matlab,matrix,numerical-analysis

Three things wrong with your code. Your for loop statements are mis-aligned. Specifically, you forgot to place an end keyword at the end of the first for loop within the i loop (i.e. for j = 1 : i-1) You need to compute the values for Gauss-Newton using the current...

matlab,data-analysis,numerical-analysis,probability-density

I hope I get you right: assume you have a vector a, and you would like to get a normal distribution that represents it. [correct me if I am wrong] >>a = randn(2); //your vector >>x=[-10:0.1:10]; >> y = gaussmf(x,[std(a) mean(a)]); //std(a)=sigma,mean(a)=mu >> plot(x,y); ...

vector,floating-point,numerical-analysis

Take c to be the computed v-w and e is the difference between c and what you wanted to compute, namely (v+deltav) - (w+deltaw). Here, e accounts for both roundoff error in computation and approximation error in your input. Take r to be the ratio ||e|| / ||c||. This must...

c++,matrix,eigen3,numerical-analysis

Assuming you're looking for a C++ library, check Armadillo. The eigs_sym() function seems to be what you want. Quoting the docs, it: Obtains a limited number of eigenvalues and eigenvectors of sparse symmetric real matrix X A minimal example from the docs adapted to your desired matrix size: // generate...