Limit does not evaluate power function - limit

I am trying to take a relatively simple limit using sympy:
from sympy import *
f,k,b = symbols('f k b')
test = f**b - k**b
limit(test,k,f)
I am expecting 0, but I am getting:
>>> limit(test,k,f)
f**b - exp(b*log(f))
Mathematically this is correct (and zero), but why doesn't it evaluate to zero?
Note if I define:
from sympy import *
f,k,b = symbols('f k b')
test = exp(b*log(f)) - exp(b*log(k))
limit(test,k,f)
then I do get zero.

It would be incorrect to assert the limit is zero in general. Consider the following computation in Python console:
>>> (-1)**(1/2)
(6.123233995736766e-17+1j)
>>> (-1 - 1e-15j)**(1/2)
(5.053215498074303e-16-1j)
Because of the branch cut of complex square root along the negative real axis, the two extremely close values of the base produce quite different results (the difference is about 2j).
The limit is indeed zero if we stick to positive base and real exponents
from sympy import *
k = symbols('k')
f = symbols('f', positive=True)
b = symbols('b', real=True)
test = f**b - k**b
limit(test,k,f) # returns 0

Related

find more indipendent seed value for a 64 bit LCG (MMIX (by Knuth))

I'm using a 64 bit LCG (MMIX (by Knuth)). It generate a certain block of random numbers inside my code, which use them to perform some operations. My code works in single core and I would like to parallelize the work to reduce the execution time.
Before start thinking to more advanced methods in this sense I'd like to simply execute more identical codes in parallel (in fact the code repeats the same task over a certain numbers of indipendent simulation, so I can simply split the number of simulation between more identical codes and run them in parallel).
My only problem now is to find a seed for each code; in particular, to avoid the possibility of unwanted non trivial correlation between data generated in different codes, I have to be sure that the random number generated in the various codes don't overlap. To do so, starting from a certain seed in the first code I have to find a way to find a value (the next seed) very distant not in absolute value but in the pseudo-random sequence (so, such that, to go from the first to the second seed, I need a huge number of steps of LCG).
My first attempt was this:
starting from the LCG relation between 2 consecutive numbers generated in the sequence
So, in principle, I could calculate the above relation with, say, n = 2^40 and I_0 equal to the value of the first seed, and obtain a new seed distant 2^40 steps in the random CLG sequence from the first one.
The problem is that, doing so, I necessary go in overflow calculating a^n. In fact for MMIX (by Knuth) a~2^62 and i use unsigned long long int (64 bit). Note that the only problem here is the fraction in the above relation. If there only were sum and multiplication I could ignore the overflow problem due to the following modular properties (in fact I'm using 2^64 as c (64 bit generator)):
So, starting from a certain value (first seed), how can I find a second one distant a huge number of step in the LC pseudo-random sequence?
[EDIT]
r3mainer solution is perfectly suited for python codes. I'm trying now to implement it in c using unsigned __int128 variables. I have only one problem: in principle I should compute:
Say, for simplicity, I want to compute:
with n = 2^40 and c(a-1)~2^126. I proceed with a cycle.Starting with temp = a, in each iteration I compute temp = temp*temp, then I compute temp%c(a-1). The problem is in the second step (temp = temp*temp). temp in fact could be, in principle any number < c(a-1)~2^126. If temp is a big number, say > 2^64, I'll go in overflow, reaching 2^128 - 1, before the next module operation. So is there a way to avoid it? For now the only solution I see is to perform each multiplication with a loop over bit, as suggested here: c code: prevent overflow in modular operation with huge modules (modules near the overflow treshold)
Is there another way to perform module operation during the multiplication?
(note that being c = 2^64, with mod(c) operation I don't have the same problem because the overflow point (for ull int variables) coincides with the module)
Any LCG of the form x[n+1] = (x[n] * a + c) % m can be skipped to an arbitrary position very quickly.
Starting with a seed value of zero, the first few iterations of the LCG will give you this sequence:
x₀ = 0
x₁ = c % m
x₂ = (c(a + 1)) % m
x₃ = (c(a² + a + 1)) % m
x₄ = (c(a³ + a² + a + 1)) % m
It's pretty easy to see that each term is actually the sum of a geometric series, which can be calculated with a simple formula:
x_n = (c(a^{n-1} + a^{n-2} + ... + a + 1)) % m
= (c * (a^n - 1) / (a - 1)) % m
The (a^n - 1) term can be calculated quickly by modular exponentiation, but dividing by (a-1) is a bit tricky because (a-1) and m are both even (i.e., not coprime), so we can't calculate the modular multiplicative inverse of (a-1) mod m directly.
Instead, calculate (a^n-1) mod m*(a-1), then perform a straightforward (non-modular) division of the result by a-1. In Python, the calculation would go something like this:
def lcg_skip(m, a, c, n):
# Calculate nth term of LCG sequence with parameters m (modulus),
# a (multiplier) and c (increment), assuming an initial seed of zero
a1 = a - 1
t = pow(a, n, m * a1) - 1
t = (t * c // a1) % m
return t
def test(nsteps):
m = 2**64
a = 6364136223846793005
c = 1442695040888963407
#
print("Calculating by brute force:")
seed = 0
for i in range(nsteps):
seed = (seed * a + c) % m
print(seed)
#
print("Calculating by fast method:")
# Calculate nth term by modular exponentiation
print(lcg_skip(m, a, c, nsteps))
test(1000000)
So to create LCGs with non-overlapping output sequences, all you would need to do is use initial seed values generated by lcg_skip() with values of n that are far enough apart.
Well, for LCG it is known property to jump forward and backward in O(log2(N)) time where N is the distance between jump points, paper by F. Brown, "Random Number Generation with Arbitrary Stride," Trans. Am. Nucl. Soc. (Nov. 1994).
It means if you have LCG parameters (a, c) satisfying Hull–Dobell Theorem, then whole period would be 264 numbers before repeating themself, and say for Nt number pf threads you make jump distance of 264 / Nt, and all threads start with the same seed and just jump after initializing LCG by (264 / Nt)*threadId, and you would be completely safe from RNG correlations due to sequences overlap.
For simplest case of common 64 unsigned modulo math, as implemented in NumPy, code below should work fine
import numpy as np
class LCG(object):
UZERO: np.uint64 = np.uint64(0)
UONE : np.uint64 = np.uint64(1)
def __init__(self, seed: np.uint64, a: np.uint64, c: np.uint64) -> None:
self._seed: np.uint64 = np.uint64(seed)
self._a : np.uint64 = np.uint64(a)
self._c : np.uint64 = np.uint64(c)
def next(self) -> np.uint64:
self._seed = self._a * self._seed + self._c
return self._seed
def seed(self) -> np.uint64:
return self._seed
def set_seed(self, seed: np.uint64) -> np.uint64:
self._seed = seed
def skip(self, ns: np.int64) -> None:
"""
Signed argument - skip forward as well as backward
The algorithm here to determine the parameters used to skip ahead is
described in the paper F. Brown, "Random Number Generation with Arbitrary Stride,"
Trans. Am. Nucl. Soc. (Nov. 1994). This algorithm is able to skip ahead in
O(log2(N)) operations instead of O(N). It computes parameters
A and C which can then be used to find x_N = A*x_0 + C mod 2^M.
"""
nskip: np.uint64 = np.uint64(ns)
a: np.uint64 = self._a
c: np.uint64 = self._c
a_next: np.uint64 = LCG.UONE
c_next: np.uint64 = LCG.UZERO
while nskip > LCG.UZERO:
if (nskip & LCG.UONE) != LCG.UZERO:
a_next = a_next * a
c_next = c_next * a + c
c = (a + LCG.UONE) * c
a = a * a
nskip = nskip >> LCG.UONE
self._seed = a_next * self._seed + c_next
#%%
np.seterr(over='ignore')
seed = np.uint64(1)
rng64 = LCG(seed, np.uint64(6364136223846793005), np.uint64(1))
print(rng64.next())
print(rng64.next())
print(rng64.next())
#%%
rng64.skip(-3) # back by 3
print(rng64.next())
print(rng64.next())
print(rng64.next())
rng64.skip(-3) # back by 3
rng64.skip(2) # forward by 2
print(rng64.next())
Tested in Python 3.9.1, x64 Win 10

Why does finding the eigenvalues of a 4*4 matrix by z3py take so much time and do not give any solutions?

I'm trying to calculate the eigenvalues of a 4*4 matrix called A in my code (I know that the eigenvalues are real values). All the elements of A are z3 expressions and need to be calculated from the previous constraints. The code below is the last part of a long code that tries to calculate matrix A, then its eigenvalues. The code is written as an entire but I've split it into two separate parts in order to debug it: part 1 in which the code tries to find the matrix A and part 2 which is eigenvalues' calculation. In part 1, the code works very fast and calculates A in less than a sec, but when I add part 2 to the code, it doesn't give me any solutions after.
I was wondering what could be the reason? Is it because of the order of the polynomial (which is 4) or what? I would appreciate it if anyone can help me find an alternative way to calculate the eigenvalues or give me some hints on how to rewrite the code so it can solve the problem.
(Note that A2 in the actusl code is a matrix with all of its elements as z3 expressions defined by previous constraints in the code. But, here I've defined the elements as real values just to make the code executable. In this way, the code gives a solution so fast but in the real situation it takes so long, like days.
for example, one of the elements of A is almost like this:
0 +
1*Vq0__1 +
2 * -Vd0__1 +
0 +
((5.5 * Iq0__1 - 0)/64/5) *
(0 +
0 * (Vq0__1 - 0) +
-521702838063439/62500000000000 * (-Vd0__1 - 0)) +
((.10 * Id0__1 - Etr_q0__1)/64/5) *
(0 +
521702838063439/62500000000000 * (Vq0__1 - 0) +
0.001 * (-Vd0__1 - 0)) +
0 +
0 + 0 +
0 +
((100 * Iq0__1 - 0)/64/5) * 0 +
((20 * Id0__1 - Etr_q0__1)/64/5) * 0 +
0 +
-5/64
All the variables in this example are z3 variables.)
from z3 import *
import numpy as np
def sub(*arg):
counter = 0
for matrix in arg:
if counter == 0:
counter += 1
Sub = []
for i in range(len(matrix)):
Sub1 = []
for j in range(len(matrix[0])):
Sub1 += [matrix[i][j]]
Sub += [Sub1]
else:
row = len(matrix)
colmn = len(matrix[0])
for i in range(row):
for j in range(colmn):
Sub[i][j] = Sub[i][j] - matrix[i][j]
return Sub
Landa = RealVector('Landa', 2) # Eigenvalues considered as real values
LandaI0 = np.diag( [ Landa[0] for i in range(4)] ).tolist()
ALandaz3 = RealVector('ALandaz3', 4 * 4 )
############# Building ( A - \lambda * I ) to find the eigenvalues ############
A2 = [[1,2,3,4],
[5,6,7,8],
[3,7,4,1],
[4,9,7,1]]
s = Solver()
for i in range(4):
for j in range(4):
s.add( ALandaz3[ 4 * i + j ] == sub(A2, LandaI0)[i][j] )
ALanda = [[ALandaz3[0], ALandaz3[1], ALandaz3[2], ALandaz3[3] ],
[ALandaz3[4], ALandaz3[5], ALandaz3[6], ALandaz3[7] ],
[ALandaz3[8], ALandaz3[9], ALandaz3[10], ALandaz3[11]],
[ALandaz3[12], ALandaz3[13], ALandaz3[14], ALandaz3[15] ]]
Determinant = (
ALandaz3[0] * ALandaz3[5] * (ALandaz3[10] * ALandaz3[15] - ALandaz3[14] * ALandaz3[11]) -
ALandaz3[1] * ALandaz3[4] * (ALandaz3[10] * ALandaz3[15] - ALandaz3[14] * ALandaz3[11]) +
ALandaz3[2] * ALandaz3[4] * (ALandaz3[9] * ALandaz3[15] - ALandaz3[13] * ALandaz3[11]) -
ALandaz3[3] * ALandaz3[4] * (ALandaz3[9] * ALandaz3[14] - ALandaz3[13] * ALandaz3[10]) )
tol = 0.001
s.add( And( Determinant >= -tol, Determinant <= tol ) ) # giving some flexibility instead of equalling to zero
print(s.check())
print(s.model())
Note that you seem to be using Z3 for a type of equations it absolutely isn't meant for. Z is a sat/smt solver. Such a solver works internally with a huge number of boolean equations. Integers and fractions can be converted to boolean expressions, but with general floats Z3 quickly reaches its limits. See here and here for a lot of typical examples, and note how floats are avoided.
Z3 can work in a limited way with floats, converting them to fractions, but doesn't work with approximations and accuracies as in needed in numerical algorithms. Therefore, the results are usually not what you are hoping for.
Finding eigenvalues is a typical numerical problem, where accuracy issues are very tricky. Python has libraries such as numpy and scipy to efficiently deal with those. See e.g. numpy.linalg.eig.
If, however your A2 matrix contains some symbolic expressions (and uses fractions instead of floats), sympy's matrix functions could be an interesting alternative.

How to compute and store the digits of sqrt(n) up to 10^6 decimal places?

I am doing research work. for which I need to compute and store the square root of 2 up to 10^6 places. I have googled for this but I got only a NASA page but how they computed that I don't know. I used set_precision of c++. but that is giving the result up to around 50 places only.what should I do?
NASA page link: https://apod.nasa.gov/htmltest/gifcity/sqrt2.1mil
I have tried binary search also but not fruitful.
long double ans = sqrt(n);
cout<<fixed<<setprecision(50)<<ans<<endl;
You have various options here. You can work with an arbitrary-precision floating-point library (for example MPFR with C or C++, or mpmath or the built-in decimal library in Python). Provided you know what error guarantees that library gives, you can ensure that you get the correct decimal digits. For example, both MPFR and Python's decimal guarantee correct rounding here, but MPFR has the disadvantage (for your particular use-case of getting decimal digits) that it works in binary, so you'd also need to analyse the error induced by the binary-to-decimal conversion.
You can also work with pure integer methods, using an arbitrary-precision integer library (like GMP), or a language that supports arbitrary-precision integers out of the box (for example, Java with its BigInteger class: recent versions of Java provide a BigInteger.sqrt method): scale 2 by 10**2n, where n is the number of places after the decimal point that you need, take the integer square root (i.e., the integer part of the exact mathematical square root), and then scale back by 10**n. See below for a relatively simple but efficient algorithm for computing integer square roots.
The simplest out-of-the-box option here, if you're willing to use another language, is to use Python's decimal library. Here's all the code you need, assuming Python 3 (not Python 2, where this will be horribly slow).
>>> from decimal import Decimal, getcontext
>>> getcontext().prec = 10**6 + 1 # number of significant digits needed
>>> sqrt2_digits = str(Decimal(2).sqrt())
The str(Decimal(2).sqrt()) operation takes less than 10 seconds on my machine. Let's check the length, and the first and last hundred digits (we obviously can't reproduce the whole output here):
>>> len(sqrt2_digits)
1000002
>>> sqrt2_digits[:100]
'1.41421356237309504880168872420969807856967187537694807317667973799073247846210703885038753432764157'
>>> sqrt2_digits[-100:]
'2637136344700072631923515210207475200984587509349804012374947972946621229489938420441930169048412044'
There's a slight problem with this: the result is guaranteed to be correctly rounded, but that's rounded, not truncated. So that means that that final "4" digit could be the result of a final round up - that is, the actual digit in that position could be a "3", with an "8" or "9" (for example) following it.
We can get around this by computing a couple of extra digits, and then truncating them (after double checking that rounding of those extra digits doesn't affect the truncation).
>>> getcontext().prec = 10**6 + 3
>>> sqrt2_digits = str(Decimal(2).sqrt())
>>> sqrt2_digits[-102:]
'263713634470007263192351521020747520098458750934980401237494797294662122948993842044193016904841204391'
So indeed the millionth digit after the decimal point is a 3, not a 4. Note that if the last 3 digits computed above had been "400", we still wouldn't have known whether the millionth digit was a "3" or a "4", since that "400" could again be the result of a round up. In that case, you could compute another two digits and try again, and so on, stopping when you have an unambiguous output. (For further reading, search for "The table maker's dilemma".)
(Note that setting the decimal module's rounding mode to ROUND_DOWN does not work here, since the Decimal.sqrt method ignores the rounding mode.)
If you want to do this using pure integer arithmetic, Python 3.8 offers a math.isqrt function for computing exact integer square roots. In this case, we'd use it as follows:
>>> from math import isqrt
>>> sqrt2_digits = str(isqrt(2*10**(2*10**6)))
This takes a little longer: around 20 seconds on my laptop. Half of that time is for the binary-to-decimal conversion implicit in the str call. But this time, we got the truncated result directly, and didn't have to worry about the possibility of rounding giving us the wrong final digit(s).
Examining the results again:
>>> len(sqrt2_digits)
1000001
>>> sqrt2_digits[:100]
'1414213562373095048801688724209698078569671875376948073176679737990732478462107038850387534327641572'
>>> sqrt2_digits[-100:]
'2637136344700072631923515210207475200984587509349804012374947972946621229489938420441930169048412043'
This is a bit of a cheat, because (at the time of writing) Python 3.8 hasn't been released yet, although beta versions are available. But there's a pure Python version of the isqrt algorithm in the CPython source, that you can copy and paste and use directly. Here it is in full:
import operator
def isqrt(n):
"""
Return the integer part of the square root of the input.
"""
n = operator.index(n)
if n < 0:
raise ValueError("isqrt() argument must be nonnegative")
if n == 0:
return 0
c = (n.bit_length() - 1) // 2
a = 1
d = 0
for s in reversed(range(c.bit_length())):
# Loop invariant: (a-1)**2 < (n >> 2*(c - d)) < (a+1)**2
e = d
d = c >> s
a = (a << d - e - 1) + (n >> 2*c - e - d + 1) // a
return a - (a*a > n)
The source also contains an explanation of the above algorithm and an informal proof of its correctness.
You can check that the results by the two methods above agree (modulo the extra decimal point in the first result). They're computed by completely different methods, so that acts as a sanity check on both methods.
You could use big integers, e.g. BigInteger in Java. Then you calculate the square root of 2e12 or 2e14. Note that sqrt(2) = 1.4142... and sqrt(200) = 14.142... Then you can use the Babylonian method to get all the digits: E.g. S = 10^14. x(n+1) = (x(n) + S / x(n)) / 2. Repeat until x(n) doesn't change. Maybe there are more efficient algorithms that converge faster.
// Input: a positive integer, the number of precise digits after the decimal point
// Output: a string representing the long float square root
function findSquareRoot(number, numDigits) {
function get_power(x, y) {
let result = 1n;
for (let i = 0; i < y; i ++) {
result = result * BigInt(x);
}
return result;
}
let a = 5n * BigInt(number);
let b = 5n;
const precision_digits = get_power(10, numDigits + 1);
while (b < precision_digits) {
if (a >= b) {
a = a - b;
b = b + 10n;
} else {
a = a * 100n;
b = (b / 10n) * 100n + 5n;
}
}
let decimal_pos = Math.floor(Math.log10(number))
if (decimal_pos == 0) decimal_pos = 1
let result = (b / 100n).toString()
result = result.slice(0, decimal_pos) + '.' + result.slice(decimal_pos)
return result
}

Discrete probability distribution with a given maximum

I have to generate a random discrete probability distribution of n elements with a given maximum value.
I know how to create a classic one but I have no clues how to generate a random discrete probability distribution of n elements who respect max(distribution) = p. By that I mean that the highest probability of the distribution must be p in [0;1[.
Any idea ?
You could use a hit and miss approach (often used in probability simulations to randomly choose elements which satisfy certain constraints). The performance is acceptable unless np is too close to 1. Here is a Python implementation, which should be easy enough to translate to other languages:
from random import random
def makeDist(n,p):
#assumes p*n > 1
miss = True
while miss:
x = [p]
rest = [random() for i in range(1,n)]
total = sum(rest)
rest = [x*(1-p)/total for x in rest]
if all(x < p for x in rest):
x.extend(rest)
miss = False #we have a hit!
return x
Typical output:
>>> dist = makeDist(6,0.2)
>>> dist
[0.2, 0.08986510724051082, 0.18690143846768711, 0.19758176720598397, 0.19299989610231708, 0.13265179098350102]
>>> max(dist)
0.2
>>> sum(dist)
1.0
>>> makeDist(3,0.35)
[0.35, 0.31154704906869274, 0.33845295093130723]
>>>

Getting element-wise equations of matrix multiplication in sympy

I've got 2 matrices, first of which is sparse with integer coefficients.
import sympy
A = sympy.eye(2)
A.row_op(1, lambda v, j: v + 2*A[0, j])
The 2nd is symbolic, and I perform an operation between them:
M = MatrixSymbol('M', 2, 1)
X = A * M + A.col(1)
Now, what I'd like is to get the element-wise equations:
X_{0,0} = A_{0,0}
X_{0,1} = 2*A_{0,0} + A_{0,1}
One way to do this is specifying a matrix in sympy with each element being an individual symbol:
rows = []
for i in range(shape[0]):
col = []
for j in range(shape[1]):
col.append(Symbol('%s_{%s,%d}' % (name,i,j)))
rows.append(col)
M = sympy.Matrix(rows)
Is there a way to do it with the MatrixSymbol above, and then get the resulting element-wise equations?
Turns out, this question has a very obvious answer:
MatrixSymbols in sympy can be indexed like a matrix, i.e.:
X[i,j]
gives the element-wise equations.
If one wants to subset more than one element, the MatrixSymbol must first be converted to a sympy.Matrix class:
X = sympy.Matrix(X)
X # lists all indices as `X[i, j]`
X[3:4,2] # arbitrary subsets are supported
Note that this does not allow all operations of a numpy array/matrix (such as indexing with a boolean equivalent), so you might be better of creating a numpy array with sympy symbols:
ijstr = lambda i,j: sympy.Symbol(name+"_{"+str(int(i))+","+str(int(j))+"}")
matrix = np.matrix(np.fromfunction(np.vectorize(ijstr), shape))

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