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Also known as Numerical Analysis, Numerics aims to provide methods and algorithms for numerical computations.
12
votes
Accepted
How to properly handle Infs in a statistical function?
In this case the NaN (not a number) is returned because the calculation of the exponential overflows in double precision arithmetic.
An algebraically equivalent expression, expanded in a MacLaurin se …
6
votes
log(1 - softmax(X))?
Usually these values are not computed alone: the entire collection of $v_i$ and $\log(1 - \exp(v_i))$ is needed. That changes the analysis of computational effort.
To this end, let
$$\bar x = \log\ …
3
votes
What would be a reliable way to check if a square matrix is computationally singular?
Why not use a procedure that will both check the matrix for invertibility and find its inverse? A QR decomposition will do that. This is a numerically stable algorithm (employed by many least square …
23
votes
Accepted
Weird correlations in the SVD results of random data; do they have a mathematical explanatio...
This is not a bug.
As we have explored (extensively) in the comments, there are two things happening. The first is that the columns of $U$ are constrained to meet the SVD requirements: each must have …
4
votes
plotting a factorial function in R
Probability calculations can produce formulas involving astronomically large or small numbers, especially when factorials are involved. Often there's extensive cancellation. The problem is that inte …
2
votes
How to plot $x^{1700}(1-x)^{300}$?
You can plot this curve accurately, on a linear scale.
Let $a=1700$ and $b=300$ be the parameters.
The largest value of $f(x)=x^a(1-x)^b$ for $0\lt x \lt 1$ is attained at $x_m=(a-1)/(a+b-2)$ (the mod …
5
votes
Accepted
Approximating the standard normal density with the logistic density: How to numerically opti...
Just do a little graphing and carry out the analysis suggested by the graphs.
Here are plots of the reference standard Normal density and, on the right, several logistic densities superimposed on the …
4
votes
Accepted
Does rounding introduce variance into estimates?
It depends. But not on much, and you can predict what is likely to occur.
In many situations, rounding adds $1/12$ to the variance.
Consider any random variable $X$. Write $[X]$ for its rounded …
10
votes
Accepted
Get accurate eigenvectors, when eigenvalues are minuscule
The problem is due to "leakage" from the large eigenvectors. I will present a brief analysis and then offer a solution, with code, followed by some remarks about the nature and limitations of the sol …
6
votes
Accepted
Is there a closed form approximation for the composition of the Gamma CDF with the inverse N...
A solid implementation of $F$ will directly return the complementary value $1-F$ (the survival function) when requested. Exploit the symmetry of $G$ to compute
$$H(x) = G^{-1}(F(x)) = -G^{-1}(1-F(x)) …