the defined way to produce another vector. Generally speaking, a vector space may be defined by using any field instead of real numbers (such as complex numbers). Then scalars of that vector space will be elements of the associated field (such as complex numbers). A scalar product operation – not to be confused with scalar multiplication – may be defined on a vector space, allowing two vectors to be multiplied in the defined way to produce a scalar. A vector space equipped with a scalar product is called an inner product space. A quantity described by multiple scalars, such as having both direction and magnitude, is calle ...
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Subtraction
Subtraction is an arithmetic operation that represents the operation of removing objects from a collection. Subtraction is signified by the minus sign, . For example, in the adjacent picture, there are peaches—meaning 5 peaches with 2 taken away, resulting in a total of 3 peaches. Therefore, the ''difference'' of 5 and 2 is 3; that is, . While primarily associated with natural numbers in arithmetic, subtraction can also represent removing or decreasing physical and abstract quantities using different kinds of objects including negative numbers, fractions, irrational numbers, vectors, decimals, functions, and matrices. Subtraction follows several important patterns. It is anticommutative, meaning that changing the order changes the sign of the answer. It is also not associative, meaning that when one subtracts more than two numbers, the order in which subtraction is performed matters. Because is the additive identity, subtraction of it does not change a number. Subtracti ...
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Addition
Addition (usually signified by the plus symbol ) is one of the four basic operations of arithmetic, the other three being subtraction, multiplication and division. The addition of two whole numbers results in the total amount or ''sum'' of those values combined. The example in the adjacent image shows a combination of three apples and two apples, making a total of five apples. This observation is equivalent to the mathematical expression (that is, "3 ''plus'' 2 is equal to 5"). Besides counting items, addition can also be defined and executed without referring to concrete objects, using abstractions called numbers instead, such as integers, real numbers and complex numbers. Addition belongs to arithmetic, a branch of mathematics. In algebra, another area of mathematics, addition can also be performed on abstract objects such as vectors, matrices, subspaces and subgroups. Addition has several important properties. It is commutative, meaning that the order of the o ...
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Identity Matrix
In linear algebra, the identity matrix of size n is the n\times n square matrix with ones on the main diagonal and zeros elsewhere. Terminology and notation The identity matrix is often denoted by I_n, or simply by I if the size is immaterial or can be trivially determined by the context. I_1 = \begin 1 \end ,\ I_2 = \begin 1 & 0 \\ 0 & 1 \end ,\ I_3 = \begin 1 & 0 & 0 \\ 0 & 1 & 0 \\ 0 & 0 & 1 \end ,\ \dots ,\ I_n = \begin 1 & 0 & 0 & \cdots & 0 \\ 0 & 1 & 0 & \cdots & 0 \\ 0 & 0 & 1 & \cdots & 0 \\ \vdots & \vdots & \vdots & \ddots & \vdots \\ 0 & 0 & 0 & \cdots & 1 \end. The term unit matrix has also been widely used, but the term ''identity matrix'' is now standard. The term ''unit matrix'' is ambiguous, because it is also used for a matrix of ones and for any unit of the ring of all n\times n matrices. In some fields, such as group theory or quantum mechanics, the identity matrix is sometimes denoted by a boldface one, \mathbf, or called "id" (short for identity ...
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Multiplication
Multiplication (often denoted by the cross symbol , by the mid-line dot operator , by juxtaposition, or, on computers, by an asterisk ) is one of the four elementary mathematical operations of arithmetic, with the other ones being addition, subtraction, and division. The result of a multiplication operation is called a '' product''. The multiplication of whole numbers may be thought of as repeated addition; that is, the multiplication of two numbers is equivalent to adding as many copies of one of them, the ''multiplicand'', as the quantity of the other one, the ''multiplier''. Both numbers can be referred to as ''factors''. :a\times b = \underbrace_ For example, 4 multiplied by 3, often written as 3 \times 4 and spoken as "3 times 4", can be calculated by adding 3 copies of 4 together: :3 \times 4 = 4 + 4 + 4 = 12 Here, 3 (the ''multiplier'') and 4 (the ''multiplicand'') are the ''factors'', and 12 is the ''product''. One of the main properties of multiplica ...
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