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Features: Matrix and Data Operations

The following table summarizes which types of input are handled automatically by each of Mathematica CalcCenter's principal matrix and data operations.

Function Real InputD1 Complex InputD2 Symbolic InputD3 Automatic Unit ConversionD4 Full-Range InputD5
Min   t1
Max   t1
Total
BinCounts   t1  
Frequencies
MovingAverage
Fourier t1  
InverseFourier t1  
Eigenvalues
Eigenvectors
Det
Inverse
Vector product
Cross product
Linear regression
Nonlinear regression    
Sort  


The following table lists the principal algorithms used in matrix and data operations in Mathematica CalcCenter.

Case Method
Determinants and inverses Gaussian elimination with partial pivoting for numbers and for symbolic entries, direct cofactor expansion for small matrices, and Gaussian elimination for larger ones are used.
Fourier Fourier analysis available for real or complex data sets of any length (not just 2n) is achieved by an FFT algorithm with decomposition of the length into prime factors. When the prime factors are large, fast convolution methods are used to maintain O(nlog(n)) asymptotic complexity.
Random The Marsaglia-Zaman subtract-with-borrow generator is used.
Fit The product of the response vector with the pseudoinverse of the design matrix is computed.
Interpolation This uses divided differences to construct Lagrange or Hermite interpolating polynomials.
Eigenvalues, eigenvectors, scalar product, matrix arithmetic, etc. Algorithms similar to those of LINPACK, EISPACK, and LAPACK are used when appropriate.


Notes

D1     Real Input: A function must accept positive and negative real numbers and produce the appropriate result whether the result is real or complex (e.g., Sin[-200] = 0.873297).

D2     Complex Input: A function must accept input that contains any combination of real and imaginary numbers, producing appropriate real or complex output (e.g., Sin[4 - 20 I] = -1.83587 x 108 + 1.58563 x 108 I).

D3     Symbolic Input: A function must accept any symbol or composite symbolic expression, produce appropriate output (symbolic, real, or complex), and be understood by symbolic operators such as Integrate and Simplify (e.g., (x^x)/x = x^(x-1)).

D4     Automatic Unit Conversion: A function must take arguments containing any units and automatically establish the resulting unit (e.g., 20 Inch/Second + 100 Meter/Day = 0.5091574 Meter/Second).

D5     Full-Range Input is defined to mean that input within the defined range of a function, and in the range +/- 10^300000000+/- 10^300000000I but not within +/- 10^-300000000+/- 10^-300000000I, the function will give at least five significant figures of correct result if sufficient significant figures of input are provided.

Note that for particular values near the singularities of asymptotic functions, rounding errors may be more significant. It may also be possible in some circumstances to achieve much higher performance. For example, Sin[1234567890.12345] uses input that is much greater than 10^8 and still exceeds the required accuracy.

Full-range input functions must also accept data sets with no limit to the number of data points in the set. Note that there will always be practical limitations on memory or available computational time required for operations on large data sets. There is no limit to the size of data sets (1,000,000 integer data points require approximately 8 MB of RAM, and sorting 1,000,000 points takes approximately 0.36 seconds on a 3.6 GHz Pentium IV).



t1     Symbolic arguments are accepted, but no symbolic simplification is available for this function.

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