Multicomplex number class for Matlab, with a focus on the accurate calculation of small imaginary terms for multicomplex step sensitivity calculations
File(s)ClassDefinitionAndFunctions.zip (19.19 KB) 35556267_File000003_869160608 (1).pdf (1.46 MB)
Supporting information
Accepted version
Author(s)
Varas Casado, Jose Maria
Hewson, Robert
Type
Journal Article
Abstract
A Matlab class for multicomplex numbers was developed with particular attention paid to the robust and accurate handling of smallimaginary components. This is primarily to allow the class to be used to obtainn-order derivative information using the multicomplexstep method for, amongst other applications, gradient-based optimization and optimum control problems. The algebra of multicomplexnumbers is described as is its accurate computational implementation, considering small term approximations and the identification ofprinciple values. The implementation of the method in Matlab is studied, and a class definition is constructed. This new class definitionenables Matlab to handlen-order multicomplex numbers, and perform arithmetic functions. It was found that with this method, thestep size could be arbitrarily decreased toward machine precision. Use of the method to obtain up to the 7th derivative of functions ispresented, as is timing data to demonstrate the efficiency of the class implementation.
Date Issued
2020-05
Date Acceptance
2020-01-06
Citation
ACM Transactions on Mathematical Software, 2020, 46 (2), pp.1-26
ISSN
0098-3500
Publisher
Association for Computing Machinery
Start Page
1
End Page
26
Journal / Book Title
ACM Transactions on Mathematical Software
Volume
46
Issue
2
Copyright Statement
© 2020 Association for Computing Machinery. This is the author's version of the work. It is posted here by permission of ACM for your personal use. Not for redistribution. The definitive version was published in PUBLICATION, Vol. 46, No. 2, May 2020 https://doi.org/10.1145/3378542
Identifier
https://dl.acm.org/doi/10.1145/3378542
Subjects
0802 Computation Theory and Mathematics
0806 Information Systems
Numerical & Computational Mathematics
Publication Status
Published
Date Publish Online
2020-05