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An example of an EXPSPACE-complete problem is the problem of recognizing whether two regular expressions represent different languages, where the expressions are limited to four operators: union, concatenation, the Kleene star (zero or more copies of an expression), and squaring (two copies of an expression).
NumPy (pronounced / ˈ n ʌ m p aɪ / NUM-py) is a library for the Python programming language, adding support for large, multi-dimensional arrays and matrices, along with a large collection of high-level mathematical functions to operate on these arrays. [3]
In the Go example, the Japanese ko rule is known to imply EXPTIME-completeness, but it is not known if the American or Chinese rules for the game are EXPTIME-complete (they could range from PSPACE to EXPSPACE). By contrast, generalized games that can last for a number of moves that is polynomial in the size of the board are often PSPACE ...
Examples of algorithms that require at least 2-EXPTIME include: Each decision procedure for Presburger arithmetic provably requires at least doubly exponential time [2] Computing a Gröbner basis over a field. In the worst case, a Gröbner basis may have a number of elements which is doubly exponential in the number of variables.
NumPy, a BSD-licensed library that adds support for the manipulation of large, multi-dimensional arrays and matrices; it also includes a large collection of high-level mathematical functions. NumPy serves as the backbone for a number of other numerical libraries, notably SciPy. De facto standard for matrix/tensor operations in Python.
The LSE function is often encountered when the usual arithmetic computations are performed on a logarithmic scale, as in log probability. [5]Similar to multiplication operations in linear-scale becoming simple additions in log-scale, an addition operation in linear-scale becomes the LSE in log-scale:
In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...
Recall from above that an n×n matrix exp(tA) amounts to a linear combination of the first n −1 powers of A by the Cayley–Hamilton theorem. For diagonalizable matrices, as illustrated above, e.g. in the 2×2 case, Sylvester's formula yields exp(tA) = B α exp(tα) + B β exp(tβ), where the B s are the Frobenius covariants of A.