Matlab - Make binary the default base - performance

I've been using matlab to solve some boundary value problems lately, and I've noticed an annoying quirk. Suppose I start with the interval [0,1], and I want to search inside it. Naturally, one would perform a binary search, so I would subdivide the interval into [0,0.5] and [0.5,1]. Excellent: let's now suppose we narrow down our search to [0.5,1]. Now we divide the interval [0.5,0.75] and [0.75,1]. No apparent problem yet. However, as we keep going, representation of powers of 2 in base 10 becomes less and less natural. For example, 2^-22 in binary is just 22 bits, while in decimal it is 16 digits. However, keep in mind that each digit of decimal is really encoding ~ 4 bits. In other words, representing these fractions as decimal is extremely inefficient.
Matlab's precision only extends to 16 digit decimal floats, so a binary search going to 2^-22 is as good as you can do. However, 2^-22 ~ 10^-7, which is much bigger than 10^-16, so the best search strategy in matlab seems to be a decimal search! In any case, this is what I have done so far: to take full advantage of the 16 digit precision, I've had to subdivide the interval [0,1] into 10 pieces.
Hopefully I've made my problem clear. So, my question is: how do I make matlab count in native binary? I want to work with 64 bit binary floats!

Related

Precison of digital computers

I read that multiplying multiple values between 0 and 1 will significantly reduce the precision of digital computers; I want to know the basis on which such postulate is based? And does it still holds for modern-day computers?
The typical IEEE-conformant representation of fractional numbers only supports a limited number of (binary) digits. So, very often, the result of some computation isn't an exact representation of the expected mathematical value, but something close to it (rounded to the next number representable within the digits limit), meaning that there is some amount of error in most calculations.
If you do multi-step calculations, you might be lucky that the error introduced by one step is compensated by some complementary error at a later step. But that's pure luck, and statistics teaches us that the expected error will indeed increase with every step.
If you e.g. do 1000 multiplications using the float datatype (typically achieving 6-7 significant decimal digits accuracy), I'd expect the result to be correct only up to about 5 digits, and in worst case only 3-4 digits.
There are ways to do precise calculations (at least for addition, subtraction, multiplication and division), e.g. using the ratio type in the LISP programming language, but in practice they are rarely used.
So yes, doing multi-step calculations in datatypes supporting fractional numbers quickly degrades precision, and it happens with all number ranges, not only with numbers between 0 and 1.
If this is a problem for some application, it's a special skill to transform mathematical formulas into equivalent ones that can be computed with better precision (e.g. formulas with fewer intermediate steps).

Base case for Karatsuba Multiplication

Just wondering why the base case for Karatsuba multiplication ( shown here: http://www.sanfoundry.com/java-program-karatsuba-multiplication-algorithm/) is chosen to be "N<= 10"? I found "N<= 4, 3, 2 ,1 " will not give me a correct result. Anyone can explain?
Karatsuba's algorithm will work correctly with any "sufficiently large" base case, where "sufficiently large" means "large enough that when it's divided into smaller subproblems, those subproblems are indeed smaller and produce the right answer." In that sense, there isn't "a" base case for Karatsuba as much as a general rule for what base cases might look like.
Honestly, the code you linked doesn't seem like it's a very reasonable implementation of the algorithm. It works with longs, which can already be multiplied in O(1) time on any reasonable system, and their base case is to stop when the numbers are less than 1010, meaning that with 64-bit numbers the recursion always terminates after a single step. A better implementation would likely use something like a BigInteger type that can support arbitrary-precision multiplication. At that point, choosing the optimal base case is a matter of performance tuning. Make the base case have a number of digits that's too small and the recursion to handle smaller numbers will take dramatically more time than just doing a naive multiply. Make the base too high and you'll start to see slowdown as cases better handled by the recursive step instead get spend using naive multiplications.
If you included the source code in your post, you might well have gotten a to-the-point answer sooner.
If you used something like BigInteger.divideAndRemainder(dividend, divisor) to "split" your numbers, you wouldn't run the risk to code something like
long d = y / m;
long c = y - (d * N);
(using a multiplier different from the divisor).
Note that the product of two 10 digit numbers doesn't always fit into Java's long.
Numbers with less than 10 digits can be multiplied natively (x*y), because the result will always fit in a signed 64-bit integer.
Using the long datatype doesn't make much sense though, since most number combinations that doesn't overflow, will just get evaluated natively. You would have to change to BitInteger or something similar, and use much larger numbers to get any gains from the algorithm.
As for why it is failing for lower limits of N, I am not sure. The algorithm have to be able to split both numbers into two similarly sized parts. I guess it ends up with zeros or negative numbers in some cases.

How do I determine whether my calculation of pi is accurate?

I was trying various methods to implement a program that gives the digits of pi sequentially. I tried the Taylor series method, but it proved to converge extremely slowly (when I compared my result with the online values after some time). Anyway, I am trying better algorithms.
So, while writing the program I got stuck on a problem, as with all algorithms: How do I know that the n digits that I've calculated are accurate?
Since I'm the current world record holder for the most digits of pi, I'll add my two cents:
Unless you're actually setting a new world record, the common practice is just to verify the computed digits against the known values. So that's simple enough.
In fact, I have a webpage that lists snippets of digits for the purpose of verifying computations against them: http://www.numberworld.org/digits/Pi/
But when you get into world-record territory, there's nothing to compare against.
Historically, the standard approach for verifying that computed digits are correct is to recompute the digits using a second algorithm. So if either computation goes bad, the digits at the end won't match.
This does typically more than double the amount of time needed (since the second algorithm is usually slower). But it's the only way to verify the computed digits once you've wandered into the uncharted territory of never-before-computed digits and a new world record.
Back in the days where supercomputers were setting the records, two different AGM algorithms were commonly used:
Gauss–Legendre algorithm
Borwein's algorithm
These are both O(N log(N)^2) algorithms that were fairly easy to implement.
However, nowadays, things are a bit different. In the last three world records, instead of performing two computations, we performed only one computation using the fastest known formula (Chudnovsky Formula):
This algorithm is much harder to implement, but it is a lot faster than the AGM algorithms.
Then we verify the binary digits using the BBP formulas for digit extraction.
This formula allows you to compute arbitrary binary digits without computing all the digits before it. So it is used to verify the last few computed binary digits. Therefore it is much faster than a full computation.
The advantage of this is:
Only one expensive computation is needed.
The disadvantage is:
An implementation of the Bailey–Borwein–Plouffe (BBP) formula is needed.
An additional step is needed to verify the radix conversion from binary to decimal.
I've glossed over some details of why verifying the last few digits implies that all the digits are correct. But it is easy to see this since any computation error will propagate to the last digits.
Now this last step (verifying the conversion) is actually fairly important. One of the previous world record holders actually called us out on this because, initially, I didn't give a sufficient description of how it worked.
So I've pulled this snippet from my blog:
N = # of decimal digits desired
p = 64-bit prime number
Compute A using base 10 arithmetic and B using binary arithmetic.
If A = B, then with "extremely high probability", the conversion is correct.
For further reading, see my blog post Pi - 5 Trillion Digits.
Undoubtedly, for your purposes (which I assume is just a programming exercise), the best thing is to check your results against any of the listings of the digits of pi on the web.
And how do we know that those values are correct? Well, I could say that there are computer-science-y ways to prove that an implementation of an algorithm is correct.
More pragmatically, if different people use different algorithms, and they all agree to (pick a number) a thousand (million, whatever) decimal places, that should give you a warm fuzzy feeling that they got it right.
Historically, William Shanks published pi to 707 decimal places in 1873. Poor guy, he made a mistake starting at the 528th decimal place.
Very interestingly, in 1995 an algorithm was published that had the property that would directly calculate the nth digit (base 16) of pi without having to calculate all the previous digits!
Finally, I hope your initial algorithm wasn't pi/4 = 1 - 1/3 + 1/5 - 1/7 + ... That may be the simplest to program, but it's also one of the slowest ways to do so. Check out the pi article on Wikipedia for faster approaches.
You could use multiple approaches and see if they converge to the same answer. Or grab some from the 'net. The Chudnovsky algorithm is usually used as a very fast method of calculating pi. http://www.craig-wood.com/nick/articles/pi-chudnovsky/
The Taylor series is one way to approximate pi. As noted it converges slowly.
The partial sums of the Taylor series can be shown to be within some multiplier of the next term away from the true value of pi.
Other means of approximating pi have similar ways to calculate the max error.
We know this because we can prove it mathematically.
You could try computing sin(pi/2) (or cos(pi/2) for that matter) using the (fairly) quickly converging power series for sin and cos. (Even better: use various doubling formulas to compute nearer x=0 for faster convergence.)
BTW, better than using series for tan(x) is, with computing say cos(x) as a black box (e.g. you could use taylor series as above) is to do root finding via Newton. There certainly are better algorithms out there, but if you don't want to verify tons of digits this should suffice (and it's not that tricky to implement, and you only need a bit of calculus to understand why it works.)
There is an algorithm for digit-wise evaluation of arctan, just to answer the question, pi = 4 arctan 1 :)

Given a number series, finding the Check Digit Algorithm...?

Suppose I have a series of index numbers that consists of a check digit. If I have a fair enough sample (Say 250 sample index numbers), do I have a way to extract the algorithm that has been used to generate the check digit?
I think there should be a programmatic approach atleast to find a set of possible algorithms.
UPDATE: The length of a index number is 8 Digits including the check digit.
No, not in the general case, since the number of possible algorithms is far more than what you may think. A sample space of 250 may not be enough to do proper numerical analysis.
For an extreme example, let's say your samples are all 15 digits long. You would not be able to reliably detect the algorithm if it changed the behaviour for those greater than 15 characters.
If you wanted to be sure, you should reverse engineer the code that checks the numbers for validity (if available).
If you know that the algorithm is drawn from a smaller subset than "every possible algorithm", then it might be possible. But algorithms may be only half the story - there's also the case where multipliers, exponentiation and wrap-around points change even using the same algorithm.
paxdiablo is correct, and you can't guess the algorithm without making any other assumption (or just having the whole sample space - then you can define the algorithm by a look up table).
However, if the check digit is calculated using some linear formula dependent on the "data digits" (which is a very common case, as you can see in the wikipedia article), given enough samples you can use Euler elimination.

Recombine Number to Equal Math Formula

I've been thinking about a math/algorithm problem and would appreciate your input on how to solve it!
If I have a number (e.g. 479), I would like to recombine its digits or combination of them to a math formula that matches the original number. All digits should be used in their original order, but may be combined to numbers (hence, 479 allows for 4, 7, 9, 47, 79) but each digit may only be used once, so you can not have something like 4x47x9 as now the number 4 was used twice.
Now an example just to demonstrate on how I think of it. The example is mathematically incorrect because I couldn't come up with a good example that actually works, but it demonstrates input and expected output.
Example Input: 29485235
Example Output: 2x9+48/523^5
As I said, my example does not add up (2x9+48/523^5 doesn't result in 29485235) but I wondered if there is an algorithm that would actually allow me to find such a formula consisting of the source number's digits in their original order which would upon calculation yield the original number.
On the type of math used, I'd say parenthesis () and Add/Sub/Mul/Div/Pow/Sqrt.
Any ideas on how to do this? My thought was on simply brute forcing it by chopping the number apart by random and doing calculations hoping for a matching result. There's gotta be a better way though?
Edit: If it's any easier in non-original order, or you have an idea to solve this while ignoring some of the 'conditions' described above, it would still help tremendously to understand how to go about solving such a problem.
For numbers up to about 6 digits or so, I'd say brute-force it according to the following scheme:
1) Split your initial value into a list (array, whatever, according to language) of numbers. Initially, these are the digits.
2) For each pair of numbers, combine them together using one of the operators. If the result is the target number, then return success (and print out all the operations performed on your way out). Otherwise if it's an integer, recurse on the new, smaller list consisting of the number you just calculated, and the numbers you didn't use. Or you might want to allow non-integer intermediate results, which will make the search space somewhat bigger. The binary operations are:
Add
subtract
multiply
divide
power
concatenate (which may only be used on numbers which are either original digits, or have been produced by concatenation).
3) Allowing square root bloats the search space to infinity, since it's a unary operator. So you will need a way to limit the number of times it can be applied, and I'm not sure what that will be (loss of precision as the answer approaches 1, maybe?). This is another reason to allow only integer intermediate values.
4) Exponentiation will rapidly cause overflows. 2^(9^(4^8)) is far too large to store all the digits directly [although in base 2 it's pretty obvious what they are ;-)]. So you'll either have to accept that you might miss solutions with large intermediate values, or else you'll have to write a bunch of code to do your arithmetic in terms of factors. These obviously don't interact very well with addition, so you might have to do some estimation. For example, just by looking at the magnitude of the number of factors we see that 2^(9^(4^8)) is nowhere near (2^35), so there's no need to calculate (2^(9^(4^8)) + 5) / (2^35). It can't possibly be 29485235, even if it were an integer (which it certainly isn't - another way to rule out this particular example). I think handling these numbers is harder than the rest of the problem put together, so perhaps you should limit yourself to single-digit powers to begin with, and perhaps to results which fit in a 64bit integer, depending what language you are using.
5) I forgot to exclude the trivial solution for any input, of just concatenating all the digits. That's pretty easy to handle, though, just maintain a parameter through the recursion which tells you whether you have performed any non-concatenation operations on the route to your current sub-problem. If you haven't, then ignore the false match.
My estimate of 6 digits is based on the fact that it's fairly easy to write a Countdown solver that runs in a fraction of a second even when there's no solution. This problem is different in that the digits have to be used in order, but there are more operations (Countdown does not permit exponentiation, square root, or concatenation, or non-integer intermediate results). Overall I think this problem is comparable, provided you resolve the square root and overflow issues. If you can solve one case in a fraction of a second, then you can brute force your way through a million candidates in reasonable time (assuming you don't mind leaving your PC on).
By 10 digits, brute force appears impossible, because you have to consider 10 billion cases, each with a significant amount of recursion required. So I guess you'll hit the limit of brute force somewhere between the two.
Note also that my simple algorithm at the top still has a lot of redundancy - it doesn't stop you doing (4,7,9,1) -> (47,9,1) -> (47,91), and then later also doing (4,7,9,1) -> (4,7,91) -> (47,91). So unless you work out where those duplicates are going to occur and avoid them, you'll attempt (47,91) twice. Obviously that's not much work when there's only 2 numbers in the list, but when there are 7 numbers in the list, you probably do not want to e.g. add 4 of them together in 6 different ways and then solve the resulting 4-number problem 6 times. Cleverness here is not required for the Countdown game, but for all I know in this problem it might make the difference between brute-forcing 8 digits, and brute-forcing 9 digits, which is quite significant.
Numbers like that, as I recall, are exceedingly rare, if extant. Some numbers can be expressed by their component digits in a different order, such as, say, 25 (5²).
Also, trying to brute-force solutions is hopeless, at best, given that the number of permutations increase extremely rapidly as the numbers grow in digits.
EDIT: Partial solution.
A partial solution solving some cases would be to factorize the number into its prime factors. If its prime factors are all the same, and the exponent and factor are both present in the digits of the number (such as is the case with 25) you have a specific solution.
Most numbers that do fall into these kinds of patterns will do so either with multiplication or pow() as their major driving force; addition simply doesn't increase it enough.
Short of building a neural network that replicates Carol Voorderman I can't see anything short of brute force working - humans are quite smart at seeing patterns in problems such as this but encoding such insight is really tough.

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