Implementing semi-implicit backward Euler in a 1-DOF mass-spring system - algorithm

I have a simple (mass)-spring system wih two points which are connected with a spring. One point is fixed at a ceiling, so I want to calculate the position of the second point using a numerical method. So, basically I get the position of the second point and it's velocity, and want to know how these two value update after one timestep.
The following forces take effect on the point:
Gravitational force, given by -g * m
Spring force, given by k * (l - L) with k being the stiffness, l being the current length and L being the initial length
Damping force, given by -d * v
Summed up, this leads to
F = -g * m + k * (l - L)
Fd = -d * v
Applying for example Explicit Euler, one can derive the following:
newPos = oldPos + dt * oldVelocity
newVelocity = oldVelocity + dt * (F + Fd) / m, using F = m * a.
However, I now want to use semi-implicit backward Euler, but can't exactly figure out where to derive the Jacobians from etc.

So it's probably easiest to see how this goes from considering the fully implicit method first, then going to the semi-implicit.
Implicit Euler would have (let's call these eqn (1)):
newPos = oldPos + dt * newVelocity
newVelocity = oldVelocity + dt * (-g * m + k*(newPos - L) - d*newVelocity)/m
For now let's just measure positions relative to L so we can get rid of that -kL term. Rearranging we end up with
(newPos, newVelocity) - dt * (newVelocity, k/m newPos - d/m newVelocity) = (oldPos, oldVelocity - g*dt)
and putting that into matrix form
((1,-dt),(k/m, 1 - d/m)).(newPos, newVelocity) = (oldPos, oldVelocity -g*dt)
Where you know everything in the matrix, and everything on the RHS, and you just need to solve for the vector (newPos, newVelocity). You can do this with any Ax=b solver (gaussian elimination by hand works in this simple case). But since you mention Jacobians, you're presumably looking to solve this with Newton-Raphson iteration or something similar.
In that case, you're essentially looking to solve the zeros of the equation
((1,-dt),(k/m, 1-d/m)).(newPos, newVelocity) - (oldPos, oldVelocity -g*dt) = 0
which is to say, f(newPos, newVelocity) = (0,0). You have a previous value to use as a starting guess, (oldPos, oldVelocity). Now you just want to iterate on
(x,v)n+1 = (x,v)n + f((x,v)n)/f'((x,v)n)
until you get a sufficiently good answer. Here,
f(newPos,newVel) = ((1,-dt),(k/m, 1-d/m)).(newPos, newVelocity) - (oldPos, oldVelocity -g*dt)
and f'(newPos, newVel) is the Jacobian corresponding the matrix
((1,-dt),(k/m, 1-d/m))
Going through the process for semi-implicit is the same, but a little easier - not all of the RHS terms in eqns (1) are new quantities. The way it's usually done is
newPos = oldPos + dt * newVelocity
newVelocity = oldVelocity + dt * (-g * m + k*oldPos - d*newVelocity)/m
eg, the velocity depends on the old time value of the position, and the position on the new time value of the velocity. (This is very similar to "leapfrog" integration..) You should be able to work through the above steps pretty easilly with this slightly different set of equations. Basically, the k/m term in the matrix above drops away.

Related

Formula for calculating distance with decaying velocity

I have a moving graphic whose velocity decays geometrically every frame. I want to find the initial velocity that will make the graphic travel a desired distance in a given number of frames.
Using these variables:
v initial velocity
r rate
d distance
I can come up with d = v * (r0 + r1 + r2 + ...)
So if I want to find the v to travel 200 pixels in 3 frames with a decay rate of 90%, I would adapt to:
d = 200
r = .9
v = d / (r0 + r1 + r2)
That doesn't translate well to code, since I have to edit the expression if the number of frames changes. The only solution I can think of is this (in no specific language):
r = .9
numFrames = 3
d = 200
sum = 1
for (i = 1; i < numFrames; i++) {
sum = sum + power(r, i);
}
v = d / sum;
Is there a better way to do this without using a loop?
(I wouldn't be surprised if there is a mistake in there somewhere... today is just one of those days..)
What you have here is a geometric sequence. See the link:
http://www.mathsisfun.com/algebra/sequences-sums-geometric.html
To find the sum of a geometric sequence, you use this formula:
sum = a * ((1 - r^n) / (1 - r))
Since you are looking for a, the initial velocity, move the terms around:
a = sum * ((1-r) / (1 - r^n))
In Java:
int distanceInPixels = SOME_INTEGER;
int decayRate = SOME_DECIMAl;
int numberOfFrames = SOME_INTEGER;
int initialVelocity; //this is what we need to find
initialVelocity = distanceinPixel * ((1-decayRate) / (1-Math.pow(decayRate, NumberOfFrames)));
Using this formula you can get any one of the four variables if you know the values of the other three. Enjoy!
According to http://mikestoolbox.com/powersum.html, you should be able to reduce your for loop to:
F(x) = (x^n - 1)/(x-1)

random increasing sequence with O(1) access to any element?

I have an interesting math/CS problem. I need to sample from a possibly infinite random sequence of increasing values, X, with X(i) > X(i-1), with some distribution between them. You could think of this as the sum of a different sequence D of uniform random numbers in [0,d). This is easy to do if you start from the first one and go from there; you just add a random amount to the sum each time. But the catch is, I want to be able to get any element of the sequence in faster than O(n) time, ideally O(1), without storing the whole list. To be concrete, let's say I pick d=1, so one possibility for D (given a particular seed) and its associated X is:
D={.1, .5, .2, .9, .3, .3, .6 ...} // standard random sequence, elements in [0,1)
X={.1, .6, .8, 1.7, 2.0, 2.3, 2.9, ...} // increasing random values; partial sum of D
(I don't really care about D, I'm just showing one conceptual way to construct X, my sequence of interest.) Now I want to be able to compute the value of X[1] or X[1000] or X[1000000] equally fast, without storing all the values of X or D. Can anyone point me to some clever algorithm or a way to think about this?
(Yes, what I'm looking for is random access into a random sequence -- with two different meanings of random. Makes it hard to google for!)
Since D is pseudorandom, there’s a space-time tradeoff possible:
O(sqrt(n))-time retrievals using O(sqrt(n)) storage locations (or,
in general, O(n**alpha)-time retrievals using O(n**(1-alpha))
storage locations). Assume zero-based indexing and that
X[n] = D[0] + D[1] + ... + D[n-1]. Compute and store
Y[s] = X[s**2]
for all s**2 <= n in the range of interest. To look up X[n], let
s = floor(sqrt(n)) and return
Y[s] + D[s**2] + D[s**2+1] + ... + D[n-1].
EDIT: here's the start of an approach based on the following idea.
Let Dist(1) be the uniform distribution on [0, d) and let Dist(k) for k > 1 be the distribution of the sum of k independent samples from Dist(1). We need fast, deterministic methods to (i) pseudorandomly sample Dist(2**p) and (ii) given that X and Y are distributed as Dist(2**p), pseudorandomly sample X conditioned on the outcome of X + Y.
Now imagine that the D array constitutes the leaves of a complete binary tree of size 2**q. The values at interior nodes are the sums of the values at their two children. The naive way is to fill the D array directly, but then it takes a long time to compute the root entry. The way I'm proposing is to sample the root from Dist(2**q). Then, sample one child according to Dist(2**(q-1)) given the root's value. This determines the value of the other, since the sum is fixed. Work recursively down the tree. In this way, we look up tree values in time O(q).
Here's an implementation for Gaussian D. I'm not sure it's working properly.
import hashlib, math
def random_oracle(seed):
h = hashlib.sha512()
h.update(str(seed).encode())
x = 0.0
for b in h.digest():
x = ((x + b) / 256.0)
return x
def sample_gaussian(variance, seed):
u0 = random_oracle((2 * seed))
u1 = random_oracle(((2 * seed) + 1))
return (math.sqrt((((- 2.0) * variance) * math.log((1.0 - u0)))) * math.cos(((2.0 * math.pi) * u1)))
def sample_children(sum_outcome, sum_variance, seed):
difference_outcome = sample_gaussian(sum_variance, seed)
return (((sum_outcome + difference_outcome) / 2.0), ((sum_outcome - difference_outcome) / 2.0))
def sample_X(height, i):
assert (0 <= i <= (2 ** height))
total = 0.0
z = sample_gaussian((2 ** height), 0)
seed = 1
for j in range(height, 0, (- 1)):
(x, y) = sample_children(z, (2 ** j), seed)
assert (abs(((x + y) - z)) <= 1e-09)
seed *= 2
if (i >= (2 ** (j - 1))):
i -= (2 ** (j - 1))
total += x
z = y
seed += 1
else:
z = x
return total
def test(height):
X = [sample_X(height, i) for i in range(((2 ** height) + 1))]
D = [(X[(i + 1)] - X[i]) for i in range((2 ** height))]
mean = (sum(D) / len(D))
variance = (sum((((d - mean) ** 2) for d in D)) / (len(D) - 1))
print(mean, math.sqrt(variance))
D.sort()
with open('data', 'w') as f:
for d in D:
print(d, file=f)
if (__name__ == '__main__'):
test(10)
If you do not record the values in X, and if you do not remember the values in X you have previously generate, there is no way to guarantee that the elements in X you generate (on the fly) will be in increasing order. It furthermore seems like there is no way to avoid O(n) time worst-case per query, if you don't know how to quickly generate the CDF for the sum of the first m random variables in D for any choice of m.
If you want the ith value X(i) from a particular realization, I can't see how you could do this without generating the sequence up to i. Perhaps somebody else can come up with something clever.
Would you be willing to accept a value which is plausible in the sense that it has the same distribution as the X(i)'s you would observe across multiple realizations of the X process? If so, it should be pretty easy. X(i) will be asymptotically normally distributed with mean i/2 (since it's the sum of the Dk's for k=1,...,i, the D's are Uniform(0,1), and the expected value of a D is 1/2) and variance i/12 (since the variance of a D is 1/12 and the variance of a sum of independent random variables is the sum of their variances).
Because of the asymptotic aspect, I'd pick some threshold value for i to switch over from direct summing to using the normal. For example, if you use i = 12 as your threshold you would use actual summing of uniforms for values of i from 1 to 11, and generate a Normal(i/2, sqrt(i/12)) value for i >. That's an O(1) algorithm since the total work is bounded by your threshold, and the results produced will be distributionally representative of what you would see if you actually went through the summing.

Fastest way to sort vectors by angle without actually computing that angle

Many algorithms (e.g. Graham scan) require points or vectors to be sorted by their angle (perhaps as seen from some other point, i.e. using difference vectors). This order is inherently cyclic, and where this cycle is broken to compute linear values often doesn't matter that much. But the real angle value doesn't matter much either, as long as cyclic order is maintained. So doing an atan2 call for every point might be wasteful. What faster methods are there to compute a value which is strictly monotonic in the angle, the way atan2 is? Such functions apparently have been called “pseudoangle” by some.
I started to play around with this and realised that the spec is kind of incomplete. atan2 has a discontinuity, because as dx and dy are varied, there's a point where atan2 will jump between -pi and +pi. The graph below shows the two formulas suggested by #MvG, and in fact they both have the discontinuity in a different place compared to atan2. (NB: I added 3 to the first formula and 4 to the alternative so that the lines don't overlap on the graph). If I added atan2 to that graph then it would be the straight line y=x. So it seems to me that there could be various answers, depending on where one wants to put the discontinuity. If one really wants to replicate atan2, the answer (in this genre) would be
# Input: dx, dy: coordinates of a (difference) vector.
# Output: a number from the range [-2 .. 2] which is monotonic
# in the angle this vector makes against the x axis.
# and with the same discontinuity as atan2
def pseudoangle(dx, dy):
p = dx/(abs(dx)+abs(dy)) # -1 .. 1 increasing with x
if dy < 0: return p - 1 # -2 .. 0 increasing with x
else: return 1 - p # 0 .. 2 decreasing with x
This means that if the language that you're using has a sign function, you could avoid branching by returning sign(dy)(1-p), which has the effect of putting an answer of 0 at the discontinuity between returning -2 and +2. And the same trick would work with #MvG's original methodology, one could return sign(dx)(p-1).
Update In a comment below, #MvG suggests a one-line C implementation of this, namely
pseudoangle = copysign(1. - dx/(fabs(dx)+fabs(dy)),dy)
#MvG says it works well, and it looks good to me :-).
I know one possible such function, which I will describe here.
# Input: dx, dy: coordinates of a (difference) vector.
# Output: a number from the range [-1 .. 3] (or [0 .. 4] with the comment enabled)
# which is monotonic in the angle this vector makes against the x axis.
def pseudoangle(dx, dy):
ax = abs(dx)
ay = abs(dy)
p = dy/(ax+ay)
if dx < 0: p = 2 - p
# elif dy < 0: p = 4 + p
return p
So why does this work? One thing to note is that scaling all input lengths will not affect the ouput. So the length of the vector (dx, dy) is irrelevant, only its direction matters. Concentrating on the first quadrant, we may for the moment assume dx == 1. Then dy/(1+dy) grows monotonically from zero for dy == 0 to one for infinite dy (i.e. for dx == 0). Now the other quadrants have to be handled as well. If dy is negative, then so is the initial p. So for positive dx we already have a range -1 <= p <= 1 monotonic in the angle. For dx < 0 we change the sign and add two. That gives a range 1 <= p <= 3 for dx < 0, and a range of -1 <= p <= 3 on the whole. If negative numbers are for some reason undesirable, the elif comment line can be included, which will shift the 4th quadrant from -1…0 to 3…4.
I don't know if the above function has an established name, and who might have published it first. I've gotten it quite a while ago and copied it from one project to the next. I have however found occurrences of this on the web, so I'd consider this snipped public enough for re-use.
There is a way to obtain the range [0 … 4] (for real angles [0 … 2π]) without introducing a further case distinction:
# Input: dx, dy: coordinates of a (difference) vector.
# Output: a number from the range [0 .. 4] which is monotonic
# in the angle this vector makes against the x axis.
def pseudoangle(dx, dy):
p = dx/(abs(dx)+abs(dy)) # -1 .. 1 increasing with x
if dy < 0: return 3 + p # 2 .. 4 increasing with x
else: return 1 - p # 0 .. 2 decreasing with x
I kinda like trigonometry, so I know the best way of mapping an angle to some values we usually have is a tangent. Of course, if we want a finite number in order to not have the hassle of comparing {sign(x),y/x}, it gets a bit more confusing.
But there is a function that maps [1,+inf[ to [1,0[ known as inverse, that will allow us to have a finite range to which we will map angles. The inverse of the tangent is the well known cotangent, thus x/y (yes, it's as simple as that).
A little illustration, showing the values of tangent and cotangent on a unit circle :
You see the values are the same when |x| = |y|, and you see also that if we color the parts that output a value between [-1,1] on both circles, we manage to color a full circle. To have this mapping of values be continuous and monotonous, we can do two this :
use the opposite of the cotangent to have the same monotony as tangent
add 2 to -cotan, to have the values coincide where tan=1
add 4 to one half of the circle (say, below the x=-y diagonal) to have values fit on the one of the discontinuities.
That gives the following piecewise function, which is a continuous and monotonous function of the angles, with only one discontinuity (which is the minimum) :
double pseudoangle(double dx, double dy)
{
// 1 for above, 0 for below the diagonal/anti-diagonal
int diag = dx > dy;
int adiag = dx > -dy;
double r = !adiag ? 4 : 0;
if (dy == 0)
return r;
if (diag ^ adiag)
r += 2 - dx / dy;
else
r += dy / dx;
return r;
}
Note that this is very close to Fowler angles, with the same properties. Formally, pseudoangle(dx,dy) + 1 % 8 == Fowler(dx,dy)
To talk performance, it's much less branchy than Fowler's code (and generally less complicated imo). Compiled with -O3 on gcc 6.1.1, the above function generates an assembly code with 4 branches, where two of them come from dy == 0 (one checking if the both operands are "unordered", thus if dy was NaN, and the other checking if they are equal).
I would argue this version is more precise than others, since it only uses mantissa preserving operations, until shifting the result to the right interval. This should be especially visible when |x| << |y| or |y| >> |x|, then the operation |x| + |y| looses quite some precision.
As you can see on the graph the angle-pseudoangle relation is also nicely close to linear.
Looking where branches come from, we can make the following remarks:
My code doesn't rely on abs nor copysign, which makes it look more self-contained. However playing with sign bits on floating point values is actually rather trivial, since it's just flipping a separate bit (no branch!), so this is more of a disadvantage.
Furthermore other solutions proposed here do not check whether abs(dx) + abs(dy) == 0 before dividing by it, but this version would fail as soon as only one component (dy) is 0 -- so that throws in a branch (or 2 in my case).
If we choose to get roughly the same result (up to rounding errors) but without branches, we could abuse copsign and write:
double pseudoangle(double dx, double dy)
{
double s = dx + dy;
double d = dx - dy;
double r = 2 * (1.0 - copysign(1.0, s));
double xor_sign = copysign(1.0, d) * copysign(1.0, s);
r += (1.0 - xor_sign);
r += (s - xor_sign * d) / (d + xor_sign * s);
return r;
}
Bigger errors may happen than with the previous implementation, due to cancellation in either d or s if dx and dy are close in absolute value. There is no check for division by zero to be comparable with the other implementations presented, and because this only happens when both dx and dy are 0.
If you can feed the original vectors instead of angles into a comparison function when sorting, you can make it work with:
Just a single branch.
Only floating point comparisons and multiplications.
Avoiding addition and subtraction makes it numerically much more robust. A double can actually always exactly represent the product of two floats, but not necessarily their sum. This means for single precision input you can guarantee a perfect flawless result with little effort.
This is basically Cimbali's solution repeated for both vectors, with branches eliminated and divisions multiplied away. It returns an integer, with sign matching the comparison result (positive, negative or zero):
signed int compare(double x1, double y1, double x2, double y2) {
unsigned int d1 = x1 > y1;
unsigned int d2 = x2 > y2;
unsigned int a1 = x1 > -y1;
unsigned int a2 = x2 > -y2;
// Quotients of both angles.
unsigned int qa = d1 * 2 + a1;
unsigned int qb = d2 * 2 + a2;
if(qa != qb) return((0x6c >> qa * 2 & 6) - (0x6c >> qb * 2 & 6));
d1 ^= a1;
double p = x1 * y2;
double q = x2 * y1;
// Numerator of each remainder, multiplied by denominator of the other.
double na = q * (1 - d1) - p * d1;
double nb = p * (1 - d1) - q * d1;
// Return signum(na - nb)
return((na > nb) - (na < nb));
}
The simpliest thing I came up with is making normalized copies of the points and splitting the circle around them in half along the x or y axis. Then use the opposite axis as a linear value between the beginning and end of the top or bottom buffer (one buffer will need to be in reverse linear order when putting it in.) Then you can read the first then second buffer linearly and it will be clockwise, or second and first in reverse for counter clockwise.
That might not be a good explanation so I put some code up on GitHub that uses this method to sort points with an epsilion value to size the arrays.
https://github.com/Phobos001/SpatialSort2D
This might not be good for your use case because it's built for performance in graphics effects rendering, but it's fast and simple (O(N) Complexity). If your working with really small changes in points or very large (hundreds of thousands) data sets then this won't work because the memory usage might outweigh the performance benefits.
nice.. here is a varient that returns -Pi , Pi like many arctan2 functions.
edit note: changed my pseudoscode to proper python.. arg order changed for compatibility with pythons math module atan2(). Edit2 bother more code to catch the case dx=0.
def pseudoangle( dy , dx ):
""" returns approximation to math.atan2(dy,dx)*2/pi"""
if dx == 0 :
s = cmp(dy,0)
else::
s = cmp(dx*dy,0) # cmp == "sign" in many other languages.
if s == 0 : return 0 # doesnt hurt performance much.but can omit if 0,0 never happens
p = dy/(dx+s*dy)
if dx < 0: return p-2*s
return p
In this form the max error is only ~0.07 radian for all angles.
(of course leave out the Pi/2 if you don't care about the magnitude.)
Now for the bad news -- on my system using python math.atan2 is about 25% faster
Obviously replacing a simple interpreted code doesnt beat a compiled intrisic.
If angles are not needed by themselves, but only for sorting, then #jjrv approach is the best one. Here is a comparison in Julia
using StableRNGs
using BenchmarkTools
# Definitions
struct V{T}
x::T
y::T
end
function pseudoangle(v)
copysign(1. - v.x/(abs(v.x)+abs(v.y)), v.y)
end
function isangleless(v1, v2)
a1 = abs(v1.x) + abs(v1.y)
a2 = abs(v2.x) + abs(v2.y)
a2*copysign(a1 - v1.x, v1.y) < a1*copysign(a2 - v2.x, v2.y)
end
# Data
rng = StableRNG(2021)
vectors = map(x -> V(x...), zip(rand(rng, 1000), rand(rng, 1000)))
# Comparison
res1 = sort(vectors, by = x -> pseudoangle(x));
res2 = sort(vectors, lt = (x, y) -> isangleless(x, y));
#assert res1 == res2
#btime sort($vectors, by = x -> pseudoangle(x));
# 110.437 μs (3 allocations: 23.70 KiB)
#btime sort($vectors, lt = (x, y) -> isangleless(x, y));
# 65.703 μs (3 allocations: 23.70 KiB)
So, by avoiding division, time is almost halved without losing result quality. Of course, for more precise calculations, isangleless should be equipped with bigfloat from time to time, but the same can be told about pseudoangle.
Just use a cross-product function. The direction you rotate one segment relative to the other will give either a positive or negative number. No trig functions and no division. Fast and simple. Just Google it.

shoot projectile (straight trajectory) at moving target in 3 dimensions

I already googled for the problem but only found either 2D solutions or formulas that didn't work for me (found this formula that looks nice: http://www.ogre3d.org/forums/viewtopic.php?f=10&t=55796 but seems not to be correct).
I have given:
Vec3 cannonPos;
Vec3 targetPos;
Vec3 targetVelocityVec;
float bulletSpeed;
what i'm looking for is time t such that
targetPos+t*targetVelocityVec
is the intersectionpoint where to aim the cannon to and shoot.
I'm looking for a simple, inexpensive formula for t (by simple i just mean not making many unnecessary vectorspace transformations and the like)
thanks!
The real problem is finding out where in space that the bullet can intersect the targets path. The bullet speed is constant, so in a certain amount of time it will travel the same distance regardless of the direction in which we fire it. This means that it's position after time t will always lie on a sphere. Here's an ugly illustration in 2d:
This sphere can be expressed mathematically as:
(x-x_b0)^2 + (y-y_b0)^2 + (z-z_b0)^2 = (bulletSpeed * t)^2 (eq 1)
x_b0, y_b0 and z_b0 denote the position of the cannon. You can find the time t by solving this equation for t using the equation provided in your question:
targetPos+t*targetVelocityVec (eq 2)
(eq 2) is a vector equation and can be decomposed into three separate equations:
x = x_t0 + t * v_x
y = y_t0 + t * v_y
z = z_t0 + t * v_z
These three equations can be inserted into (eq 1):
(x_t0 + t * v_x - x_b0)^2 + (y_t0 + t * v_y - y_b0)^2 + (z_t0 + t * v_z - z_b0)^2 = (bulletSpeed * t)^2
This equation contains only known variables and can be solved for t. By assigning the constant part of the quadratic subexpressions to constants we can simplify the calculation:
c_1 = x_t0 - x_b0
c_2 = y_t0 - y_b0
c_3 = z_t0 - z_b0
(v_b = bulletSpeed)
(t * v_x + c_1)^2 + (t * v_y + c_2)^2 + (t * v_z + c_3)^2 = (v_b * t)^2
Rearrange it as a standard quadratic equation:
(v_x^2+v_y^2+v_z^2-v_b^2)t^2 + 2*(v_x*c_1+v_y*c_2+v_z*c_3)t + (c_1^2+c_2^2+c_3^2) = 0
This is easily solvable using the standard formula. It can result in zero, one or two solutions. Zero solutions (not counting complex solutions) means that there's no possible way for the bullet to reach the target. One solution will probably happen very rarely, when the target trajectory intersects with the very edge of the sphere. Two solutions will be the most common scenario. A negative solution means that you can't hit the target, since you would need to fire the bullet into the past. These are all conditions you'll have to check for.
When you've solved the equation you can find the position of t by putting it back into (eq 2). In pseudo code:
# setup all needed variables
c_1 = x_t0 - x_b0
c_2 = y_t0 - y_b0
c_3 = z_t0 - z_b0
v_b = bulletSpeed
# ... and so on
a = v_x^2+v_y^2+v_z^2-v_b^2
b = 2*(v_x*c_1+v_y*c_2+v_z*c_3)
c = c_1^2+c_2^2+c_3^2
if b^2 < 4*a*c:
# no real solutions
raise error
p = -b/(2*a)
q = sqrt(b^2 - 4*a*c)/(2*a)
t1 = p-q
t2 = p+q
if t1 < 0 and t2 < 0:
# no positive solutions, all possible trajectories are in the past
raise error
# we want to hit it at the earliest possible time
if t1 > t2: t = t2
else: t = t1
# calculate point of collision
x = x_t0 + t * v_x
y = y_t0 + t * v_y
z = z_t0 + t * v_z

Possible ways to calculate X = A - inv(B) * Y * inv(B) and X = Y + A' * inv(B) * A

I have two problems. I have to calculate two equations:
X = A - inv(B) * Y * inv(B)
and
X = Y + A' * inv(B) * A
where, A, B and Y are known p*p matrices (p can be small or large, depends the situation). Matrices are quite dense, without any structure (except B being non-singular of course).
Is it possible to solve X in those equations without inverting the matrix B? I have to calculate these equations n times, n being hundreds or thousands, and all the matrices change over time.
Thank you very much.
If you can express your updates to your matrix B in the following terms:
Bnew = B + u*s*v
then you can express an update to inv(B) explicitly using the Sherman-Morrison-Woodbury formula:
inv(B + u*s*v) = inv(B) - inv(B)*u*inv(s + v*inv(B)*u)*v*inv(B)
If u and v are vectors (column and row, respectively) and s is scalar, then this expression simplifies:
inv(B + u*s*v) = inv(B) - inv(B)*u*v*inv(B)/(s + v*inv(B)*u)
You would only have to calculate inv(B) once and then update it when it changes with no additional inversions.
It may be preferable not to calculate the full inverse, just simple "matrix divisions" on y and (ynew - y) or a and (anew - a) depending on the size of "n" with respect to "p" in your problem.
Memo-ize inv(B), i.e. only invert B when it changes, and keep the inverse around.
If changes to B are small, possibly you could use a delta-approximation.

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