Related
I need to solve (many times, for lots of data, alongside a bunch of other things) what I think boils down to a second order cone program. It can be succinctly expressed in CVX something like this:
cvx_begin
variable X(2000);
expression MX(2000);
MX = M * X;
minimize( norm(A * X - b) + gamma * norm(MX, 1) )
subject to
X >= 0
MX((1:500) * 4 - 3) == MX((1:500) * 4 - 2)
MX((1:500) * 4 - 1) == MX((1:500) * 4)
cvx_end
The data lengths and equality constraint patterns shown are just arbitrary values from some test data, but the general form will be much the same, with two objective terms -- one minimizing error, the other encouraging sparsity -- and a large number of equality constraints on the elements of a transformed version of the optimization variable (itself constrained to be non-negative).
This seems to work pretty nicely, much better than my previous approach, which fudges the constraints something rotten. The trouble is that everything else around this is happening in R, and it would be quite a nuisance to have to port it over to Matlab. So is doing this in R viable, and if so how?
This really boils down to two separate questions:
1) Are there any good R resources for this? As far as I can tell from the CRAN task page, the SOCP package options are CLSCOP and DWD, which includes an SOCP solver as an adjunct to its classifier. Both have similar but fairly opaque interfaces and are a bit thin on documentation and examples, which brings us to:
2) What's the best way of representing the above problem in the constraint block format used by these packages? The CVX syntax above hides a lot of tedious mucking about with extra variables and such, and I can just see myself spending weeks trying to get this right, so any tips or pointers to nudge me in the right direction would be very welcome...
You might find the R package CVXfromR useful. This lets you pass an optimization problem to CVX from R and returns the solution to R.
OK, so the short answer to this question is: there's really no very satisfactory way to handle this in R. I have ended up doing the relevant parts in Matlab with some awkward fudging between the two systems, and will probably migrate everything to Matlab eventually. (My current approach predates the answer posted by user2439686. In practice my problem would be equally awkward using CVXfromR, but it does look like a useful package in general, so I'm going to accept that answer.)
R resources for this are pretty thin on the ground, but the blog post by Vincent Zoonekynd that he mentioned in the comments is definitely worth reading.
The SOCP solver contained within the R package DWD is ported from the Matlab solver SDPT3 (minus the SDP parts), so the programmatic interface is basically the same. However, at least in my tests, it runs a lot slower and pretty much falls over on problems with a few thousand vars+constraints, whereas SDPT3 solves them in a few seconds. (I haven't done a completely fair comparison on this, because CVX does some nifty transformations on the problem to make it more efficient, while in R I'm using a pretty naive definition, but still.)
Another possible alternative, especially if you're eligible for an academic license, is to use the commercial Mosek solver, which has an R interface package Rmosek. I have yet to try this, but may give it a go at some point.
(As an aside, the other solver bundled with CVX, SeDuMi, fails completely on the same problem; the CVX authors aren't kidding when they suggest trying multiple solvers. Also, in a significant subset of cases, SDTP3 has to switch from Cholesky to LU decomposition, which makes the processing orders of magnitude slower, with only very marginal improvement in the objective compared to the pre-LU steps. I've found it worth reducing the requested precision to avoid this, but YMMV.)
There is a new alternative: CVXR, which comes from the same people.
There is a website, a paper and a github project.
Disciplined Convex Programming seems to be growing in popularity observing cvxpy (Python) and Convex.jl (Julia), again, backed by the same people.
Crossposted with STATS.se since this problem could straddle both STATs.se/SO
https://stats.stackexchange.com/questions/17712/parallelize-solve-for-ax-b
I have some extremely large sparse matrices created using spMatrix function from the matrix package.
Using the solve() function works for my Ax=b issue, but it takes a very long time. Several days.
I noticed that http://cran.r-project.org/web/packages/RScaLAPACK/RScaLAPACK.pdf
appears to have a function that can parallelize the solve function, however, it can take several weeks to get new packages installed on this particular server.
The server already has the snow package installed it.
So
Is there a way of using snow to parallelize this operation?
If not, are there other ways to speed up this type of operation?
Are there other packages like RScaLAPACK? My search on RScaLAPACK seemed to suggest people had a lot of issues with it.
Thanks.
[EDIT] -- Additional details
The matrices are about 370,000 x 370,000.
I'm using it to solve for alpha centrality, http://en.wikipedia.org/wiki/Alpha_centrality. I was originally using the alpha centrality function in the igraph package, but it would crash R.
More details
This is on a single machine with 12 cores and 96 gigs of memory (I believe)
It's a directed graph along the lines of paper citation relationships.
Calculating condition number and density will take awhile. Will post as it comes available.
Will crosspost on stat.SE and will add a link back to here
[Update 1: For those just tuning in: The original question involved parallelizing computations to solving a regression problem; given that the underlying problem is related to alpha centrality, some of the issues, such as bagging and regularized regression may not be as immediately applicable, though that leads down the path of further statistical discussions.]
There are a bundle of issues to address here, from the infrastructural to the statistical.
Infrastructure
[Updated - also see Update #2 below.]
Regarding parallelized linear solvers, you can replace R's BLAS / LAPACK library with one that supports multithreaded computations, such as ATLAS, Goto BLAS, Intel's MKL, or AMD's ACML. Personally, I use AMD's version. ATLAS is irritating, because one fixes the number of cores at compilation, not at run-time. MKL is commercial. Goto is not well supported anymore, but is often the fastest, but only by a slight margin. It's under the BSD license. You can also look at Revolution Analytics's R, which includes, I think, the Intel libraries.
So, you can start using all of the cores right away, with a simple back-end change. This could give you a 12X speedup (b/c of the number of cores) or potentially much more (b/c of better implementation). If that brings down the time to an acceptable range, then you're done. :) But, changing the statistical methods could be even better.
You've not mentioned the amount of RAM available (or the distribution of it per core or machine), but A sparse solver should be pretty smart about managing RAM accesses and not try to chew on too much data at once. Nonetheless, if it is on one machine and if things are being done naively, then you may encounter a lot of swapping. In that case, take a look at packages like biglm, bigmemory, ff, and others. The former addresses solving linear equations (or GLMs, rather) in limited memory, the latter two address shared memory (i.e. memory mapping and file-based storage), which is handy for very large objects. More packages (e.g. speedglm and others) can be found at the CRAN Task View for HPC.
A semi-statistical, semi-computational issue is to address visualization of your matrix. Try sorting by the support per row & column (identical if graph is undirected, else do one then the other, or try a reordering method like reverse Cuthill-McKee), and then use image() to plot the matrix. It would be interesting to see how this is shaped, and that affects which computational and statistical methods one could try.
Another suggestion: Can you migrate to Amazon's EC2? It is inexpensive, and you can manage your own installation. If nothing else, you can prototype what you need and migrate it in-house once you have tested the speedups. JD Long has a package called segue that apparently makes life easier for distributing jobs on Amazon's Elastic MapReduce infrastructure. No need to migrate to EC2 if you have 96GB of RAM and 12 cores - distributing it could speed things up, but that's not the issue here. Just getting 100% utilization on this machine would be a good improvement.
Statistical
Next up are multiple simple statistical issues:
BAGGING You could consider sampling subsets of your data in order to fit the models and then bag your models. This can give you a speedup. This can allow you to distribute your computations on as many machines & cores as you have available. You can use SNOW, along with foreach.
REGULARIZATION The glmnet supports sparse matrices and is very fast. You would be wise to test it out. Be careful about ill-conditioned matrices and very small values of lambda.
RANK Your matrices are sparse: are they full rank? If they are not, that could be part of the issue you're facing. When matrices are either singular or very nearly so (check your estimated condition number, or at least look at how your 1st and Nth eigenvalues compare - if there's a steep drop off, you're in trouble - you might check eval1 versus ev2,...,ev10,...). Again, if you have nearly singular matrices, then you need to go back to something like glmnet to shrink out the variables are either collinear or have very low support.
BOUNDING Can you reduce the bandwidth of your matrix? If you can block diagonalize it, that's great, but you'll likely have cliques and members of multiple cliques. If you can trim the most poorly connected members, then you may be able to estimate their alpha centrality as being upper bounded by the lowest value in the same clique. There are some packages in R that are good for this sort of thing (check out Reverse Cuthill-McKee; or simply look to see how you'd convert it into rectangles, often relating to cliques or much smaller groups). If you have multiple disconnected components, then, by all means, separate the data into separate matrices.
ALTERNATIVES Are you wedded to the Alpha Centrality? There may be other measures that are monotonically correlated (i.e. have high rank correlation) with the same value that could be calculated more cheaply or at least implemented quite efficiently. If those will work, then your analyses could proceed with a lot less effort. I have a few ideas, but SO isn't really the place to go about that discussion.
For more statistical perspectives, appropriate Q&A should occur on the stats.stackexchange.com, Cross-Validated.
Update 2: I was a bit too quick in answering and didn't address this from the long-term perspective. If you are planning to do research on such systems for the long-term, you should look at other solvers that may be more applicable to your type of data and computing infrastructure. Here is a very nice directory of the options for both solvers and pre-conditioners. It seems this doesn't include IBM's "Watson" solver suite. Although it may take weeks to get software installed, it's quite possible that one of the packages is already installed if you have a good HPC administrator.
Also, keep in mind that R packages can be installed to the user directory - you need not have a package installed in the general directory. If you need to execute something as a user other than yourself, you could also download a package to the scratch or temporary space (if you're running within just 1 R instance, but using multiple cores, check out tempdir).
I'm checking a simple moving average crossing strategy in R. Instead of running a huge simulation over the 2 dimenional parameter space (length of short term moving average, length of long term moving average), I'd like to implement the Particle Swarm Optimization algorithm to find the optimal parameter values. I've been browsing through the web and was reading that this algorithm was very effective. Moreover, the way the algorithm works fascinates me...
Does anybody of you guys have experience with implementing this algorithm in R? Are there useful packages that can be used?
Thanks a lot for your comments.
Martin
Well, there is a package available on CRAN called pso, and indeed it is a particle swarm optimizer (PSO).
I recommend this package.
It is under actively development (last update 22 Sep 2010) and is consistent with the reference implementation for PSO. In addition, the package includes functions for diagnostics and plotting results.
It certainly appears to be a sophisticated package yet the main function interface (the function psoptim) is straightforward--just pass in a few parameters that describe your problem domain, and a cost function.
More precisely, the key arguments to pass in when you call psoptim:
dimensions of the problem, as a vector
(par);
lower and upper bounds for each
variable (lower, upper); and
a cost function (fn)
There are other parameters in the psoptim method signature; those are generally related to convergence criteria and the like).
Are there any other PSO implementations in R?
There is an R Package called ppso for (parallel PSO). It is available on R-Forge. I do not know anything about this package; i have downloaded it and skimmed the documentation, but that's it.
Beyond those two, none that i am aware of. About three months ago, I looked for R implementations of the more popular meta-heuristics. This is the only pso implementation i am aware of. The R bindings to the Gnu Scientific Library GSL) has a simulated annealing algorithm, but none of the biologically inspired meta-heuristics.
The other place to look is of course the CRAN Task View for Optimization. I did not find another PSO implementation other than what i've recited here, though there are quite a few packages listed there and most of them i did not check other than looking at the name and one-sentence summary.
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For example, math logic, graph theory.
Everyone around tells me that math is necessary for programmer. I saw a lot of threads where people say that they used linear algebra and some other math, but no one described concrete cases when they used it.
I know that there are similar threads, but I couldn't see any description of such a case.
Computer graphics.
It's all matrix multiplication, vector spaces, affine spaces, projection, etc. Lots and lots of algebra.
For more information, here's the Wikipedia article on projection, along with the more specific case of 3D projection, with all of its various matrices. OpenGL, a common computer graphics library, is an example of applying affine matrix operations to transform and project objects onto a computer screen.
I think that a lot of programmers use more math than they think they do. It's just that it comes so intuitively to them that they don't even think about it. For instance, every time you write an if statement are you not using your Discrete Math knowledge?
In graphic world you need a lot of transformations.
In cryptography you need geometry and number theory.
In AI, you need algebra.
And statistics in financial environments.
Computer theory needs math theory: actually almost all the founders are from Maths.
Given a list of locations with latitudes and longitudes, sort the list in order from closest to farthest from a specific position.
All applications that deal with money need math.
I can't think of a single app that I have written that didn't require math at some point.
I wrote a parser compiler a few months back, and that's full of graph-theory. This was only designed to be slightly more powerful than regular expressions (in that multiple matches were allowed, and some other features were added), but even such a simple compiler requires loop detection, finite state automata, and tons more math.
Implementing the Advanced Encryption Standard (AES) algorithm required some basic understanding of finite field math. See act 4 of my blog post on it for details (code sample included).
I've used a lot of algebra when writing business apps.
Simple Examples
BMI = weight / (height * height);
compensation = 10 * hours * ((pratio * 2.3) + tratio);
A few years ago, I had a DSP project that had to compute a real radix-2 FFT of size N, in a given time. The vendor-supplied real radix-2 FFT wouldn't run in the allocated time, but their complex FFT of size N/2 would. It is easy to feed the real data into the complex FFT. Getting the answers out afterwards is not so easy: it is called post-weaving, or post-unweaving, or unweaving. Deriving the unweave equations from the FFT and complex number theory was not fun. Going from there to tightly-optimized DSP code was equally not fun.
Naturally, the signal I was measuring did not match the FFT sample size, which causes artifacts. The standard fix is to apply a Hanning window. This causes other artifacts. As part of understanding (and testing) that code, I had to understand the artifacts caused by the Hanning window, so I could interpret the results and decide whether the code was working or not.
I've used tons of math in various projects, including:
Graph theory for dealing with dependencies in large systems (e.g. a Makefile is a kind of directed graph)
Statistics and linear regression in profiling performance bottlenecks
Coordinate transformations in geospatial applications
In scientific computing, project requirements are often stated in algebraic form, especially for computationally intensive code
And that's just off the top of my head.
And of course, anything involving "pure" computer science (algorithms, computational complexity, lambda calculus) tends to look more and more like math the deeper you go.
In answering this image-comparison-algorithm question, I drew on lots of knowledge of math, some of it from other answers and web searches (where I had to apply my own knowledge to filter the information), and some from my own engineering training and lengthy programming background.
General Mindforming
Solving Problems - One fundamental method of math, independent of the area, is transofrming an unknown problem into a known one. Even if you don't have the same problems, you need the same skill. In math, as in programming, virtually everything has different representations. Understanding the equivalence between algorithms, problems or solutions that are completely different on the surface helps you avoid the hard parts.
(A similar thing happens in physics: to solve a kinematic problem, choice of the coordinate system is often the difference between one and ten pages full of formulas, even though problem and solution are identical.)
Precision of Language / Logical reasoning - Math has a very terse yet precise language. Learning to deal with that will prepare you for computers doing what you say, not what you meant. Also, the same precision is required to analyse if a specification is sufficient, to check a piece of code if it covers all possible cases, etc.
Beauty and elegance - This may be the argument that's hardest to grasp. I found the notion of "beauty" in code is very close to the one found in math. A beautiful proof is one whose idea is immediately convincing, and the proof itself is merely executing a sequence of executing the next obvious step.
The same goes for an elegant implementation.
(Most mathematicians I've encountered have a faible for putting the "Aha!" - effect at the end rather than at the beginning. As have most elite geeks).
You can learn these skills without one lesson of math, of course. But math ahs perfected this for centuries.
Applied Skills
Examples:
- Not having to run calc.exe for a quick estimation of memory requirements
- Some basic statistics to tell a valid performance measurement from a shot in the dark
- deducing a formula for a sequence of values, rather than hardcoding them
- Getting a feeling for what c*O(N log N) means.
- Recursion is the same as proof by inductance
(that list would probably go on if I'd actively watch myself for items for a day. This part is admittedly harder than I thought. Further suggestions welcome ;))
Where I use it
The company I work for does a lot of data acquisition, and our claim to fame (comapred to our competition) is the brain muscle that goes into extracting something useful out of the data. While I'm mostly unconcerned with that, I get enough math thrown my way. Before that, I've implemented and validated random number generators for statistical applications, implemented a differential equation solver, wrote simulations for selected laws of physics. And probably more.
I wrote some hash functions for mapping airline codes and flight numbers with good efficiency into a fairly limited number of data slots.
I went through a fair number of primes before finding numbers that worked well with my data. Testing required some statistics and estimates of probabilities.
In machine learning: we use Bayesian (and other probabilistic) models all the time, and we use quadratic programming in the form of Support Vector Machines, not to mention all kinds of mathematical transformations for the various kernel functions. Calculus (derivatives) factors into perceptron learning. Not to mention a whole theory of determining the accuracy of a machine learning classifier.
In artifical intelligence: constraint satisfaction, and logic weigh very heavily.
I was using co-ordinate geometry to solve a problem of finding the visible part of a stack of windows, not exactly overlapping on one another.
There are many other situations, but this is the one that I got from the top of my head. Inherently all operations that we do is mathematics or at least depends on/related to mathematics.
Thats why its important to know mathematics to have a more clearer understanding of things :)
Infact in some cases a lot of math has gone into our common sense that we don't notice that we are using math to solve a particular problem, since we have been using it for so long!
Thanks
-Graphics (matrices, translations, shaders, integral approximations, curves, etc, etc,...infinite dots)
-Algorithm Complexity calculations (specially in line of business' applications)
-Pointer Arithmetics
-Cryptographic under field arithmetics etc.
-GIS (triangles, squares algorithms like delone, bounding boxes, and many many etc)
-Performance monitor counters and the functions they describe
-Functional Programming (simply that, not saying more :))
-......
I used Combinatorials to stuff 20 bits of data into 14 bits of space.
Machine Vision or Computer Vision requires a thorough knowledge of probability and statistics. Object detection/recognition and many supervised segmentation techniques are based on Bayesian inference. Heavy on linear algebra too.
As an engineer, I'm trying really hard to think of an instance when I did not need math. Same story when I was a grad student. Granted, I'm not a programmer, but I use computers a lot.
Games and simulations need lots of maths - fluid dynamics, in particular, for things like flames, fog and smoke.
As an e-commerce developer, I have to use math every day for programming. At the very least, basic algebra.
There are other apps I've had to write for vector based image generation that require a strong knowledge of Geometry, Calculus and Trigonometry.
Then there is bit-masking...
Converting hexadecimal to base ten in your head...
Estimating load potential of an application...
Yep, if someone is no good with math, they're probably not a very good programmer.
Modern communications would completely collapse without math. If you want to make your head explode sometime, look up Galois fields, error correcting codes, and data compression. Then symbol constellations, band-limited interpolation functions (I'm talking about sinc and raised-cosine functions, not the simple linear and bicubic stuff), Fourier transforms, clock recovery, minimally-ambiguous symbol training sequences, Rayleigh and/or Ricean fading, and Kalman filtering. All of those involve math that makes my head hurt bad, and I got a Masters in Electrical Engineering. And that's just off the top of my head, from my wireless communications class.
The amount of math required to make your cell phone work is huge. To make a 3G cell phone with Internet access is staggering. To prove with sufficient confidence that an algorithm will work in most all cases sometimes takes people's careers.
But... if you're only ever going to work with this stuff as black boxes imported from a library (at their mercy, really), well, you might get away with just knowing enough algebra to debug mismatched parentheses. And there are a lot more of those jobs than the hard ones... but at the same time, the hard jobs are harder to find a replacement for.
Examples that I've personally coded:
wrote a simple video game where one spaceship shoots a laser at another ship. To know if the ship was in the laser's path, I used basic algebra y=mx+b to calculate if the paths intersect. (I was a child when I did this and was quite amazed that something that was taught on a chalkboard (algebra) could be applied to computer programming.)
calculating mortgage balances and repayment schedules with logarithms
analyzing consumer buying choices by calculating combinatorics
trigonometry to simulate camera lens behavior
Fourier Transform to analyze digital music files (WAV files)
stock market analysis with statistics (linear regressions)
using logarithms to understand binary search traversals and also disk space savings when using packing information into bit fields. (I don't calculate logarithms in actual code, but I figure them out during "design" to see if it's feasible to even bother coding it.)
None of my projects (so far) have required topics such as calculus, differential equations, or matrices. I didn't study mathematics in school but if a project requires math, I just reference my math books and if I'm stuck, I search google.
Edited to add: I think it's more realistic for some people to have a programming challenge motivate the learning of particular math subjects. For others, they enjoy math for its own sake and can learn it ahead of time to apply to future programming problems. I'm of the first type. For example, I studied logarithms in high school but didn't understand their power until I started doing programming and all of sudden, they seem to pop up all over the place.
The recurring theme I see from these responses is that this is clearly context-dependent.
If you're writing a 3D graphics engine then you'd be well advised to brush up on your vectors and matrices. If you're writing a simple e-commerce website then you'll get away with basic algebra.
So depending on what you want to do, you may not need any more math than you did to post your question(!), or you might conceivably need a PhD (i.e. you would like to write a custom geometry kernel for turbine fan blade design).
One time I was writing something for my Commodore 64 (I forget what, I must have been 6 years old) and I wanted to center some text horizontally on the screen.
I worked out the formula using a combination of math and trial-and-error; years later I would tackle such problems using actual algebra.
Drawing, moving, and guidance of missiles and guns and lasers and gravity bombs and whatnot in this little 2d video game I made: wordwarvi
Lots of uses sine/cosine, and their inverses, (via lookup tables... I'm old, ok?)
Any geo based site/app will need math. A simple example is "Show me all Bob's Pizzas within 10 miles of me" functionality on a website. You will need math to return lat/lons that occur within a 10 mile radius.
This is primarily a question whose answer will depend on the problem domain. Some problems require oodles of math and some require only addition and subtraction. Right now, I have a pet project which might require graph theory, not for the math so much as to get the basic vocabulary and concepts in my head.
If you're doing flight simulations and anything 3D, say hello to quaternions! If you're doing electrical engineering, you will be using trig and complex numbers. If you're doing a mortgage calculator, you will be doing discrete math. If you're doing an optimization problem, where you attempt to get the most profits from your widget factory, you will be doing what is called linear programming. If you are doing some operations involving, say, network addresses, welcome to the kind of bit-focused math that comes along with it. And that's just for the high-level languages.
If you are delving into highly-optimized data structures and implementing them yourself, you will probably do more math than if you were just grabbing a library.
Part of being a good programmer is being familiar with the domain in which you are programming. If you are working on software for Fidelity Mutual, you probably would need to know engineering economics. If you are developing software for Gallup, you probably need to know statistics. LucasArts... probably Linear Algebra. NASA... Differential Equations.
The thing about software engineering is you are almost always expected to wear many hats.
More or less anything having to do with finding the best layout, optimization, or object relationships is graph theory. You may not immediately think of it as such, but regardless - you're using math!
An explicit example: I wrote a node-based shader editor and optimizer, which took a set of linked nodes and converted them into shader code. Finding the correct order to output the code in such that all inputs for a certain node were available before that node needed them involved graph theory.
And like others have said, anything having to do with graphics implicitly requires knowledge of linear algebra, coordinate spaces transformations, and plenty of other subtopics of mathematics. Take a look at any recent graphics whitepaper, especially those involving lighting. Integrals? Infinite series?! Graph theory? Node traversal optimization? Yep, all of these are commonly used in graphics.
Also note that just because you don't realize that you're using some sort of mathematics when you're writing or designing software, doesn't mean that you aren't, and actually understanding the mathematics behind how and why algorithms and data structures work the way they do can often help you find elegant solutions to non-trivial problems.
In years of webapp development I didn't have much need with the Math API. As far as I can recall, I have ever only used the Math#min() and Math#max() of the Math API.
For example
if (i < 0) {
i = 0;
}
if (i > 10) {
i = 10;
}
can be done as
i = Math.max(0, Math.min(i, 10));
I'm not looking for a general discussion on if math is important or not for programming.
Instead I'm looking for real world scenarios where you have actually used some branch of math to solve some particular problem during your career as a software developer.
In particular, I'm looking for concrete examples.
I frequently find myself using De Morgan's theorem when as well as general Boolean algebra when trying to simplify conditionals
I've also occasionally written out truth tables to verify changes, as in the example below (found during a recent code review)
(showAll and s.ShowToUser are both of type bool.)
// Before
(showAll ? (s.ShowToUser || s.ShowToUser == false) : s.ShowToUser)
// After!
showAll || s.ShowToUser
I also used some basic right-angle trigonometry a few years ago when working on some simple graphics - I had to rotate and centre a text string along a line that could be at any angle.
Not revolutionary...but certainly maths.
Linear algebra for 3D rendering and also for financial tools.
Regression analysis for the same financial tools, like correlations between financial instruments and indices, and such.
Statistics, I had to write several methods to get statistical values, like the F Probability Distribution, the Pearson product moment coeficient, and some Linear Algebra correlations, interpolations and extrapolations for implementing the Arbitrage pricing theory for asset pricing and stocks.
Discrete math for everything, linear algebra for 3D, analysis for physics especially for calculating mass properties.
[Linear algebra for everything]
Projective geometry for camera calibration
Identification of time series / statistical filtering for sound & image processing
(I guess) basic mechanics and hence calculus for game programming
Computing sizes of caches to optimize performance. Not as simple as it sounds when this is your critical path, and you have to go back and work out the times saved by using the cache relative to its size.
I'm in medical imaging, and I use mostly linear algebra and basic geometry for anything related to 3D display, anatomical measurements, etc...
I also use numerical analysis for handling real-world noisy data, and a good deal of statistics to prove algorithms, design support tools for clinical trials, etc...
Games with trigonometry and AI with graph theory in my case.
Graph theory to create a weighted graph to represent all possible paths between two points and then find the shortest or most efficient path.
Also statistics for plotting graphs and risk calculations. I used both Normal distribution and cumulative normal distribution calculations. Pretty commonly used functions in Excel I would guess but I actully had to write them myself since there is no built-in support in the .NET libraries. Sadly the built in Math support in .NET seem pretty basic.
I've used trigonometry the most and also a small amount a calculus, working on overlays for GIS (mapping) software, comparing objects in 3D space, and converting between coordinate systems.
A general mathematical understanding is very useful if you're using 3rd party libraries to do calculations for you, as you ofter need to appreciate their limitations.
i often use math and programming together, but the goal of my work IS the math so use software to achive that.
as for the math i use; mostly Calculus (FFT's analysing continuous and discrete signals) with a slash of linar algebra (CORDIC) to do trig on a MCU with no floating point chip.
I used a analytic geometry for simple 3d engine in opengl in hobby project on high school.
Some geometry computation i had used for dynamic printing reports, where was another 90° angle layout than.
A year ago I used some derivatives and integrals for store analysis (product item movement in store).
Bot all the computation can be found on internet or high-school book.
Statistics mean, standard-deviation, for our analysts.
Linear algebra - particularly gauss-jordan elimination and
Calculus - derivatives in the form of difference tables for generating polynomials from a table of (x, f(x))
Linear algebra and complex analysis in electronic engineering.
Statistics in analysing data and translating it into other units (different project).
I used probability and log odds (log of the ratio of two probabilities) to classify incoming emails into multiple categories. Most of the heavy lifting was done by my colleague Fidelis Assis.
Real world scenarios: better rostering of staff, more efficient scheduling of flights, shortest paths in road networks, optimal facility/resource locations.
Branch of maths: Operations Research. Vague definition: construct a mathematical model of a (normally complex) real world business problem, and then use mathematical tools (e.g. optimisation, statistics/probability, queuing theory, graph theory) to interrogate this model to aid in the making of effective decisions (e.g. minimise cost, maximise efficency, predict outcomes etc).
Statistics for scientific data analyses such as:
calculation of distributions, z-standardisation
Fishers Z
Reliability (Alpha, Kappa, Cohen)
Discriminance analyses
scale aggregation, poling, etc.
In actual software development I've only really used quite trivial linear algebra, geometry and trigonometry. Certainly nothing more advanced than the first college course in each subject.
I have however written lots of programs to solve really quite hard math problems, using some very advanced math. But I wouldn't call any of that software development since I wasn't actually developing software. By that I mean that the end result wasn't the program itself, it was an answer. Basically someone would ask me what is essentially a math question and I'd write a program that answered that question. Sure I’d keep the code around for when I get asked the question again, and sometimes I’d send the code to someone so that they could answer the question themselves, but that still doesn’t count as software development in my mind. Occasionally someone would take that code and re-implement it in an application, but then they're the ones doing the software development and I'm the one doing the math.
(Hopefully this new job I’ve started will actually let me to both, so we’ll see how that works out)