
www.Usenet.com
| <-- __Chronological__ --> | <-- __Thread__ --> |
You could have a look at this site: http://www.gepsoft.com/gepsoft/ I am currently using one of their programs. aprx
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1
Hi! I was struggling with trying to do a program that would numerically integrate this multivariate function (The function is complicated and isn't really important, I think), but, this thought occured to me, and I was wondering what everyone thought here:
Say you have a function f(X) where X is a vector of n dimensions (terminology? but, in c parlance, I mean to say an array of n doubles) anyway, you have a function f(X) which is defined in some way, and you can't find a closed form solution to Integrate[f(X),X1,X2,...Xn]
Would genetic algorithms be a good way of finding FUNCTIONS, that might approximate it on certain ranges, the way that for instance, I've seen an approximation to the Normal CDF where z > 0 as CDF = 1 - 0.5 * ((1+c1 z + c2 z^2 + c3 z^3 + c4 z^4) ^ -4); where c1 = 0.196854, c2 = 0.115194, c3 = 0.000344 c4 = 0.019527
So, I could pass the GA my function and tell it that I expect to want to numerically integrate on ranges from -100,100 and it would generate a function that would _approximate_ the integration without actually doing the numerical integration. I could then look at the function, and decide what it's error characteristics were, before plugging it into the actual app, etc.
I'm expecting that the GA would be of the "genetic programming" type where the functions would include exp and tan, and all the usual mathematical operators.
Has this been done? Does that seem like a reasonable app for a GA? I'm not stuck on the idea of generating the function via GA, so if others have different means to generate an approximate function given f that computes the integral of f, I'd be open to that as well...
Thanks! Binesh Bannerjee
- -- 'One of the cultural barriers that separates computer scientists from
"regular" scientists and engineers is ... the practical scientist is
trying to solve tomorrow's problem with yesterday's computer; the
computer scientist, we think, often has it the other way around.'
-- Numerical Recipes in C
PGP Key: http://www.hex21.com/~binesh/binesh-public.asc Key fingerprint = 421D B4C2 2E96 B8EE 7190 A0CF B42F E71C 7FC3 AD96 SSH2 Key: http://www.hex21.com/~binesh/binesh-ssh2.pub SSH1 Key: http://www.hex21.com/~binesh/binesh-ssh1.pub OpenSSH Key: http://www.hex21.com/~binesh/binesh-openssh.pub CipherKnight Seals: http://www.hex21.com/~binesh/binesh-seal.tar.bz2.cs256 http://www.hex21.com/~binesh/binesh-seal.zip.cs256 http://www.hex21.com/~binesh/binesh-certificate.gif.cs256 Decrypt with CipherSaber2 N=256, Password="WelcomeJedi!" (No quotes)
-----BEGIN PGP SIGNATURE----- Version: GnuPG v1.2.3 (GNU/Linux)
iD8DBQE/sKDVtC/nHH/DrZYRApfBAKDUWs+YZHxwQA41SyB2enX4PjNG4wCeI1eZ
3XiPsv2RGD3QhqkmLW/sxoY=
=QvvZ
-----END PGP SIGNATURE-----
| <-- __Chronological__ --> | <-- __Thread__ --> |