Maple 9 Learning Guide

Total Page:16

File Type:pdf, Size:1020Kb

Maple 9 Learning Guide Maple 9 Learning Guide Based in part on the work of B. W. Char c Maplesoft, a division of Waterloo Maple Inc. 2003 ­ ii ¯ Maplesoft, Maple, Maple Application Center, Maple Student Center, and Maplet are all trademarks of Waterloo Maple Inc. c Maplesoft, a division of Waterloo Maple Inc. 2003. All rights re- ­ served. The electronic version (PDF) of this book may be downloaded and printed for personal use or stored as a copy on a personal machine. The electronic version (PDF) of this book may not be distributed. Information in this document is subject to change without notice and does not repre- sent a commitment on the part of the vendor. The software described in this document is furnished under a license agreement and may be used or copied only in accordance with the agreement. It is against the law to copy software on any medium except as specifically allowed in the agreement. Windows is a registered trademark of Microsoft Corporation. Java and all Java based marks are trademarks or registered trade- marks of Sun Microsystems, Inc. in the United States and other countries. Maplesoft is independent of Sun Microsystems, Inc. All other trademarks are the property of their respective owners. This document was produced using a special version of Maple that reads and updates LATEX files. Printed in Canada ISBN 1-894511-42-5 Contents Preface 1 Audience . 1 Manual Set . 1 Conventions . 2 Customer Feedback . 2 1 Introduction to Maple 3 Worksheet Graphical Interface . 3 Modes . 3 2 Mathematics with Maple: The Basics 5 In This Chapter . 5 Maple Help System . 5 2.1 Introduction . 5 Exact Expressions . 6 2.2 Numerical Computations . 7 Integer Computations . 7 Commands for Working With Integers . 9 Exact Arithmetic—Rationals, Irrationals, and Constants . 10 Floating-Point Approximations . 12 Arithmetic with Special Numbers . 14 Mathematical Functions . 15 2.3 Basic Symbolic Computations . 16 2.4 Assigning Expressions to Names . 18 Syntax for Naming an Object . 18 Guidelines for Maple Names . 19 Maple Arrow Notation in Defining Functions . 19 The Assignment Operator . 20 Predefined and Reserved Names . 20 2.5 Basic Types of Maple Objects . 21 iii iv Contents ¯ Expression Sequences . 21 Lists . 23 Sets . 24 Operations on Sets and Lists . 25 Arrays . 27 Tables . 31 Strings . 32 2.6 Expression Manipulation . 33 The simplify Command . 33 The factor Command . 34 The expand Command . 35 The convert Command . 36 The normal Command . 36 The combine Command . 37 The map Command . 38 The lhs and rhs Commands . 39 The numer and denom Commands . 39 The nops and op Commands . 40 Common Questions about Expression Manipulation . 41 2.7 Conclusion . 42 3 Finding Solutions 43 In This Chapter . 43 3.1 The Maple solve Command . 43 Examples Using the solve Command . 43 Verifying Solutions . 45 Restricting Solutions . 47 Exploring Solutions . 48 The unapply Command . 49 The assign Command . 51 The RootOf Command . 53 3.2 Solving Numerically Using the fsolve Command . 54 Limitations on solve ..................... 55 3.3 Other Solvers . 58 Finding Integer Solutions . 58 Finding Solutions Modulo m . 58 Solving Recurrence Relations . 59 3.4 Polynomials . 59 Sorting and Collecting . 60 Mathematical Operations . 61 Coeácients and Degrees . 62 Contents v ¯ Root Finding and Factorization . 63 3.5 Calculus . 65 3.6 Solving Differential Equations Using the dsolve Command 71 3.7 Conclusion . 77 4 Maple Organization 79 In This Chapter . 79 4.1 The Organization of Maple . 79 The Maple Library . 80 4.2 The Maple Packages . 82 List of Packages . 82 Example Packages . 87 The Student Package . 87 Worksheet Examples . 88 The LinearAlgebra Package . 94 The Matlab Package . 96 The Statistics Package . 98 The simplex Linear Optimization Package . 101 4.3 Conclusion . 102 5 Plotting 103 In This Chapter . 103 Plotting Commands in Main Maple Library . 103 Plotting Commands in Packages . 103 Publishing Material with Plots . 104 5.1 Graphing in Two Dimensions . 104 Parametric Plots . 106 Polar Coordinates . 108 Functions with Discontinuities . 111 Functions with Singularities . 112 Multiple Functions . 114 Plotting Data Points . 116 Refining Plots . 118 5.2 Graphing in Three Dimensions . 119 Parametric Plots . 121 Spherical Coordinates . 121 Cylindrical Coordinates . 124 Refining Plots . 125 Shading and Lighting Schemes . 126 5.3 Animation . 127 Animation in Two Dimensions . 128 vi Contents ¯ Animation in Three Dimensions . 130 5.4 Annotating Plots . 132 Labeling a Plot . 133 5.5 Composite Plots . 134 Placing Text in Plots . 136 5.6 Special Types of Plots . 137 Visualization Component of the Student Package . 143 5.7 Manipulating Graphical Objects . 144 Using the display Command . 144 5.8 Code for Color Plates . 149 5.9 Interactive Plot Builder . 152 5.10 Conclusion . 153 6 Evaluation and Simplification 155 Working with Expressions in Maple . 155 In This Chapter . 155 6.1 Mathematical Manipulations . 156 Expanding Polynomials as Sums . 156 Collecting the Coeácients of Like Powers . 158 Factoring Polynomials and Rational Functions . 161 Removing Rational Exponents . 163 Combining Terms . 164 Factored Normal Form . 165 Simplifying Expressions . 168 Simplification with Assumptions . 169 Simplification with Side Relations . 169 Sorting Algebraic Expressions . 171 Converting Between Equivalent Forms . 172 6.2 Assumptions . 174 The assume Facility . 174 The assuming Command . 178 6.3 Structural Manipulations . 180 Mapping a Function onto a List or Set . 180 Choosing Elements from a List or Set . 182 Merging Two Lists . 184 Sorting Lists . 185 The Parts of an Expression . 188 Substitution . 196 Changing the Type of an Expression . 200 6.4 Evaluation Rules . 202 Levels of Evaluation . 202 Contents vii ¯ Last-Name Evaluation . 203 One-Level Evaluation . 205 Commands with Special Evaluation Rules . 206 Quotation and Unevaluation . 207 Using Quoted Variables as Function Arguments . 210 Concatenation of Names . ..
Recommended publications
  • Sagemath and Sagemathcloud
    Viviane Pons Ma^ıtrede conf´erence,Universit´eParis-Sud Orsay [email protected] { @PyViv SageMath and SageMathCloud Introduction SageMath SageMath is a free open source mathematics software I Created in 2005 by William Stein. I http://www.sagemath.org/ I Mission: Creating a viable free open source alternative to Magma, Maple, Mathematica and Matlab. Viviane Pons (U-PSud) SageMath and SageMathCloud October 19, 2016 2 / 7 SageMath Source and language I the main language of Sage is python (but there are many other source languages: cython, C, C++, fortran) I the source is distributed under the GPL licence. Viviane Pons (U-PSud) SageMath and SageMathCloud October 19, 2016 3 / 7 SageMath Sage and libraries One of the original purpose of Sage was to put together the many existent open source mathematics software programs: Atlas, GAP, GMP, Linbox, Maxima, MPFR, PARI/GP, NetworkX, NTL, Numpy/Scipy, Singular, Symmetrica,... Sage is all-inclusive: it installs all those libraries and gives you a common python-based interface to work on them. On top of it is the python / cython Sage library it-self. Viviane Pons (U-PSud) SageMath and SageMathCloud October 19, 2016 4 / 7 SageMath Sage and libraries I You can use a library explicitly: sage: n = gap(20062006) sage: type(n) <c l a s s 'sage. interfaces .gap.GapElement'> sage: n.Factors() [ 2, 17, 59, 73, 137 ] I But also, many of Sage computation are done through those libraries without necessarily telling you: sage: G = PermutationGroup([[(1,2,3),(4,5)],[(3,4)]]) sage : G . g a p () Group( [ (3,4), (1,2,3)(4,5) ] ) Viviane Pons (U-PSud) SageMath and SageMathCloud October 19, 2016 5 / 7 SageMath Development model Development model I Sage is developed by researchers for researchers: the original philosophy is to develop what you need for your research and share it with the community.
    [Show full text]
  • Introduction to IDL®
    Introduction to IDL® Revised for Print March, 2016 ©2016 Exelis Visual Information Solutions, Inc., a subsidiary of Harris Corporation. All rights reserved. ENVI and IDL are registered trademarks of Harris Corporation. All other marks are the property of their respective owners. This document is not subject to the controls of the International Traffic in Arms Regulations (ITAR) or the Export Administration Regulations (EAR). Contents 1 Introduction To IDL 5 1.1 Introduction . .5 1.1.1 What is ENVI? . .5 1.1.2 ENVI + IDL, ENVI, and IDL . .6 1.1.3 ENVI Resources . .6 1.1.4 Contacting Harris Geospatial Solutions . .6 1.1.5 Tutorials . .6 1.1.6 Training . .7 1.1.7 ENVI Support . .7 1.1.8 Contacting Technical Support . .7 1.1.9 Website . .7 1.1.10 IDL Newsgroup . .7 2 About This Course 9 2.1 Manual Organization . .9 2.1.1 Programming Style . .9 2.2 The Course Files . 11 2.2.1 Installing the Course Files . 11 2.3 Starting IDL . 11 2.3.1 Windows . 11 2.3.2 Max OS X . 11 2.3.3 Linux . 12 3 A Tour of IDL 13 3.1 Overview . 13 3.2 Scalars and Arrays . 13 3.3 Reading Data from Files . 15 3.4 Line Plots . 15 3.5 Surface Plots . 17 3.6 Contour Plots . 18 3.7 Displaying Images . 19 3.8 Exercises . 21 3.9 References . 21 4 IDL Basics 23 4.1 IDL Directory Structure . 23 4.2 The IDL Workbench . 24 4.3 Exploring the IDL Workbench .
    [Show full text]
  • A Comparative Evaluation of Matlab, Octave, R, and Julia on Maya 1 Introduction
    A Comparative Evaluation of Matlab, Octave, R, and Julia on Maya Sai K. Popuri and Matthias K. Gobbert* Department of Mathematics and Statistics, University of Maryland, Baltimore County *Corresponding author: [email protected], www.umbc.edu/~gobbert Technical Report HPCF{2017{3, hpcf.umbc.edu > Publications Abstract Matlab is the most popular commercial package for numerical computations in mathematics, statistics, the sciences, engineering, and other fields. Octave is a freely available software used for numerical computing. R is a popular open source freely available software often used for statistical analysis and computing. Julia is a recent open source freely available high-level programming language with a sophisticated com- piler for high-performance numerical and statistical computing. They are all available to download on the Linux, Windows, and Mac OS X operating systems. We investigate whether the three freely available software are viable alternatives to Matlab for uses in research and teaching. We compare the results on part of the equipment of the cluster maya in the UMBC High Performance Computing Facility. The equipment has 72 nodes, each with two Intel E5-2650v2 Ivy Bridge (2.6 GHz, 20 MB cache) proces- sors with 8 cores per CPU, for a total of 16 cores per node. All nodes have 64 GB of main memory and are connected by a quad-data rate InfiniBand interconnect. The tests focused on usability lead us to conclude that Octave is the most compatible with Matlab, since it uses the same syntax and has the native capability of running m-files. R was hampered by somewhat different syntax or function names and some missing functions.
    [Show full text]
  • Sage 9.4 Reference Manual: Finite Rings Release 9.4
    Sage 9.4 Reference Manual: Finite Rings Release 9.4 The Sage Development Team Aug 24, 2021 CONTENTS 1 Finite Rings 1 1.1 Ring Z=nZ of integers modulo n ....................................1 1.2 Elements of Z=nZ ............................................ 15 2 Finite Fields 39 2.1 Finite Fields............................................... 39 2.2 Base Classes for Finite Fields...................................... 47 2.3 Base class for finite field elements.................................... 61 2.4 Homset for Finite Fields......................................... 69 2.5 Finite field morphisms.......................................... 71 3 Prime Fields 77 3.1 Finite Prime Fields............................................ 77 3.2 Finite field morphisms for prime fields................................. 79 4 Finite Fields Using Pari 81 4.1 Finite fields implemented via PARI’s FFELT type............................ 81 4.2 Finite field elements implemented via PARI’s FFELT type....................... 83 5 Finite Fields Using Givaro 89 5.1 Givaro Finite Field............................................ 89 5.2 Givaro Field Elements.......................................... 94 5.3 Finite field morphisms using Givaro................................... 102 6 Finite Fields of Characteristic 2 Using NTL 105 6.1 Finite Fields of Characteristic 2..................................... 105 6.2 Finite Fields of characteristic 2...................................... 107 7 Miscellaneous 113 7.1 Finite residue fields...........................................
    [Show full text]
  • Python – an Introduction
    Python { AN IntroduCtion . default parameters . self documenting code Example for extensions: Gnuplot Hans Fangohr, [email protected], CED Seminar 05/02/2004 ² The wc program in Python ² Summary Overview ² Outlook ² Why Python ² Literature: How to get started ² Interactive Python (IPython) ² M. Lutz & D. Ascher: Learning Python Installing extra modules ² ² ISBN: 1565924649 (1999) (new edition 2004, ISBN: Lists ² 0596002815). We point to this book (1999) where For-loops appropriate: Chapter 1 in LP ² ! if-then ² modules and name spaces Alex Martelli: Python in a Nutshell ² ² while ISBN: 0596001886 ² string handling ² ¯le-input, output Deitel & Deitel et al: Python { How to Program ² ² functions ISBN: 0130923613 ² Numerical computation ² some other features Other resources: ² . long numbers www.python.org provides extensive . exceptions ² documentation, tools and download. dictionaries Python { an introduction 1 Python { an introduction 2 Why Python? How to get started: The interpreter and how to run code Chapter 1, p3 in LP Chapter 1, p12 in LP ! Two options: ! All sorts of reasons ;-) interactive session ² ² . Object-oriented scripting language . start Python interpreter (python.exe, python, . power of high-level language double click on icon, . ) . portable, powerful, free . prompt appears (>>>) . mixable (glue together with C/C++, Fortran, . can enter commands (as on MATLAB prompt) . ) . easy to use (save time developing code) execute program ² . easy to learn . Either start interpreter and pass program name . (in-built complex numbers) as argument: python.exe myfirstprogram.py Today: . ² Or make python-program executable . easy to learn (Unix/Linux): . some interesting features of the language ./myfirstprogram.py . use as tool for small sysadmin/data . Note: python-programs tend to end with .py, processing/collecting tasks but this is not necessary.
    [Show full text]
  • A Fast Dynamic Language for Technical Computing
    Julia A Fast Dynamic Language for Technical Computing Created by: Jeff Bezanson, Stefan Karpinski, Viral B. Shah & Alan Edelman A Fractured Community Technical work gets done in many different languages ‣ C, C++, R, Matlab, Python, Java, Perl, Fortran, ... Different optimal choices for different tasks ‣ statistics ➞ R ‣ linear algebra ➞ Matlab ‣ string processing ➞ Perl ‣ general programming ➞ Python, Java ‣ performance, control ➞ C, C++, Fortran Larger projects commonly use a mixture of 2, 3, 4, ... One Language We are not trying to replace any of these ‣ C, C++, R, Matlab, Python, Java, Perl, Fortran, ... What we are trying to do: ‣ allow developing complete technical projects in a single language without sacrificing productivity or performance This does not mean not using components in other languages! ‣ Julia uses C, C++ and Fortran libraries extensively “Because We Are Greedy.” “We want a language that’s open source, with a liberal license. We want the speed of C with the dynamism of Ruby. We want a language that’s homoiconic, with true macros like Lisp, but with obvious, familiar mathematical notation like Matlab. We want something as usable for general programming as Python, as easy for statistics as R, as natural for string processing as Perl, as powerful for linear algebra as Matlab, as good at gluing programs together as the shell. Something that is dirt simple to learn, yet keeps the most serious hackers happy.” Collapsing Dichotomies Many of these are just a matter of design and focus ‣ stats vs. linear algebra vs. strings vs.
    [Show full text]
  • Stan: a Probabilistic Programming Language
    JSS Journal of Statistical Software January 2017, Volume 76, Issue 1. doi: 10.18637/jss.v076.i01 Stan: A Probabilistic Programming Language Bob Carpenter Andrew Gelman Matthew D. Hoffman Columbia University Columbia University Adobe Creative Technologies Lab Daniel Lee Ben Goodrich Michael Betancourt Columbia University Columbia University Columbia University Marcus A. Brubaker Jiqiang Guo Peter Li York University NPD Group Columbia University Allen Riddell Indiana University Abstract Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propa- gation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces sup- port sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.
    [Show full text]
  • Stan: a Probabilistic Programming Language
    JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Issue II. http://www.jstatsoft.org/ Stan: A Probabilistic Programming Language Bob Carpenter Andrew Gelman Matt Hoffman Columbia University Columbia University Adobe Research Daniel Lee Ben Goodrich Michael Betancourt Columbia University Columbia University University of Warwick Marcus A. Brubaker Jiqiang Guo Peter Li University of Toronto, NPD Group Columbia University Scarborough Allen Riddell Dartmouth College Abstract Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.2.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propa- gation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can be called from the command line, through R using the RStan package, or through Python using the PyStan package. All three interfaces support sampling and optimization-based inference. RStan and PyStan also provide access to log probabilities, gradients, Hessians, and data I/O. Keywords: probabilistic program, Bayesian inference, algorithmic differentiation, Stan.
    [Show full text]
  • WEEK 10: FAREWELL to PYTHON... WELCOME to MAPLE! 1. a Review of PYTHON's Features During the Past Few Weeks, We Have Explored
    WEEK 10: FAREWELL TO PYTHON... WELCOME TO MAPLE! 1. A review of PYTHON’s features During the past few weeks, we have explored the following aspects of PYTHON: • Built-in types: integer, long integer, float, complex, boolean, list, se- quence, string etc. • Operations on built-in types: +, −, ∗, abs, len, append, etc. • Loops: N = 1000 i=1 q = [] while i <= N q.append(i*i) i += 1 • Conditional statements: if x < y: min = x else: min = y • Functions: def fac(n): if n==0 then: return 1 else: return n*fac(n-1) • Modules: math, turtle, etc. • Classes: Rational, Vector, Polynomial, Polygon, etc. With these features, PYTHON is a powerful tool for doing mathematics on a computer. In particular, the use of modules makes it straightforward to add greater functionality, e.g. GL (3D graphics), NumPy (numerical algorithms). 2. What about MAPLE? MAPLE is really designed to be an interactive tool. Nevertheless, it can also be used as a programming language. It has some of the basic facilities available in PYTHON: Loops; conditional statements; functions (in the form of “procedures”); good graphics and some very useful additional modules called “packages”: • Built-in types: long integer, float (arbitrary precision), complex, rational, boolean, array, sequence, string etc. • Operations on built-in types: +, −, ∗, mathematical functions, etc. • Loops: 1 2 WEEK 10: FAREWELL TO PYTHON... WELCOME TO MAPLE! Table 1. Some of the most useful MAPLE packages Name Description Example DEtools Tools for differential equations exactsol(ode,y) linalg Linear Algebra gausselim(A) plots Graphics package polygonplot(p,axes=none) stats Statistics package random[uniform](10) N := 1000 : q := array(1..N) : for i from 1 to N do q[i] := i*i : od : • Conditional statements: if x < y then min := x else min := y fi: • Functions: fac := proc(n) if n=0 then return 1 else return n*fac(n-1) fi : end proc : • Packages: See Table 1.
    [Show full text]
  • Practical Estimation of High Dimensional Stochastic Differential Mixed-Effects Models
    Practical Estimation of High Dimensional Stochastic Differential Mixed-Effects Models Umberto Picchinia,b,∗, Susanne Ditlevsenb aDepartment of Mathematical Sciences, University of Durham, South Road, DH1 3LE Durham, England. Phone: +44 (0)191 334 4164; Fax: +44 (0)191 334 3051 bDepartment of Mathematical Sciences, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, Denmark Abstract Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrin- sic randomness of a system around its drift can be identified and separated from the drift itself. When it is of interest to model dynamics within a given population, i.e. to model simultaneously the performance of several experiments or subjects, mixed-effects mod- elling allows for the distinction of between and within experiment variability. A framework to model dynamics within a population using SDEs is proposed, representing simultane- ously several sources of variation: variability between experiments using a mixed-effects approach and stochasticity in the individual dynamics using SDEs. These stochastic differ- ential mixed-effects models have applications in e.g. pharmacokinetics/pharmacodynamics and biomedical modelling. A parameter estimation method is proposed and computational guidelines for an efficient implementation are given. Finally the method is evaluated using simulations from standard models like the two-dimensional Ornstein-Uhlenbeck (OU) and the square root models. Keywords: automatic differentiation, closed-form transition density expansion, maximum likelihood estimation, population estimation, stochastic differential equation, Cox-Ingersoll-Ross process arXiv:1004.3871v2 [stat.CO] 3 Oct 2010 1. INTRODUCTION Models defined through stochastic differential equations (SDEs) allow for the represen- tation of random variability in dynamical systems.
    [Show full text]
  • Introduction to GNU Octave
    Introduction to GNU Octave Hubert Selhofer, revised by Marcel Oliver updated to current Octave version by Thomas L. Scofield 2008/08/16 line 1 1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 8 6 4 2 -8 -6 0 -4 -2 -2 0 -4 2 4 -6 6 8 -8 Contents 1 Basics 2 1.1 What is Octave? ........................... 2 1.2 Help! . 2 1.3 Input conventions . 3 1.4 Variables and standard operations . 3 2 Vector and matrix operations 4 2.1 Vectors . 4 2.2 Matrices . 4 1 2.3 Basic matrix arithmetic . 5 2.4 Element-wise operations . 5 2.5 Indexing and slicing . 6 2.6 Solving linear systems of equations . 7 2.7 Inverses, decompositions, eigenvalues . 7 2.8 Testing for zero elements . 8 3 Control structures 8 3.1 Functions . 8 3.2 Global variables . 9 3.3 Loops . 9 3.4 Branching . 9 3.5 Functions of functions . 10 3.6 Efficiency considerations . 10 3.7 Input and output . 11 4 Graphics 11 4.1 2D graphics . 11 4.2 3D graphics: . 12 4.3 Commands for 2D and 3D graphics . 13 5 Exercises 13 5.1 Linear algebra . 13 5.2 Timing . 14 5.3 Stability functions of BDF-integrators . 14 5.4 3D plot . 15 5.5 Hilbert matrix . 15 5.6 Least square fit of a straight line . 16 5.7 Trapezoidal rule . 16 1 Basics 1.1 What is Octave? Octave is an interactive programming language specifically suited for vectoriz- able numerical calculations.
    [Show full text]
  • Advancedhmc.Jl: a Robust, Modular and Efficient Implementation of Advanced HMC Algorithms
    2nd Symposium on Advances in Approximate Bayesian Inference, 20191{10 AdvancedHMC.jl: A robust, modular and efficient implementation of advanced HMC algorithms Kai Xu [email protected] University of Edinburgh Hong Ge [email protected] University of Cambridge Will Tebbutt [email protected] University of Cambridge Mohamed Tarek [email protected] UNSW Canberra Martin Trapp [email protected] Graz University of Technology Zoubin Ghahramani [email protected] University of Cambridge & Uber AI Labs Abstract Stan's Hamilton Monte Carlo (HMC) has demonstrated remarkable sampling robustness and efficiency in a wide range of Bayesian inference problems through carefully crafted adaption schemes to the celebrated No-U-Turn sampler (NUTS) algorithm. It is challeng- ing to implement these adaption schemes robustly in practice, hindering wider adoption amongst practitioners who are not directly working with the Stan modelling language. AdvancedHMC.jl (AHMC) contributes a modular, well-tested, standalone implementation of NUTS that recovers and extends Stan's NUTS algorithm. AHMC is written in Julia, a modern high-level language for scientific computing, benefiting from optional hardware acceleration and interoperability with a wealth of existing software written in both Julia and other languages, such as Python. Efficacy is demonstrated empirically by comparison with Stan through a third-party Markov chain Monte Carlo benchmarking suite. 1. Introduction Hamiltonian Monte Carlo (HMC) is an efficient Markov chain Monte Carlo (MCMC) algo- rithm which avoids random walks by simulating Hamiltonian dynamics to make proposals (Duane et al., 1987; Neal et al., 2011). Due to the statistical efficiency of HMC, it has been widely applied to fields including physics (Duane et al., 1987), differential equations (Kramer et al., 2014), social science (Jackman, 2009) and Bayesian inference (e.g.
    [Show full text]