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Solving a large (150 variable) system of linear, ordinary differential equations; running into floating point rounding and/or stiffness problems

EDIT: Original post too vague. I am looking for an algorithm to solve a large-system, solvable, linear IVP that can handle very small floating point values. Solving for the eigenvectors and eigenvalues is impossible with numpy.linalg.eig() as the returned values are complex and should not be, it does not support numpy.float128 either, and the matrix is not symmetric so numpy.linalg.eigh() won't work. Sympy could do it given an infinite amount of time, but after running it for 5 hours I gave up. scipy.integrate.solve_ivp() works with implicit methods (have tried Radau and BDF), but the output is wildly wrong. Are there any libraries, methods, algorithms, or solutions for working with this many, very small numbers?
Feel free to ignore the rest of this.
I have a 150x150 sparse (~500 nonzero entries of 22500) matrix representing a system of first order, linear differential equations. I'm attempting to find the eigenvalues and eigenvectors of this matrix to construct a function that serves as the analytical solution to the system so that I can just give it a time and it will give me values for each variable. I've used this method in the past for similar 40x40 matrices, and it's much (tens, in some cases hundreds of times) faster than scipy.integrate.solve_ivp() and also makes post model analysis much easier as I can find maximum values and maximum rates of change using scipy.optimize.fmin() or evaluate my function at inf to see where things settle if left long enough.
This time around, however, numpy.linalg.eig() doesn't seem to like my matrix and is giving me complex values, which I know are wrong because I'm modeling a physical system that can't have complex rates of growth or decay (or sinusoidal solutions), much less complex values for its variables. I believe this to be a stiffness or floating point rounding problem where the underlying LAPACK algorithm is unable to handle either the very small values (smallest is ~3e-14, and most nonzero values are of similar scale) or disparity between some values (largest is ~4000, but values greater than 1 only show up a handful of times).
I have seen suggestions for similar users' problems to use sympy to solve for the eigenvalues, but when it hadn't solved my matrix after 5 hours I figured it wasn't a viable solution for my large system. I've also seen suggestions to use numpy.real_if_close() to remove the imaginary portions of the complex values, but I'm not sure this is a good solution either; several eigenvalues from numpy.linalg.eig() are 0, which is a sign of error to me, but additionally almost all the real portions are of the same scale as the imaginary portions (exceedingly small), which makes me question their validity as well. My matrix is real, but unfortunately not symmetric, so numpy.linalg.eigh() is not viable either.
I'm at a point where I may just run scipy.integrate.solve_ivp() for an arbitrarily long time (a few thousand hours) which will probably take a long time to compute, and then use scipy.optimize.curve_fit() to approximate the analytical solutions I want, since I have a good idea of their forms. This isn't ideal as it makes my program much slower, and I'm also not even sure it will work with the stiffness and rounding problems I've encountered with numpy.linalg.eig(); I suspect Radau or BDF would be able to navigate the stiffness, but not the rounding.
Anybody have any ideas? Any other algorithms for finding eigenvalues that could handle this? Can numpy.linalg.eig() work with numpy.float128 instead of numpy.float64 or would even that extra precision not help?
I'm happy to provide additional details upon request. I'm open to changing languages if needed.

As mentioned in the comment chain above the best solution for this is to use a Matrix Exponential, which is a lot simpler (and apparently less error prone) than diagonalizing your system with eigenvectors and eigenvalues.
For my case I used scipy.sparse.linalg.expm() since my system is sparse. It's fast, accurate, and simple. My only complaint is the loss of evaluation at infinity, but it's easy enough to work around.

How do write a code to distribute different weights as evenly as possible among 4 boxes?

I was given a problem in which you are supposed to write a python code that distributes a number of different weights among 4 boxes.
Logically we can't expect a perfect distribution as in case we are given weights like 10, 65, 30, 40, 50 and 60 kilograms, there is no way of grouping those numbers without making one box heavier than another. But we can aim for the most homogenous distribution. ((60),(40,30),(65),(50,10))
I can't even think of an algorithm to complete this task let alone turn it into python code. Any ideas about the subject would be appreciated.

The problem you're describing is similar to the "fair teams" problem, so I'd suggest looking there first.
Because a simple greedy algorithm where weights are added to the lightest box won't work, the most straightforward solution would be a brute force recursive backtracking algorithm that keeps track of the best solution it has found while iterating over all possible combinations.

As stated in #j_random_hacker's response, this is not going to be something easily done. My best idea right now is to find some baseline. I describe a baseline as an object with the largest value since it cannot be subdivided. Using that you can start trying to match the rest of the data to that value which would only take about three iterations to do. The first and second would create a list of every possible combination and then the third can go over that list and compare the different options by taking the average of each group and storing the closest average value to your baseline.
Using your example, 65 is the baseline and since you cannot subdivide it you know that has to be the minimum bound on your data grouping so you would try to match all of the rest of the values to that. It wont be great, but it does give you something to start with.

As j_random_hacker notes, the partition problem is NP-complete. This problem is also NP-complete by a reduction from the 4-partition problem (the article also contains a link to a paper by Garey and Johnson that proves that 4-partition itself is NP-complete).
In particular, given a list to 4-partition, you could feed that list as an input to a function that solves your box distribution problem. If each box had the same weight in it, a 4-partition would exist, otherwise not.
Your best bet would be to create an exponential time algorithm that uses backtracking to iterate over the 4^n possible assignments. Because unless P = NP (highly unlikely), no polynomial time algorithm exists for this problem.

Find unknown exponent in Python with very large numbers

I am attempting to find d in Python, such that
(2 ** d) mod n = s2
Where n =
132177882185373774813945506243321607011510930684897434818595314234725602493934515403833460241072842788085178405842019124354553719616350676051289956113618487539608319422698056216887276531560386229271076862408823338669795520077783060068491144890490733649000321192437210365603856143989888494731654785043992278251
and s2 =
18269259493999292542402899855086766469838750310113238685472900147571691729574239379292239589580462883199555239659513821547589498977376834615709314449943085101697266417531578751311966354219681199183298006299399765358783274424349074040973733214578342738572625956971005052398172213596798751992841512724116639637
I am not looking for the solution, but for a reasonably fast way to do this. I've tried using pow and plugging in different values, but this is slow and never gets the solution. How can I find d?

There is no known algorithm that can solve your problem. It's called discrete logarithm problem, and some cryptosystems depend on its complexity (You can't find its solution fast unless you know factorization of n)

Look at the second answer to Is it possible to get RSA private key knowing public key and set of "original data=>encrypted data" entries?. A known-plaintext attack is no easier than known-ciphertext.

The only known discrete logarithm solvers are built around knowing the factors. If you don't have the factors, you need to generate them.
The best reasonable-time algorithm for this is Shor's algorithm. The problem is that you need a quantum computer with enough qubits, and nobody's built one large enough for your sample data yet. And it looks like it'll be quite a few years before anyone does; currently people are still excited about factoring numbers like 15 and 21.
If you want to use classical computing, the best known algorithms are nowhere near "reasonably fast". I believe someone recently showed that the Bonn results on 2^1039-1 should be reproducible in under 4 months with modern PCs. Another 5 years, and maybe it'll be down to a month.
It shouldn't surprise you that there are no known reasonable fast algorithms, because if there were, most private key encryption would be crackable and therefore worthless. It would be major news if someone gave you the answer you're looking for. (Is there an SO question for "Is P=NP?")

Comparing Root-finding (of a function) algorithms in Python

I would like to compare different methods of finding roots of functions in python (like Newton's methods or other simple calc based methods). I don't think I will have too much trouble writing the algorithms
What would be a good way to make the actual comparison? I read up a little bit about Big-O. Would this be the way to go?

The answer from #sarnold is right -- it doesn't make sense to do a Big-Oh analysis.
The principal differences between root finding algorithms are:
rate of convergence (number of iterations)
computational effort per iteration
what is required as input (i.e. do you need to know the first derivative, do you need to set lo/hi limits for bisection, etc.)
what functions it works well on (i.e. works fine on polynomials but fails on functions with poles)
what assumptions does it make about the function (i.e. a continuous first derivative or being analytic, etc)
how simple the method is to implement
I think you will find that each of the methods has some good qualities, some bad qualities, and a set of situations where it is the most appropriate choice.

Big O notation is ideal for expressing the asymptotic behavior of algorithms as the inputs to the algorithms "increase". This is probably not a great measure for root finding algorithms.
Instead, I would think the number of iterations required to bring the actual error below some epsilon ε would be a better measure. Another measure would be the number of iterations required to bring the difference between successive iterations below some epsilon ε. (The difference between successive iterations is probably a better choice if you don't have exact root values at hand for your inputs. You would use a criteria such as successive differences to know when to terminate your root finders in practice, so you could or should use them here, too.)
While you can characterize the number of iterations required for different algorithms by the ratios between them (one algorithm may take roughly ten times more iterations to reach the same precision as another), there often isn't "growth" in the iterations as inputs change.
Of course, if your algorithms take more iterations with "larger" inputs, then Big O notation makes sense.

Big-O notation is designed to describe how an alogorithm behaves in the limit, as n goes to infinity. This is a much easier thing to work with in a theoretical study than in a practical experiment. I would pick things to study that you can easily measure that and that people care about, such as accuracy and computer resources (time/memory) consumed.
When you write and run a computer program to compare two algorithms, you are performing a scientific experiment, just like somebody who measures the speed of light, or somebody who compares the death rates of smokers and non-smokers, and many of the same factors apply.
Try and choose an example problem or problems to solve that is representative, or at least interesting to you, because your results may not generalise to sitations you have not actually tested. You may be able to increase the range of situations to which your results reply if you sample at random from a large set of possible problems and find that all your random samples behave in much the same way, or at least follow much the same trend. You can have unexpected results even when the theoretical studies show that there should be a nice n log n trend, because theoretical studies rarely account for suddenly running out of cache, or out of memory, or usually even for things like integer overflow.
Be alert for sources of error, and try to minimise them, or have them apply to the same extent to all the things you are comparing. Of course you want to use exactly the same input data for all of the algorithms you are testing. Make multiple runs of each algorithm, and check to see how variable things are - perhaps a few runs are slower because the computer was doing something else at a time. Be aware that caching may make later runs of an algorithm faster, especially if you run them immediately after each other. Which time you want depends on what you decide you are measuring. If you have a lot of I/O to do remember that modern operating systems and computer cache huge amounts of disk I/O in memory. I once ended up powering the computer off and on again after every run, as the only way I could find to be sure that the device I/O cache was flushed.

You can get wildly different answers for the same problem just by changing starting points. Pick an initial guess that's close to the root and Newton's method will give you a result that converges quadratically. Choose another in a different part of the problem space and the root finder will diverge wildly.
What does this say about the algorithm? Good or bad?

I would suggest you to have a look at the following Python root finding demo.
It is a simple code, with some different methods and comparisons between them (in terms of the rate of convergence).
http://www.math-cs.gordon.edu/courses/mat342/python/findroot.py

I just finish a project where comparing bisection, Newton, and secant root finding methods. Since this is a practical case, I don't think you need to use Big-O notation. Big-O notation is more suitable for asymptotic view. What you can do is compare them in term of:
Speed - for example here newton is the fastest if good condition are gathered
Number of iterations - for example here bisection take the most iteration
Accuracy - How often it converge to the right root if there is more than one root, or maybe it doesn't even converge at all.
Input - What information does it need to get started. for example newton need an X0 near the root in order to converge, it also need the first derivative which is not always easy to find.
Other - rounding errors
For the sake of visualization you can store the value of each iteration in arrays and plot them. Use a function you already know the roots.

Although this is a very old post, my 2 cents :)
Once you've decided which algorithmic method to use to compare them (your "evaluation protocol", so to say), then you might be interested in ways to run your challengers on actual datasets.
This tutorial explains how to do it, based on an example (comparing polynomial fitting algorithms on several datasets).
(I'm the author, feel free to provide feedback on the github page!)

Strategies for debugging numerical stability issues?

I'm trying to write an implementation of Wilson's spectral density factorization algorithm [1] for Python. The algorithm iteratively factorizes a [QxQ] matrix function into its square root (it's sort of an extension of the Newton-Raphson square-root finder for spectral density matrices).
The problem is that my implementation only converges for matrices of size 45x45 and smaller. So after 20 iterations, the summed squared difference between matrices is about 2.45e-13. However, if I make an input of size 46x46, it does not converge until the 100th or so iteration. For 47x47 or larger, the matrices never converge; the error fluctuates between 100 and 1000 for about 100 iterations, and then starts to grow very quickly.
How would you go about trying to debug something like this? There doesn't appear to be any specific point at which it goes crazy, and the matrices are too large for me to actually attempt to do the calculation by hand. Does anyone have tips / tutorials / heuristics for find bizarre numerical bugs like this?
I've never dealt with anything like this before but I'm hoping some of you have...
Thanks,
- Dan
[1] G. T. Wilson. "The Factorization of Matricial Spectral Densities". SIAM J. Appl. Math (Vol 23, No. 4, Dec. 1972)

I would recommend asking this question on the scipy-user mailing list, perhaps with an example of your code. Generally the people on the list seem to be highly experienced with numerical computation and are really helpful, just following the list is an education in itself.
Otherwise, I'm afraid I don't have any ideas... If you think it is a numerical precision/floating point rounding issue, the first thing you could try is bump all the dtypes up to float128 and see if makes any difference.

Interval arithmetic can help, but I'm not sure if performance will be sufficient to actually allow meaningful debugging at the matrix sizes of your interest (you have to figure on a couple orders of magnitude worth of slowdown, what between replacing highly-HW-helped "scalar" floating point operations with SW-heavy "interval" ones, and adding the checks about which intervals are growing too wide, when, where, and why).