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Aug
29
comment How to deal with matrices involved in system of SDEs?
It is now done. Can anyone give even some general hints or codes for dealing with system of SDEs?
Aug
29
revised How to deal with matrices involved in system of SDEs?
added 138 characters in body
Aug
28
comment How to deal with matrices involved in system of SDEs?
The links are mathematica.stackexchange.com/questions/30558/… and mathematica.stackexchange.com/questions/14561/…
Aug
27
asked How to deal with matrices involved in system of SDEs?
Jul
2
awarded  Curious
Jun
12
asked How to find a scaling parameter in matrix inversion process by MMA?
Nov
20
awarded  Critic
Nov
19
comment Why doesn't FullSimplify work properly on this?
Note that $1+R+R^2+R^3+R^4+R^5+R^6$ requires 5 multiplications to be implemented, while $1+(R+R^4)(1+R+R^2)$ requires only 3! That is why a more factorized form is desirable.
Nov
19
asked Why doesn't FullSimplify work properly on this?
Oct
10
awarded  Popular Question
Sep
6
comment Faster Eigenvalues with lower precision goal
Can anyone extend this answer for the unsolved question at: mathematica.stackexchange.com/questions/29688/…
Sep
1
comment How can you compute Itō Integrals with Mathematica?
Well done. Can you implement the Euler-Maruyama or SRK method for finding the weak solution of Black-Scholes SDE in Mathematica?
Aug
21
comment Is there any fast way to solve a quadratic matrix equation in Mathematica approximately?
The applied norm is optional (Frobenius or Infinity). Just finding some approximate valaues for the scalars in any fast way is needed.
Aug
20
revised Is there any fast way to solve a quadratic matrix equation in Mathematica approximately?
deleted 18 characters in body
Aug
20
asked Is there any fast way to solve a quadratic matrix equation in Mathematica approximately?
Aug
2
awarded  Yearling
Aug
2
comment How to use adaptive precision in matrix computations?
Can you write it down, please? Does it reduce the whole computational time?
Aug
2
comment How to use adaptive precision in matrix computations?
Thanks for your comment. I do agree. However, I think some built-in functions of MMA already do such an action. An example is the function FindRoot[], which applies the precision of the input data (function and the initial guess) and then improve it per cycle. Also, applying the adaptive precision in matrix calculations (such as the above concrete question/idea) is very good in high precision computing environment. It should reduce the computational time dramatically for large scale problems.
Aug
2
asked How to use adaptive precision in matrix computations?
Jul
16
awarded  Popular Question