Strange result in gaussian elimination with scilab - linear-algebra

My function for calculate a gaussian elimination (without parcial pivot) with scilab are returning a strange result for operations like
0.083333 - 1.000000*0.083333 = -0.000000 (minus zero, I'm really not understand)
And when I access this result in matrix the number shown is - 1.388D-17. Someone have idea why this? Below my code for gauss elimination. A is expanded matrix (A | b)
function [r] = gaussian_elimination(A)
//Get a tuple representing matrix dimension
[row, col] = size(A)
if ( (row ~= 1) & (col ~= 2) ) then
for k = 1:row
disp(A)
if A(k, k) ~= 0 then
for i = k+1:row
m = real(A(i, k)/A(k, k))
for j = 1:col
a = A(k, j)
new_element = A(i, j) - m*a
printf("New Element A(%d, %d) = %f - %f*%f = %f\n", i, j, A(i,j), m, a, new_element)
A(i,j) = 0
A(i,j) = new_element
end
end
else
A = "Inconsistent system"
break
end
end
else
A = A(1,1)
end
r = A
The most strange is that for some matrices this not happening.

This is a rounding error. See "What Every Computer Scientist Should Know About Floating-Point Arithmetic" for more background information. In short: since the numbers you are representing are not base2 and they are represented in base2, it is sometimes hard to accurately represent the entire number. Figure out the significance and round-off the results.
Take for instance the example from here:
// fround(x,n)
// Round the floating point numbers x to n decimal places
// x may be a vector or matrix// n is the integer number of places to round to
function [y ]= fround(x,n)
y=round(x*10^n)/10^n;
endfunction
-->fround(%pi,5)
ans = 3.14159
Beware: n is the number of decimals, not the number of numerical digits.

If this is only a rounding error, you can clean up your results by the clean function, which rounds to zero the small entries of a matrix. By this function you can also set the cleaning tolerances in absolute or relative magnitude.
clean(r); //it will round to zero the very small elements e.g. 1.388D-17

Related

Minimum number of increments so that all elements have a common divisor

I got this problem in an interview recently:
Given a set of numbers X = [X_1, X_2, ...., X_n] where X_i <= 500 for 1 <= i <= n. Increment the numbers (only positive increments) in the set so that each element in the set has a common divisor >=2, and such that the sum of all increments is minimized.
For example, if X = [5, 7, 7, 7, 7] the new set would be X = [7, 7, 7, 7, 7] Since you can add 2 to X_1. X = [6, 8, 8, 8, 8] has a common denominator of 2 but is not correct since we're adding 6 (add 2 to 5 and 1 to each of the 4 7's).
I had a seemingly working solution (as in it passed all the test cases) that loops through the prime numbers < 500 and for each X_i in X finds the closest multiple of the prime number greater than X_i.
function closest_multiple(x, y)
return ceil(x/y)*y
min_increment = inf
for each prime_number < 500:
total_increment = 0
for each element X_i in X:
total_increment += closest_multiple(X_i, prime_number) - X_i
min_increment = min(min_increment, total_increment)
return min_increment
It's technically O(n) but is there a better way to solve this? I've been suggested to use dynamic programming but am unsure how that would fit in here.
Constant-bounded entries case
When X_i is bounded by a constant, the best time you can achieve asymptotically is O(n), since it takes at least that long to read all of your inputs. There are some practical improvements:
Filter out duplicates, so you work with a list of (element, frequency) pairs.
Early stopping in your loop.
Faster computation of closest_multiple(x, p) - x. This is slightly hardware/language dependent, but a single integer modulus op is almost certainly faster than an int -> float cast, float division, ceiling() call, and multiplication on the same magnitude numbers.
freq_counts <- Initialize-Counter(X) // List of (element, freq) pairs
min_increment = inf
for each prime_number < 500:
total_increment = 0
for each pair X_i, freq in freq_counts:
total_increment += (prime_number - (X_i % prime_number)) * freq
if total_increment >= min_increment: break
min_increment = min(min_increment, total_increment)
return min_increment
Large entries case
With uniformly chosen random data, the answer is almost always from using '2' as the divisor, and much larger prime divisors are vanishingly unlikely. However, let's solve for that worst case scenario.
Here, let max(X) = M, so that our input size is O(n (log M)) bits. We want a solution that's sub-exponential in that input size, so finding all primes below M (or even sqrt(M)) is out of the question. We're looking for any prime that gives us a min-total-increment; we'll call such a prime a min-prime. After finding such a prime, we can get the min-total-increment in linear time. We'll use a factoring approach along with two observations.
Observation 1: The answer is always at most n, since the increment needed for the prime 2 to divide X_i is at most 1.
Observation 2: We're trying to find primes that divide X_i or a number slightly larger than X_i for a large fraction of our entries X_i. Let Consecutive-Product-Divisors[i] be the set of all primes dividing either of X_i or X_i+1, which I'll abbreviate CPD[i]. This is exactly the set of all primes which divide X_i * (1 + X_i).
(Obs. 2 Continued) If U is a known upper bound on our answer (here, at most n), and p is a min-prime for X, then p must divide either X_i or X_i + 1 for at least N - U/2 of our CPD entries. Use frequency counts on the CPD array to find all such primes.
Once you have a list of candidate primes (all min-primes are guaranteed to be in this list), you can test each one individually using your algorithm. Since a number k can have at most O(log k) distinct prime divisors, this gives O(n log M) possible distinct primes that divide at least half of the numbers
[X_1*(1 + X_1), X_2*(1 + X_2), ... X_n*(1 + X_n)] that make up our candidate list. It's possible you can lower this bound with some more careful analysis, but it likely won't strongly affect the asymptotic runtime of the whole algorithm.
A more optimal complexity for large entries
The complexity of this solution is hard to write in short form, because the bottleneck is factoring n numbers of maximum size M, plus O(n^2 log M) arithmetic (i.e. addition, subtraction, multiply, modulo) operations on numbers of maximum size M. That doesn't mean the runtime is unknown: If you select any integer factoring algorithm and large-integer-arithmetic algorithms, you can derive the runtime exactly. Unfortunately, because of factoring, the best known runtime of the above algorithm is super-polynomial (but sub-exponential).
How can we do better? I did find a more complicated solution, based on Greatest Common Divisors (GCD) and dynamic-programming-like that runs in polynomial time (although likely much slower on non-astronomical-size inputs) since it doesn't rely on factoring.
The solution relies on the fact that at least one of the following two statements is true:
The number 2 is a min-prime for X, or
For at least one value of i, 1 <= i <= n there is an optimal solution where X_i remains unincremented, i.e. where one of the divisors of X_i produces a min-total-increment.
GCD-Based polynomial time algorithm
We can test 2 and all small primes quickly for their minimum costs. In fact, we'll test all primes p, p <= n, which we can do in polynomial time, and factor out these primes from X_i and its first n increments. This leads us to the following algorithm:
// Given: input list X = [X_1, X_2, ... X_n].
// Subroutine compute-min-cost(list A, int p) is
// just the inner loop of the above algorithm.
min_increment = inf;
for each prime p <= n:
min_increment = min(min_increment, compute-min-cost(X, p));
// Initialize empty, 2-D, n x (n+1) list Y[n][n+1], of offset X-values
for all 1 <= i <= n:
for all 0 <= j <= n:
Y[i][j] <- X[i] + j;
for each prime p <= n: // Factor out all small prime divisors from Y
for each Y[i][j]:
while Y[i][j] % p == 0:
Y[i][j] /= p;
for all 1 <= i <= n: // Loop 1
// Y[i][0] is the test 'unincremented' entry
// Initialize empty hash-tables 'costs' and 'new_costs'
// Keys of hash-tables are GCDs,
// Values are a running sum of increment-costs for that GCD
costs[Y[i][0]] = 0;
for all 1 <= k <= n: // Loop 2
if i == k: continue;
clear all entries from new_costs // or reinitialize to empty
for all 0 <= j < n: // Loop 3
for each Key in costs: // Loop 4
g = GCD(Key, Y[k][j]);
if g == 1: continue;
if g is not a key in new_costs:
new_costs[g] = j + costs[Key];
else:
new_costs[g] = min(new_costs[g], j + costs[Key]);
swap(costs, new_costs);
if costs is not empty:
min_increment = min(min_increment, smallest Value in costs);
return min_increment;
The correctness of this solution follows from the previous two observations, and the (unproven, but straightforward) fact that there is a list
[X_1 + r_1, X_2 + r_2, ... , X_n + r_n] (with 0 <= r_i <= n for all i) whose GCD is a divisor with minimum increment cost.
The runtime of this solution is trickier: GCDs can easily be computed in O(log^2(M)) time, and the list of all primes up to n can be computed in low poly(n) time. From the loop structure of the algorithm, to prove a polynomial bound on the whole algorithm, it suffices to show that the maximum size of our 'costs' hash-table is polynomial in log M. This is where the 'factoring-out' of small primes comes into play. After iteration k of loop 2, the entries in costs are (Key, Value) pairs, where each Key is the GCD of k + 1 elements:
our initial Y[i][0], and [Y[1][j_1], Y[2][j_2], ... Y[k][j_k]] for some 0 <= j_l < n. The Value for this Key is the minimum increment sum needed for this divisor (i.e. sum of the j_l) over all possible choices of j_l.
There are at most O(log M) unique prime divisors of Y[i][0]. Each such prime divides at most one key in our 'costs' table at any time: Since we've factored out all prime divisors below n, any remaining prime divisor p can divide at most one of the n consecutive numbers in any Y[j] = [X_j, 1 + X_j, ... n-1 + X_j]. This means the overall algorithm is polynomial, and has a runtime below O(n^4 log^3(M)).
From here, the open questions are whether a simpler algorithm exists, and how much better than this bound can you achieve. You can definitely optimize this algorithm (including using the early-stopping and frequency counts from before). It's also likely that better bounds on counting large-and-distinct-prime-divisors for consecutive numbers shows this solution is already better than that stated runtime, but a simplification of this solution would be very interesting.

Construct a bijective function to map arbitrary integer from [1, n] to [1, n] randomly

I want to construct a bijective function f(k, n, seed) from [1,n] to [1,n] where 1<=k<=n and 1<=f(k, n, seed)<=n for each given seed and n. The function actually should return a value from a random permutation of 1,2,...,n. The randomness is decided by the seed. Different seed may corresponds to different permutation. I want the function f(k, n, seed)'s time complexity to be O(1) for each 1<=k<=n and any given seed.
Anyone knows how can I construct such a function? The randomness is allowed to be pseudo-randomness. n can be very large (e.g. >= 1e8).
No matter how you do it, you will always have to store a list of numbers still available or numbers already used ... A simple possibility would be the following
const avail = [1,2,3, ..., n];
let random = new Random(seed)
function f(k,n) {
let index = random.next(n - k);
let result = avail[index]
avail[index] = avail[n-k];
}
The assumptions for this are the following
the array avail is 0-indexed
random.next(x) creates an random integer i with 0 <= i < x
the first k to call the function f with is 0
f is called for contiguous k 0, 1, 2, 3, ..., n
The principle works as follows:
avail holds all numbers still available for the permution. When you take a random index, the element at that index is the next element of the permutation. Then instead of slicing out that element from the array, which is quite expensive, you just replace the currently selected element with the last element in the avail array. In the next iteration you (virtually) decrease the size of the avail array by 1 by decreasing the upper limit for the random by one.
I'm not sure, how secure this random permutation is in terms of distribution of the values, ie for instance it may happen that a certain range of numbers is more likely to be in the beginning of the permuation or in the end of the permutation.
A simple, but not very 'random', approach would be to use the fact that, if a is relatively prime to n (ie they have no common factors), then
x-> (a*x + b)%n
is a permutation of {0,..n-1} to {0,..n-1}. To find the inverse of this, you can use the extended euclidean algorithm to find k and l so that
1 = gcd(a,n) = k*a+l*n
for then the inverse of the map above is
y -> (k*x + c) mod n
where c = -k*b mod n
So you could choose a to be a 'random' number in {0,..n-1} that is relatively prime to n, and b to be any number in {0,..n-1}
Note that you'll need to do this in 64 bit arithmetic to avoid overflow in computing a*x.

Yun's algorithm

I would like to try to implement Yun's algorithm for square-free factorization of polynomials. From Wikipedia (f is the polynomial):
a0 = gcd(f, f'); b1 = f/a0; c1 = f'/a0; d1 = c1 - b1'; i = 1
repeat
ai = gcd(bi, di); bi+1 = bi/ai; ci+1 = di/ai; i = i + 1; di = ci - bi'
until b = 1
However, I'm not sure about the second step. I would like to use it for polynomials with integer coefficients (not necessary monic or primitive). Is it possible to realize the division b1 = f/a0 using just integers?
I found the code for synthetic division:
def extended_synthetic_division(dividend, divisor):
'''Fast polynomial division by using Extended Synthetic Division. Also works with non-monic polynomials.'''
# dividend and divisor are both polynomials, which are here simply lists of coefficients. Eg: x^2 + 3x + 5 will be represented as [1, 3, 5]
out = list(dividend) # Copy the dividend
normalizer = divisor[0]
for i in xrange(len(dividend)-(len(divisor)-1)):
out[i] /= normalizer # for general polynomial division (when polynomials are non-monic),
# we need to normalize by dividing the coefficient with the divisor's first coefficient
coef = out[i]
if coef != 0: # useless to multiply if coef is 0
for j in xrange(1, len(divisor)): # in synthetic division, we always skip the first coefficient of the divisor,
# because it is only used to normalize the dividend coefficients
out[i + j] += -divisor[j] * coef
# The resulting out contains both the quotient and the remainder, the remainder being the size of the divisor (the remainder
# has necessarily the same degree as the divisor since it is what we couldn't divide from the dividend), so we compute the index
# where this separation is, and return the quotient and remainder.
separator = -(len(divisor)-1)
return out[:separator], out[separator:] # return quotient, remainder.
The problem for me is that out[i] /= normalizer. Would it always work with integer (floor) division for Yun's b1 = f/a0? Is it so that it is always possible to divide f/gcd(f, f')? Is the out[separator:] (remainder) always going to zero?
The fact that the "division in p/GCD(p, p') will always work (i.e. be "exact", with no remainder in Z)" follows from the definition of the GCD. For any polynomials p and q their GCD(p,q) divides both p and q exactly. That's why it is called GCD i.e. Greatest Common Divisor:
A greatest common divisor of p and q is a polynomial d that divides p and q and such that every common divisor of p and q also divides d.
P.S. it makes more sense to ask such purely mathematical questions at the more specialized https://math.stackexchange.com/

Run time of the following code

So my code is
function mystery(n, k):
if k ≥ n
return foo(n)
sum = 0
for i = k to n
sum = sum + mystery(n, k+1)
return sum
I have created a tree and the answer I am getting is $n^2*(n-1)!$. where foo is O(n. )Is it correct?
You are correct. If you were to turn the recursion into iteration, you would have loops that run triangle(n-k) times -- where triangle is the triangle function, the sum of integers 1 through N. The formula for that is
triangle(N) = N * (N-1) / 2
Multiply this by O(n), drop the 1/2 constant, and that yields your answer.
[ N.B. Since k is a constant for complexity purposes, you also drop that]

Julia on Float versus Octave on Float

Version: v"0.5.0-dev+1259"
Context: The goal is to calculate the Rademacher penalty bound on a give data points n with respect to VC-dimension dvc and probability expressed by delta
Please consider Julia code:
#Growth function on any n points with respect to VC-dimmension
function mh(n, dvc)
if n <= dvc
2^n #A
else
n^dvc #B
end
end
#Rademacher penalty bound
function rademacher_penalty_bound(n::Int, dvc::Int, delta::Float64)
sqrt((2.0*log(2.0*n*mh(n,dvc)))/n) + sqrt((2.0/n)*log(1.0/delta)) + 1.0/n
end
and the equivalent code in Octave/Matlab:
%Growth function on n points for a give VC dimmension (dvc)
function md = mh(n, dvc)
if n <= dvc
md= 2^n;
else
md = n^dvc;
end
end
%Rademacher penalty bound
function epsilon = rademacher_penalty_bound (n, dvc, delta)
epsilon = sqrt ((2*log(2*n*mh(n,dvc)))/n) + sqrt((2/n)*log(1/delta)) + 1/n;
end
Problem:
When I start testing it I receive the following results:
Julia first:
julia> rademacher_penalty_bound(50, 50, 0.05) #50 points
1.619360057204432
julia> rademacher_penalty_bound(500, 50, 0.05) #500 points
ERROR: DomainError:
[inlined code] from math.jl:137
in rademacher_penalty_bound at none:2
in eval at ./boot.jl:264
Now Octave:
octave:17> rademacher_penalty_bound(50, 50, 0.05)
ans = 1.6194
octave:18> rademacher_penalty_bound(500, 50, 0.05)
ans = 1.2387
Question: According to Noteworthy differences from MATLAB I think I followed the rule of thumb ("literal numbers without a decimal point (such as 42) create integers instead of floating point numbers..."). The code crashes when the number of points exceeds 51 (line #B in mh). Can someone with more experience can look at the code and say what I should improve/change?
While BigInt and BigFloat will work here, they're serious overkill. The real issue is that you're doing integer exponentiation in Julia and floating-point exponentiation in Octave/Matlab. So you just need to change mh to use floats instead of integers for exponents:
mh(n, dvc) = n <= dvc ? 2^float(n) : n^float(dvc)
rademacher_penalty_bound(n, dvc, δ) =
√((2log(2n*mh(n,dvc)))/n) + √(2log(1/δ)/n) + 1/n
With these definitions, you get the same results as Octave/Matlab:
julia> rademacher_penalty_bound(50, 50, 0.05)
1.619360057204432
julia> rademacher_penalty_bound(500, 50, 0.05)
1.2386545010981596
In Octave/Matlab, even when you input a literal without a decimal point, you still get a float – you have to do an explicit cast to int type. Also, exponentiation in Octave/Matlab always converts to float first. In Julia, x^2 is equivalent to x*x which prohibits conversion to floating-point.
Although BigInt and BigFloat are excellent tools when they are necessary, they should usually be avoided, since they are overkill and slow.
In this case, the problem is indeed the difference between Octave, that treats everything as a floating-point number, and Julia, that treats e.g. 2 as an integer.
So the first thing to do is to use floating-point numbers in Julia too:
function mh(n, dvc)
if n <= dvc
2.0 ^ n
else
Float64(n) ^ dvc
end
end
This already helps, e.g. mh(50, 50) works.
However, the correct solution for this problem is to look at the code more carefully, and realise that the function mh only occurs inside a log:
log(2.0*n*mh(n,dvc))
We can use the laws of logarithms to rewrite this as
log(2.0*n) + log_mh(n, dvc)
where log_mh is a new function, which returns the logarithm of the result of mh. Of course, this should not be written directly as log(mh(n, dvc)), but is rather a new function:
function log_mh(n, dvc)
if n <= dvc
n * log(2.0)
else
dvc * log(n)
end
end
In this way, you will be able to use huge numbers without overflow.
I don't know is it acceptable to get results of BigFloat but anyway in julia part you can use BigInt
#Growth function on any n points with respect to VC-dimmension
function mh(n, dvc)
if n <= dvc
(BigInt(2))^n #A
else
n^dvc #B
end
end
#Rademacher penalty bound
function rademacher_penalty_bound(n::BigInt, dvc::BigInt, delta::Float64)
sqrt((2.0*log(2.0*n*mh(n,dvc)))/n) + sqrt((2.0/n)*log(1.0/delta)) + 1.0/n
end
rademacher_penalty_bound(BigInt(500), BigInt(500), 0.05)
# => 1.30055251010957621105182244420.....
Because by default a Julia Int is a "machine-size" integer, a 64-bit integer for the common x86-64 platform, whereas Octave uses floating point. So in Julia mh(500,50) overflows. You can fix it by replacing mh() as follows:
function mh(n, dvc)
n2 = BigInt(n) # Or n2 = Float64(n)
if n <= dvc
2^n2 #A
else
n2^dvc #B
end
end

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