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https://www.gradesaver.com/textbooks/math/algebra/elementary-algebra/chapter-10-quadratic-equations-chapter-10-review-problem-set-page-468/28 | [
"## Elementary Algebra\n\nWe call s the original number of shares bought and p the original price they were bought at. This allows us to create a system of linear equations: $sp = 720 \\\\ 800 = (s-20)(p+8)$ Subbing in $p = \\frac{720}{s}$ we find: $800 = sp -20p + 8s -160 \\\\ 800 = 720 -(\\frac{20 \\times720}{s}) + 8s - 160 \\\\ 0 = -240 - \\frac{14400}{s} + 8s \\\\ 0 = \\frac{-240s}{s} - \\frac{14400}{s} + \\frac{8s^2}{s} \\\\ 0 = 8s^2 - 240s - 14400 \\\\ 8(s-60)(s+30) \\\\s = 60$ Since 20 shares were not sold, this means that he sold 40 shares. Also: $p = \\frac{720}{60} = 12$ Since they increased in price by 8 dollars, this means they were sold at 20 dollars per share."
] | [
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https://curiouschicksite.wordpress.com/2017/06/15/pytut-2-numbers-and-operators/ | [
"# [PyTUT 2] NUMBERS AND OPERATORS\n\nHave you installed Python on your computer?\n\nFollowing to the previous tutorial, today I would like to introduce you the numbers and operators used in Python. Before beginning this tutorial, I want to notice again that all codes in the series of ‘Basic Python tutorials’ are written in Python 2.7.11. Thus, may be you have to change a little bit with your code if you use another version, especially version 3.\n\nLet’s take a look at the numbers and operators used in Python.\n\n## Numbers and operators\n\nPython treats the numbers in two main types: integer and float. The others are long and complex. This tutorial focuses on the first two number types. However, you can do the same tasks with the long and complex.\n\nJust like the other programming language, integer and float numbers can be used with the operators such as add ‘+’, subtract ‘-‘, multiply ‘*’ and divide ‘/’. However, there are some different between these two types of numbers (you can see it soon).\n\nNow, let’s open IDLE (or your text editor, or even Command Prompt) and do basic math with Python:\n\n#### Example 1: The operators with two integers\n\n```>>> 9+4\n13```\n```>>> 9-4\n5```\n```>>> 9*4\n36```\n```>>> 9/4\n2```\n\n#### Example 2: The operators with two floats\n\n```>>> 9.0+4.0\n13.0```\n```>>> 9.0-4.0\n5.0```\n```>>> 9.0*4.0\n36.0```\n```>>> 9.0/4.0\n2.25```\n\nAfter the examples, we can see that the significant different is showed when you used the division operator ‘/’. When two integer are divided, the result is always an integer (see Ex. 1). If you want to determine the remainder of 9/4, you will need the remainder operator ‘%’ (this operator is useful in some cases that I will mention it later in another tutorial).\n\n```>>> 9%4\n1```\n\nNote: If you use the operators with an integer and a float, Python will understand that you want to use the operators with two floats. For example:\n\n```>>> 9/2.0\n4.5```\n\n## Number type conversion\n\nSometimes, you expect to change the type of number to satisfy requirements of an operator or an function parameter. Here are some ways:\n\nTo convert a number x to integer, we use the following structure:\n\n`>>> int(x)`\n\n#### Example 3: Convert a complex number 4.0 to integer\n\n```>>> int(4.0)\n4```\n\nSimilar to this, Python supports the structures that help you to convert a number to\n\nfloat type\n\n`>>> float(x)`\n\nlong type\n\n`>>> long(x)`\n\ncomplex type ( where x is real part and y is imaginary part)\n\n`>>> complex(x)`\n`>>> complex(x, y)`\n\nNote: You cannot convert complex to int\n\nThat is all about basic math with Python. It is simple, isn’t it?\n\nIn the next tutorial, I will talk about string in Python and some ways you can do to treat strings.\n\nHope you enjoy it,\n\nCurious Chick",
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] | [
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"https://2.gravatar.com/avatar/598a1c3cf32d141d3fbddda849d4dc1c",
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https://ezpassdrjtbc.net/lively-identify-the-properties-of-mathematics/ | [
"# Lively identify the properties of mathematics Wonderful\n\n» » Lively identify the properties of mathematics Wonderful\n\nYour Lively identify the properties of mathematics images are ready in this website. Lively identify the properties of mathematics are a topic that is being searched for and liked by netizens today. You can Get the Lively identify the properties of mathematics files here. Find and Download all royalty-free images.\n\nIf you’re searching for lively identify the properties of mathematics images information connected with to the lively identify the properties of mathematics keyword, you have pay a visit to the ideal site. Our site always provides you with suggestions for refferencing the highest quality video and image content, please kindly hunt and locate more enlightening video content and graphics that fit your interests.\n\nLively Identify The Properties Of Mathematics. Identifying Properties of Math Worksheet. The detailed step-by-step solutions will help you understand the concepts better and clear your. An edge is where two faces meet. 1 is called the multiplicative identity.",
null,
"Name That Property An Open Ended Identification Activity High School Math Math Lessons Teaching Algebra From pinterest.com\n\nLernsyss downloadable free math practice problems and worksheets are a great aid to develop your childs math skills. This will clear students doubts about any question and improve application skills while preparing for board exams. Reflexive if a a Ra for all a A irreflexive if a a R for all a A symmetric if a b R b a R for all a b A antisymmetric if a b R b a R a b for all a b A transitive if a b R b c R a c R for all a b c A. Example of the commutative property of addition 3 5 5 3 8. A b c a b c. The identity property of multiplication.\n\n### 04092013 Identify the Properties of Mathematics 1 When two numbers are multiplied together the product is the same regardless of the order of the multiplicands.\n\nA face is a flat 2D shape. A b c a b c. Upon completion of this video you can be able to-Recall and describe a tree-List describe and identify the different properties of a tree-List describe an. 6 July 2020 Added a link to further guidance on teaching mathematics at. You should know the definition of each of the following properties of addition and how each can be used. For addition the rule is.",
null,
"Source: pinterest.com\n\nGoogle Classroom Facebook Twitter. For multiplication the rule is. If you add two even numbers the answer is still an even number 2 4 6. A 1 a 1 a a. Identifying Properties of Math Worksheet.",
null,
"Source: pinterest.com\n\n21122020 13 0 14 0 0 3x 13 14 3x. Therefore the set. This property holds true for addition and multiplication but not for subtraction and division. Identifying Properties of Math Worksheet. The identity property of multiplication.",
null,
"Source: pinterest.com\n\nFor any real number a a 0 a 0 a a. Identifying Properties of Math Worksheet. You should know the definition of each of the following properties of addition and how each can be used. For any real number a. 1 is called the multiplicative identity.",
null,
"Source: pinterest.com\n\nLernsyss downloadable free math practice problems and worksheets are a great aid to develop your childs math skills. Example of the commutative property of addition 3 5 5 3 8. A vertex is a corner. 0 is called the additive identity. For example a x b b x a 2 When two numbers are added the sum is the same regardless of the order of the addends.",
null,
"Source: pinterest.com\n\n04092013 Identify the Properties of Mathematics 1 When two numbers are multiplied together the product is the same regardless of the order of the multiplicands. Upon completion of this video you can be able to-Recall and describe a tree-List describe and identify the different properties of a tree-List describe an. The identity property of multiplication. 0 is called the additive identity. 1 is called the multiplicative identity.",
null,
"Source: pinterest.com\n\nClosure is when all answers fall into the original set. 1 associative 2 commutative. A prism is a 3D shape thats cross section is the same throughout. 0 is called the additive identity. For any real number a.",
null,
"Source: pinterest.com\n\nTherefore the set. For any real number a a 0 a 0 a a. A face is a flat 2D shape. A vertex is a corner. The detailed step-by-step solutions will help you understand the concepts better and clear your.",
null,
"Source: pinterest.com\n\nFor any real number a. Identifying Properties of Math Worksheet. In numbers this means 2 3 4 2 3 4. Is not a pleasant thing to look at so the first thing that we realize and this is the logarithm one of our logarithm properties this logarithm for a given base so lets say that the base is X of a over B that is. An edge is where two faces meet.",
null,
"Source: pinterest.com\n\nIf you add two even numbers the answer is still an even number 2 4 6. For example a x b b x a 2 When two numbers are added the sum is the same regardless of the order of the addends. This property holds true for addition and multiplication but not for subtraction and division. Reflexive if a a Ra for all a A irreflexive if a a R for all a A symmetric if a b R b a R for all a b A antisymmetric if a b R b a R a b for all a b A transitive if a b R b c R a c R for all a b c A. Selina solutions for Class 6 Mathematics chapter 25 Properties of Angles and Lines Including Parallel Lines include all questions with solution and detail explanation.",
null,
"Source: pinterest.com\n\nThe identity property of multiplication. For multiplication the rule is. Identifying Properties of Math Worksheet. Intro to logarithm properties 1 of 2. The identity property of multiplication.",
null,
"Source: pinterest.com\n\n1 associative 2 commutative. 1 is called the multiplicative identity. 21122020 A relation R on A is said to be. Welcome to this presentation on logarithm properties now this is going to be a very hands-on presentation if you dont believe that one of these properties are true and you want them proved Ive made three or four videos that actually prove these properties but what Im going to do is Im going to show you the properties and then show you how they can be used so gonna be a little. Example of the commutative property of addition 3 5 5 3 8.",
null,
"Source: pinterest.com\n\nWelcome to this presentation on logarithm properties now this is going to be a very hands-on presentation if you dont believe that one of these properties are true and you want them proved Ive made three or four videos that actually prove these properties but what Im going to do is Im going to show you the properties and then show you how they can be used so gonna be a little. Selina solutions for Class 6 Mathematics chapter 25 Properties of Angles and Lines Including Parallel Lines include all questions with solution and detail explanation. You should know the definition of each of the following properties of addition and how each can be used. 1 associative 2 commutative. Closure is when all answers fall into the original set.",
null,
"Source: pinterest.com\n\nFor addition the rule is. This will clear students doubts about any question and improve application skills while preparing for board exams. You should know the definition of each of the following properties of addition and how each can be used. Reflexive if a a Ra for all a A irreflexive if a a R for all a A symmetric if a b R b a R for all a b A antisymmetric if a b R b a R a b for all a b A transitive if a b R b c R a c R for all a b c A. The identity property of addition.",
null,
"Source: pinterest.com\n\n1 is called the multiplicative identity. Calculate angles in a triangle or around a point Classify different polygons and understand whether a 2D shape is a polygon or not Estimate. 0 is called the additive identity. In numbers this means 2 3 4 2 3 4. A 1 a 1 a a.",
null,
"Source: pinterest.com\n\nIntro to logarithm properties 1 of 2. 21122020 13 0 14 0 0 3x 13 14 3x. 21122020 A relation R on A is said to be. An edge is where two faces meet. If you add two even numbers the answer is still an even number 2 4 6.\n\nThis site is an open community for users to do submittion their favorite wallpapers on the internet, all images or pictures in this website are for personal wallpaper use only, it is stricly prohibited to use this wallpaper for commercial purposes, if you are the author and find this image is shared without your permission, please kindly raise a DMCA report to Us.\n\nIf you find this site helpful, please support us by sharing this posts to your preference social media accounts like Facebook, Instagram and so on or you can also save this blog page with the title lively identify the properties of mathematics by using Ctrl + D for devices a laptop with a Windows operating system or Command + D for laptops with an Apple operating system. If you use a smartphone, you can also use the drawer menu of the browser you are using. Whether it’s a Windows, Mac, iOS or Android operating system, you will still be able to bookmark this website."
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https://haskell.libhunt.com/ad-alternatives | [
"Popularity\n9.8\nStable\nActivity\n5.4\nDeclining\n341\n24\n56\n\nTags: Math\n\n# ad alternatives and similar packages\n\nBased on the \"Math\" category.\nAlternatively, view ad alternatives based on common mentions on social networks and blogs.\n\n• ### vector\n\nAn efficient implementation of Int-indexed arrays (both mutable and immutable), with a powerful loop optimisation framework .\n\nType safe interface for working in subcategories of Hask\n• ### Build time-series-based applications quickly and at scale.\n\nInfluxDB is the Time Series Platform where developers build real-time applications for analytics, IoT and cloud-native services. Easy to start, it is available in the cloud or on-premises.\n• ### hmatrix\n\nLinear algebra and numerical computation\n• ### linear\n\nLow-dimensional linear algebra primitives for Haskell.\n• ### statistics\n\nA fast, high quality library for computing with statistics in Haskell.\n• ### HerbiePlugin\n\nGHC plugin that improves Haskell code's numerical stability\n• ### what4\n\nSymbolic formula representation and solver interaction library\n• ### hgeometry\n\nHGeometry is a library for computing with geometric objects in Haskell. It defines basic geometric types and primitives, and it implements some geometric data structures and algorithms. The main two focusses are: (1) Strong type safety, and (2) implementations of geometric algorithms and data structures that have good asymptotic running time guarantees.\n• ### units\n\nThe home of the units Haskell package\n• ### grid\n\nTools for working with regular grids/graphs/lattices.\n• ### algebra\n\nconstructive abstract algebra\n• ### computational-algebra\n\nGeneral-Purpose Computer Algebra System as an EDSL in Haskell\n\n• ### dimensional\n\nDimensional library variant built on Data Kinds, Closed Type Families, TypeNats (GHC 7.8+).\n\n• ### estimator\n\nState-space estimation algorithms and models\n• ### mwc-random\n\nA very fast Haskell library for generating high quality pseudo-random numbers.\n• ### matrix\n\nA Haskell native implementation of matrices and their operations.\n• ### hblas\n\nhaskell bindings for blas and lapack\n\nA haskell numeric prelude, providing a clean structure for numbers and operations that combine them.\n• ### lambda-calculator\n\nAn introduction to the Lambda Calculus\n• ### vector-space\n\nVector & affine spaces, linear maps, and derivatives\n\n• ### math-functions\n\nSpecial mathematical functions\n• ### vector-sized\n\nSize tagged vectors\n\n• ### cf\n\n\"Exact\" real arithmetic for Haskell using continued fractions (Not formally proven correct)\n\n• ### bayes-stack\n\nFramework for Gibbs sampling of probabilistic models\n• ### poly\n\nFast polynomial arithmetic in Haskell (dense and sparse, univariate and multivariate, usual and Laurent)\n• ### optimization\n\nSome numerical optimization methods implemented in Haskell\n• ### rampart\n\n:european_castle: Determine how intervals relate to each other.\n\n• ### bed-and-breakfast\n\nMatrix operations in 100% pure Haskell\n• ### sbvPlugin\n\nFormally prove properties of Haskell programs using SBV/SMT.\n\n• ### safe-decimal\n\nSafe and very efficient arithmetic operations on fixed decimal point numbers\n• ### type-natural\n\nType-level well-kinded natural numbers.\n• ### simple-smt\n\nA simple way to interact with an SMT solver process.\n• ### intervals\n\nInterval Arithmetic\n• ### Decimal\n\nDecimal numbers with variable precision\n• ### polynomial\n\nHaskell library for manipulating and evaluating polynomials\n• ### monoid-subclasses\n\nSubclasses of Monoid with a solid theoretical foundation and practical purposes\n• ### eigen\n\n7.9 0.0 L2 ad VS eigen\nHaskel binding for Eigen library. Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.\n• ### simd\n\nsimple interface to ghc's simd vector support\n• ### dimensions\n\nMany-dimensional type-safe numeric ops\n• ### mltool\n\nMachine Learning Toolbox\n• ### vector-th-unbox\n\nDeriver for unboxed vectors using Template Haskell"
] | [
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https://matem.anrb.ru/en/article?art_id=897 | [
"# Article\n\nUfa Mathematical Journal\nVolume 14, Number 3, pp. 33-40\n\n# Application of generating functions to problems of random walk\n\nGrishin S.V.\n\nDOI:10.13108/2022-14-3-33\n\nWe consider a problem on determining the first hit time of the positive semi-axis under a homogenous discrete integer random walk on a line. More precisely, the object of our study is the graph of the generating function of the mentioned random variable. For the random walk with the maximal positive increment $1$, we obtain the equation on the implicit generating function, which implies the rationality of the inverse generating function. In this case, we find the mathematical expectation and dispersion for the first hit time of a positive semi-axis under a homogenous discrete integer random walk on a line. We describe a general method for deriving systems of equations for the first hit time of a positive semi-axis under a homogenous discrete integer random walk on a line. For a random walk with increments $-1$, $0$, $1$, $2$ we derive an algebraic equation for the implicit generating function. We prove that a corresponding planar algebraic curve containing the graph of generating function is rational. We formulate and prove several general properties of the generating function the first hit time of the positive semi-axis under a homogenous discrete integer random walk on a line."
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https://sicstus.sics.se/sicstus/docs/latest3/html/sicstus.html/CLPB.html | [
"32 Boolean Constraint Solver\n\nThe clp(B) system provided by this library module is an instance of the general Constraint Logic Programming scheme introduced in [Jaffar & Michaylov 87]. It is a solver for constraints over the Boolean domain, i.e. the values 0 and 1. This domain is particularly useful for modeling digital circuits, and the constraint solver can be used for verification, design, optimization etc. of such circuits.\n\nTo load the solver, enter the query:\n\n``` | ?- use_module(library(clpb)).\n```\n\nThe solver contains predicates for checking the consistency and entailment of a constraint wrt. previous constraints, and for computing particular solutions to the set of previous constraints.\n\nThe underlying representation of Boolean functions is based on Boolean Decision Diagrams [Bryant 86]. This representation is very efficient, and allows many combinatorial problems to be solved with good performance.\n\nBoolean expressions are composed from the following operands: the constants 0 and 1 (`FALSE` and `TRUE`), logical variables, and symbolic constants, and from the following connectives. P and Q are Boolean expressions, X is a logical variable, Is is a list of integers or integer ranges, and Es is a list of Boolean expressions:\n\n`~ `P\nTrue if P is false.\nP` * `Q\nTrue if P and Q are both true.\nP` + `Q\nTrue if at least one of P and Q is true.\nP` # `Q\nTrue if exactly one of P and Q is true.\nX` ^ `P\nTrue if there exists an X such that P is true. Same as P`[`X`/0] + `P`[`X`/1]`.\nP` =:= `Q\nSame as `~`P` # `Q.\nP` =\\= `Q\nSame as P` # `Q.\nP` =< `Q\nSame as `~`P` + `Q.\nP` >= `Q\nSame as P` + ~`Q.\nP` < `Q\nSame as `~`P` * `Q.\nP` > `Q\nSame as P` * ~`Q.\n`card(`Is`, `Es`)`\nTrue if the number of true expressions in Es is a member of the set denoted by Is.\n\nSymbolic constants (Prolog atoms) denote parametric values and can be viewed as all-quantified variables whose quantifiers are placed outside the entire expression. They are useful for forcing certain variables of an equation to be treated as input parameters."
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http://socialwifi.se/assassin-s-rfddaow/69yecp.php?5a5acf=white-kettle-delonghi | [
"Notice: Undefined index: in /opt/www/vs08146/web/domeinnaam.tekoop/assassin-s-rfddaow/69yecp.php on line 3 Notice: Undefined index: in /opt/www/vs08146/web/domeinnaam.tekoop/assassin-s-rfddaow/69yecp.php on line 3 Notice: Undefined index: in /opt/www/vs08146/web/domeinnaam.tekoop/assassin-s-rfddaow/69yecp.php on line 3 Notice: Undefined index: in /opt/www/vs08146/web/domeinnaam.tekoop/assassin-s-rfddaow/69yecp.php on line 3 white kettle delonghi\nSo we can state the … Property Characteristics • Transitive Property • Symmetric Property • Functional Property • inverseOf 38 ... Congruence of triangles (reflexive, symetric, transitive) Akhilesh Bhura. Anyone can earn courses that prepare you to earn 5.1 Classifying Triangles. 1/4 1/3 2/3 4/9 Weegy: The perimeter of the larger polygon is 50. stickman|Points 6262| User: A rectangular picture has dimensions 2½ by 1½. Point out that the flow proof uses the three lessons in math, English, science, history, and more. 0. Apart from the stuff given above, if you need any other stuff in math, please use our google custom search here. 43. Play this game to review Geometry. Properties of congruence and equality Learn when to apply the reflexive property, transitive, and symmetric properties in geometric proofs. For triangles, all the interior angles of similar triangles are congruent, because similar triangles have the same shape but different lengths of sides. imaginable degree, area of If we compare the side lengths of one triangle to another, we will find that all the sides are proportional. Does congruence of triangles have the reflexive property? The three properties of congruence are the reflexive property of congruence, the symmetric property of congruence, and the transitive property of congruence. We say that a six-year-old boy is similar to a 18-year-old adult man. Plus, get practice tests, quizzes, and personalized coaching to help you for all a, b, c ∈ X, if a R b and b R c, then a R c.. Or in terms of first-order logic: ∀,, ∈: (∧) ⇒, where a R b is the infix notation for (a, b) ∈ R.. The Transitive Property for three things is illustrated in the above figure. Get better grades with tutoring from top-rated professional tutors. Mathematics. Therefore, I can make the connection that triangle A is also similar to triangle C. This transitive property can help us to solve problems involving similar triangles. Learn the relationship … Transitive Property (for three segments or angles): If two segments (or angles) are each congruent to a third segment (or angle), then they’re congruent to each other. We've learned that similar triangles are triangles whose only difference is size. Properties of Triangles (Geometry) STUDY. Let $${\\cal T}$$ be the set of triangles that can be drawn on a plane. a … In geometry, transitive property, for any three geometrical measurements, sides or angles, is defined as, “If two segments (or angles) are each congruent with a third segment (or angle), then they are congruent with each other”. Subjects Near Me. These properties can be applied to segment, angles, triangles, or any other shape. Enjoy the videos and music you love, upload original content, and share it all with friends, family, and the world on YouTube. The Transitive Axiom PARGRAPH The second of the basic axioms is the transitive axiom, or transitive property. 0 times. Since the sum of the angles for any triangle is 180°: This is true for any equilateral triangle. Choose from 19 different sets of term:properties triangles = reflexive, symmetric, transitive flashcards on Quizlet. Distributive Property of Multiplication (1) Division Property of Equality (2) Division Tricks (1) Domain and Range of a Function (1) Double Integrals (4) Eigenvalues and Eigenvectors (1) Ellipse (1) Empirical and Molecular Formula (2) Enthalpy Change (2) Equilateral Triangles (1) Euler (1) Expected Value (3) Exponential Distribution (1) Triangles can be similar. How fast is her shadow moving when she is 30 ft from the, Two hills A and C have elevations of 600 m and 800 m respectively. Modeling Webinar: State of the Union for Data Innovation - 2016 DATAVERSITY. Here are two examples from geometry. Earn Transferable Credit & Get your Degree, Reflexive Property of Congruence: Definition & Examples, Midpoint Theorem: Definition & Application, Proving That a Quadrilateral is a Parallelogram, 30-60-90 Triangle: Theorem, Properties & Formula, GRE Quantitative Reasoning: Study Guide & Test Prep, SAT Subject Test Mathematics Level 1: Practice and Study Guide, NY Regents Exam - Integrated Algebra: Help and Review, NY Regents Exam - Integrated Algebra: Tutoring Solution, High School Geometry: Homework Help Resource, Ohio Graduation Test: Study Guide & Practice, Praxis Mathematics - Content Knowledge (5161): Practice & Study Guide, SAT Subject Test Chemistry: Practice and Study Guide. 7.1 Parallelograms. Triangle I has sided with lengths 2 \\frac{2}{3} cm, 4 \\frac{1}{2} cm \\text{ and } 3 cm. Working Scholars® Bringing Tuition-Free College to the Community, Describe the meaning of similar triangles, Determine how to use the transitive property to prove the only difference between similar triangles is size. Transitive Property The transitive property of equality is defined as, “Let a, b and c be any three elements in set A, such that a=b and b=c, then a=c”. So, if the top angle of one triangle equals 45 degrees, then the top angles of all other similar triangles will also equal 45 degrees. The chapter will explore the transitive property meaning, transitive property of equality, transitive property of angles, and transitive property of inequality. Objects are congruent if they are the same shape and size. {{courseNav.course.topics.length}} chapters | Dozens of Hong Kong pro-democracy figures arrested. The only difference is the length of their sides. Quora. The transitive property is also known as the transitive property of equality. Transitive Property The transitive property of equality is defined as, “Let a, b and c be any three elements in set A, such that a=b and b=c, then a=c”. It states that if two quantities are … Compare the ratios of the two hypotenuses: If the other sides have the same proportion, the two right triangles are similar. Watch as we apply the transitive property to three similar triangles. For two similar equilateral triangles, all interior angles will be 60°. This geometry video tutorial provides a basic introduction into the transitive property of congruence and the substitution property of equality. One example is algebra. If whenever object A is related to B and object B is related to C, then the relation at that end transitive provided object A is also related to C. Being a child is a transitive relation, being a parent is not. Define a relation $$S$$ on $${\\cal T}$$ such that $$(T_1,T_2)\\in S$$ if and only if the two triangles are similar. flashcard set{{course.flashcardSetCoun > 1 ? 0 times. Let's see how this works. Triangle. Distributive property of multiplication worksheet - I. Distributive property of multiplication worksheet - II . Thus, triangle PQR is congruent to triangle ABC. For example, DB ≅ DB. A homogeneous relation R on the set X is a transitive relation if,. After completion of this lesson, you should be able to: To unlock this lesson you must be a Study.com Member. As a nonmathematical example, the relation \"is an ancestor of\" is transitive. Draw a triangle, △CAT. Prove the Transitive Property of Similarity. What have we learned? I'm writing a two column proof and I'm stuck on my last half. (Click here for the full version of the transitive property of inequalities.) Congruence of triangles (reflexive, symetric, transitive). In Mathematics, Transitive property of relationships is one for which objects of a similar nature may stand to each other. Because if triangle A is similar to triangle B and triangle B is similar to triangle C, then that means the only difference between all three triangles is their size and they are all similar to each other. If AB, BC, and AC are 7 inches, 9 inches, and 10 inches respectively, and XY is 9 inches. If a = b and b = c, then a = c. Addition Postulate . Unit 5 - Triangles and Congruence. Want to see the math tutors near you? credit-by-exam regardless of age or education level. The sides of the small one are 3, 4, and 5 cm long. User: The transitive property holds for similar figures. the symmetric property? - Definition, Shapes & Angles, Biological and Biomedical Watch this video lesson and you will understand what the transitive property is and how it applies to similar triangles. Draw a triangle similar to △CAT and call it △DOG. If $$a$$, $$b$$, and $$c$$ are three numbers such that $$a$$ is equal to $$b$$ and $$b$$ is equal to $$c$$, then $$a$$ and $$c$$ are equal to each other. the transitive property? Wörterbuch der deutschen Sprache. Triadic closure is the property among three nodes A, B, and C (representing people, for instance), that if the connections A-B and B-C exist, there is a tendency for the new connection A-C to be formed. In algebra the transitive property is used to help you solve problems. study Angle properties, postulates, and theorems | wyzant resources. If △CAT is similar to △DOG, and △DOG is similar to △ELK, then △CAT and △ELK are similar to each other. Making sure to write the similarity statement congruent angles corresponding, we can say. For each part of this proof, the key is to find a way to get two pairs of congruent angles which will allow you to use AA Similarity Postulate.As you try these, remember that you already know that these three properties already hold for congruent triangles and can use these relationships in your Transitive Property = = Corresponding sides of similar triangles are proportional (ac) = (ac) a 2 = ce (bc) = (bc) b 2 = cd: Multiplication Property of Equality: a 2 + b 2 = ce + b 2: Additive Property of Equality: a 2 + b 2 = ce + cd: Substitution Property of Equality: a 2 + b 2 = c(e+d) Distributive Property … True Weegy: intransitive MissEb|Points 105| User: The sides of a polygon are 3, 5, 4, and 6. Get help fast. tuttona. Objects are similar to each other if they have the same shape but are different in size. Theorems concerning triangle properties Properties of congruence and equality Learn when to apply the reflexive property, transitive, and symmetric properties in geometric proofs. So if the left side of one triangle compared to the left side of another triangle is twice as big, then all the other sides of the one triangle will also be twice as big as the corresponding sides of the other triangle. A polygon with three sides. Definition types formulas of triangles. In order to prove that the two triangles are congruent by ASA, what must you know about the measure of ∠ D ? If a ≅ b, then b ≅ a (we switch their spots) Transitive Property. Pages 25-29 Pages 127-129 … Thus, if perhaps two triangles share a side and you wish to prove those two triangles congruent using the SSS method, it is necessary to cite the reflexive property of segments to conclude that the shared side is equal in both triangles. Reflexive Property of Equality c. Transitive Property of Congruence EXAMPLE 1 Name Properties of Equality and Congruence In the diagram, N is the midpoint of MP&**, and P is the midpoint of NQ&**. All other trademarks and copyrights are the property of their respective owners. Now draw a triangle labeled △ELK that is similar to △DOG. Definition of Angle Bisector: The ray that divides an angle into two congruent angles. I don't know if this one step is the transitive property of congruence. Decimal place value worksheets. Get the unbiased info you need to find the right school. The proportionalities involved are: AB / RS = BC / ST = AC / RT and all possible rearrangements using the various properties of proportions. The Transitive Property of Congruence. Tags: Question 4 . Please try another search. 6.2 Special Segments in Triangles. According to this substitution property definition, if two geometric objects (it can be two angles, segments, triangles, or whatever) are congruent, then these two geometric objects can be replaced with one other in a statement involving one of them. 5.2 Measuring Angles in Triangles. Transitive Property. In other words, if , and , then . Show that MN 5 PQ. Try refreshing the page, or contact customer support. If two angles of one triangle are equal to two angles of another triangle, then the triangles are similar. Condition Property. A triangle with one right angle. So we can write the entire similarity and congruence in mathematical notation: Knowing that for any objects, geometric or real, Z ~ A and A ~ P tells us that Z ~ P. But how can we use that information? ... Properties of triangle worksheet. The transitive property is also known as the transitive property of equality. The Transitive Axiom PARGRAPH The second of the basic axioms is the transitive axiom, or transitive property. We draw triangle A and then we draw a triangle B that is similar to triangle A. Thus, if perhaps two triangles share a side and you wish to prove those two triangles congruent using the SSS method, it is necessary to cite the reflexive property of segments to conclude that the shared side is equal in both triangles. Sciences, Culinary Arts and Personal A triangle with 3 acute angles. These properties can be applied to segment, angles, triangles, or any other shape. Also, all the corresponding angles will be equal to each other. Play this game to review Geometry. 9th grade. and career path that can help you find the school that's right for you. The transitive property of congruence states that two objects that are congruent to a third object are also congruent to each other. The transitive property states that if a=b and b=c, then a=c. If we wanted to find out the measurement of the top angle of triangle A and we are given that the top angle of triangle C is 50 degrees, we can use the transitive property and say that triangle A is also similar to triangle C and therefore the top angle of triangle A is also 50 degrees. What is a triangle and its properties? Transitive Property of Congruent Triangles If ABC DEF and DEF JKL then from DTYUJHKL 789 at Hispanic American College If we wanted to find the angle measurements of triangle A, we can use the angle measurements of triangle C by applying the transitive property. Integers and absolute value worksheets. Select a subject to preview related courses: Applying the transitive property, we can say that triangle A is similar to triangle C. Why can we say that? Also, since DE≅DF, ∠E≅∠F, so by the transitive property, ∠D≅∠E≅∠F. What is the missing piece of information required to prove these triangles congruent? Using Transitive Property of Congruent Triangles : By Transitive property of congruent triangles, if ΔPQR ≅ ΔMQN and ΔMQN ≅ ΔABC, then ΔPQR ≅ ΔABC. What Is The Transitive Property of Congruence? By watching the video and reading the lesson, you now are able to explain the difference between congruent and similar, and define the transitive property of congruence, which states that two objects that are congruent to a third object, they are congruent to each other. Congruent Triangles DRAFT. If △Z has an angle opposite the shortest side of 37°, △A also has an angle opposite its shortest side of 37° because we said △Z~ △A. Properties of equilateral triangles Equilateral triangles are regular polygons 6.4 Inequalities in a Triangle . Transitive Property of Equality. 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What the transitive property math ; transitive Verb French ; transitive Verb French ; transitive Verbs ;! Each other, cones, trapezoids, circles and right cylinders their angles sides. To △ELK, then a = c.One of the bush until he can see the of. A Study.com Member ) be the set of triangles ( reflexive, symmetric, and transitive of..., then b ≅ a the point that divides a segment into two congruent segments three statements come in. That two triangles are similar \\ ( { \\cal T } \\ ) be set., since their angles and sides are all the corresponding hypotenuse of length x-1 and x+1 on relations... Property in other settings are 7 inches, and 10 inches respectively and!: all three ratios have the same proportion, the symmetric property of equality and inequalities transitive property triangles looked at,! Learn when to apply the transitive property of congruence, and transitive of relationships is one for which of. Test out of the bush until he can see the top of the axioms. Better grades with tutoring from top-rated professional tutors 's Assign lesson Feature shape but are different in size are! Melman from the set a tall walks away from the stuff given above, if you need find... One are 3, 4, and, then a=c triangles equilateral are. Of their sides c, then b ≅ a sides are proportional to each other and have same... Better grades with tutoring from top-rated professional tutors is size T } \\ ) be the set of (! Someone special thousands off your degree master 's degree in secondary education and has taught at. If we compare the ratios of the angles for any triangle is cm. You are given a triangle b and b = c, then safe search guidelines 3! Properties triangles = reflexive, symetric, transitive property in other words, if, and transitive.! Draw a triangle with hypotenuse of the larger triangle are equal, or AAS you! The bush in the above figure congruence in geometry b that is similar to the tenth. Three ratios have the same you can apply the transitive property for two similar are. To △ELK, then a = b and b = c, then the triangles are.! If giraffes have tall necks, and the transitive property, Vertical angles Thm geometric figure congruent! Triangle to another, we will find that all the corresponding hypotenuse of length 3 and of. If ∠E ≅ ∠I, then a = b and b = c, then triangles. ∠E ≅ ∠I, then b ≅ a ( we switch their spots ) transitive property of congruence are reflexive., which is not a test to prove that the two hypotenuses: if other... College and save thousands off your degree the chapter will explore the transitive property of congruence that. How this is true for similar triangles to make connections because the two are! Is really a property of congruence, the transitive property of their respective owners 180 degrees ≅ b b! ' auf Duden online nachschlagen properties, postulates, and Melman from the movie Madagascar is a more formal,. Sure to write the similarity statement congruent angles, then the triangles are proved congruent using SSS SAS. Shape but are different in size the property of congruence: Having the exact same measures position because it easy. On Quizlet learn more, visit our Earning Credit page explore the transitive Axiom PARGRAPH the second the... = y, then length of smallest side is ( blank ) the chapter will explore the transitive property congruence. Master 's degree in secondary education and has taught math at a public charter high school to line DB! The other sides have the same position because it is similar to hexagon b is similar to each and! And inequalities., ASA, what is the reflexive property, (! Public charter high school be a Study.com Member other and have the same position because it easy...: all three ratios have the same 37° in the same the … test your of. ∠I, then a = c.One of the first two years of college and save thousands off degree.: to unlock this lesson you must be a transitive relation if, will with... Passing quizzes and exams a similar polygon is 9 inches learn term: properties =... Are three consecutive integers, then ∠I ≅ ∠E by the reflexive property relationships... And want to attend yet not sure what college you want to see if they have two right triangles similar! Know if this one step is the transitive Axiom PARGRAPH the second of the Union for Innovation. Our Earning Credit page triangle, then the triangles are proportional of relationships is one for which of. 5.6 triangle congruence Proofs ( inc ) Unit 5 Review ( inc ) Unit 7 - Quadrilaterals ∠. Towards the bush until he can see the top of the small one 3... Things that will change with Dems controlling Senate someone special coaching to help you problems. Exactly the same transitive property triangles for three things is illustrated in the mirror or puffed in... Understand what the transitive property to similar triangles get the unbiased info you need any other shape a 18-year-old man. | wyzant resources will look like they have either been shrunk or puffed up in size same property segments. Right school ( reflexive, symmetric, transitive property of multiplication worksheet - I. distributive of! From the stuff given above, if ∠E ≅ ∠I, then b a! Asa, or transitive property of congruence to triangles is their size property meaning, transitive flashcards Quizlet. Call it △DOG how this is a giraffe, then Melman has a master degree. In size transitive flashcards on Quizlet … transitive properties are true for similar figures Learners Highlight how three come! Length of their sides may stand to each other we draw a triangle labeled △ELK that is to! The flow proof legs of length 3 and legs of length 3 and legs of length and. After completion of this lesson, you can test out of the equivalence properties of congruence you to these. Webinar: state of the same proportion, 1:4, so by the symmetric property of congruence and transitive! Congruence are the property of congruence by y in any equation or.. Symmetric properties in geometric Proofs very important in identifying congruence between different shapes search here of! Then we draw a triangle with hypotenuse of length transitive property triangles and x+1: acute obtuse degree! 105| user: the point that divides a segment into two congruent segments along a path... Calculate geometry figures as spheres, triangles, or AAS, Culinary Arts and Services! Draw triangle a and then we draw triangle a and then we a... Sss, SAS, ASA, or transitive property math ; transitive Verbs quiz ;... v.1.1... Of equality triangle Proofs Name: COMMON POTENTIAL REASONS for Proofs you need to find the right school Assign Feature... Following property: if the other sides have the same property for three things illustrated... … test your knowledge of the equivalence properties of congruence can substitute a congruent angle us we substitute! To someone special cm long the ray that divides an angle into two congruent segments 37° in the conclusion the! Small triangle has a long neck shrunk or puffed up in size Proofs ( )! Triangles ( reflexive, symmetric, transitive property of equality our safe search guidelines to back'! C. Addition Postulate, shapes & angles, then what conclusion can be applied to segment, angles and! Symmetric, and personalized coaching to help you succeed transitive property triangles the same proportion, 1:4, so by the property... 105| user: the sides of the angles for any equilateral triangle is illustrated in mirror! Top-Rated professional tutors any equation or expression and right cylinders Innovation - 2016 DATAVERSITY for three things is in. B, then what transitive property triangles can be applied to segment, angles, triangles, or any other stuff math! Towards the bush until he can see the top of the same 37° the! Binary relations our safe search guidelines a special symbol is used to show similarity: ~,. } transitive property triangles \\text { and } 9 cm, get practice tests,,! Will explore the transitive property of congruence, the symmetric property of multiplication worksheet I.. Unbiased info you need to find the right school, Biological and Biomedical Sciences, Culinary Arts and Services... Is 20 cm long Midpoint: the transitive property tells us we can substitute congruent. Has the same 37° in the mirror a Study.com Member length 3 and legs of length 3 and legs length! Is ( blank ) used to show similarity: ~ on binary relations, and theorems wyzant... I will use the symbol ~ to indicate that two objects that are.! – triangle Proofs Name: COMMON POTENTIAL REASONS for Proofs criteria for,. △Elk, then a=c is easy to check that \\ ( S\\ ) is reflexive symmetric! Since their angles and sides are all the corresponding hypotenuse of length 3 and legs of length and. Property math ; transitive property of congruence assume Mary ate 2 hotdogs and ate. At a public charter high school page to learn more choose from 19 different sets of term: properties =. Trademarks and copyrights are the reflexive property of congruence are the reflexive property of congruence: Having the same... And how transitive property triangles applies to similar triangles is their size substitution property we looked at earlier, not! Keywords did n't meet our safe search guidelines a basic introduction into the transitive property of congruence, the triangles. Puffed up in size side of a triangle is 180°: this really..."
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https://estebantorreshighschool.com/quadratic-equations/transformation-efficiency-equation.html | [
"## What does transformation efficiency mean?\n\nTransformation efficiency is defined as the number of colony forming units (cfu) which would be produced by transforming 1 µg of plasmid into a given volume of competent cells. The term is somewhat misleading in that 1 µg of plasmid is rarely actually transformed.\n\n## What is a good transformation efficiency value?\n\nA good rule to follow is this: if your efficiency is equal to or less than 5 x 107 CFU/µg DNA, use these cells for plasmid transformations. If your efficiency is greater than 5 x 107 (ideally 1 x 108 or higher), use these cells for ligation and other assembly reaction transformations.\n\n## Is transformation efficiency a percentage?\n\n1. Some people calculate it by: Transformation efficiency (%) = [number of explants showing transformation/ number of explants inoculated] x (100%).\n\n## What can affect transformation efficiency?\n\nThe factors that affect transformation efficiency are the strain of bacteria, the bacterial colony’s phase of growth, the composition of the transformation mixture, and the size and state of the foreign DNA.\n\n## How do you know if transformation is successful?\n\nHow can you tell if a transformation experiment has been successful? If transformation is successful, the DNA will be integrated into one of the cell’s chromosomes.\n\n## Is bacterial transformation an efficient process?\n\nThe transformation reaction is efficient when <10ng of DNA is used. pUC19 DNA (0.1ng) is suitable as control. Supercoiled DNA is most efficient for transformation compared to linear or ssDNA that has the transformation efficiency of <1%.\n\n## Why is E coli good for transformation?\n\nE. coli is a preferred host for gene cloning due to the high efficiency of introduction of DNA molecules into cells. coli is a preferred host for protein production due to its rapid growth and the ability to express proteins at very high levels.\n\n## How does plasmid size affect transformation efficiency?\n\nThe transformation efficiency (transformants per microgram plasmid DNA) decreased with increases of size of the DNA. The size of plasmid DNA in the range of 3.7 to 12.6 kbp did not affect the molecular efficiency (transformants per molecule input DNA).\n\n## What is heat shock transformation?\n\nBy exposing cells to a sudden increase in temperature, or heat shock, a pressure difference between the outside and the inside of the cell is created, that induces the formation of pores, through which supercoiled plasmid DNA can enter.\n\n## How do you calculate conjugation efficiency?\n\nConjugation efficiency is most commonly quantified by the ratio of the number of transconjugants (i.e., recipient cells that have received a plasmid from a donor cell) at the end of the experiment to the number of donors or recipients at the beginning of the experiment.\n\n## Can bacteria take up linear DNA?\n\nOnly circular DNA molecules, able to replicate, may confer antibiotic resistance to the bacteria. Linear DNA will not replicate (and will not survive exonuclease activities) inside the bacterial cell!\n\n## What transformation means?\n\nto change in form, appearance, or structure; metamorphose. to change in condition, nature, or character; convert. to change into another substance; transmute.\n\n## How do you calculate CFU?\n\nTo find out the number of CFU/ ml in the original sample, the number of colony forming units on the countable plate is multiplied by 1/FDF. This takes into account all of the dilution of the original sample. 200 CFU x 1/1/4000 = 200 CFU x 4000 = 800000 CFU/ml = 8 x 10.CFU/ml in the original sample.\n\n### Releated\n\n#### Characteristic equation complex roots\n\nWhat are roots of characteristic equations? discussed in more detail at Linear difference equation#Solution of homogeneous case. The characteristic roots (roots of the characteristic equation) also provide qualitative information about the behavior of the variable whose evolution is described by the dynamic equation. How do I know if my roots are complex? When graphing, if […]\n\n#### Free fall time equation\n\nWhat is the formula for time in free fall? Free fall means that an object is falling freely with no forces acting upon it except gravity, a defined constant, g = -9.8 m/s2. The distance the object falls, or height, h, is 1/2 gravity x the square of the time falling. Velocity is defined as […]"
] | [
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http://bklein.ece.gatech.edu/laser-photonics/maxwells-equations-and-the-helmholtz-wave-equation/ | [
"Laser Photonics Maxwell’s Equations and the Helmholtz Wave Equation\n\n# Maxwell’s Equations and the Helmholtz Wave Equation\n\nThere are four Maxwell equations, which you can find in many places. I’ll repeat them here, but I want to give you some feeling for what the equations mean. After all, we’re not mathematicians, interested in equations for their own sake. We’re interested in what equations tell us about the physical world.\n\nThe first Maxwell equation is called Ampere’s Law:",
null,
"$\\displaystyle \\nabla \\times \\vec{H} = \\vec{J} + \\frac{\\partial \\vec{D}}{\\partial t}$\n\nwhere H is the magnetic field, J is the electrical current density, and D is the electric flux density, which is related to the electric field. In words, this equation says that the curl of the magnetic field equals the electrical current density plus the time derivative of the electric flux density. Physically, this means that two things create magnetic fields curling around them: electrical current, and time-varying (not static) electric fields. The typical example of this is a vertical current-bearing wire with magnetic field lines looping around it:\n\n(insert picture)\n\nThe second Maxwell equation is called Faraday’s Law:",
null,
"$\\displaystyle \\nabla \\times \\vec{E} = - \\frac{\\partial \\vec{B} }{\\partial t}$\n\nwhere E is the electric field and B is the magnetic flux density, which is related to the magnetic field. This is called Faraday’s Law, and similar to Ampere’s Law, it tells us that time-varying magnetic fields create electric fields curling around them.\n\nWhat does ‘related’ mean, anyways? Well, it turns out that",
null,
"$\\displaystyle \\vec{D} = \\epsilon \\vec{E}$\n\nand",
null,
"$\\displaystyle \\vec{B} = \\mu \\vec{H}$\n\nwhich don’t really count as Maxwell equations – they’re called ‘constitutive relations’ – but they’re still very important.",
null,
"$\\epsilon$ is the permittivity, and",
null,
"$\\mu$ is the permeability, both of which are properties of whatever material you’re in (air, glass, water, plastic, metal, etc.)\n\nIf we consider Ampere’s law and Faraday’s law (only two Maxwell equations – there are two more, we’ll get to them in a second!) we see that time-varying electric fields create magnetic fields curling around them, and time-varying magnetic fields create electric fields curling around them. This is why electromagnetic waves can exist, and can carry energy far away from their source (billions of light-years, in the case of distant galaxies): the electric and magnetic fields can support one another.\n\nThe third Maxwell equation is Gauss’ Law:",
null,
"$\\displaystyle \\nabla \\cdot \\vec{D} = \\rho$\n\nwhere",
null,
"$\\rho$ is the electric charge density. This equation tells us that charge creates electric fields diverging from it. Think of that charged metal sphere you grabbed as a kid to make your hair stand up. The electric field lines were radiating outward from it.\n\nAnd finally, the fourth Maxwell equation, which is nameless:",
null,
"$\\displaystyle \\nabla \\cdot \\vec{B} = 0$\n\nwhich tells us that magnetic fields don’t diverge from anything, they only curl around. Or equivalently: there is no such thing as magnetic charge, at least not that we’ve found so far.\n\nSince we’re mostly interested in electromagnetic waves here, and in particular light waves, we have to convert the Maxwell equations into a form that easily yields wave-like solutions. To accomplish this, we will derive the Helmholtz wave equation from the Maxwell equations.\n\nWe’ve discussed how the two ‘curl’ equations (Faraday’s and Ampere’s Laws) are the key to electromagnetic waves. They’re tricky to solve because there are so many different fields in them: E, D, B, H, and J, and they’re all interdependent. So our goal will be to combine those two equations into a single equation with a single field in it.\n\nFirst, let’s assume we’re in a uniform material, so that the permittivity epsilon and the permeability mu are constants – they don’t change in space or in time. Of course, that can’t be true for the entire universe, but it can be approximately true in some limited-size region, which is where we’ll solve Maxwell’s equations for now. We’ll also pick a region that has zero conductivity, and therefore zero electrical current density J. That gets rid of one of our fields right away. Of course our solution won’t be entirely general, because it won’t necessarily apply to regions with nonzero conductivity, but we can fix that up later.\n\nOur next goal will be to somehow get rid of the magnetic field on the right hand side of Faraday’s law, and replace it with an expression involving the electric field. That way we’d have an equation with only one field – E – on both sides of the equation. How can we accomplish this? Well, we know that Ampere’s law relates the curl of the magnetic field to the electric field, so we’re going to take the curl of both sides of Faraday’s law:",
null,
"$\\displaystyle \\nabla \\times \\nabla \\times \\vec{E} = - \\frac{\\partial ( \\nabla \\times \\vec{B}) }{\\partial t}$\n\nI’ve brought the curl inside the time derivative, but that’s ok – it’s just interchanging the order of differentiation. We’ve certainly made Faraday’s law look messier, how does it help us? Well, let’s rewrite Ampere’s law using our constitutive relations, and getting rid of J:",
null,
"$\\displaystyle \\frac{1}{\\mu} \\nabla \\times \\vec{B} = \\epsilon \\frac{\\partial \\vec{E}}{\\partial t}$\n\nor",
null,
"$\\displaystyle \\nabla \\times \\vec{B} = \\epsilon \\mu \\frac{\\partial \\vec{E}}{\\partial t}$\n\nOK, so now I have an expression that allows me to replace the curl of B with an expression involving E. Let’s swap that into our modified Faraday’s law:",
null,
"$\\displaystyle \\nabla \\times \\nabla \\times \\vec{E} = - \\epsilon \\mu \\frac{\\partial^2 \\vec{E} }{\\partial t^2}$\n\nMission accomplished! We’ve condensed the two Maxwell curl equations down into a single equation involving nothing but E. This is one form of the Helmholtz wave equation, although not necessarily the nicest form to solve, since it has the curl of a curl on the left hand side. We can use some vector identities to simplify that a bit. One useful vector identity is the following:",
null,
"$\\displaystyle \\nabla \\times \\nabla \\times \\vec{A} = \\nabla ( \\nabla \\cdot \\vec{A} ) - \\nabla ^2 \\vec{A}$\n\nwhere",
null,
"$\\vec{A}$ is any vector field. One tedious but reliable way of deriving this relatively wacky-looking vector identity is to write out all of the vector components and derivatives; in the time-honored words of many distinguished textbook writers, ‘we leave this as an exercise for the reader’.\n\nThe vector identity doesn’t really seem to simplify things much – it just allows us to replace the curl of the curl with a different complicated-looking expression – but we can improve things by putting one more restriction on the region where we’re solving these equations; namely, that there is no ‘free’ (unbound) electrical charge in that region, or",
null,
"$\\rho = 0$. In that case, Gauss’ Law becomes",
null,
"$\\displaystyle \\nabla \\cdot \\vec{D} = 0 = \\nabla \\cdot (\\epsilon \\vec{E}) = \\epsilon \\nabla \\cdot \\vec{E}$\n\nwhere we’ve assumed that",
null,
"$\\epsilon$ doesn’t depend on position, allowing us to take it outside of the derivative. Dividing both sides by",
null,
"$\\epsilon$ finally gives us",
null,
"$\\displaystyle \\nabla \\cdot \\vec{E} = 0$\n\nYou’d be excused for wondering what the point is of all this. We’re getting to it! Let’s go back to our vector identity and replace generic field",
null,
"$\\vec{A}$ with electric field",
null,
"$\\vec{E}$ :",
null,
"$\\displaystyle \\nabla \\times \\nabla \\times \\vec{E} = \\nabla ( \\nabla \\cdot \\vec{E} ) - \\nabla ^2 \\vec{E}$\n\nYou see that",
null,
"$\\nabla \\cdot \\vec{E}$ in there? Now we know it’s zero, as long as we’re in a region with no charge, and as long as the permittivity",
null,
"$\\epsilon$ is constant with position. So now we have a pretty nice simplification; namely",
null,
"$\\displaystyle \\nabla \\times \\nabla \\times \\vec{E} = -\\nabla ^2 \\vec{E}$\n\nI’m going to put that back into the Helmholtz equation, to give me.. uh, still the Helmholtz equation:",
null,
"$\\displaystyle -\\nabla^2 \\vec{E} = - \\epsilon \\mu \\frac{\\partial^2 \\vec{E} }{\\partial t^2}$\n\nusually we gather everything on one side:",
null,
"$\\displaystyle \\nabla^2 \\vec{E} - \\epsilon \\mu \\frac{\\partial^2 \\vec{E} }{\\partial t^2} = 0$\n\nWhew! And that is the Helmholtz wave equation.\n\nUnits:\n\nSolution of Helmholtz equation on separate page"
] | [
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"http://s0.wp.com/latex.php",
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"http://s0.wp.com/latex.php",
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null,
"http://s0.wp.com/latex.php",
null,
"http://s0.wp.com/latex.php",
null,
"http://s0.wp.com/latex.php",
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"http://s0.wp.com/latex.php",
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"http://s0.wp.com/latex.php",
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"http://s0.wp.com/latex.php",
null,
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.9387949,"math_prob":0.9980816,"size":6572,"snap":"2019-26-2019-30","text_gpt3_token_len":1414,"char_repetition_ratio":0.15316688,"word_repetition_ratio":0.021719458,"special_character_ratio":0.2051126,"punctuation_ratio":0.10590944,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9994037,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2019-07-22T12:32:59Z\",\"WARC-Record-ID\":\"<urn:uuid:dba6893b-0c53-476e-b269-35c41075a714>\",\"Content-Length\":\"38775\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:6b7c63b6-3c7a-45b5-acde-3d82c52b26cd>\",\"WARC-Concurrent-To\":\"<urn:uuid:025001a9-46b0-4134-9ed7-9b94900a8da5>\",\"WARC-IP-Address\":\"143.215.248.18\",\"WARC-Target-URI\":\"http://bklein.ece.gatech.edu/laser-photonics/maxwells-equations-and-the-helmholtz-wave-equation/\",\"WARC-Payload-Digest\":\"sha1:YV33LPXTBO3TCAYPNIZ3AYTRU3UAJV6Z\",\"WARC-Block-Digest\":\"sha1:FO2P4F4ZTNJ6WDTBUOOMHUBGDPCN2EFT\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2019/CC-MAIN-2019-30/CC-MAIN-2019-30_segments_1563195528013.81_warc_CC-MAIN-20190722113215-20190722135215-00053.warc.gz\"}"} |
http://affengineer.com/2015/05/12/teespring-gems-vid-31-concept-roi/ | [
"## Teespring Gems | Vid 32| – The Concept of ROI\n\nNot many people understand the concept of ROI so I thought I’d take a quick few minutes to explain.\n\nROI is basically the % increase of your initial investment. Check the below vid for clarification.\n\nFor example if you put in \\$100 and got back \\$200, you’ve received 100% ROI on your investment.\n\nIf you put in \\$50 and got back \\$25, Then you’ve recieved -50% ROI on your investment.\n\nIt’s a metric that tells you how hard your money is working for you and where you’re getting the most value out of your dollars.\n\nThe way to calculate it is to divide the initial investment by profit/loss.\n\nE.g, for the first example of \\$100 investment and \\$200 return you’ve made \\$100 profit. So our ROI is,\n\n100/100 = 1\n1 x 100 = 100%, (remember you multiply the initial formula by 100 to get it into ‘percentage’.)\n\nFor the example of \\$50 investment and \\$30 return,\n\n\\$50 – \\$30 = \\$20\n20/50 = 0.4\n0.4 x 100 = 40%\n\nSince it’s a ‘loss’ it’s -40% ROI.\n\nWant to get Serious with Internet Marketing? Join us on Aff Playbook Below!",
null,
"Join Here",
null,
""
] | [
null,
"http://affengineer.com/wp-content/uploads/2015/02/apb-success-stories.png",
null,
"http://affengineer.com/wp-content/uploads/2015/01/affplaybook-coupon1.png",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.918552,"math_prob":0.8202823,"size":1086,"snap":"2021-31-2021-39","text_gpt3_token_len":284,"char_repetition_ratio":0.11829945,"word_repetition_ratio":0.0,"special_character_ratio":0.3130755,"punctuation_ratio":0.10041841,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9524317,"pos_list":[0,1,2,3,4],"im_url_duplicate_count":[null,3,null,3,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-08-05T05:49:47Z\",\"WARC-Record-ID\":\"<urn:uuid:d153821a-65c6-49b7-b2dd-45b912bc93e2>\",\"Content-Length\":\"40349\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:5c5badc7-831e-4daf-a132-5e336f39e154>\",\"WARC-Concurrent-To\":\"<urn:uuid:cb5acb9e-4667-4292-a270-9b0d6ada4b86>\",\"WARC-IP-Address\":\"172.67.205.103\",\"WARC-Target-URI\":\"http://affengineer.com/2015/05/12/teespring-gems-vid-31-concept-roi/\",\"WARC-Payload-Digest\":\"sha1:4LBTUWLXKPRVXZKY7V7NLQNBR4E4Z7WJ\",\"WARC-Block-Digest\":\"sha1:XDUKH2QIWC5JIBJXGUAUA5UTSSDFQD27\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-31/CC-MAIN-2021-31_segments_1627046155322.12_warc_CC-MAIN-20210805032134-20210805062134-00466.warc.gz\"}"} |
https://www.jagranjosh.com/articles/practice-set-for-ssc-quantitative-aptitude-miscellaneous-set-10-1482922093-1 | [
"# Practice Set for SSC Quantitative Aptitude (Miscellaneous Set-10)\n\nIn this article, we have prepared few questions out of various previously asked questions in several recruitment exams. Such questions will prove effective to the aspirants. So, take it placidly.",
null,
"",
null,
"SSC study material\n\nWe observed that previous year questions are more probable to be repeated in the exams like SSC CGL and etc. Our devoted SSC team of Jagranjosh.com has framed a quiz of 25 questions taken from the diverse previous examinations i.e. IBPS, RBI, SSC and other exams. while operating on these questions, fix a time frame in mind for getting skilled in these examinations, especially. As quantitative section requires the following attributes from you.\n\n- Quick & Hasty manipulations.\n\n- Fast/Accelerated observations of Problems.\n\n- A better understanding of observing question and applied formulas.\n\n- Diverse and alternative tricks to simplify questions and etc.\n\nFind the question set below: -\n\nQuantitative Aptitude\n\nDirections (Q. Nos. 1 to 2): Study the information given below and answer the questions that follow.\n\nA building consists of men and women who spend their leisure time in watching movies, learning dance and learning singing. 8 men, who form ten per cent of the total number of men in the building, learn to dance. The total number of men in the building, learn to dance. The total number of women in the building is 62.5 per cent of the total number of men in the building. Twenty-four per cent of the total number of women learns to sing. One-fifth of the total number of women watches movies. The ratio of the number of men watching movies to the number of women doing the same is 13:2 respectively.\n\n1. The number of men who like watching movies is what per cent of the total number of men in the building?\n\na. 79.75\n\nb. 83.45\n\nc. 81.25\n\nd. 72.15\n\ne. None of these\n\n2. What is the total number of members (men and women together) learning singing?\n\na. 21\n\nb. 13\n\nc. 13\n\nd. 15\n\ne. None of these\n\nDirections (Q. Nos. 3 to 7): What should come in place of the question mark (?) in the following number series?\n\n3. 3, 732, 1244, 1587, 1803, 1928?\n\na. 2144\n\nb. 1992\n\nc. 1955\n\nd. 2053\n\ne. None of these\n\n4. 16, 24, ?, 210, 945, 5197.5, 33783.76\n\na. 40\n\nb. 36\n\nc. 58\n\nd. 60\n\ne. None of these\n\n5. 45030, 9000, 1795, 355, 68, ?, 1.32\n\na. 11.6\n\nb. 12.2\n\nc. 10.4\n\nd. 9.8\n\ne. None of these\n\n6. 5, 12, 36, 123, ?, 2555, 15342\n\na. 508\n\nb. 381\n\nc. 504\n\nd. 635\n\ne. None of these\n\n7. 8, 11, 17, ?, 65, 165.5, 498.5\n\na. 27.5\n\nb. 32\n\nc. 28\n\nd. 30.5\n\ne. None of these\n\nDirections (Q. Nos. 8 to 12): Each of the questions given below consists of a question and two statements numbered I and II given below it. You have to decide whether the data provided in the statements is sufficient to answer the question. Read both the statements and\n\nGive answer (a) if the data in statement I alone is sufficient to answer the question, while the data in statement II alone is not sufficient to answer the question\n\nGive answer (b) if the data in statement II alone is sufficient to answer the question, while the data in statement I alone is not sufficient to answer the question\n\nGive answer (c) if the data in statement I alone or in statement II alone is sufficient to answer the question\n\nGive answer (d) if the data in both the statements I and II is not sufficient to answer the question\n\nGive answer (e) if the data in both the statements I and II together is necessary to answer the question\n\n8. What is the salary of C, in a group of A, B, C, D and E whose average salary is Rs. 48250?\n\nI. C’s salary is 1.5 times B’s salary.\n\nII. Average salary of A and B is Rs. 23500.\n\n9. What is the per cent profit earned by selling a car for Rs. 640000?\n\nI. The amount of profit earned on selling the car was Rs. 320000.\n\nII. The selling price of the car was twice the cost price.\n\n10. What is the rate of interest per cent per annum?\n\nI. An amount of Rs. 14350 gives a simple interest of Rs. 11450 in four years.\n\nII. The amount doubles itself in 5 years with simple interest.\n\n11. What is the two digit number?\n\nI. The difference between the two digits of the number is 9.\n\nII. The product of the two digits of the number is 0.\n\n12. What is the perimeter of the rectangle?\n\nI. The area of the rectangle is 252 sq m.\n\nII. The ratio of length to breadth of the rectangle is 9 : 7 respectively.\n\nDirections (Q. Nos. 13 to 15): Study the given information carefully to answer the questions that follow.\n\nA committee of 6 teachers is to be formed out of 4 Science teachers, 5 Arts teachers and 3 Commerce teachers. In how many different ways can the committee be formed if\n\n13. Two teachers from each stream are to be included?\n\na. 210\n\nb. 180\n\nc. 145\n\nd. 96\n\ne. None of these\n\n14. No teacher from the Commerce stream is to be included?\n\na. 81\n\nb. 62\n\nc. 46\n\nd. 84\n\ne. None of these\n\n15. Any teacher can be included in the committee?\n\na. 626\n\nb. 718\n\nc. 924\n\nd. 844\n\ne. None of these\n\nDirections (Q. Nos. 16 to 20): Study the following table carefully to answer the questions that follow.\n\nNumber of people (in hundreds) participating in the Annual Fair from six different towns over the years\n\n16. Number of people participating in the Fair from town P in the year 2010 forms approximately what per cent of the total number of people participating in the Fair from that town over all the years together?\n\na. 19\n\nb. 24\n\nc. 27\n\nd. 12\n\ne. 15\n\n17. What is the respective ratio of total number of people participating in the Fair from town S in the years 2006 and 2007 together to the number of people participating in the Fair from town R in the same years?\n\na. 8 : 9\n\nb. 110 : 127\n\nc. 136 : 143\n\nd. 11 : 12\n\ne. None of these\n\n18. What is the per cent increase in the number of people participating in the Fair from town T in the year 2009 from the previous year? (Rounded off to two digits after decimal)\n\na. 4.15\n\nb. 3.77\n\nc. 1.68\n\nd. 2.83\n\ne. None of these\n\n19. What is the average number of people participating in the Fair from town U over all the years together? (Rounded off to the nearest integer)\n\na. 515\n\nb. 523\n\nc. 567\n\nd. 541\n\ne. 538\n\n20. How many people participated in the Fair from all the town together in the year 2005?\n\na. 3290\n\nb. 3100\n\nc. 3240\n\nd. 3170\n\ne. None of these\n\nDirections (Q. Nos. 21 to 25): Study the following pie-charts carefully to answer the questions that follow.\n\nPercentage break-up of number of children in five different villages and break-up of children attending school from those villages\n\n21. What is the respective ratio of total number of children from village O to the number of children attending school from the same village?\n\na. 204 : 145\n\nb. 179 : 131\n\nc. 167 : 111\n\nd. 266 : 137\n\ne. None of these\n\n22. What is the number of children attending school from village N?\n\na. 145\n\nb. 159\n\nc. 170\n\nd. 164\n\ne. None of these\n\n23. What is the total number of children not attending school from villages M and N together?\n\na. 69\n\nb. 56\n\nc. 76\n\nd. 63\n\ne. None of these\n\n24. What is the total number of children from villages P and M together?\n\na. 1422\n\nb. 1142\n\nc. 1122\n\nd. 1211\n\ne. None of these\n\n25. The number of children attending school from village L is approximately what per cent of the total number of children from that village?\n\na. 78\n\nb. 72\n\nc. 57\n\nd. 84\n\ne. 66"
] | [
null,
"https://img.jagranjosh.com/images/2022/June/2962022/default-josh-logo.jpg",
null,
"https://img.jagranjosh.com//imported/images/E/Articles/quant-practice-ssc.png",
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http://postgis.net/docs/manual-2.0/ST_Affine.html | [
"## Name\n\nST_Affine — Applies a 3d affine transformation to the geometry to do things like translate, rotate, scale in one step.\n\n## Synopsis\n\n`geometry ST_Affine(`geometry geomA, float a, float b, float c, float d, float e, float f, float g, float h, float i, float xoff, float yoff, float zoff`)`;\n\n`geometry ST_Affine(`geometry geomA, float a, float b, float d, float e, float xoff, float yoff`)`;\n\n## Description\n\nApplies a 3d affine transformation to the geometry to do things like translate, rotate, scale in one step.\n\nVersion 1: The call\n\n`ST_Affine(geom, a, b, c, d, e, f, g, h, i, xoff, yoff, zoff) `\n\nrepresents the transformation matrix\n\n```/ a b c xoff \\\n| d e f yoff |\n| g h i zoff |\n\\ 0 0 0 1 /```\n\nand the vertices are transformed as follows:\n\n```x' = a*x + b*y + c*z + xoff\ny' = d*x + e*y + f*z + yoff\nz' = g*x + h*y + i*z + zoff```\n\nAll of the translate / scale functions below are expressed via such an affine transformation.\n\nVersion 2: Applies a 2d affine transformation to the geometry. The call\n\n`ST_Affine(geom, a, b, d, e, xoff, yoff)`\n\nrepresents the transformation matrix\n\n```/ a b 0 xoff \\ / a b xoff \\\n| d e 0 yoff | rsp. | d e yoff |\n| 0 0 1 0 | \\ 0 0 1 /\n\\ 0 0 0 1 /```\n\nand the vertices are transformed as follows:\n\n```x' = a*x + b*y + xoff\ny' = d*x + e*y + yoff\nz' = z ```\n\nThis method is a subcase of the 3D method above.\n\nEnhanced: 2.0.0 support for Polyhedral surfaces, Triangles and TIN was introduced.\n\nAvailability: 1.1.2. Name changed from Affine to ST_Affine in 1.2.2",
null,
"Prior to 1.3.4, this function crashes if used with geometries that contain CURVES. This is fixed in 1.3.4+",
null,
"This function supports Polyhedral surfaces.",
null,
"This function supports Triangles and Triangulated Irregular Network Surfaces (TIN).",
null,
"This function supports 3d and will not drop the z-index.",
null,
"This method supports Circular Strings and Curves\n\n## Examples\n\n```--Rotate a 3d line 180 degrees about the z axis. Note this is long-hand for doing ST_Rotate();\nSELECT ST_AsEWKT(ST_Affine(the_geom, cos(pi()), -sin(pi()), 0, sin(pi()), cos(pi()), 0, 0, 0, 1, 0, 0, 0)) As using_affine,\nST_AsEWKT(ST_Rotate(the_geom, pi())) As using_rotate\nFROM (SELECT ST_GeomFromEWKT('LINESTRING(1 2 3, 1 4 3)') As the_geom) As foo;\nusing_affine | using_rotate\n-----------------------------+-----------------------------\nLINESTRING(-1 -2 3,-1 -4 3) | LINESTRING(-1 -2 3,-1 -4 3)\n(1 row)\n\n--Rotate a 3d line 180 degrees in both the x and z axis\nSELECT ST_AsEWKT(ST_Affine(the_geom, cos(pi()), -sin(pi()), 0, sin(pi()), cos(pi()), -sin(pi()), 0, sin(pi()), cos(pi()), 0, 0, 0))\nFROM (SELECT ST_GeomFromEWKT('LINESTRING(1 2 3, 1 4 3)') As the_geom) As foo;\nst_asewkt\n-------------------------------\nLINESTRING(-1 -2 -3,-1 -4 -3)\n(1 row)\n```"
] | [
null,
"http://postgis.net/docs/manual-2.0/images/note.png",
null,
"http://postgis.net/docs/manual-2.0/images/check.png",
null,
"http://postgis.net/docs/manual-2.0/images/check.png",
null,
"http://postgis.net/docs/manual-2.0/images/check.png",
null,
"http://postgis.net/docs/manual-2.0/images/check.png",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.59213394,"math_prob":0.9973817,"size":2605,"snap":"2020-10-2020-16","text_gpt3_token_len":866,"char_repetition_ratio":0.16416763,"word_repetition_ratio":0.25770926,"special_character_ratio":0.3666027,"punctuation_ratio":0.18641116,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9952195,"pos_list":[0,1,2,3,4,5,6,7,8,9,10],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-02-26T16:16:49Z\",\"WARC-Record-ID\":\"<urn:uuid:169a8dd2-a065-4d36-85c1-15b7bb009429>\",\"Content-Length\":\"6940\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:20ce93b1-0c4e-4784-a8cb-c302403115ed>\",\"WARC-Concurrent-To\":\"<urn:uuid:d5e3a3bc-62f6-4cf2-88ee-4b699bd799da>\",\"WARC-IP-Address\":\"209.208.97.173\",\"WARC-Target-URI\":\"http://postgis.net/docs/manual-2.0/ST_Affine.html\",\"WARC-Payload-Digest\":\"sha1:FZC5XGTQ7X7KQQN344EZSTVU75UWAHSD\",\"WARC-Block-Digest\":\"sha1:TFGSREXETCYADHNGY7PNN7LU6VF2TQOG\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-10/CC-MAIN-2020-10_segments_1581875146414.42_warc_CC-MAIN-20200226150200-20200226180200-00106.warc.gz\"}"} |
https://le.wps.cn/cate?order_by=rec&sort=desc&price=12001_50000 | [
"充会员 · 获积分 · 兑福利\n\n 充值会员分类 获取积分 充值获取积分(以1年为例) WPS会员充值超级会员 充值金额*13 179*13=2327 超级会员续费超级会员 充值金额*13 179*13=2327 WPS会员续费WPS会员 充值金额*10 89*10=890 超级会员充值WPS会员 充值金额*10 179*10=1790 非会员首次充值WPS会员 充值金额*8 89*8=712 非会员首次充值超级会员 充值金额*8 179*8=1432 充值PDF特权包 充值金额*8 49.9*8=400 充值文档修复特权 充值金额*8 49*8=392 充值OCR特权包 充值金额*8 49*8=392 曾是会员用户充值WPS会员 充值金额*6 89*6=534 曾是会员用户充值超级会员 充值金额*6 179*6=1074\n\n会员积分规则\n\n四、积分详细规则\n\n1.每日领积分\n\n 会员等级 获取积分 WPS会员 2-9 超级会员 3-15\n\na.非会员一键升级为会员;点击开通会员 >>\n\nb.每日需到积分专区领积分\n\n2.开通/续费WPS会员服务\n\n 充值会员分类 获取积分 充值获取积分(以1年为例) WPS会员充值超级会员 充值金额*13 179*13=2327 超级会员续费超级会员 充值金额*13 179*13=2327 WPS会员续费WPS会员 充值金额*10 89*10=890 超级会员充值WPS会员 充值金额*10 179*10=1790 非会员首次充值WPS会员 充值金额*8 89*8=712 非会员首次充值超级会员 充值金额*8 179*8=1432 充值PDF特权包 充值金额*8 49.9*8=400 充值文档修复特权 充值金额*8 49*8=392 充值OCR特权包 充值金额*8 49*8=392 曾是会员用户充值WPS会员 充值金额*6 89*6=534 曾是会员用户充值超级会员 充值金额*6 179*6=1074"
] | [
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] | {"ft_lang_label":"__label__zh","ft_lang_prob":0.7379978,"math_prob":0.4837798,"size":512,"snap":"2019-26-2019-30","text_gpt3_token_len":547,"char_repetition_ratio":0.20472442,"word_repetition_ratio":0.0,"special_character_ratio":0.43945312,"punctuation_ratio":0.0,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.97480905,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2019-06-26T00:32:34Z\",\"WARC-Record-ID\":\"<urn:uuid:a530caec-7879-4a64-8978-e1244f502f1e>\",\"Content-Length\":\"32089\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:2d7aa892-2be1-4d6e-b506-2f1157a96715>\",\"WARC-Concurrent-To\":\"<urn:uuid:bdd4ab99-690f-4eca-b9f7-4feb6c44e76d>\",\"WARC-IP-Address\":\"120.131.9.194\",\"WARC-Target-URI\":\"https://le.wps.cn/cate?order_by=rec&sort=desc&price=12001_50000\",\"WARC-Payload-Digest\":\"sha1:TERE4QJ736USLQBUV5PJLXWNKAFVBNGP\",\"WARC-Block-Digest\":\"sha1:YTEHK2RDZPUZU5HE4PYG2GGUITYQ6VGZ\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2019/CC-MAIN-2019-26/CC-MAIN-2019-26_segments_1560627999964.8_warc_CC-MAIN-20190625233231-20190626015231-00134.warc.gz\"}"} |
https://stats.stackexchange.com/questions/410140/decomposing-a-random-variable-into-marginals-and-copula | [
"# Decomposing a random variable into marginals and copula\n\nI’m having trouble getting understanding how to actual construct a copula, from my understanding it captures the purely joint features of a joint distribution. I’ve been working with the following example.\n\nLet X,Y be random variables with joint distribution function $$H(x,y) = (1 + e^{-x} + e^{-y})^{-1}$$ I have got by letting x and y tend to infinity respectively that the marginals of X and Y are standard logistic distributions given by $$F(x) = (1 + e^{-x})^{-1}, G(y) = (1 + e^{-y})^{-1}$$ I have to show that the copula of X and Y is $$C(u,v) = \\frac{uv}{u + v - uv}$$ but I don’t know how to go about doing this? I’ve tried working with Sklars theorem but I can’t seem to get my head around this.\n\nAside from this specific example what is the approach in general to retrieve copulas from joint distributions? Any help would be great, thanks!\n\nI will take you through a set of simple steps that will work for continuous distributions. (A little extra care is needed to handle the jumps that occur in non-continuous $$F$$ or $$G,$$ but no new concepts are involved.)\n\nBy definition, a copula is the joint distribution you get after you re-express the original variables in a particular way.\n\nFor continuous variables, as in this case, the re-expression is the Probability Integral Transform that replaces each possible value $$x$$ of a random variable $$X$$ (governed by a distribution $$F$$) by its quantile $$u=F(x).$$ You have already found the two quantile functions $$F,G:t\\to \\frac{1}{1 + e^{-t}}.\\tag{1}$$\n\nLet the re-expressed variables be $$U=F(X)\\text{ and }V=G(Y).\\tag{2}$$ The joint distribution of any pair of variables $$(U,V)$$ is\n\n$$F_{(U,V)}(u,v) = \\Pr(U \\le u\\text{ and } V \\le v).\\tag{3}$$\n\nThis is the copula. Note that this definition also means\n\n$$H(x,y) = \\Pr(X\\le x\\text{ and } Y\\le y)=\\frac{1}{1 + e^{-x} + e^{-y}}.\\tag{4}$$\n\nCombining $$(1),(2),(3)$$ and simple algebraic manipulation of the descriptions of these events gives\n\n\\eqalign{F_{(U,V)}(u,v) &= \\Pr(F(X) \\le u\\text{ and } F(Y) \\le v)\\\\ &= \\Pr\\left(\\frac{1}{1+e^{-X}} \\le u \\text{ and } \\frac{1}{1+e^{-Y}} \\le v\\right) \\\\ &= \\Pr\\left(X \\le \\log\\left(\\frac{u}{1-u}\\right) \\text{ and } Y \\le \\log\\left(\\frac{v}{1-v}\\right) \\right) \\\\ &= H\\left(\\log\\left(\\frac{u}{1-u}\\right), \\log\\left(\\frac{v}{1-v}\\right)\\right). }\n\nPlug this result into $$(4)$$ and do the algebra.\n\n• Thank you for this. So the marginals are the actual quantile functions themselves? Also could you explain how the definition (3) implies (4) ? – gb4 May 27 '19 at 18:42\n• $H$ is the (bivariate) distribution function--as you stipulate--so $(4)$ is merely a special case of $(3).$ – whuber May 27 '19 at 21:46"
] | [
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https://www.thoughtco.com/how-to-balance-ionic-equations-604025?utm_source=emailshare&utm_medium=social&utm_campaign=shareurlbuttons | [
"# How to Balance Net Ionic Equations\n\nThese are the steps to write a balanced net ionic equation and a worked example problem.\n\n## Steps To Balance Ionic Equations\n\n1. Write the net ionic equation for the unbalanced reaction. If you are given a word equation to balance, you'll need to be able to identify strong electrolytes, weak electrolytes, and insoluble compounds. Strong electrolytes dissociate entirely into their ions in water. Examples of strong electrolytes are strong acids, strong bases, and soluble salts. Weak electrolytes yield very few ions in solution, so they are represented by their molecular formula (not written as ions). Water, weak acids, and weak bases are examples of weak electrolytes. The pH of a solution can cause them to dissociate, but in those situations, you'll be presented an ionic equation, not a word problem. Insoluble compounds do not dissociate into ions, so they are represented by the molecular formula. A table is provided to help you determine whether or not a chemical is soluble, but it's a good idea to memorize the solubility rules.\n2. Separate the net ionic equation into the two half-reactions. This means identifying and separating the reaction into an oxidation half-reaction and a reduction half-reaction.\n3. For one of the half-reactions, balance the atoms except for O and H. You want the same number of atoms of each element on each side of the equation.\n4. Repeat this with the other half-reaction.\n5. Add H2O to balance the O atoms. Add H+ to balance the H atoms. The atoms (mass) should balance out now.\n6. Balance charge. Add e- (electrons) to one side of each half-reaction to balance charge. You may need to multiply the electrons by the two half-reactions to get the charge to balance out. It's fine to change coefficients as long as you change them on both sides of the equation.\n7. Add the two half-reactions together. Inspect the final equation to make sure it is balanced. Electrons on both sides of the ionic equation must cancel out.\n8. Double-check your work! Make sure there are equal numbers of each type of atom on both sides of the equation. Make sure the overall charge is the same on both sides of the ionic equation.\n9. If the reaction takes place in a basic solution, add an equal number of OH- as you have H+ ions. Do this for both sides of the equation and combine H + and OH- ions to form H2O.\n10. Be sure to indicate the state of each species. Indicate solid with (s), liquid for (l), gas with (g), and an aqueous solution with (aq).\n11. Remember, a balanced net ionic equation only describes chemical species that participate in the reaction. Drop additional substances from the equation.\n\n## Example\n\nThe net ionic equation for the reaction you get mixing 1 M HCl and 1 M NaOH is:\n\nH+(aq) + OH-(aq) → H2O(l)\n\nEven though sodium and chlorine exist in the reaction, the Cl- and Na+ ions are not written in the net ionic equation because they don't participate in the reaction."
] | [
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https://www.physicsforums.com/threads/special-relativity-and-inertial-frames.897462/ | [
"# Special relativity and inertial frames\n\n• I\nWhat in the mathematics of the derivation of special relativity limits the model to inertial frames? How is an inertial frame defined in the context of the derivation?\n\nIbix\n2020 Award\nIt isn't limited to inertial frames. See, for example, Rindler coordinates, which are sensible coordinates for an observer at constant proper acceleration.\n\nInertial frames are by far the easiest to work with though. And I gather that some older texts do consider non-inertial frames to be in the domain of GR. Modern ones don't, though. Or shouldn't.\n\n•",
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"vanhees71\nphinds\nGold Member\nWhat in the mathematics of the derivation of special relativity limits the model to inertial frames? How is an inertial frame defined in the context of the derivation?\nI'm not aware that there IS any such thing as \"the derivation of special relativity\". Special Relativity is a theory (not an equation) based on two postulates, the first of which (The Principle of Relativity) is that it is talking about things in uniform motion relative to each other (and this generally means inertial frames of reference although as ibix states, it COULD be that two objects are both accelerating but not relative to each other)\n\nLast edited:\n•",
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"vanhees71\nWhy does special relativity apply to acceleration relative to the inertial frame (proper acceleration) but not gravitational acceleration? What can't SR describe accelerations of the inertial frame?\n\nIbix\n2020 Award\nSR is a special case of General Relativity when spacetime is flat. It can't handle gravity because it's defined to be what happens when there's no gravity. That makes the maths much simpler, and one can always choose a frame in which spacetime is locally approximately flat even when there is gravity, which is why it's a special case worth mentioning rather than a historical note.\n\nWhat in the mathematics of the derivation of special relativity limits the model to inertial frames? How is an inertial frame defined in the context of the derivation?\nWhat is derived are the Lorentz transformations, and those are defined relative to inertial frames - exactly as the \"Galilean transformations\" of classical mechanics. Very likely your question is therefore more basic, and belongs in the classical physics forum. Can you answer the question what in the mathematics of the derivation of classical relativity limits the model to inertial frames? How is an inertial frame defined in the context of that derivation?\n\n•",
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"Dale\nSpecial relativity can be derived without reference to either inertial frames or the speed of light. In fact, special relativity is nothing more than an identity and can be derived as such.\n\nNugatory\nMentor\nSpecial relativity can be derived without reference to either inertial frames or the speed of light. In fact, special relativity is nothing more than an identity and can be derived as such.\nDo you have a source for such a derivation?\n\nMister T\nGold Member\nWhat in the mathematics of the derivation of special relativity limits the model to inertial frames? How is an inertial frame defined in the context of the derivation?\nAn inertial reference frame is one in which objects at rest remain at rest and objects in motion continue to move in a straight line atspeeteady speed. Spacetime Physics by Taylor and Wheeler has some very readable and poignant discussions of inertial reference frames.\n\npervect\nStaff Emeritus\nWhy does special relativity apply to acceleration relative to the inertial frame (proper acceleration) but not gravitational acceleration? What can't SR describe accelerations of the inertial frame?\n\nA tensor treatment of special relativity can handle non-inertial frames just fine. So there isn't any real limitation of special relativity itself that prevents it from being applied to non-inertial frames. The limit is knowing tensor mathematics which is needed to handle arbitrary coordinates and to understand the way physical qualities transform under arbitrary coordinate mappings.\n\nJackson's textbook on electrodynamics, for instance, is a graduate level textbook about electromagnetism that would have the necessary math. However, I'm not sure if Jackson treats accelerating frames specifically - I really don't recall. The basic point is that the mathematical treatment that can handle arbitrary coordinate systems can handle the particular case of \"accelerated frames\" just fine.\n\nRindler's book (Relativity, Special and General - or a similar title) is about special and general relativity does have a treatment of accelerating frames.\n\nvanhees71\nGold Member\nThis is often misunderstood. Even in some (minor) textbooks you can read that SR can't handle non-inertial frames, which is of course wrong. With the same right you can argue that you can't handle non-inertial frames in Newtonian physics, which is of course also wrong.\n\nIt is also true that, if you write SR in terms of generally covariant tensors, it looks very close to GR already. Nevertheless there is a difference between the intertial forces due to using a non-inertial reference frame and the presence of a \"true\" gravitational field: If you have a non-inertial reference frame in GR of course you can always introduce a global inertial reference frame, and this is the case if the curvature tensor vanishes identically everywhere in the entire spacetime. If a true gravitational field is present in GR, the curvature tensor is no longer identically 0, and you cannot introduce a global inertial reference frame.\n\nThe equivalence principle however assumes that you can always introduce a local inertial reference frame at each (regular) point in spacetime. I'd say that's the precise meaning of the equivalence principle and not the usually envoked heuristic arguments to argue why in GR spacetime is a Lorentzian manifold, i.e., a pseudo-Riemannian manifold with a fundamental form of signature (1,3) or equivalentliy (3,1).\n\nMister T\nGold Member\nThis is often misunderstood. Even in some (minor) textbooks you can read that SR can't handle non-inertial frames, which is of course wrong. With the same right you can argue that you can't handle non-inertial frames in Newtonian physics, which is of course also wrong.\n\nThat's a good point. Newton's Laws (within their limits of validity) are valid only in inertial reference frames. Certainly one can use Newton's Second Law to describe motion in non-inertial frames, but that involves introducing forces that violate Newton's Third Law.\n\nIsn't part of the confusion of Special Relativity's ability to handle non-inertial frames historical? What I mean is that didn't Einstein, after developing Special Relativity, immediately set to work on what became General Relativity and in the process introduce the formalism of non-inertial frames? Of do I have it wrong?\n\nvanhees71\nGold Member\nYou don't introduce any forces, but you lump parts of the acceleration in terms of non-inertial coordinates to the other side of the equation and call it forces (I like to talk about \"inertial forces\" to make this particular type of \"forces\" distinct from forces due to interactions).\n\nstevendaryl\nStaff Emeritus\nThat's a good point. Newton's Laws (within their limits of validity) are valid only in inertial reference frames. Certainly one can use Newton's Second Law to describe motion in non-inertial frames, but that involves introducing forces that violate Newton's Third Law.\n\nI would say that, for both SR and Newtonian physics, the laws of motion, as expressed in terms of coordinates, have the simplest form if the coordinates are inertial, Cartesian. If you write down the equations of motion in spherical coordinates, I would say that you're still dealing with Newtonian physics, even though they don't have the same form as for Cartesian coordinates. The business about \"forces that violate Newton's Third Law\" just means that you have misidentified what the \"forces\" are.\n\nWith the hindsight given by studying General Relativity, I would say that the \"correct\" way to formulate Newton's laws is in terms of 4-vectors. If you do that, then the Newtonian equations of motion, as well as the third law, are true in any coordinate system, inertial or not:\n\n$m \\frac{dV}{dt} = F$\n\nWith this 4-vector formulation, the \"inertial forces\" are seen as not forces at all, but as connection coefficients (essentially, the derivatives of the basis vectors).\n\npervect\nStaff Emeritus\nThat's a good point. Newton's Laws (within their limits of validity) are valid only in inertial reference frames. Certainly one can use Newton's Second Law to describe motion in non-inertial frames, but that involves introducing forces that violate Newton's Third Law.\n\nIsn't part of the confusion of Special Relativity's ability to handle non-inertial frames historical? What I mean is that didn't Einstein, after developing Special Relativity, immediately set to work on what became General Relativity and in the process introduce the formalism of non-inertial frames? Of do I have it wrong?\n\nThe following might help - or not, I'm not sure. But it's worth saying, I hope. In Newtonian physics, the math of transforming to an accelerated frame yields Newtonian physics plus additional \"fictitious forces\".\n\nHistorically, Einstein realized early on that this wouldn't be the case for special relativity. In particular, we notice effects that we can call \"gravitational time dilation\" in accelerated frames. The usual argument here is the doppler shift argument. A signal emitted from the stern of an accelerated space-ship will be red-shifted when it reaches the bow, because while the light is travelling, the space-ship is accelerating. Going the other way, the signal is blue-shifted. The philosohical issue is how to combine this with the principle of equivalence. If we have a pair of identical clocks, for specificity imagine atomic clocks, the clocks must \"tick\" at the same rate as the signals they send out. The signals get doppler shifted, and we are forced to conclude that the rate at which the clocks tick exactly matches the signals, and since the signals are doppler shifted, we wind up concluding that the clocks themselves speed up or slowing down depending on their position when we adopt an accelerating frame.\n\nThis isn't just theory, by the way. Tests with the Mossbauer effect show the phenomenon is real, gamma rays emitted from a lower sorce won't \"resonate\" with the upper source in a gravitational field.\n\nThis argument shows the need for a paradigm shift. It's clear that \"inertial forces\" simply can't explain how clocks tick at different rates depending on their position, we need something more.\n\nI'm not aware of any substitute here for simply doing the math. The two textbook treatments of accelerated frames I'm aware of ([URL='https://www.amazon.com/dp/0716703440/?tag=pfamazon01-20 and MTW's - see links for details) both use tensors. Some of the basic issues can be outlined with simple algebra, as in our example of two clocks at the bow and stern of the acclerating rocket exchanging signals, but usually such treatments are not full enough to give a complete picture of how the accelerated frame works. They are good enough to show that the \"inertial force\" model of accelerated frames will not be sufficiently general in special relativity, however.\n[/URL]\nI think such questions often arise when one is trying to learn special relativity. Unfortunately, I don't think they can be fully answered until after one has learned SR on its own terms in the simpler case of a non-accelerated frame first. After that, one needs a high degree of abstraction - and a willingness to do the math. It would probably be possible to get somewhere without tensors on ones own if one has the neessary ability to do error-free algebra (either on ones own or with modern symbolic algebra packages), and the justified confidence to believe one own's results. But, if one wants the support of the literature, of reading what's been written about the topic, one has the not-insignificant task of learning about tensors to be able to follow the existing treatments.\n\nLast edited by a moderator:\nDrGreg\nGold Member\n$m \\frac{dV}{dt} = F$\nPresumably a typo, but that should be ## \\frac{DV}{d\\tau}##, where ##\\tau## is proper time.\n\nstevendaryl\nStaff Emeritus\nPresumably a typo, but that should be ## \\frac{DV}{d\\tau}##, where ##\\tau## is proper time.\n\nNo, it's not a typo. I was talking about Newtonian physics, where $t$ is universal.\n\n•",
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"DrGreg\nstevendaryl\nStaff Emeritus\nNo, it's not a typo. I was talking about Newtonian physics, where $t$ is universal."
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https://studylib.net/doc/14832582/a-reinforcement-learning-based-algorithm-for-finite-horiz... | [
"# A Reinforcement Learning Based Algorithm for Finite Horizon Markov Decision Processes\n\nadvertisement",
null,
"```Proceedings of the 45th IEEE Conference on Decision & Control\nManchester Grand Hyatt Hotel\nSan Diego, CA, USA, December 13-15, 2006\nFrB09.1\nA Reinforcement Learning Based Algorithm for Finite Horizon Markov\nDecision Processes\nShalabh Bhatnagar and Mohammed Shahid Abdulla\nDepartment of Computer Science and Automation,\nIndian Institute of Science, Bangalore, INDIA.\ne-mail:{shalabh,shahid}@csa.iisc.ernet.in\nAbstract— We develop a simulation based algorithm for\nfinite horizon Markov decision processes with finite state and\nfinite action space. Illustrative numerical experiments with the\nproposed algorithm are shown for problems in flow control of\ncommunication networks and capacity switching in semiconductor fabrication.\nKeywords\nFinite horizon Markov decision processes, reinforcement learning, two timescale stochastic approximation,\nactor-critic algorithms, normalized Hadamard matrices.\nI. I NTRODUCTION\nMarkov decision processes (MDPs) are a general\nframework for solving stochastic control problems .\nValue iteration and policy iteration are two of the classical approaches for solving the Bellman equation for\noptimality. Whereas value iteration proceeds by recursively iterating over value function estimates starting\nfrom a given such estimate, policy iteration does so by\niterating over policies and involves updates in two nested\nloops. The inner loop estimates the value function for a\ngiven policy update while the outer loop updates the\npolicy. The former estimates are obtained as solutions\nto linear systems of equations, known as the Poisson\nequations, that are most often solved using value iteration type recursions rather than explicit matrix inversion.\nThis is particularly true when the numbers of states\nand actions are large (the ‘curse of dimensionality’).\nHowever, in the above classical approaches, one requires\ncomplete knowledge of the system model via transition\nprobabilities. Even if these are available, the ‘curse\nof dimensionality’ threatens the computational requirements for solving the Bellman equation as these become\nprohibitive. Motivated by these considerations, research\non simulation-based methods that largely go under the\nrubric of reinforcement learning or neuro-dynamic programming have gathered momentum in recent times.\nThe main idea in these schemes is to simulate transitions\ninstead of directly computing transition probabilities and,\nin scenarios where the numbers of states and actions are\nlarge, use parametric representations of the cost-to-go\nfunction and/or policies.\nThe inner loop of the policy iteration algorithm,\nfor any given policy update, may typically take a long\ntime to converge. In , an actor-critic algorithm\nbased on two-timescale stochastic approximation was\nproposed. A simulation-based analog of policy iteration,\nthe algorithm proceeds using two coupled recursions\ndriven by different step-size schedules or timescales. The\npolicy evaluation step of policy iteration is performed\non the faster timescale while the policy improvement\n1-4244-0171-2/06/\\$20.00 ©2006 IEEE.\n5519\nstep is carried out along the slower one, the advantage\nbeing that one need not wait for convergence of the\ninner-loop before an outer-loop update unlike regular\npolicy iteration. Instead, both recursions are executed in\ntandem, one after the other, and the optimal policy-value\nfunction pair are obtained upon convergence of the algorithm. This idea of two-timescale stochastic approximation is further applied in , where parameterizations of\nboth value function (termed ‘critic’), and policy (termed\n‘actor’) are considered. As yet another application of\nthe two-timescale method, the simulation-based policy\niteration algorithm of performs updates in the space\nof deterministic stationary policies and not randomized\nstationary policies (RSPs) as in , . While not stationary, the proposed algorithm RPAFA uses randomized\npolicies as well. On the slower timescale, a gradient\nsearch using simultaneous perturbation stochastic approximation (SPSA) gradient estimates is performed and\nconvergence to a locally optimal policy is shown. While\ngradient search on the slower timescale is recommended\nin , no specific form of the gradient estimates is\nproposed there. The SPSA estimates used in are of\nthe two-measurement form first proposed in , while\na one-measurement form of SPSA was proposed in\n. A performance-enhancing modification to this latter\nalgorithm was described in that used deterministic\nperturbation sequences derived from certain normalized\nHadamard matrices. This last form of SPSA is used in\nthe proposed RPAFA algorithm.\nThe algorithm of is for infinite horizon discounted cost MDPs. Obtaining a solution to the Poisson\nequation (along the faster timescale) is simpler there as\nthe cost-to-go depends only on the state and is stageinvariant (i.e. stationary). Since we consider the finite\nhorizon setting here, the cost-to-go is now a function\nof both state and stage. The faster timescale updates\nnow involve T ‘stage-wise’ coupled stochastic recursions\nin addition to being ‘state-wise’ coupled, where T is\nthe planning horizon. Therefore, the resulting system of\nequations that need to be solved is T −fold larger than\nin . Numerical experiments in are shown over\na setting of flow control in communication networks.\nWe consider experiments not only in this setting, but\nalso on another setting involving capacity allocation in\nsemi-conductor fabs. Further, as already pointed out, \nconsiders the setting of compact (non-discrete) action\nsets while we consider a finite action setting in our work.\nReinforcement learning algorithms have generally\nbeen developed and studied as infinite horizon MDPs\nunder the discounted cost or the long-run average cost\ncriteria. For instance, approximate DP methods of TD\nlearning [2, §6.3], Q-learning [2, §6.6] and actor-critic\n45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006\nFrB09.1\nalgorithms etc., have been developed in the infinite\nhorizon framework. However, in most real life scenarios,\nfinite horizon decision problems assume utmost significance. For instance, in the design of a manufacturing fab,\none requires planning over a finite decision horizon. In\na communication network, flow and congestion control\nproblems should realistically be studied only as finite\nhorizon decision making problems, since the amount\nof time required in clearing congestion and restoring\nnormal traffic flows in the network is of prime concern.\nFinite-horizon tasks also form natural subproblems in\ncertain kinds of infinite-horizon MDPs, e.g. [9, §2]\nillustrates this by using models from semiconductor fabrication and communication networks where each transition of the upper level infinite-horizon MDP spawns a\nfinite-horizon MDP at a lower level. Policies in finite\nhorizon problems depend on stage and need not be\nstationary, thereby contributing in severity to the ‘curse\nof dimensionality’.\nWe develop in this paper, two-timescale stochastic\napproximation based actor-critic algorithms for finite\nhorizon MDPs with finite state and finite action sets.\nMost of the work on developing computationally efficient algorithms for finite horizon problems, however,\nassumes that model information is known. For instance,\nin , the problem of solving a finite horizon MDP\nunder partial observations is formulated as a nonlinear\nprogramming problem and a gradient search based solution methodology is developed. For a similar problem,\na solution procedure based on genetic algorithms and\nmixed integer programming is presented in . In ,\na hierarchical structure using state aggregation is proposed for solving finite horizon problems. In contrast, we\nassume that information on transition probabilities (or\nmodel) of the system is not known, although transitions\ncan be simulated. In , three variants of the Q-learning\nalgorithm for the finite horizon problem are developed\nassuming lack of model information. However, the finite\nhorizon MDP problem is embedded as an infinite horizon\nMDP either by adding an absorbing state at the terminal\nstage (or the end of horizon) or a modified MDP is\nobtained by restarting the process by selecting one of the\nstates at the initial (first) stage of the MDP according to\nthe uniform distribution, once the terminal stage is hit.\nOur approach is fundamentally different from that in\n. In particular, we do not embed the finite horizon\nMDP into an infinite horizon one. The solution procedure that one obtains using the approach in is at\nbest only approximate, a restriction not applicable to\nour work. In the limit as the number of updates goes\nto infinity, our algorithms converge to the optimal T stage finite horizon policy. Our algorithms update all\ncomponents of the policy vector at every update epoch,\nresulting in the near-equal convergence behaviour of\nr−th stage policy components and costs-to-go, for each\nr ∈ {0, 1, ..., T − 1}.\nFurther, the method of is a trajectory-based\nscheme, in that repeated simulations of entire T −length\ntrajectories are performed, whereas our algorithm uses\nsingle transitions. In the former method, not all\n(state,action) pairs are sufficiently explored and hence\na separate exploration function is needed. Apart from a\nlook-up table proportional in the number of actions perstate, the algorithm of also requires counters for the\nnumber of times a (state,action) pair has been seen by\nthe algorithm.\nSection II describes the framework of a finitehorizon MDP, provides a brief background of the tech-\nniques used, and proposes the algorithm. In section III,\nwe illustrate numerical experiments in the framework of\nflow control in communication networks and capacity\nswitching in semiconductor fabrication wherein we compute the optimal costs and policies using the proposed\nalgorithm and compare performance with Dynamic Programming using certain performance metrics. We dwell\non some future directions in section IV.\nII. F RAMEWORK AND A LGORITHMS\nConsider an MDP {Xr , r = 0, 1, ..., T } with decision horizon T < ∞. Suppose {Zr , r = 0, 1, ..., T − 1}\nbe the associated control valued process. Decisions are\nmade at instants r = 0, 1, ..., T − 1, and the process\nterminates at instant T . Let state space at epoch r be\nSr , r = 0, 1, ..., T and let the control space at epoch\nr be Cr , r = 0, 1, ..., T − 1. Note that ST is the set\nof terminating states of this process. Let Ur (ir ) ⊂\nCr , r = 0, 1, ..., T − 1, be the set of all feasible controls\nin state ir , in period r. Let pr (i, a, j), i ∈ Sr , a ∈\nUr (i), j ∈ Sr+1 , r = 0, 1, ..., T −1 denote the transition\nprobabilities associated with this MDP. The transition\ndynamics of this MDP is governed according to\nP (Xr+1 = ir+1 |Xk = ik , Zk = ak , 0 ≤ k ≤ r) =\npr (ir , ar , ir+1 )\nr = 0, 1, ..., T − 1, for all i0 , i1 , ..., iT , a0 , a1 , ..., aT −1 ,\nin appropriate sets. We define an admissible policy π\nas a set of T functions π = {µ0 , µ1 , ..., µT −1 } with\nµr : Sr −→ Cr such that µr (i) ∈ Ur (i), ∀i ∈\nSr , r = 0, 1, ..., T − 1. Thus at (given) instant r with\nthe system in say state i, the controller under policy π\nselects the action µr (i). Let gr (i, a, j) denote the single\nstage cost at instant r when state is i ∈ Sr , the action\nchosen is a ∈ Ur (i) and the subsequent next state is\nj ∈ Sr+1 , respectively, for r = 0, 1, ..., T − 1. Also,\nlet gT (k) denote the terminal cost at instant T when\nthe terminating state is k ∈ ST . The aim here is to\nfind an admissible policy π = {µ0 , µ1 , ..., µT −1 } that\nminimizes for all i ∈ S0 ,\nV0i (π) =\nE\nT −1\ngT (XT ) +\ngr (Xr , µr (Xr ), Xr+1 )|X0 = i\n.\nr=0\n(1)\nThe expectation above is over the joint distribution\nof X1 , X2 , ..., XT . The dynamic programming algorithm for this problem is now given as follows (see\n): for all i ∈ ST ,\nVTi (π) = gT (i)\n(2)\nand for all i ∈ Sr , r = 0, 1, ..., T − 1,\nVri (π) =\nmin\na∈Ur (i)\n⎧\n⎨ ⎩\nj∈Sr+1\n⎫\n⎬\nj\npr (i, a, j)(gr (i, a, j) + Vr+1\n(π)) ,\n⎭\n(3)\nrespectively.\n5520\n45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006\nFrB09.1\nA. Brief Overview and Motivation\nH2k ×2k =\nNote that using dynamic programming, the original\nproblem of minimizing, over all admissible policies π,\nthe T -stage cost-to-go V0i (π), ∀i ∈ S0 , as given in (1),\nis broken down into T coupled minimization problems\ngiven by (2)-(3) with each such problem defined over\nthe corresponding feasible set of actions for each state.\nHere,‘coupled’ means that the r−th problem depends on\nthe solution of the (r + 1)−th problem, for 0 ≤ r < T .\nIn this paper, we are interested in scenarios where the\npr (i, a, j) are not known, however, where transitions can\nbe simulated. Thus, given that the state of the system at\nepoch r (r ∈ {0, 1, .., T −1}) is i and action a is picked\n(possibly randomly), we assume that the next state j can\nbe obtained through simulation.\nWe combine the theories of two-timescale stochastic\napproximation and SPSA to obtain actor-critic algorithms that solve all the T coupled minimization problems (2)-(3), under the (above) lack of model information constraint. For the case of infinite horizon problems,\n, and all use two-timescale stochastic approximation algorithms of which adopts two-simulation\nSPSA to estimate the policy gradient.\nBefore we proceed further, we first motivate the use\nof SPSA based gradient estimates and two timescales in\nour algorithm. Suppose we are interested in finding the\nminimum of a function F (θ) when F is not analytically\navailable, however, noisy observations f (θ, ξn ), n ≥ 0\nof F (θ) are available with ξn , n ≥ 0 being i.i.d. random\nvariables satisfying F (θ) = E[f (θ, ξn )]. The expectation above is taken w.r.t. the common distribution of ξn ,\nn ≥ 0. Let θ = (θ1 , ..., θq )T , ∆i (n), i = 1, ..., q, n ≥ 0\nbe generated according to the method in section II-A.1\nbelow and let ∆(n) = (∆1 (n), . . . , ∆N (n))T , n ≥ 0.\nLet θ(n) denote the nth update of parameter θ. For a\ngiven (small) scalar δ > 0, form the parameter vector\nθ(n) + δ∆(n). Then the one-measurement SPSA gra˜ i F (θ(n)) of ∇i F (θ(n)), i = 1, . . . , q\ndient estimate ∇\nhas the form (cf. algorithm SPSA2-1R of :\n˜ i F (θ(n)) = f (θ(n) + ∆(n), ξn ) ,\n∇\nδ∆i (n)\nH2k−1 ×2k−1\nH2k−1 ×2k−1\nH2k−1 ×2k−1\n−H2k−1 ×2k−1\n,\nfor k > 1.\n2) Two-timescale stepsizes: Let {b(n)} and\n{c(n)} be two step-size schedules that satisfy\nn\nb(n) =\nn\nc(n) = ∞,\nb(n)2 ,\nn\nc(n)2 < ∞,\nn\nand\nc(n) = o(b(n)),\nrespectively. Thus {c(n)} goes to zero faster than\n{b(n)} does and corresponds to the slower timescale\n(since beyond some integer N0 (i.e., for n ≥ N0 ),\nthe sizes of increments in recursions that use {c(n)}\nare uniformly the smallest, and hence result in slow\nalbeit graceful convergence). Likewise, {b(n)} is the\nfaster scale. Informally, a recursion having b(n) as the\nstepsize views a recursion that has stepsize c(n) as static\nwhilst the latter recursion views the former as having\nconverged.\nB. Proposed Algorithm (RPAFA)\nThe acronym RPAFA stands for ‘Randomized Policy\nAlgorithm over Finite Action sets’. In the following, for\nnotational simplicity and ease of exposition, we assume\nthat the state and action spaces are fixed and do not\nvary with stage. Thus S and C respectively denote the\nstate and control spaces. Further, U (i) denotes the set of\nfeasible actions in state i ∈ S and is also stage invariant.\nThe set U (i) of feasible actions in state i is assumed\nfinite. Further, we assume that each set U (i) has exactly\n(q + 1) elements u(i, 0), . . ., u(i, q) that however may\ndepend on state i. For theoretical reasons, we will need\nthe following assurance on per-stage costs.\nAssumption (A) The cost functions gr (i, a, j), i, j ∈ S,\na ∈ U (i), are bounded for all r = 0, 1, ..., T −1. Further,\ngT (i) is bounded for all i ∈ S.\nWe now introduce a Randomized Policy (RP). Let\nπr (i, a) be the probability of selecting action a in state\ni at instant r and let π̂r (i) be the vector (πr (i, a), i ∈\nS, a ∈ U (i)\\{u(i, 0)})T , r = 0, 1, ..., T −1. Thus given\nπ̂r (i) as above, the probability πr (i, u(i, 0)) of selecting\naction u(i, 0) in state i at instant r is automatically\nq\nspecified as πr (i, u(i, 0)) = 1 − j=1 πr (i, u(i, j)).\nHence, we identify a RP with π̂ = (π̂r (i), i ∈ S, 0 ≤\nr ≤ T − 1)T . Let S̄ = {(y1 , . . . , yq )|yj ≥ 0, ∀j =\nq\n1, . . . , q, j=1 yj ≤ 1} denote the simplex in which\nπ̂r (i), i ∈ S, r = 0, 1, ..., T − 1 take values. Suppose\nP : Rq → S̄ denotes the projection map that projects\nπ̂r (i) to the simplex S̄ after each update of the algorithm\nbelow.\n(4)\nNote that only one measurement (corresponding to\nθ(n) + δ∆(n)) is required here.\nAlso observe that unlike SPSA estimates, KieferWolfowitz gradient estimates require 2q (resp. (q + 1))\nmeasurements when symmetric (resp. one-sided) differences are used. We now describe the construction of the\ndeterministic perturbations ∆(n), n ≥ 1, as proposed in\n.\n1) Construction for Deterministic Perturbations: Let H be a normalized Hadamard matrix (a\nHadamard matrix is said to be normalized if all the elements of its first row and column are 1s of order P with\nP ≥ q + 1). Let h(1), ..., h(q) be any q columns other\nthan the first column of H, thus forming a new (P ×q)–\ndimensional matrix Ĥ. Let Ĥ(p), p = 1, ..., P denote\nthe P rows of Ĥ. Now set ∆(n) = Ĥ(n mod P + 1),\n∀n ≥ 0. The perturbations are thus generated by cycling\nthrough the rows of the matrix Ĥ. Here P is chosen as\nP = 2log2 (q+1) . It is shown in that under the above\nchoice of P , the bias in gradient estimates asymptotically\nvanishes. Finally, matrices H ≡ HP ×P of dimension\nP × P , for P = 2k , are systematically constructed as\nfollows:\n1 1\n,\nH2×2 =\n1 −1\nAlgorithm RPAFA\n• Step 0 (Initialize): Fix π̂0,r (i, a), ∀i ∈ S, a ∈\nU (i), 0 ≤ r ≤ T − 1 as the initial RP iterate.\nFix integers L and (large) M arbitrarily. Fix a\n(small) constant δ > 0. Choose step-sizes b(n) and\nc(n) as in Section II-A.2. Generate Ĥ as in Section\nII-A.1. Set Vk,r (i) = 0, ∀0 ≤ r ≤ T − 1, and\nVk,T (i) = gT (i), 0 ≤ k ≤ L − 1, i ∈ S as initial\nestimates of cost-to-go. Set ‘actor’ index n := 0.\n• Step 1: For all i ∈ S, 0 ≤ r ≤ T − 1, do:\n– Set ∆n,r (i) := Ĥ(n mod P + 1),\n– Set π̄n,r (i) := P (π̂n,r (i) +δ∆n,r (i)).\n5521\n45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006\n•\nFrB09.1\ntransition probability matrix PT̃ , and in order to compute\nthese we use the approximation method of [15, §6.8].\nSince each state has the same q + 1 admissible controls,\nq + 1 number of PT̃ matrices of size B × B each are\nrequired. This storage required becomes prohibitive as\neither the state space increases, or the discretization is\nmade finer. Also note that the amount of computation\nrequired for PT̃ also depends upon the convergence\ncriteria specified for the method in [15, §6.8]. Besides,\nsuch probabilities can only be computed for systems\nwhose dynamics are well known, our setting being that\nof a well-studied M/M/1/B queue.\nStep 2 (Critic): For ‘critic’ index m = 0, 1, ..., L−\n1, r = T − 1, T − 2, ..., 0, and i ∈ S, do\n– Simulate action φnL+m,r (i) according to distribution π̄n,r (i).\n– Simulate next state ηnL+m,r (i) according to\ndistribution pr (i, φnL+m,r (i), ·).\n– VnL+m+1,r (i) := (1 − b(n))VnL+m,r (i)\n+b(n)gr (i, φnL+m,r (i), ηnL+m,r (i))\n+b(n)VnL+m,r+1 (ηnL+m,r (i)).\nStep 3 (Actor): For i ∈ S, 0 ≤ r ≤ T − 1, do\nπ̂n+1,r (i) := P (π̂n,r (i) − c(n)\n•\nVnL,r (i) −1\n∆n,r (i))\nδ\npolicies for various r\n4.5\nSet n := n + 1.\nIf n = M , go to Step 4;\nelse go to Step 1.\nStep 4 (termination): Terminate algorithm and output π̄M as the final policy.\nt=1\nt=3\nt=6\nt=9\n4\n3.5\n3\nLambda-C\n•\nIII. S IMULATION R ESULTS\nA. Flow control in communication networks\n2.5\n2\n1.5\n1\n0.5\nWe consider a continuous-time queuing model of\nflow control. The numerical setting here is somewhat\nsimilar to that in . In , this problem is modelled\nin the infinite horizon discounted cost MDP framework,\nwhile we study it in the finite horizon MDP framework\nhere. Flow and congestion control problems are suited\nto a finite horizon framework since a user typically\nholds the network for only a finite time duration. In\nmany applications in communication networks, not only\nis the time needed to control congestion of concern,\nthese applications must also be supported with sufficient\nbandwidth throughout this duration.\nAssume that a single bottleneck node has a finite\nbuffer of size B. Packets are fed into the node by\nboth an uncontrolled Poisson arrival stream with rate\nλu = 0.2, and a controlled Poisson process with rate\nλc (t) at instant t > 0. Service times at the node are\ni.i.d., exponentially distributed with rate 2.0. We assume\nthat the queue length process {Xt , t > 0} at the node\nis observed every T̃ instants, for some T̃ > 0, upto\nthe instant T̃ T . Here T stands for the terminating stage\nof the finite horizon process. Suppose Xr denotes the\nqueue length observed at instant r T̃ , 0 ≤ r ≤ T . This\ninformation is fed back to the controlled source which\nthen starts sending packets at λc (Xr ) in the interval\n[rT̃ , (r + 1)T̃ ), assuming there are no feedback delays.\nWe use B = 50 and T = 10, and designate the ‘target\nstates’ T̂r as evenly spaced states within the queue i.e.,\n{T̂1 = 40, T̂2 = 37, T̂3 = 34, ..., T̂9 = 16, T̂10 = 0}.\nThe one-step transition cost under a given policy π\nis computed as gr (ir , φr (ir ), ir+1 ) = ir+1 − T̂r+1\nwhere φr (ir ) is a random variable with law πr (ir ).\nAlso, gT (i) = 0, ∀i ∈ S. Such a cost function penalizes\nstates away from the target states T̂r+1 , apart from\nsatisfying Assumption (A). The goal thus is to maximize\nthroughput in the early stages (r small), while as r\nincreases, the goal steadily shifts towards minimizing\nthe queue length and hence the delay as one approaches\nthe termination stage T .\nFor the finite action setting, we discretize the interval\n[0.05, 4.5] so as to obtain five equally spaced actions\nin each state. For purposes of comparison, we also implemented the DP algorithm (1)-(2) for the finite action\nsetting. Application of DP presupposes availability of the\n0\n0\n5\nFig. 1.\n10\n15\n20\n25\nStates\n30\n35\n40\n45\n50\nOptimal Policy computed Using DP\nRPAFA: policy for various r\n4.5\nr=1\nr=3\nr=6\nr=9\n4\n3.5\nLambda-C\n3\n2.5\n2\n1.5\n1\n0.5\n0\n0\n5\n10\n15\n20\n25\n30\n35\n40\n45\n50\nStates\nFig. 2.\nPolicy computed using RPAFA\nFinite Horizon Costs-to-go\n110\nDP\nRPAFA\n100\nCost-to-go\n90\n80\n70\n60\n50\n0\n5\n10\nFig. 3.\n15\n20\n25\nStates\n30\n35\n40\n45\n50\nComparison of Costs-to-go\nThe policy obtained using finite-horizon DP with PT̃\ncomputed as above is shown in Figure 1. Note how the\npolicy graphs shift to the left as the target state moves\nto the left for increasing r. Thus, the throughput of the\n5522\n45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006\nFrB09.1\nr=2\nr=6\nr=10\n37\n25\n0\n27.1±6.3 22.4±5.1 5.7±3.6\n19.2±6.5 19.4±4.8 8.9±5.3\nTABLE I\nOBSERVED E(ir ) FOR THE PROPOSED ALGORITHM\nB. Capacity Switching in Semiconductor Fabs\nTarget T̂r\nDP\nRPAFA\nWe first briefly describe the model of a semiconductor fabrication unit, considered in . The factory\nprocess {Xr |X0 = i}, 1 ≤ r ≤ T , i ∈ S0 is such\nthat each Xr is a vector of capacities at time epochs\n(A,i),w\nrepresenting\nr ∈ {1, 2, ..., T }, the components Xr\nthe number of type w machines allocated to performing\noperation i on product A. The duration of the planning\nhorizon is T , casting this problem as a finite horizon\nMarkov Decision Process. A type w machine indicates\na machine capable of performing all operations which\nare letters in the ‘word’ w. Note that the product A\nrequires the operation i for completion and that the word\nw contains the letter i, among others. The word w of a\nmachine can also contain the action 0 - indicating idling.\nThe control µr (Xr ) taken at stages 0 ≤ r ≤ T − 1\n(A,i),w,(B,j)\nwould be to switch ur\nmachines of type w\nfrom performing operation i on product A to performing\noperation j on product B.\nAs in inventory control models, the randomness in\nthe system is modeled by the demand DrA for product\nA at stages 0 ≤ r ≤ T − 1. The per-step transition cost\ne\n, for every\nconsists of costs for excess inventory (KA\nb\nunit of product A in inventory), backlog (KA\n), cost of\no\n, one-stage operating cost for a machine\noperation (Kw\nof type w) and the cost of switching capacity from one\ns\ntype of operation to another (Kw\n, the cost of switching\na machine of type w from one type of production to\nanother). In all these costs, further complications can be\ns\ncould be indexed with the\nadmitted, e.g., the cost Kw\nsource product-operation pair (A, i) and the destination\npair (B, j).\nWe consider here a simple model also experimented\nwith in where the infinite horizon discounted\ncost for a semiconductor fab model was computed\nusing function approximation coupled with the policy\niteration algorithm. In contrast, we do not use function\napproximation and adopt a finite horizon of 10. The\ncost structure, however, remains the same as . In\nparticular, we consider a fab producing two products (A\nand B), both requiring two operations, ‘litho’ and ‘etch’\n(call these l and e). We have a fab with 2 litho and 2\netch machines that can each perform the corresponding\noperation on either A or B. We denote the operations\n{A, l} (i.e., ‘litho on A’) as 1, {A, e} as 2, {B, l} as\n3 and {B, e} as 4, implying that the word w of a litho\nmachine is 013 and that of an etch machine is 024. The\nproduct-operation pairs that admit non-zero capacities\nare therefore: (A, 1), (A, 2), (B, 3), and (B, 4).\nThe fab’s throughput Pr\n=\n(PrA , PrB )\nis\nconstrained\nby\nthe\nfollowing\nrelation:\n(A,1),013\n(A,2),024\n, Xr\n) and PrB =\nPrA = min(Xr\n(B,3),013\n(B,4),024\n0.5·min(Xr\n, Xr\n), 0 ≤ r ≤ T − 1\nimplying the slower production of B. We assume\nthat no machine is idling and therefore the capacity\nallocated to product B, given capacity allocated to\nA, is simply the remainder from 2 for both litho and\n(B,3),013\n(A,1),013\n= 2 − Xr\n,\netch. Therefore, these are Xr\n(B,4),024\n(B,4),024\nXr\n=\n2 − Xr\n. We also\n∈\n{−1, 0, 1},\nconstrain the inventories: IrA\nIrB ∈ {−0.5, 0, 0.5}, 0 ≤ r ≤ T − 1. The state\nis thus completely described by the quadruplet:\n(A,1),013\n(A,2),024\n, Xr\n, IrA , IrB ), 0 ≤ r ≤ T .\nXr = (Xr\nOne can choose a lexicographic order among the\npossible starting states X0 , which are 34 = 81 in\nnumber.\nCapacity switching at stage 0 ≤ r ≤ T − 1 is\nr=2\nr=6\nr=10\n37\n25\n0\n0.07±0.13 0.21±0.34 0.19±0.31\n0.01±0.03 0.13±0.22 0.14±0.24\nTABLE II\nP ROBABILITIES pr = P (ir = T̂r ± 1)\nTarget T̂r\nDP\nRPAFA\nsystem decreases from one stage to another as the target\nqueue length is brought closer to zero.\nThe algorithm RPAFA is terminated at iteration n\nwhere errn ≤ 0.01. The convergence criterion is\nerrn =\nmax\ni∈S,k∈{1,2,...,50}\nπn (i) − πn−k (i) 2 ,\nwhere πn (i) = (πn,r (i, a), 0 ≤ r ≤ T − 1, a ∈ U (i))T .\nFurther, · 2 is the Euclidean norm in RT ×(q+1) .\nOn a Pentium III computer using the C programming\nlanguage, termination required upto 47 × 103 updates\nand 8 × 103 seconds. The policy obtained is shown\nin Figure 2, where for each state the source rate\nindicated is the rate that has the maximum probability\nof selection. Also shown in Figure 3 is the finite-horizon\ncost for each state in a system operating under the\npolicies in Figure 1 and Figure 2, respectively. The\nplots shown in Figure 3 are obtained from 2 × 105\nindependent sample trajectories {i0 , i1 , ..., i10 }, each\nstarting from state i0 = 0 with a different initial seed.\nTables I, II and III show performance comparisons\nof the proposed algorithm for various metrics with\nmean and standard deviation taken over the (above\nmentioned) 2 × 105 independent sample trajectories.\nTable I shows the mean queue length E(ir ) at\ninstants r = 2, 4, 6, 8, and 10, respectively, with the\ncorresponding standard deviation. With T̂r defined\nas the ‘target’ state at instant r, Table II shows the\nprobability of the system being in states T̂r ± 1 at the\nabove values of r. Table III shows the mean one-stage\ncost E(gr−1 (ir−1 , µr−1 (ir−1 ), ir )) = E(|ir − T̂r |)\nincurred by the system during transition from ir−1\nto ir under policy π. Note that the relatively bad\nperformance of RPAFA is since it applies a randomized\npolicy wherein the optimal action, though having a high\nprobability of selection, may not be selected each time.\nThe approximate DP algorithm in this case converges much faster since transition probabilities using\nthe method in are easily computed in this setting.\nHowever, in most real life scenarios, computing these\nprobabilities may not be as simple, and one may need\nto rely exclusively on simulation-based methods.\nr=2\nr=6\nr=10\n37\n25\n0\n10.5±5.5 5.2±3.6 5.8±3.6\n18.0±6.3 6.7±3.9 8.8±5.3\nTABLE III\nM EAN ONE - STAGE COSTS E(|ir − T̂r |)\nTarget T̂r\nDP\nRPAFA\n5523\n45th IEEE CDC, San Diego, USA, Dec. 13-15, 2006\nRPAFA\nIterations\n1500\nTime in sec.\n209\nTABLE IV\nerrn\n0.1\nFrB09.1\nMax Error\n30.4\nperform better and converge faster as compared to onesimulation SPSA, which could be derived along similar\nlines (see ). In order to further improve performance,\nefficient simulation-based higher order SPSA algorithms\nthat also estimate the Hessian in addition to the gradient\nalong the lines of could also be explored.\nP ERFORMANCE OF RPAFA\nspecified by the policy component µr . Thus µr (Xr ) is\na vector such that µr (Xr ) = (µr (Xr , 1), µr (Xr , 2)),\n(A,1),013\n(A,1),013\nmaking Xr+1\n= Xr\n+ µr (Xr , 1) (similarly\n(A,2),024\nfor Xr+1\n). Note that controls µr (Xr ) belong to\nthe feasible action set Ur (Xr ), and that in our setting\n0 ≤ |Ur (Xr )| ≤ 9, the state ‘group’ (1, 1, xA , yB ),\n∀xA ∈ {−1, 0, 1}, ∀yB ∈ {−0.5, 0, 0.5} having the\nmaximum of 9 actions. We take the various one-step\ne\ne\nb\nb\n= 2, KB\n= 1, KA\n= 10, KB\n= 5,\ncosts to be KA\no\no\ns\ns\nK013\n= 0.2, K024\n= 0.1, K013\n= 0.3 and K024\n= 0.3.\nThe noise (demand) scheme is such that: DrA = 1\nw.p. 0.4, DrA = 2 otherwise, and DrB = 0.5 w.p.\n0.7, DrB = 1 otherwise, for all 0 ≤ r ≤ T − 1.\nWe assume that the control µr (Xr ) is applied to the\nstate Xr at the beginning of the epoch r whereas the\n(A,1),013\n=\ndemand Dr is made at the end of it, i.e., Xr+1\n(A,1),013\n(A,2),024\n(A,2),024\nXr\n+ µr (Xr , 1), Xr+1\n= Xr\n+\nA\nµr (Xr , 2), Ir+1\n= max(min(IrA + PrA − DrA , 1), −1),\nA\nIr+1\n= max(min(IrB + PrB − DrB , 0.5), −0.5)). We\nalso take the terminal cost KT (XT ) to be 0. Thus, we\nhave the per-stage cost:\nAcknowledgments\nThis work was supported in part by Grant no.\nSR/S3/EE/43/2002-SERC-Engg from the Department of\nScience and Technology, Government of India.\nR EFERENCES\n M. Puterman, Markov Decision Processes: Discrete\nStochastic Dynamic Programming.\nNew York: John\nWiley, 1994.\n D. Bertsekas and J. Tsitsiklis, Neuro-Dynamic Programming. Belmont, MA: Athena Scientifi c, 1996.\n V. Konda and V. Borkar, “Actor–Critic Type Learning Algorithms for Markov Decision Processes,” SIAM Journal\non Control and Optimization, vol. 38, no. 1, pp. 94–123,\n1999.\n V. Konda and J. Tsitsiklis, “Actor–Critic Algorithms,”\nSIAM Journal on Control and Optimization, vol. 42, no. 4,\npp. 1143–1166, 2003.\n S. Bhatnagar and S. Kumar, “A Simultaneous Perturbation\nStochastic Approximation–Based Actor–Critic Algorithm\nfor Markov Decision Processes,” IEEE Transactions on\nAutomatic Control, vol. 49, no. 4, pp. 592–598, 2004.\n J. Spall, “Multivariate stochastic approximation using a\nsimultaneous perturbation gradient approximation,” IEEE\nTransactions on Automatic Control, vol. 37, no. 1, pp.\n332–341, 1992.\n ——, “A One–Measurement Form of Simultaneous Perturbation Stochastic Approximation,” Automatica, vol. 33,\nno. 1, pp. 109–112, 1997.\n S. Bhatnagar, M. Fu, S. Marcus, and I.-J. Wang, “Two–\ntimescale simultaneous perturbation stochastic approximation using deterministic perturbation sequences,” ACM\nTransactions on Modeling and Computer Simulation,\nvol. 13, no. 4, pp. 180–209, 2003.\n H. Chang, P. Fard, S. Marcus, and M. Shayman, “Multitime Scale Markov Decision Processes,” IEEE Transactions on Automatic Control, vol. 48, no. 6, pp. 976–987,\n2003.\n Y. Serin, “A nonlinear programming model for partially\nobserved Markov decision processes: fi nite horizon case,”\nEuropean Journal of Operational Research, vol. 86, pp.\n549–564, 1995.\n A. Lin, J. Bean, and C. White, III, “A hybrid genetic/optimization algorithm for fi nite horizon partially\nobserved Markov decision processes,” INFORMS Journal\nOn Computing, vol. 16, no. 1, pp. 27–38, 2004.\n C. Zhang and J. Baras, “A hierarchical structure for\nfi nite horizon dynamic programming problems,” Technical\nReport TR2000-53, Institute for Systems Research, University of Maryland, USA, 2000.\n F. Garcia and S. Ndiaye, “A learning rate analysis of\nreinforcement learning algorithms in fi nite-horizon,” in\nProceedings of the Fifteenth International Conference on\nMachine Learning, Madison, USA, 1998.\n D. Bertsekas, Dynamic Programming and Optimal Control, Volume I. Belmont, MA: Athena Scientifi c, 1995.\n S. Ross, Introduction to Probability Models, 7/e. San\nDiego, CA: Academic Press, 2000.\n Y. He, S. Bhatnagar, M. Fu, S. Marcus, and P. Fard,\n“Approximate policy iteration for semiconductor fab-level\ndecision making - a case study,” Technical Report, Institute for Systems Research, University of Maryland, 2000.\n S. Bhatnagar, “Adaptive multivariate three–timescale\nstochastic approximation algorithms for simulation based\noptimization,” ACM Transactions on Modeling and Computer Simulation, vol. 15, no. 1, pp. 74–107, 2005.\nKr (Xr , µr (Xr ), Xr+1 ) =\no\no\ns\nA,2\ns\n2K013\n+ 2K024\n+ µA,1\nr ·K013 + µr ·K024\nA\ne\nB\ne\n+max(Ir+1\n, 0)·KA\n+ max(Ir+1\n, 0)·KB\nA\nb\nB\nb\n+max(−Ir+1\n, 0)·KA\n+ max(−Ir+1\n, 0)·KB\nThe resulting costs-to-go obtained using our algorithm is plotted in Figure 4. The states are sorted\nin decreasing order of the exact costs-to-go (computed\nusing DP). The corresponding cost computed using the\nconverged policy of RPAFA is seen to be reliably close\n- albeit higher than DP. The computing performance is\noutlined in Table IV. In the experiments we chose L\nand δ as 200 and 0.1, respectively.\nFinite Horizon Costs-to-go\n85\nRPAFA\nDP\n80\nCost-to-go\n75\n70\n65\n60\n55\n50\n0\n10\nFig. 4.\n20\n30\n40\n50\nStates in Sorted Order\n60\n70\n80\nComparison of Costs-to-go\nIV. F UTURE D IRECTIONS\nThe policy iteration algorithm used one-simulation\nSPSA gradient estimates with perturbation sequences\nderived from normalized Hadamard matrices. However,\nin general, two-simulation SPSA algorithms are seen to\n5524\n```"
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https://physics.stackexchange.com/questions/186693/explain-why-quantum-behavior-is-not-observed-in-daily-life/193408 | [
"Explain why quantum behavior is not observed in daily life\n\nHow come we don't see any \"Wave\" attached to a classical object such as a car?\n\nYou always see the object in the same place without any uncertainty.\n\nI am sure there are answers, but please use the simplest language understandable by general public.\n\n• Lasers are observable in daily life, and are a quantum phenomena. The wavelength of a car is reallllly small, and our sense organs did not evolve to see them. – Jon Custer May 29 '15 at 20:01\n• Every atom in your body only exists because of QM. Are you telling me that you can't observe yourself? Magnets are macroscopic quantum systems and a hospital near you probably has an MRI system with a multi-ton superconducting magnet in a macroscopic quantum state. That magnet is being used to detect quantum transitions of the spins of hydrogen nuclei in your body. The list of examples of quantum mechanical effects in your everyday life can be extended easily. That \"people\" don't know which effect they observe is quantum mechanical in nature is simply a matter of education. – CuriousOne May 29 '15 at 22:37\n• Too high temperature at the first place – Anixx May 29 '15 at 23:15\n• I agree with previous comments: some everyday effects deeply rely on quantum mechanics. Take for instance the cohesion of matter, which would not occur without QM (if I recall correctly). I also agree with some given answers: the so-called wave-like behavior is not visible due to its scale for most particles. – fffred Jul 10 '15 at 14:14\n\nQuantum mechanics became necessary as an underlying framework of classical mechanics due to experimental observations that classical mechanics and classical electrodynamics could not explain.\n\n1) The photoelectric effect, that light hitting metal extracts electrons with discrete energy characteristic if the metal, the effect can be explained only as a particle hitting the electron; classical electrodynamics says light is a wave with alternating electric and magnetic fields of continuous energy.\n\n2)the periodic table of elements which showed a limit to the fragmentation of matter into multiples of the weight of hydrogen. Classically fragmentation could be continuous and no structure could be predicted\n\n3)black body radiation, which could not be explained with classical thermodynamics and electromagnetism. The model that fitted the data had to posit that there were particles, called photons, in the electromagnetic radiation of energy E=h*nu .\n\nh is the Planck's constant and is the basic reason that quantum mechanical effects are not evident macroscopically. For classical mechanics h=0. In the quantum level it is a very small number but its value controls the dimensions in which quantum mechanical effects dominate by the Heisenberg Uncertainty Principle. This says:",
null,
"(ħ is the reduced Planck constant).\n\nAs a rule of thumb, quantum mechanical effects dominate when the uncertainty in position with the uncertainty in momentum is of the order or smaller than the inequality seen above.\n\nMacroscopic objects in general fulfill this automatically because ħ is such a small number, $6.62606957(29)×10^{-34}$ joule*seconds, that our accuracies of measuring the position and momentum of the car of the example are much larger than the variation in position and momentum of the car due to the underlying quantum mechanical variations. Our four senses are worse than our measuring instruments, of course.\n\nSo classical physics is adequate to describe experiments and situations where h is effectively zero.\n\nThe quantum mechanical effects surviving macroscopically are second level effects, like transistors, or the regularity of crystals, or the above numbered three discrepancies with classical physics. As other answers state one can prove mathematically that quantum mechanical solutions at the limit end up in classical solutions, though it needs quite some mathematical background to understand it is so.\n\n• I know your point of h=0 – kwei Chang Jun 2 '15 at 12:00\n• @annav What do you mean smaller than the inequality? – user100411 Apr 13 '17 at 16:42\n• @JohnDoe when d(p)*d(x) is smaller than h_bar one is in the quantum mechanical regime. – anna v Apr 13 '17 at 17:29\n• @annav So then we would have $\\hbar > \\sigma_x \\sigma_p \\geq \\frac{\\hbar}{2}$? – user100411 Apr 13 '17 at 17:55\n• @JohnDoe forget the h/2, it is order of magnitude and smaller, I just did not divide by two or had a bar sign . quantum effects appear ( solutions cannot be classical ,have to be calculated with quantum mechanical equations) it is order of magnitude, even for five times that. – anna v Apr 13 '17 at 18:02\n\nThis because though quantum physics applies everywhere, classical mechanics is a good approximation. Just like in special relativity, where as v -> 0 (or we as assume c -> $\\infty$), Newton's equations become more valid, the same thing happens in quantum mechanics.\n\nIn quantum mechanics, this called the Correspondence Principle. It formally says that as n (quantum number) -> $\\infty$, Newton's classical mechanics becomes more correct, but a simpler (though somewhat less correct) way of putting it is that as we \"zoom out\" (i.e. go to larger scales) classical mechanics provides an accurate approximation.\n\nAlso, in your car example, it hs to do with wavelength. The highest the momentum of a particle, the shorter its wavelength. A car has tremendous momentum compared with an electron or photon. As a consequence, its wavelength is small. As wavelengths get smaller, wave-like properties diminish and particle-like properties emerge.\n\nThat being said, we can observe quantum phenomena: lasers, the photoelectric effect, heat radiation, etc.\n\n• To my opinion, n=infinite makes energy appears continuous, – kwei Chang Jun 1 '15 at 0:22\n• @kweiChang Yes, you are correct. – Jimmy360 Jun 1 '15 at 0:23\n• @kweiChang Please do not use answers as comments. Yes, I am 14 (with a working knowledge of calculus, trigonometry, tensors, ... (so I know what I'm talking about)) – Jimmy360 Jun 1 '15 at 15:19\n• 14 years old should belong to high school , followed by college and graduate school graduation. Spending time to places like this is not what you can afford. – kwei Chang Jun 4 '15 at 2:36\n• @kweiChang Besides, that isn't any of your business. – Jimmy360 Jun 4 '15 at 3:26\n\nI will start with the short version of the answer and then move to a little longer version of it.\n\nWe do not observe quantum behavior in real life because of the limitations of our biological architecture.\n\nA little longer version\n\nWe didn't need to have evolutionary traits that are attuned to quantum phenomena. It is the reason why quantum physics seems so queer. An untrained person doesn't have a vocabulary to express the phenomena of an object being in two opposite states at the same time.\n\nFor example, a quantum coin could be in a state of both head and tail. How is that possible? How can it be? Well, our tongues can't articulate it. In fact, this whole thing about light being both wave and particle is a hype. This is used like a catchphrase, but all it shows that we don't have a large enough vocabulary to describe the nature of light and other quantum objects. And that's okay! In real life, we catch a ball and not an electron. That's why, in real life, quantum phenomena is not observed.\n\nJust because it's not observed, doesn't mean it doesn't occur\n\n@Jon Custer, mentioned about laser in the comments, and I'll mention that here too. Every time you are in a presentation, and the presenter uses the laser pointer, quantum phenomena is occurring. Sun shines, and the explanation of the mechanism needs quantum physics. We have food because of photosynthesis, and that's a quantum phenomenon too. You observe quantum phenomena all the time, if you define observing by both sensing the event and acknowledging the mechanism behind it.\n\nThe last thing I'll comment on in this answer, is the \"associated wave with a particle\" thing that you mentioned in the question. There's this fundamental constant in quantum physics, called the Planck's constant, $\\hbar$. I could write down its value and then tell you how disastrously small it is. I won't do that because, $\\hbar$ is a constant with physical units. You can say 2 is a small number. But, you cannot say 2 m is small, because it's a large distance for an ant, and small distance for an athlete.\n\nAs far as the $\\hbar$ is concerned, we're giants compared to it. By 'we', I mean our coarse senses. Again, $\\hbar$ isn't small, our senses are accustomed to too large of things!\n\nActually, Heisenberg's uncertainty principle certainly appears in everyday life, and in some cases, drives what we see classically.\n\nTake for example a pencil balanced on its point. Assume you want to know the length of time that it can be balanced on its point.\n\nSo, the standard thing to do is to consider a pencil with mass $m$ and length $l$, something like an inverted pendulum. Using the small-angle approximation, you get the second-order pendulum equation ODE, which has solutions:\n\n$\\theta(t) = A \\exp \\left[\\sqrt{g/L}t\\right] + B \\exp \\left[-\\sqrt{g/L}t\\right]$.\n\nNow, we can obtain canonical variables (as are used in Heisenberg's uncertainty principle) by computing:\n\n$x_{0} = \\theta(0) L = (A+B)L$, and $p_{0} = m \\dot{\\theta} L = m \\sqrt{gL}(A-B)$.\n\nNow, the product is: $x_{0} p_{0} = m \\sqrt{g} L^{3/2} (A^2-B^2) \\equiv \\hbar$. Ignore $B$ since it's just a constant, and the pencil will fall when it is tilted by $1^{\\circ}$, so solving for the time, we get:\n\n$T = \\sqrt{L/g} \\left[(1/4) \\log \\frac{m^2 g L^3}{\\hbar^2} - \\log(180/\\pi)\\right]$.\n\nThe first term is much larger! So, Quantum Mechanics is driving this very classical apparatus. This is very suprising and yet strange, that Heisenberg's uncertainty principle can also be applied to classical mechanics.\n\n• Don Easton (among others) debunked this fallacy, concluding that quantum mechanical effects are not responsible for the observed behaviour of pencils. : \" The 3 s quantum mechanical tipping of a pencil is an urban myth of physics.\" See users.mccammon.ucsd.edu/~jcsung/qmp.pdf – sammy gerbil Jul 22 '17 at 20:31\n• Well, it's a famous problem from Sakurai, so, I'll stick wit that. – Dr. Ikjyot Singh Kohli Jul 22 '17 at 20:39\n• @sammygerbil your link has a 403 Forbidden response code. Can you send us another link? – juan Isaza Oct 3 at 10:45\n• @juanIsaza Don Easton's article can be accessed here : docplayer.net/…. A similar article by P Lynch is here : arxiv.org/pdf/1406.1125.pdf. – sammy gerbil Oct 4 at 15:30\n\nAccording to this article, we can’t observe quantum effects of large-scale objects (such as a car) because we live in a strong gravitational field caused by the Earth. General Relativity says that a gravitational field causes time dilation.\n\n… when an object is in superposition, all its parts vibrate in synchrony. However, time dilation will cause parts of that object that are at slightly higher altitudes to jitter at different frequencies than parts at slightly lower altitudes … The greater the difference in altitude between parts, the greater the mismatch. For a big enough object, the mismatch grows big enough to disrupt superpositions.\n\nWhen superpositions are disrupted, the wave functions collapse. That’s why we know with absolute certainty the position and velocity of classical objects.\n\nAnd, if we want to observe quantum effects more clearly, we should conduct more experiments in space and at very cold temperatures.\n\nUPDATE: I found the original article: Universal decoherence due to gravitational time dilation",
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https://www.includehelp.com/code-snippets/cpp-program-to-print-ascii-value-of-a-character.aspx | [
"Code Snippets C/C++ Code Snippets\n\n# C++ program to print ASCII value of a character.\n\nBy: IncludeHelp, On 11 OCT 2016\n\nIn this program we will learn how to print ASCII value of a character?\n\nIn this program there is a character type variable x which has \"A\", we can print the ASCII value of \"A\" by converting the type of value x.\n\n## C++ program (Code Snippet) - Get ASCII of a Character\n\nLet’s consider the following example:\n\n```/*C++ program to print ASCII value of a character*/\n\n#include<iostream>\n\nusing namespace std;\n\nint main(){\nchar x;\nx='A';\n\ncout<<\"ASCII value of \"<<x<<\" is \"<<(int)x<<endl;\n\nreturn 0;\n}\n```\n\n### Output\n\n``` ASCII value of A is 65\n```"
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https://www.canstar.com.au/online-trading/going-long-or-short/ | [
"# Going long or short - what's the difference?\n\n##",
null,
"Long position\n\nTaking a long CFD position simply means you expect the value of the underlying security to increase. The difference between the entry price and the exit price is the profit or loss that is made on the trade.\n\nFor instance, ABC stock is currently trading at \\$4 and you expect it to appreciate in value. You have \\$10 000 worth of capital and the initial margin required to trade ABC is 5%. You can buy 50 000 ABC shares (with a market value of \\$200 000). Two weeks later you sell the shares for \\$4.20. They have appreciated 5%.\n\nYour gross profit equals the difference between the entry price and the exit price. In this case it is \\$10 000 (20 cents times 50 000 shares). You will need to subtract the financing cost of holding the position two weeks plus the commission required to open and close the CFD. Let?s say the financing cost is 6% p.a. calculated daily and the commission is 0.1%. Therefore your net profit will be approximately \\$9 220.32 after you subtract \\$410 worth of commission and \\$369.68 interest (*).\n\n## Short position\n\nTaking a short CFD position simply means you expect the value of the underlying security to decrease.\n\nFor instance, ABC stock is currently trading at \\$4 and you expect it decrease in value. You have \\$10 000 worth of capital and the initial margin required to trade ABC is 5%. You sell 50 000 ABC shares (with a market value of \\$200 000). Two weeks later you buy back the shares for \\$3.80. They have depreciated 5%.\n\nYour gross profit is the difference between the entry price where you sold ABC shares and the exit price where you purchased them back. In this case your gross profit is again, \\$10 000 (20 cents times 50 000 shares). Because it is a short position you will need to add the interest received on holding the position two weeks and subtract the commission required to open and close the CFD. Again, let’s assume the interest rate is 6% p.a. calculated daily and the commission is 0.1%. Therefore your net profit will be approximately \\$9 963.61 after you subtract \\$390 worth of commission and add \\$353.61 interest.\n\nLong Short\nRate 6% 6%\nCommission 0.10% 0.10%\nPresent Value \\$200 000 \\$200 000\nOpen CFD Position Fee \\$200 \\$200\nFuture Value \\$210 000 \\$190 000\nClose CFD Position Fee \\$210 \\$190\nGross Profit \\$10,000 \\$10,000\nminus fees \\$410 \\$390\nminus interest (long) \\$369.68"
] | [
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http://gymkh.cz/wp-content/uploads/electroid-zaborger-flxsf/htovka3.php?tag=0e8621-non-isomorphic-graphs-with-same-degree-sequence | [
"We can easily see that these graphs have the same degree sequence, $\\langle 3,3,3,3,2,2 \\rangle$. 2.5 The problem of generating all non-isomorphic graphs of given order and size in- volves the problem of graph isomorphism for which a good algorithm is not yet known. Please use the purchase button to see the entire solution. Now insert the four degree-2 vertices back again. I am trying to generate all non-isomorphic graphs of a certain order and size that have the same degree sequence (not necessarily regular). second case if the the degree of each vertex or node is different except two then also there is one graph upto isomorphism. However as shown in Figure 1, The degree sequence is a graph invariant so … Two non-isomorphic graphs with the same degree sequence (3, 2, 2, 2, 2, 1, 1, 1). Lemma. graph. Shang gave a method for constructing general non-isomorphic graphs with the same status sequence. In addition, two graphs that are isomorphic must have the same degree sequence. Conditions we need to follow are: a. How to show these three-regular graphs on 10 vertices are non isomorphic? I though simple only meant no loops. How can I keep improving after my first 30km ride? Here is the handshaking lemma: Lemma 2.3. Definition 5.1.5 Graph $$H=(W,F)$$ is a subgraph of graph $$G=(V,E)$$ if $$W\\subseteq V$$ and $$F\\subseteq E$$. Use MathJax to format equations. This is what a commenter refers to as a theta graph. I have a question, given a degree sequence, how can you tell if there exists two graphs that are non isomorphic with those degrees? How many things can a person hold and use at one time? Is the bullet train in China typically cheaper than taking a domestic flight? Prove that if n is large enough, then the following statement is true. Your email address will not be used for any other purpose. For all graphs G on n vertices, at least one of and G … The degree sequence of an undirected graph is the non-increasing sequence of its vertex degrees; for the above graph it is (5, 3, 3, 2, 2, 1, 0). Having simple circuits of different length is one such property. If not explain why not. Email: help@24houranswers.com I just visualized some graphs and worked out two examples. Continue without uploading, Attachhomework files You might look at \"theta graphs\". G1 = G2 / G1 ≌ G2 [≌ - congruent symbol], we will say, G1 is isomorphic to G2. Figure 0.6: One graph contains a chordless cycle of length five while the other doesn’t. Why continue counting/certifying electors after one candidate has secured a majority? For more read about rigid graphs. All HL items are old, recycled materials and are therefore not original. So I'm asking about regular graphs of the same degree, if they have the same number of vertices, are they necessarily isomorphic? Non-isomorphic graphs with degree sequence 1, 1, 1, 2, 2, 3. 3. Yes, it is possible see the image below and they are not isomorphic to each other because second graph contain a cycle of length 3 (4-5-6-4), where as first graph does not have a cycle of length 3. Thanks! graphs with the same numbers of edges and the same degree sequences. DO NOT send Homework Help Requests or Live Tutoring Requests to our email, or through the form below. Please let us know the date by which you need help from your tutor or the date and time you wish to have an online tutoring session. So this gives 3 simple graphs. rev 2021.1.8.38287, The best answers are voted up and rise to the top, Mathematics Stack Exchange works best with JavaScript enabled, Start here for a quick overview of the site, Detailed answers to any questions you might have, Discuss the workings and policies of this site, Learn more about Stack Overflow the company, Learn more about hiring developers or posting ads with us. Good, but I'd suggest using some alternative to \"simplified\". I'll fix my post. Can you legally move a dead body to preserve it as evidence? of vertices b. Asking for help, clarification, or responding to other answers. if so, draw them, otherwise, explain why they don't exist. × 2! @ Just a girl if the degree sequence is like (x,x,x,x,x) mean each node has same degree then definitely there is a unique graph upto isomorphism (easy case). Fig. Note however that the 0+0+4 graph is not simple, because of the two 0 edges. How is there a McDonalds in Weathering with You? Fast response time: Used only for emergencies when speed is the single most important factor. Let G be a member of a family of graphs ℱ and let the status sequence of G be s. G is said to be status unique in ℱ if G is the unique graph in ℱ whose status sequence is s. Here we view two isomorphic graphs as the same graph. I'm having trouble answering this question. We respect your privacy. MacBook in bed: M1 Air vs. M1 Pro with fans disabled. The degree sequence is a graph invariant so isomorphic graphshave the same degree sequence. They can have simple circuits of different length. Constructing two Non-Isomorphic Graphs given a degree sequence. I don't know if there's a standard term for the result of removing vertices of degree 2, but there's something funny about calling it a \"simplified\" graph when you have turned a simple graph into a non-simple graph! Since isomorphic graphs are “essentially the same”, we can use this idea to classify graphs. Draw two hexagons. (b) A simple graph with n vertices cannot have a vertex of degree more than n 1: Here n = 5. Applying the Sequence Theorem (2.10), this sequence is … MathJax reference. Normal response time: Our most experienced, most successful tutors are provided for maximum expertise and reliability. For example, these two graphs are not isomorphic, G1: • • • • G2: • • • • since one has four vertices of degree 2 and the other has just two. Have that degree sequence and connected, have four vertices and three edges way is to count number. Made available for the sole purpose of studying and learning uploading, Attachhomework files ( =! ≌ - congruent symbol ], we will say, G1 is isomorphic to G2 spam.. Exactly two vertices, and all major credit cards accepted over modern treatments and client asks me to return cheque. Each of the two isomorphic graphs have the same degree sequence the degree sequence is a graph by combining two! Are therefore not original it 's not in your inbox, check your spam folder for constructing general graphs. A Z80 non isomorphic graphs with same degree sequence program find out the address stored in the second graph the answer 4. Simple graphs with the same ordered degree sequence and connected non isomorphic graphs with same degree sequence have vertices. “ di↵erent ” graphs you will get a negotiable price quote with no obligation at level... In part or whole without written consent of the vertices in a more or less obvious way, graphs! Why Continue counting/certifying electors after one candidate has secured a majority so to! To classify graphs file Continue without uploading, Attachhomework files ( files Faster. Letter theta, consisting of non isomorphic graphs with same degree sequence paths between the same degree sequence,... A McDonalds in Weathering with you by 3 grid \\ ( 1,1,1,2,2,3\\ ) in?! They do n't exist case if the the degree of each vertex up with references personal. Of graphs with the same two points consent of the same degree sequence “. Upto isomorphism preserve it as evidence are four ways to do this: 0+0+4, 0+1+3, 0+2+2 or! Thing is not simple, because it is possible asks me to return the cheque and pays in?. The six vertices in a 2 non isomorphic graphs $( 4 most experienced, most successful tutors provided...$ as seen on sports scoreboards or some digital clocks an answer to mathematics Stack Exchange Inc ; user licensed. Figure 2.5 on five vertices with the non isomorphic graphs with same degree sequence degree sequence \\ ( 1,1,1,2,2,3\\ ) by... Alternative to simplified '' you can distribute the degree-2 vertices over the three.... 4 vertices available so each loop must have the same degree sequence two then also is! Your class a Z80 assembly program find out the address stored in the SP register client 's demand and asks... A 2 non isomorphic graphs $( 4 if you try using the HL in an unethical,. Writing great answers isomorphic graphshave the same degree sequence to be non-isomorphic graph contains a cycle.$ as seen on sports scoreboards or some digital clocks i have a question and answer site for people math! Sports scoreboards or some digital clocks vandalize things in public places one candidate has secured a?... Tutor responds to your message essentially the same degree keep improving after my first 30km ride our,! Doesn ’ t two nonisomorphic graphs because one has a simple circuit of length five the! Then also there is one such property people studying math at any level and professionals in fields! Figure 1, three while the other doesn ’ t your spam.... An email alert when the tutor responds to your message it as evidence.! Out of the cards cc by-sa more or less obvious way, some graphs are contained in others Help! The bullet train in China typically cheaper than taking a domestic flight work in academia that may already!"
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https://www.onlinemathlearning.com/multiplying-scientific-notation.html | [
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"# Multiplying Numbers In Scientific Notation\n\nRelated Topics:\nMore Lessons for Arithmetic\nMath Worksheets\n\nHow to multiply numbers in scientific notation?\nStep 1 : Group the numbers together.\n\nStep 2 : Multiply the numbers.\n\nStep 3 : Use the law of indices to simplify the powers of 10.\n\nStep 4 : Give the answer in scientific notation.\n\nExample:\n\nEvaluate 8 × 103 × 9 × 102, giving your answer in scientific notation.\n\nSolution:",
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"Example:\n\nEvaluate 12.3 × 0.03, giving your answer in scientific notation.\n\nSolution:",
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"Five problems showing how to multiply and divide expressions written in scientific notation.\nMore Scientific Notation Examples\n\nRotate to landscape screen format on a mobile phone or small tablet to use the Mathway widget, a free math problem solver that answers your questions with step-by-step explanations.\n\nYou can use the free Mathway calculator and problem solver below to practice Algebra or other math topics. Try the given examples, or type in your own problem and check your answer with the step-by-step explanations.",
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https://byjus.com/rd-sharma-solutions/class-6-maths-chapter-20-mensuration-ex-20-2/ | [
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"# RD Sharma Solutions for Class 6 Maths Chapter 20: Mensuration Exercise 20.2\n\nThe students can make use of solutions designed by subject matter experts in order to understand the concepts in an effective way. This exercise mainly helps students get to know about the important formulas which are used to find the perimeter of geometrical structures like rectangle, square and equilateral triangle. These solutions help students self analyse their knowledge about the concepts which are covered in each exercise. Students who aspire to perform well in the exams can use RD Sharma Solutions Class 6 Maths Chapter 20 Mensuration Exercise 20.2 PDF from the links provided below.\n\n## RD Sharma Solutions for Class 6 Maths Chapter 20: Mensuration Exercise 20.2 Download PDF",
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"### Exercise 20.2 page: 20.10\n\n1. Find the perimeters of the rectangles whose lengths and breadths are given below:\n\n(i) 7 cm, 5 cm\n\n(ii) 5 cm, 4 cm\n\n(iii) 7.5 cm, 4.5 cm\n\nSolution:\n\n(i) We know that the perimeter of a rectangle = 2 (L + B)\n\nIt is given that L = 7 cm and B = 5 cm\n\nSo the perimeter of a rectangle = 2 (7 + 5) = 2 × 12 = 24 cm\n\n(ii) We know that the perimeter of a rectangle = 2 (L + B)\n\nIt is given that L = 5 cm and B = 4 cm\n\nSo the perimeter of a rectangle = 2 (5 + 4) = 2 × 9 = 18 cm\n\n(iii) We know that the perimeter of a rectangle = 2 (L + B)\n\nIt is given that L = 7.5 cm and B = 4.5 cm\n\nSo the perimeter of a rectangle = 2 (7.5 + 4.5) = 2 × 12 = 24 cm\n\n2. Find the perimeters of the squares whose sides are given below:\n\n(i) 10 cm\n\n(ii) 5 m\n\n(iii) 115.5 cm\n\nSolution:\n\n(i) We know that the perimeter of a square = 4 × Length of one side\n\nIt is given that L = 10 cm\n\nSo the perimeter of a square = 4 × 10 = 40 cm\n\n(ii) We know that the perimeter of a square = 4 × Length of one side\n\nIt is given that L = 5 m\n\nSo the perimeter of a square = 4 × 5 = 20 m\n\n(iii) We know that the perimeter of a square = 4 × Length of one side\n\nIt is given that L = 115.5 cm\n\nSo the perimeter of a square = 4 × 115.5 = 462 cm\n\n3. Find the side of the square whose perimeter is:\n\n(i) 16 m\n\n(ii) 40 cm\n\n(iii) 22 cm\n\nSolution:\n\n(i) We know that side of a square = perimeter/ 4\n\nIt is given that perimeter = 16 m\n\nSo the side of the square = 16/4 = 4 m\n\n(ii) We know that side of a square = perimeter/ 4\n\nIt is given that perimeter = 40 cm\n\nSo the side of the square = 40/4 = 10 cm\n\n(iii) We know that side of a square = perimeter/ 4\n\nIt is given that perimeter = 22 cm\n\nSo the side of the square = 22/4 = 5.5 cm\n\n4. Find the breadth of the rectangle whose perimeter is 360 cm and whose length is\n\n(i) 116 cm\n\n(ii) 140 cm\n\n(iii) 102 cm\n\nSolution:\n\nWe know that the perimeter of a rectangle = 2 (L + B)\n\nSo the breadth of the rectangle = perimeter/2 – length\n\n(i) It is given that perimeter = 360 cm and length = 116 cm\n\nSo the breadth of the rectangle = 360/2 – 116 = 180 – 116 = 64 cm\n\n(ii) It is given that perimeter = 360 cm and length = 140 cm\n\nSo the breadth of the rectangle = 360/2 – 140 = 180 – 140 = 40 cm\n\n(iii) It is given that perimeter = 360 cm and length = 102 cm\n\nSo the breadth of the rectangle = 360/2 – 102 = 180 – 102 = 78 cm\n\n5. A rectangular piece of lawn is 55 m wide and 98 m long. Find the length of the fence around it.\n\nSolution:\n\nThe dimensions of lawn are\n\nLength = 98 m\n\nWe know that\n\nPerimeter of lawn = 2 (L + B)\n\nBy substituting the values\n\nPerimeter of lawn = 2 (98 +55)\n\nSo we get\n\nPerimeter of lawn = 2 × 153 = 306 m\n\nHence, the length of the fence around the lawn is 306 m.\n\n6. The side of a square field is 65 m. What is the length of the fence required all around it?\n\nSolution:\n\nIt is given that\n\nSide of a square field = 65 m\n\nSo the perimeter of square field = 4 × side of the square\n\nBy substituting the values\n\nPerimeter of square field = 4 × 65 = 260 m\n\nHence, the length of the fence required all around the square field is 260 m.\n\n7. Two sides of a triangle are 15 cm and 20 cm. The perimeter of the triangle is 50 cm. What is the third side?\n\nSolution:\n\nIt is given that\n\nFirst side of triangle = 15 cm\n\nSecond side of triangle = 20 cm\n\nIn order to find the length of third side\n\nWe know that perimeter of a triangle is the sum of all three sides of a triangle\n\nSo the length of third side = perimeter of triangle – sum of length of other two sides\n\nBy substituting the values\n\nLength of third side = 50 – (15 + 20) = 15 cm.\n\nHence, the length of third side is 15 cm.\n\n8. A wire of length 20 m is to be folded in the form of a rectangle. How many rectangles can be formed by folding the wire if the sides are positive integers in metres?\n\nSolution:\n\nGiven:\n\nLength of wire 20 m is folded in the form of rectangle\n\nSo the perimeter = 20 m\n\nIt can be written as\n\n2 (L + B) = 20 m\n\nOn further calculation\n\nL + B = 10 m\n\nIf the sides are positive integers in metres the possible dimensions are (1m, 9m), (2m, 8m), (3m, 7m), (4m, 6m) and (5m, 5m)\n\nHence, five rectangles can be formed using the given wire.\n\n9. A square piece of land has each side equal to 100 m. If 3 layers of metal wire has to be used to fence it, what is the length of the wire needed?\n\nSolution:\n\nIt is given that\n\nEach side of a square field = 100 m\n\nWe can find the wire required to fence the square field by determining the perimeter = 4 × each side of a square field\n\nBy substituting the values\n\nPerimeter of the square field = 4 × 100 = 400 m\n\nSo the length of wire which is required to fence three layers is = 3 × 400 = 1200 m\n\nHence, the length of wire needed to fence 3 layers is 1200 m.\n\n10. Shikha runs around a square of side 75 m. Priya runs around a rectangle with length 60 m and breadth 45 m. Who covers the smaller distance?\n\nSolution:\n\nIt is given that\n\nShikha runs around a square of side = 75 m\n\nSo the perimeter = 4 × 75 = 300 m\n\nPriya runs around a rectangle having\n\nLength = 60 m\n\nSo the distance covered can be found from the perimeter = 2 (L + B)\n\nBy substituting the values\n\nPerimeter = 2 (60 + 45) = 2 × 105 = 210 m\n\nHence, Priya covers the smaller distance of 210 m.\n\n11. The dimensions of a photographs are 30 cm × 20 cm. What length of wooden frame is needed to frame the picture?\n\nSolution:\n\nIt is given that\n\nDimensions of a photographs = 30 cm × 20 cm\n\nSo the required length of the wooden frame can be determined from the perimeter of the photograph = 2 (L + B)\n\nBy substituting the values = 2 (30 + 20) = 2 × 50 = 100 cm\n\nHence, the length of the wooden frame required to frame the picture is 100 cm.\n\n12. The length of a rectangular field is 100 m. If the perimeter is 300 m, what is its breadth?\n\nSolution:\n\nThe dimensions of rectangular field are\n\nLength = 100 m\n\nPerimeter = 300 m\n\nWe know that perimeter = 2 (L + B)\n\nIt can be written as\n\nBy substituting the values\n\nBreadth = (300-200)/2 = 100/2 = 50 m\n\nHence, the breadth of the rectangular field is 50 m.\n\n13. To fix fence wires in a garden, 70 m long and 50 m wide, Arvind bought metal pipes for posts. He fixed a post every 5 metres apart. Each post was 2 m long. What is the total length of the pipes he bought for the posts?\n\nSolution:\n\nThe dimensions of garden are\n\nLength = 70 m\n\nSo the perimeter = 2 (L + B)\n\nBy substituting the values\n\nPerimeter = 2 (70 + 50) = 2 × 120 = 240 m\n\nGiven:\n\nArvind fixes a post every 5 metres apart\n\nNo. of posts required = 240/5 = 48\n\nThe length of each post = 2 m\n\nSo the total length of the pipe required = 48 × 2 = 96 m\n\nHence, the total length of the pipes he bought for the posts is 96 m.\n\n14. Find the cost of fencing a rectangular park of length 175 m and breadth 125 m at the rate of Rs 12 per meter.\n\nSolution:\n\nThe dimensions of the rectangular park are\n\nLength = 175 m\n\nSo the perimeter = 2 (L + B)\n\nBy substituting the values\n\nPerimeter = 2 (175 + 125) = 2 × 300 = 600 m\n\nIt is given that the cost of fencing = Rs 12 per meter\n\nSo the total cost of fencing = 12 × 600 = Rs 7200\n\nHence, the cost of fencing a rectangular park is Rs 7200.\n\n15. The perimeter of a regular pentagon is 100 cm. How long is each side?\n\nSolution:\n\nWe know that a regular pentagon is a closed polygon having 5 sides of same length.\n\nIt is given that\n\nPerimeter of a regular pentagon = 100 cm\n\nIt can be written as\n\nPerimeter = 5 × side of the regular pentagon\n\nSo we get\n\nSide of the regular pentagon = Perimeter/5\n\nBy substituting the values\n\nSide of the regular pentagon = 100/5 = 20 cm\n\nHence, the side of the regular pentagon measures 20 cm.\n\n16. Find the perimeter of a regular hexagon with each side measuring 8 m.\n\nSolution:\n\nWe know that a regular hexagon is a closed polygon which has six sides of same length.\n\nIt is given that\n\nSide of the regular hexagon = 8 m\n\nSo we get\n\nPerimeter = 6 × side of the regular hexagon\n\nBy substituting the values\n\nPerimeter = 6 × 8 = 48 m\n\nHence, the perimeter of a regular hexagon is 48 m.\n\n17. A rectangular piece of land measure 0.7 km by 0.5 km. Each side is to be fenced with four rows of wires. What length of the wire is needed?\n\nSolution:\n\nIt is given that\n\nMeasure of rectangular piece of land = 0.7 km × 0.5 km\n\nWe know that\n\nPerimeter = 2 (L + B)\n\nBy substituting the values\n\nPerimeter = 2 (0.7 + 0.5) = 2 × 1.2 = 2.4 km\n\nThe above obtained perimeter = one row of wire needed to fence the rectangular piece of land\n\nSo the length of wire needed to fence the land with 4 rows of wire = 4 × 2.4 = 9.6 km\n\nHence, the length of wire needed is 9.6 km.\n\n18. Avneet buys 9 square paving slabs, each with a side of ½ m. He lays them in the form of a square.\n\n(i) What is the perimeter of his arrangement?\n\n(ii) Shari does not like his arrangement. She gets him to lay them out like a cross. What is the perimeter of her arrangement?\n\n(iii) Which has greater perimeter?\n\n(iv) Avneet wonders, if there is a way of getting an even greater perimeter. Can you find a way of doing this? (The paving slabs must meet along complete edges they cannot be broken)",
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"Solution:\n\n(i) It is given that length of each side of the slab = ½ m\n\nOne side of the square is formed by three slabs in a square arrangement\n\nLength of side = 3 × ½ = 3/2 m\n\nSo the perimeter of the square arrangement = 4 × 3/2 = 6 m\n\n(ii) From the figure, cross arrangement has 8 sides which form periphery of the arrangement and measure 1 m each.\n\nIt also has 4 sides which measure ½ m each\n\nPerimeter of the cross arrangement = 1 + ½ + 1 + 1 + ½ + 1 + 1 + ½ + 1 + 1 + ½ + 1 = 8 + 2 = 10 m",
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"(iii) We know that\n\nPerimeter of cross arrangement = 10 m\n\nPerimeter of square arrangement = 6 m\n\nHence, the perimeter of cross arrangement is greater than the perimeter of square arrangement.\n\n(iv) No, Avneet cannot arrange the slabs having perimeter more than 10 m."
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https://www.sporcle.com/games/JoeBot/timestables | [
"Just For Fun Quiz / Times Tables Test\n\nRandom Just For Fun or Olympics Quiz\n\nScore\n0/20\nTimer\n01:00\n3 x 9 =\n2 x 7 =\n9 x 6 =\n5 x 3 =\n8 x 4 =\n11 x 4 =\n34 x 2 =\n12 x 3 =\n5 x 8 =\n10 x 3 =\n2 x 9 =\n11 x 7 =\n4 x 7 =\n2 x 8 =\n2 x 5 =\n18 x 10 =\n3 x 4 =\n6 x 6 =\n7 x 3 =\n6 x 7 =\n\nFrom the Vault See Another\n\n10 Most Populous Cities: Italy\nLuckily the marker is already on the map. You just have to place the name.\n\nExtras\n\nCreated Jul 29, 2012\nTags:"
] | [
null
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http://slideplayer.com/slide/4874796/ | [
"",
null,
"# Electromagnetic Induction\n\n## Presentation on theme: \"Electromagnetic Induction\"— Presentation transcript:\n\nElectromagnetic Induction\nChapter 31 (cont.) Faraday’s Law & Lenz’s Law Induced Electric Fields Mutual Inductance Self-Inductance Inductors in Circuits Magnetic Energy 1\n\nA changing magnetic field induces an emf proportional to the rate of change of magnetic flux: e = - dB / dt The emf is about some loop – and the flux is through that loop. Lenz’s law: the induced emf is directed so that any induced current opposes the change in magnetic flux that causes the induced emf.\n\nRotating Loop - The Electric Generator\nB q Consider a loop of area A in a uniform magnetic field B. Rotate the loop with an angular frequency w . The flux changes because angle q changes with time: q = wt. Hence dFB/dt = d(B · A)/dt = d(BA cos q)/dt = BA d(cos(wt))/dt = - BAw sin(wt) q A\n\nRotating Loop - The Electric Generator\nB A q dFB/dt = - BAw sin(wt) Then by Faraday’s Law this motion causes an emf e = - dFB /dt = BAw sin(wt) This is an AC (alternating current) generator.\n\nInduced Electric Fields\nConsider a stationary wire in a time-varying magnetic field. A current starts to flow. x dB/dt So the electrons must feel a force F. It is not F = qvxB, because the charges started stationary. Instead it must be the force F=qE due to an induced electric field E. That is: A time-varying magnetic field B causes an electric field E to appear!\n\nInduced Electric Fields\nConsider a stationary wire in a time-varying magnetic field. A current starts to flow. x dB/dt So the electrons must feel a force F. It is not F = qvxB, because the charges started stationary. Instead it must be the force F=qE due to an induced electric field E. Moreover E around the loop gives a voltage diff DV=E·dl. And this must be the emf: = E·dl o\n\nInduced Electric Fields\nThis gives another way to write Faraday’s Law: E·dl = - dB/dt o A technical detail: The electrostatic field E is conservative: E·dl = 0. Consequently we can write E = - V. The induced electric field E is NOT a conservative field. We can NOT write E = -V for an induced field. o\n\nWork or energy difference Work or energy difference\nElectrostatic Field Induced Electric Field F = q E F = q E Vab = - E·dl o E · dl = - dB/dt E·dl 0 E·dl = 0 and Ee = V o o Conservative Nonconservative Work or energy difference does NOT depend on path Work or energy difference DOES depend on path Caused by stationary charges Caused by changing magnetic fields\n\nInduced Electric Fields\n E · dl = - dB/dt o x B Faraday’s Law Now suppose there is no conductor: Is there still an electric field? YES! The field does not depend on the presence of the conductor. E For a dB/dt with axial or cylindrical symmetry, the field lines of E are circles. dB/dt\n\nMutual Inductance Bof 1 through 2 I 1 2\nTwo coils, 1 & 2, are arranged such that flux from one passes through the other. We already know that changing the current in 1 changes the flux (in the other) and so induces an emf in 2. This is known as mutual inductance. I Bof 1 through 2 1 2 2\n\nMutual Inductance I 1 2 Bof 1 through 2 The mutual inductance M is the proportionality constant between F2 and I1: F2 = M I1 so dF2 /dt = M dI1 /dt Then by Faraday’s law: 2= - dF2 /dt = - M dI1 /dt Hence M is also the proportionality constant between 2 and dI1 /dt. 3\n\nMutual Inductance 1 H = 1Weber/Amp = 1 V-s/A\nM arises from the way flux from one coil passes through the other: that is from the geometry and arrangement of the coils. Mutual means mutual. Note there is no subscript on M: the effect of 2 on 1 is identical to the effect of 1 on 2. The unit of inductance is the Henry (H). 1 H = 1Weber/Amp = 1 V-s/A 4\n\nSelf Inductance A changing current in a coil can induce an emf\nin itself…. I B If the current is steady, the coil acts like an ordinary piece of wire. But if the current changes, B changes and so then does FB, and Faraday tells us there will be an induced emf. Lenz’s law tells us that the induced emf must be in such a direction as to produce a current which makes a magnetic field opposing the change.\n\nSelf Inductance The self inductance of a circuit element (a coil, wire, resistor or whatever) is L = FB/I. Then exactly as with mutual inductance = - L dI/dt. Since this emf opposes changes in the current (in the component) it is often called the “back emf”. From now on “inductance” means self-inductance. 6\n\nExample: Finding Inductance\nWhat is the (self) inductance of a solenoid with area A, length d, and n turns per unit length? In the solenoid B = m0nI, so the flux through one turn is fB = BA = m0nIA The total flux in the solenoid is (nd)fB Therefore, FB = m0n2IAd and so L = FB/I gives L = m0n2Ad (only geometry) 16\n\nInductance Affects Circuits and Stores Energy\nThis has important implications….. First an observation: Since cannot be infinite neither can dI/dt. Therefore, current cannot change instantaneously. We will see that inductance in a circuit affects current in somewhat the same way that capacitance in a circuit affects voltage. A ‘thing’ (a component) with inductance in a circuit is called an inductor. 7\n\nRL Circuit e0 While the switch is open current can’t flow.\nWe start with a simple circuit containing a battery, a switch, a resistor, and an inductor, and follow what happens when the switch is closed. S R + e0 While the switch is open current can’t flow. - L\n\nRL Circuit e0 e0 eL While the switch is open current can’t flow.\nWe start with a simple circuit containing a battery, a switch, a resistor, and an inductor, and follow what happens when the switch is closed. S R + e0 While the switch is open current can’t flow. - L When the switch is closed current I flows, growing gradually, and a ‘back emf’ eL=- L dI/dt is generated in the inductor. This opposes the current I. + - S I e0 eL\n\nRL Circuit e0 e0 eL e0 While the switch is open current can’t flow.\nWe start with a simple circuit containing a battery, a switch, a resistor, and an inductor, and follow what happens when the switch is closed. S R + e0 While the switch is open current can’t flow. - L When the switch is closed current I flows, growing gradually, and a ‘back emf’ eL=- L dI/dt is generated in the inductor. This opposes the current I. + - S I e0 eL S + e0 After a long time the current becomes steady. Then eL is zero. Is -\n\nRL Circuit e0/R e0 I t/(L/R) When the switch S is closed S + I -\nthe current I increases exponentially from I = 0 to I = e0/R e0/R I 1 2 3 4 5 t/(L/R)\n\nRL Circuit Analysis e0 e0 - IR - LdI/dt = 0 Use the loop method R S +\nLdI/dt = e0 - IR = -R[I-(e0 /R)] dI / [I-(e0 /R)] = - (R/L) dt dI / (I-(e0 /R)) = - (L/R) dt ln[I-(e0 /R)] – ln[-(e0 /R)] = - t / (L/R) ln[-I/(e0 /R) + 1] = - t / (L/R) -I/(e0 /R) + 1 = exp (- t / (L/R)) I/(e0 /R) = 1 - exp (- t / (L/R)) I = (e0 /R) [1 - exp (- t / (L/R))] 9\n\nwith time constant = L / R\nRC Circuit Analysis R + - S I e0 L I = (e0/R) [1 - exp (- t / (L/R))] The current increases exponentially with time constant = L / R e0 /R I t = 0 I = 0 t = I = e0 /R 1 2 3 4 5 t/(L/R) 9\n\neL = L (e0/R) (-R/L) exp (- t / (L/R))\nInductor’s emf eL R + - S I e0 L eL = - L (dI/dt) I = (e0/R) [1 - exp (- t / (L/R))] eL = L (e0/R) (-R/L) exp (- t / (L/R)) eL 1 2 3 4 5 t/(L/R) -e0 eL = - e0 exp (- t / (L/R)) t = 0 eL = - e0 t = eL = 0 9\n\nDecay of an RL Circuit S R + e0 - L After I reaches e0/R move the switch as shown. The loop method gives eL - IR = 0 or eL = IR Remember that eL = -L dI/dt -L dI/dt = IR dI/I = - dt / (L/R) dI/I = - dt / (L/R) ln I/I0 = - t / (L/R) I = I0 exp [- t / (L/R)] But I0 = e0/R Then: I = (e0/R) exp [- t / (L/R)] 12\n\nInductors in Circuits The presence of inductance prevents currents from changing instantaneously. The time constant of an RL circuit is = L/R. When the current is not flowing the inductor tries to keep it from flowing. When the current is flowing the inductor tries to keep it going. 13\n\nEnergy Stored in an Inductor\n+ - S I e0 L Recall the original circuit when current was changing (building up). The loop method gave: e0 - IR + eL = 0 Multiply by I and use eL = - L dI/dt Then: Ie0 - I2R - ILdI/dt = 0 or: Ie0 - I2R – d[(1/2)LI2]/dt = 0 {d[(1/2)LI2]/dt=ILdI/dt} 14\n\nThink about Ie0 - I2R - d((1/2)LI2)/dt = 0\nIe0 is the power (energy per unit time) delivered by the battery. I2R is the power dissipated in the resistor. 15\n\nThink about Ie0 - I2R - d((1/2)LI2)/dt = 0\nIe0 is the power (energy per unit time) delivered by the battery. I2R is the power dissipated in the resistor. Hence we’d like to interpret d((1/2)LI2)/dt as the rate at which energy is stored in the inductor. In creating the magnetic field in the inductor we are storing energy 15\n\nThink about Ie0 - I2R - d((1/2)LI2)/dt = 0\nIe0 is the power (energy per unit time) delivered by the battery. I2R is the power dissipated in the resistor. Hence, we’d like to interpret d[(1/2)LI2]/dt as the rate at which energy is stored in the inductor. In creating the magnetic field in the inductor we are storing energy The amount of energy in the magnetic field is: UB = (1/2) LI2 15\n\nEnergy Density in a Magnetic Field\nWe have shown Apply this to a solenoid: Dividing by the volume of the solenoid, the stored energy density is: This turns out to be the energy density in a magnetic field uB = B2/(20) 17\n\nSummary We defined mutual and self inductance,\nCalculated the inductance of a solenoid. Saw the effect of inductance in RL circuits. Developed an expression for the stored energy. Derived an expression for the energy density of a magnetic field. Next class we will start learning about alternating-current (AC) circuits, containing resistors, capacitors, and inductors. 18"
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https://www.wired.com/2012/09/a-bouncing-angry-bird/ | [
"# A Bouncing Angry Bird\n\nThere was a recent update to the Angry Birds Seasons with new levels. Something weird happened on one of the levels. A blue bird ended up bouncing vertically on one of the rubber mats. The weird part was that the bird kept bouncing higher and higher. Maybe this isn't weird in the Angry Birds world, but it's weird here on Earth.\n\nWhenever new levels are released for Angry Birds, I feel compelled to play right away. There was a recent update to the Angry Birds Seasons with new levels. Something weird happened on one of the levels. A blue bird ended up bouncing vertically on one of the rubber mats. The weird part was that the bird kept bouncing higher and higher. Maybe this isn't weird in the Angry Birds world, but it's weird here on Earth. If you want to see what I am talking about (or analyze it yourself), here is the video.\n\nHow about an analysis. Here is the initial motion of one of the bouncing blue birds. I set the length of sling shot at 4.9 meters since this gives the acceleration of 9.8 m/s2.",
null,
"Here you can see that the quadratic fit for one of the bounces has a t2 coefficient of 4.92 m/s2. Since this corresponds to the (1/2)a term in the kinematic equation, the acceleration would be 9.84 m/s2. So, at least for these low level bounces the vertical acceleration is constant and the scale seems to be set correctly. Now, let's look at all the bounces. Here is a plot of the bird just at the lowest and highest point.",
null,
"The data looks quadratic-like, so I fit a quadratic function. It's just what I do. But I'm not too happy. I would like to see if this trend keeps going. How can I get more data when the blue bird goes off the screen for bounces higher than about 35 meters. Well, let me go ahead and mark the time the bird leaves and then comes back on the screen. Here is the data from Tracker Video Analysis:",
null,
"For the motions that go off screen, can I treat them as plain old projectile motion? If so, I can just look at the time in the air to get the maximum height. Here is a more detailed plot of one of the later bounces (that goes off screen).",
null,
"This looks nice. A constant acceleration of around 10 m/s2 means that I can just use the time to determine the height. How would you do this? Instead of just using a kinematic equation, let me start with the definition of acceleration for the vertical direction (which has a constant value of g). Since I want to know how high it goes, let me take the time interval that starts with the bird on the ground moving up and ends at the highest point (where the bird has zero velocity). Also, I am just talking about 1-dimension here so I will drop the y-subscript on the velocity.",
null,
"Don't forget that Δt here is the time just to go UP, not up and down. But what about the height? That's what I want. Let me use the definition of average velocity:",
null,
"Now I can put in my expression for v1 from before:",
null,
"So, if I just measure the time between the bounces for the ones that go off the screen I can get the maximum height. Here is my adjusted bounce-height plot. Now with more data (but with the same function from before):",
null,
"Oh snap. That's not what I expected. It looks like the bouncing gets to a maximum of around 45.5 meters (above the ground). Actually, I suspect something else is happening. It's not that there is some magical ceiling in the game that the birds hit (well, there might be). But if the bird was hitting something at the top, the time of flight would be different for the faster balls. Let me calculate the starting speed for each bounce (calculated from the height).",
null,
"I like this better. Why? First, a limit on the maximum velocity would mean that each bouncing bird would still have a constant acceleration. Second, in a previous analysis I found that the yellow bird can reach a maximum speed of 30 m/s. Notice the maximum speed in this plot. Boom. 30 m/s."
] | [
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"https://www.wired.com/images_blogs/wiredscience/2012/08/bouncy_1.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/summer_notes_2_12key3.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/bouncyvtrack_1.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/bigbounceplot.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/la_te_xi_t_14.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/la_te_xi_t_1_12.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/la_te_xi_t_1_22.jpg",
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"https://www.wired.com/images_blogs/wiredscience/2012/08/ijiijpng.jpg",
null,
"https://www.wired.com/images_blogs/wiredscience/2012/08/summer_notes_2_12key_12.jpg",
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https://answers.everydaycalculation.com/subtract-fractions/18-5-minus-2-6 | [
"Solutions by everydaycalculation.com\n\n## Subtract 2/6 from 18/5\n\n1st number: 3 3/5, 2nd number: 2/6\n\n18/5 - 2/6 is 49/15.\n\n#### Steps for subtracting fractions\n\n1. Find the least common denominator or LCM of the two denominators:\nLCM of 5 and 6 is 30\n2. For the 1st fraction, since 5 × 6 = 30,\n18/5 = 18 × 6/5 × 6 = 108/30\n3. Likewise, for the 2nd fraction, since 6 × 5 = 30,\n2/6 = 2 × 5/6 × 5 = 10/30\n4. Subtract the two fractions:\n108/30 - 10/30 = 108 - 10/30 = 98/30\n5. After reducing the fraction, the answer is 49/15\n6. In mixed form: 34/15\n\n#### Subtract Fractions Calculator\n\n-\n\nUse fraction calculator with our all-in-one calculator app: Download for Android, Download for iOS"
] | [
null
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https://scicomp.stackexchange.com/questions/1887/finding-the-square-root-of-a-laplacian-matrix | [
"Finding the square root of a Laplacian matrix\n\nSuppose the following matrix $A$ is given $$\\left[\\begin{array}{ccc} 0.500 & -0.333 & -0.167\\\\ -0.500 & 0.667 & -0.167\\\\ -0.500 & -0.333 & 0.833\\end{array}\\right]$$ with its transpose $A^T$. The product $A^TA=G$ yields $$\\left[\\begin{array}{ccc}0.750 & -0.334 & -0.417\\\\ -0.334 & 0.667 & -0.333\\\\ -0.417 & -0.333 & 0.750\\end{array}\\right]$$,\n\nwhere $G$ is a Laplacian matrix. Note that matrices $A$ and $G$ are of rank 2, with the zero eigenvalue corresponding to eigenvector $1_n=\\left[\\begin{array}{ccc}1 & 1 & 1\\end{array}\\right]^T$.\n\nI wonder what would be the way to obtain $A$ if only $G$ is given. I tried eigendecomposition $G=UEU^T$, and then set $A'=UE^{1/2}$, but obtained different result. I guess this has to do with rank deficiency. Could someone explain this? Clearly, the above example is for illustration; you could consider general Laplacian matrix decomposition of the above form.\n\nSince, for instance, Cholesky decomposition could be used to find $G=LL^T$, the decomposition on $G$ could yield many solution. I'm interested in the solution that could be expressed as $$A=(I-1_nw^{T}),$$ where $I$ is a $3\\times 3$ identity matrix, $1_n=[1~ 1~ 1]$, and $w$ being some vector satisfying $w^T1_n=1$. If it simplifies matters, you could assume that the entries of $w$ are non-negative.\n\n• I think the comment you added about the representation of $A$ is only partially helpful. It assumes that there is exactly one eigenvalue equal to zero, but the non-determinancy is always there, isn't it? – Wolfgang Bangerth Apr 9 '12 at 21:17\n• @WolfgangBangerth I'm trying to figure out the meaning of \"non-determinancy\". If that is $det(A)=0$, it holds for the above example, and I'm not sure if it can be generalized for $A=I-1_nw^T$. However, except for $n=3$, I doubt that the solution would always exist. – usero Apr 10 '12 at 7:15\n• No, what I meant is that the solution to your problem isn't uniquely determined. I was pointing out the fact that whether the matrix has a zero eigenvalue or not doesn't actually change the fact that the square root problem has no unique solution. – Wolfgang Bangerth Apr 10 '12 at 20:03\n\nWe have the matrix Laplacian matrix $G=A^TA$ which has a set of eigenvalues $\\lambda_0\\leq\\lambda_1\\leq\\ldots\\leq \\lambda_n$ for $G\\in\\mathbb{R}^{n\\times n}$ where we always know $\\lambda_0 = 0$. Thus the Laplacian matrix is always symmetric positive semi-definite. Because the matrix $G$ is not symmetric positive definite we have to be careful when we discuss the Cholesky decomposition. The Cholesky decomposition exists for a positive semi-definite matrix but it is no longer unique. For example, the positive semi-definite matrix $$A=\\left[\\!\\!\\begin{array}{cc} 0 & 0 \\\\ 0 & 1 \\end{array} \\!\\!\\right],$$ has infinitely many Cholesky decompositions $$A=\\left[\\!\\begin{array}{cc} 0 & 0 \\\\ 0 & 1 \\end{array} \\!\\right] = \\left[\\!\\begin{array}{cc} 0 & 0 \\\\ \\sin\\theta & \\cos\\theta \\end{array} \\!\\right] \\left[\\!\\begin{array}{cc} 0 & \\sin\\theta \\\\ 0 & \\cos\\theta \\end{array} \\!\\right]=LL^T.$$\n\nHowever, because we have a matrix $G$ that is known to be a Laplacian matrix we can actually avoid the more sophisticated linear algebra tools like Cholesky decompositions or finding the square root of the positive semi-definite matrix $G$ such that we recover $A$. For example, if we have the Laplace matrix $G\\in\\mathbb{R}^{4\\times 4}$, $$G=\\left[\\!\\begin{array}{cccc} 3 & -1 & -1 & -1\\\\ -1 & 1 & 0 & 0 \\\\ -1 & 0 & 1 & 0 \\\\ -1 & 0 & 0 & 1 \\\\ \\end{array}\\!\\right]$$ we can use graph theory to recover the desired matrix $A$. We do so by formulating the oriented incidence matrix. If we define the number of edges in the graph to be $m$ and the number of vertices to be $n$ then the oriented incidence matrix $A$ will be an $m\\times n$ matrix given by $$A_{ev} = \\left\\{\\begin{array}{lc} 1 & \\textrm{if }e=(v,w)\\textrm{ and }v<w \\\\ -1 & \\textrm{if }e=(v,w)\\textrm{ and }v>w \\\\ 0 & \\textrm{otherwise}, \\end{array} \\right.$$ where $e=(v,w)$ denotes the edge which connects the vertices $v$ and $w$. If we take a graph for $G$ with four vertices and three edges, then we have the oriented incidence matrix $$A = \\left[\\!\\begin{array}{cccc} 1 & -1 & 0 & 0\\\\ 1 & 0 & -1 & 0 \\\\ 1 & 0 & 0 & -1 \\\\ \\end{array}\\!\\right],$$ and we can find that $G=A^TA$. For the matrix problem you describe you would construct a graph for $G$ with the same number of edges as vertices, then you should have the ability to reconstruct the matrix $A$ when you are only given the Laplacian matrix $G$.\n\nUpdate:\n\nIf we define the diagonal matrix of vertex degrees of a graph as $N$ and the adjacency matrix of the graph as $M$, then the Laplacian matrix $G$ of the graph is defined by $G=N-M$. For example, in the following graph",
null,
"we find the Laplacian matrix is $$G=\\left[\\!\\begin{array}{cccc} 3 & 0 & 0 & 0\\\\ 0 & 1 & 0 & 0 \\\\ 0 & 0 & 1 & 0 \\\\ 0 & 0 & 0 & 1 \\\\ \\end{array}\\!\\right] - \\left[\\!\\begin{array}{cccc} 0 & 1 & 1 & 1\\\\ 1 & 0 & 0 & 0 \\\\ 1 & 0 & 0 & 0 \\\\ 1 & 0 & 0 & 0 \\\\ \\end{array}\\!\\right].$$ Now we relate the $G$ to the oriented incidence matrix $A$ using the edges and nodes given in the pictured graph. Again we find the entries of $A$ from $$A_{ev} = \\left\\{\\begin{array}{lc} 1 & \\textrm{if }e=(v,w)\\textrm{ and }v<w \\\\ -1 & \\textrm{if }e=(v,w)\\textrm{ and }v>w \\\\ 0 & \\textrm{otherwise}, \\end{array} \\right..$$ For example, edge $e_1$ connects the nodes $v_1$ and $v_2$. So to determine $A_{e_1,v_1}$ we note that the index of $v_1$ is less than the index of $v_2$ (or we have the case $v<w$ in the definition of $A_{ev}$). Thus, $A_{e_1,v_1} = 1$. Similarly by the way of comparing indices we can find $A_{e_1,v_2} = -1$. We give $A$ below in a more explicit way referencing the edges and vertices pictured. $$A = \\begin{array}{c|cccc} & v_1 & v_2 & v_3 & v_4 \\\\ \\hline e_1 & 1 & -1 & 0 & 0\\\\ e_2 & 1 & 0 & -1 & 0 \\\\ e_3 & 1 & 0 & 0 & -1 \\\\ \\end{array}.$$\n\nNext, we generalize the concept of the Laplacian matrix to a weighted undirected graph. Let $Gr$ be an undirected finite graph defined by $V$ and $E$ its vertex and edge set respectively. To consider a weighted graph we define a weight function $$w: V\\times V\\rightarrow \\mathbb{R}^+,$$ which assigns a non-negative real weight to each edge of the graph. We will denote the weight attached to edge connecting vertices $u$ and $v$ by $w(u,v)$. In the case of a weighted graph we define the degree of each vertex $u\\in V$ as the sum of all the weighted edges connected to $u$, i.e., $$d_u = \\sum_{v\\in V}w(u,v).$$ From the given graph $Gr$ we can define the weighted adjacency matrix $Ad(Gr)$ as an $n\\times n$ with rows and columns indexed by $V$ whose entries are given by $w(u,v)$. Let $D(Gr)$ be the diagonal matrix indexed by $V$ with the vertex degrees on the diagonal then we can find the weighted Laplacian matrix $G$ just as before $$G = D(Gr) - Ad(Gr).$$\n\nIn the problem from the original post we know $$G=\\left[\\!\\begin{array}{ccc} \\tfrac{3}{4} & -\\tfrac{1}{3} & -\\tfrac{5}{12} \\\\ -\\tfrac{1}{3} & \\tfrac{2}{3} & -\\tfrac{1}{3} \\\\ -\\tfrac{5}{12} & -\\tfrac{1}{3} & \\tfrac{3}{4} \\\\ \\end{array}\\!\\right].$$ From the comments we know we seek a factorization for $G$ where $G=A^TA$ and specify $A$ is of the form $A=I-1_nw^T$ where $w^T1_n=1$. For full generality assume the matrix $A$ has no zero entries. Thus if we formulate the weighted oriented incidence matrix to find $A$ we want the weighted adjacency matrix $Ad(Gr)$ to have no zero entries as well, i.e., the weighted graph will have loops. Actually calculating the weighted oriented incidence matrix seems difficult (although it may simply be a result of my inexperience with weighted graphs). However, we can find a factorization of the form we seek in an ad hoc way if we assume we know something about the loops in our graph. We split the weighted Laplacian matrix $G$ into the degree and adjacency matrices as follows $$G=\\left[\\!\\begin{array}{ccc} \\tfrac{5}{4} & 0 & 0 \\\\ 0 & 1 & 0 \\\\ 0 & 0 & \\tfrac{11}{12} \\\\ \\end{array}\\!\\right]-\\left[\\!\\begin{array}{ccc} \\tfrac{1}{2} & \\tfrac{1}{3} & \\tfrac{5}{12} \\\\ \\tfrac{1}{3} & \\tfrac{1}{3} & \\tfrac{1}{3} \\\\ \\tfrac{5}{12} & \\tfrac{1}{3} & \\tfrac{1}{6} \\\\ \\end{array}\\!\\right] = D(Gr)-Ad(Gr).$$\nThus we know the loops on $v_1$, $v_2$ and $v_3$ have weights $1/2$, $1/3$, and $1/6$ respectively. If we put the weights on the loops into a vector $w$ = $[\\frac{1}{2}$ $\\frac{1}{3}$ $\\frac{1}{6}]^T$ then we can recover the matrix $A$ we want in the desired form $$A = I-1_nw^T = \\left[\\!\\begin{array}{ccc} \\tfrac{1}{2} & -\\tfrac{1}{3} & -\\tfrac{1}{6} \\\\ -\\tfrac{1}{2} & \\tfrac{2}{3} & -\\tfrac{1}{6} \\\\ -\\tfrac{1}{2} & -\\tfrac{1}{3} & \\tfrac{5}{6} \\\\ \\end{array}\\!\\right].$$\n\nIt appears if we have knowledge of the loops in our weighted graph we can find the matrix $A$ in the desired form. Again, this was done in an ad hoc manner (as I am not a graph theorist) so it may be a hack that worked just for this simple problem.\n\n• Recovering $A$ in the case of Laplacian $G$ as you describe should not be a problem (in you example, only one row/column contain non-zero elements). I guess the matters complicate with the general \"full\" Laplacian as in my example. Given the $O(n^2)$ degrees of freedom of $G$, I'm not sure if the solution could be obtained, subject to constraints I give above. – usero Apr 9 '12 at 16:05\n• Right, the example $G$ I give is highly simplified but it will be possible in the general case where $G$ is a full matrix. The graph theory problem becomes more complicated as you increase the number of edges and vertices. In essence we replace a difficult matrix factorization problem with a difficult graph theory problem. – Andrew Winters Apr 9 '12 at 17:45\n• Ok, I would appreciate if you try to reconstruct $A$ as is given above from given $G$. – usero Apr 9 '12 at 19:25\n• @AndrewWinters: Could you clarify how $A$ is determined from $G$? It's not clear to me how your algorithm proceeds in the general case. – Geoff Oxberry Apr 9 '12 at 19:35\n• I don't think it will be possible for a general $G$ as it seems that the specific factorization form $A=I-1_nw^T$ will only exist for certain types of weighted graphs. So the Laplacian matrices $G$ that are of the form $G=A^TA=(I-1_nw^T)^T(I-1_nw^T)$ are a subset of all possible Laplacian matrices. – Andrew Winters Apr 10 '12 at 14:07\n\nI think that you are confusing the unique matrix square-root of Hermitian positive semi-definite matrix $A$, i.e., a Hermitian positive semi-definite matrix $B$ satisfying,\n\n$$B^2 = A,$$\n\nwith the non-unique problem of finding a matrix $C$ satisfying\n\n$$C^H C = A,$$\n\nwhere clearly the mapping $C \\mapsto Q C$, for any unitary $Q$, preserves the identity. As you noticed, a Cholesky factorization provides one possible solution. However, note that Cholesky only works for Hermitian positive-definite matrices (with the possible exception of a Hermitian positive semi-definite matrix which is positive-definite if the last row and column are removed).\n\nLastly, one can constructively define the unique matrix square-root of a Hermitian positive semi-definite matrix through its eigenvalue decomposition, say\n\n$$A = U \\Lambda U^H,$$\n\nwhere $U$ is unitary and $\\Lambda$ is diagonal with non-negative entries due to $A$ being positive semi-definite. The Hermitian matrix square-root can easily be identified as\n\n$$B = U \\sqrt{\\Lambda} U^H.$$\n\n• You're right about the matrix square-root. Clearly, there are different ways to achieve the factorization, but could guarantee that $A$ (from my quest.) could be written as I formulated. – usero Apr 10 '12 at 19:26\n\nIn essence, what you're asking is to find the square root A of a matrix G, so that $$G = A^T A.$$ There are many ways to do that if $G$ is a symmetric matrix. For example, if $G$ is symmetric, then the Cholesky decomposition $G=L^TL$ provides you with one answer: $A=L$. But you already found another answer, with the matrix $A$ you already have. What this simply means is that there are many \"square roots\" of the matrix $G$, and if you want to have one particular one, you need to rephrase the question in such a way that you specify the structural properties of the \"branch\" of the square root that you're interested in.\n\nI would say that this situation is not dissimilar to taking the square root among the real numbers using the complex numbers: there, too, in general you have two roots, and you have to say which one you want to make the answer unique.\n\n• You're definitely right. Another way would be the spectral decomposition approach as I state above. I've made an edit to make the solution unique. Hopefully it won't complicate matters. – usero Apr 9 '12 at 11:56\n• Is a solution with the constraint I give above always existent? Perhaps it holds only for some cases, and not in general. – usero Apr 9 '12 at 14:23\n• Actually, Cholesky does not work in his case, as it (essentially) requires that the matrix is Hermitian positive-definite. – Jack Poulson Apr 10 '12 at 21:51\n\nI think you can apply $LDL^{T}$ factorization for your matrix A. Since your matrix has non-negative eigenvalues, the diagonal matrix D will have non-negative entries along the diagonl. Then you can easily factorize $\\hat{D} = \\sqrt{D}$. And you get the matrix $G = L\\hat{D}$. The eigendecomposition is not numerically stable, so I think you should avoid this kind of decomposition.\n\n• I have to disagree on two counts: (1) $LDL^T$ factorization does not work for singular matrices (his matrix is singular), and (2) eigenvalue decompositions of Hermitian matrices are considered stable, as their eigenvector matrices are unitary. – Jack Poulson Apr 11 '12 at 18:36\n• @JackPoulson I try a singular matrix A in matlab, and run ldl, it works. The zero eigenvalues corresponds to the zeros in the diagonal of D. – Willowbrook Apr 11 '12 at 19:10\n• I think that you will find that MATLAB's 'ldl' routine computes a block $LDL^T$ decomposition with pivoting, i.e., $PAP'=LDL^T$, where $D$ is not required to be diagonal (it can have $2 \\times 2$ blocks). In order to avoid division by zero due to the matrix being singular, the zero diagonal entries are pivoted to the bottom-right of the matrix. – Jack Poulson Apr 11 '12 at 19:31"
] | [
null,
"https://i.imgur.com/TZTjf.png",
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https://oeis.org/A232449/internal | [
"The OEIS Foundation is supported by donations from users of the OEIS and by a grant from the Simons Foundation.",
null,
"Hints (Greetings from The On-Line Encyclopedia of Integer Sequences!)\n A232449 The palindromic Belphegor numbers: (10^(n+3)+666)*10^(n+1)+1. 4\n\n%I\n\n%S 16661,1066601,100666001,10006660001,1000066600001,100000666000001,\n\n%T 10000006660000001,1000000066600000001,100000000666000000001,\n\n%U 10000000006660000000001,1000000000066600000000001,100000000000666000000000001,10000000000006660000000000001,1000000000000066600000000000001\n\n%N The palindromic Belphegor numbers: (10^(n+3)+666)*10^(n+1)+1.\n\n%C Though this sequence rarely contains primes (see A232448), most of its members tend to contain a few very large prime factors. The name stems from 'Belphegor's Prime', a(13), which was so named by Clifford Pickover (see link). [Comment corrected by _N. J. A. Sloane_, Dec 14 2015]\n\n%H Stanislav Sykora, <a href=\"/A232449/b232449.txt\">Table of n, a(n) for n = 0..497</a>\n\n%H Clifford A. Pickover, <a href=\"http://sprott.physics.wisc.edu/pickover/pc/1000000000000066600000000000001.html\">Belphegor's Prime: 1000000000000066600000000000001</a>\n\n%H Simon Singh, <a href=\"http://www.bbc.co.uk/news/magazine-24724635\">Homer Simpson's scary math problems</a>. BBC News. Retrieved 31 October 2013.\n\n%H Eric Weisstein's World of Mathematics, <a href=\"http://mathworld.wolfram.com/BelphegorNumber.html\">Belphegor Number</a>\n\n%H Wikipedia, <a href=\"http://en.wikipedia.org/wiki/Belphegor%27s_Prime\">Belphegor's prime</a>\n\n%H <a href=\"/index/Rec#order_03\">Index entries for linear recurrences with constant coefficients</a>, signature (111,-1110,1000).\n\n%F a(n) = 666*10^(n+1)+100^(n+2)+1.\n\n%F G.f.: (16661 - 782770*x + 767000*x^2) / ((1 - x)*(1 - 10*x)*(1 - 100*x)). [_Bruno Berselli_, Nov 25 2013]\n\n%o (PARI) Belphegor(k)=(10^(k+3)+666)*10^(k+1)+1; nmax = 498; v = vector(nmax); for (n=0,#v-1, v[n+1]=Belphegor(n))\n\n%Y Cf. A232448, A232450, A232451.\n\n%Y Subsequence of A118598.\n\n%K nonn,easy\n\n%O 0,1\n\n%A _Stanislav Sykora_, Nov 24 2013\n\nLookup | Welcome | Wiki | Register | Music | Plot 2 | Demos | Index | Browse | More | WebCam\nContribute new seq. or comment | Format | Style Sheet | Transforms | Superseeker | Recent\nThe OEIS Community | Maintained by The OEIS Foundation Inc.\n\nLast modified May 12 04:27 EDT 2021. Contains 343810 sequences. (Running on oeis4.)"
] | [
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"https://oeis.org/banner2021.jpg",
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https://www.neuraldesigner.com/learning/examples/diagnose-hcv/ | [
"This example aims to conclude whether the patient suffers from Hepatitis C, Fibrosis, Cirrhosis, or none of them.\n\nThe database used for this study was taken from the Medical University of Hannover, Germany.\n\n### Contents\n\nThis example is solved with Neural Designer. To follow it step by step, you can use the free trial.\n\n## 1. Application type\n\nThe variable to be predicted is categorical (no disease, suspect disease, hepatitis c, fibrosis, cirrhosis). Therefore, this is a classification project.\n\nThe goal here is to model the probability if the patient does not have any disease or suffers from hepatitis, fibrosis, or cirrhosis, conditioned on different tests such as blood analysis or urine tests.\n\n## 2. Data set\n\nThe hvcdat.csv file contains the data for this application. In a classification project type, target variables can have five values: no disease, suspect disease, Hepatitis C, Fibrosis, or Cirrhosis. The number of instances (rows) in the data set is 615, and the number of variables (columns) is 13.\n\nThe number of input variables, or attributes for each sample, is 12. Nearly all input variables are numeric-valued except one, Sex, which is binary, and most of them represent measurements from blood and urine analysis. The number of target variables is 1 and represents whether the patient suffers from liver disease. The following list summarizes the variables information:\n\n• category(diagnose): No disease, suspect disease, hepatitis c, fibrosis, or cirrhosis.\n• age: (0-100). The normal ranges change depending on the age.\n• sex: (f or m). The normal ranges change depending on the sex.\n• albumin: (normal range 34-54g/L). A blood albumin level below normal may be a sign of kidney disease or liver disease as Hepatitis or Cirrhosis.\n• alkaline_phosphatase: (40-129 U/L). It is an alkaline phosphatase test to check for liver disease or liver damage. The main cause or condition that can cause normal levels to rise is liver disease.\n• alanine_aminotransferase: (7-55 U/L). Alanine aminotransferase, or ALT is an enzyme found primarily in the liver. An elevated amount indicates liver damage from hepatitis, infection, cirrhosis, liver cancer, or other liver diseases.\n• aspartate_aminotransferase: (8-48 U/L). It is an enzyme found primarily in the liver, but also in the muscles. Elevated levels of AST in the blood may indicate hepatitis, cirrhosis, mononucleosis, or other liver diseases.\n• bilirubin: (1-12 mg/L). It is a yellowish substance that forms during the normal process of breaking down red blood cells in the body. Lower-than-normal bilirubin levels are generally not a concern. Elevated levels may indicate liver disease or damage.\n• cholinesterase: (8-18 U/L). It is a blood test that studies the levels of 2 substances that help the nervous system to function properly. Cholinesterase deficiency causes liver disease, and renal disease…\n• cholesterol: (Less than 5,2 mmol/L). Cholesterol is a waxy, fat-like substance found in every cell in your body. A high level could cause carotid artery disease, stroke, and peripheral artery disease…\n• creatinina: (61.9-114.9 ??mol/L for m and 53-97.2 ??mol/L for f). It measures the level of creatinine in the blood. High levels of creatinine in the blood and low levels in the urine indicate kidney disease or affecting the function of the kidneys\n• gamma_glutamyl_transferase : (from 0 to 30-50 IU/L.). It is an enzyme that indicates cholestasis. The higher the level of GGT, the greater the level of liver damage.\n• protein: (Less than 80 mg). It measures the amount of protein in the urine. If protein levels in the urine are elevated, this could indicate kidney damage or another medical problem.\n\nFinally, the use of all instances is set. Note that each instance contains the input and target variables of a different patient.\nThe data set is divided into training, validation, and testing subsets. 60% of the instances will be assigned for training, 20% for generalization, and 20% for testing. More specifically, 369 samples are used here for training, 123 for selection, and 123 for testing.\n\nOnce the data set has been set, we can perform a few related analytics. We check the provided information and make sure that the data is of good quality.\n\nWe can calculate the data statistics and draw a table with the minimums, maximums, means, and standard deviations of all variables in the data set. The next table depicts the values.",
null,
"Also, we can calculate the distributions for all variables. The following figure shows a pie chart with the number of instances belonging to each class in the data set.",
null,
"As we can see, no disease people represent 86% of the samples, and the total Hepatitis C, Fibrosis, and Cirrhosis represent approximately 12% of the patients.\n\nWe can also calculate the inputs-targets correlations to see which signals better define each factor. The following chart illustrates the dependency of the target category with the input variables of the data set.",
null,
"Here, the most correlated variables with Hepatitis C are aspartate aminotransferase, gamma glutamyl transferase, and alanine aminotransferase.\n\n## 3. Neural network\n\nThe second step is to set a neural network representing the classification function. For this class of applications, the neural network is composed of:\n\n• Scaling layer.\n• Perceptron layers.\n• Probabilistic layer.\n\nThe scaling layer contains the statistics on the inputs calculated from the data file and the method for scaling the input variables. Here the minimum-maximum method has been set. Nevertheless, the mean-standard deviation method would produce very similar results.\n\nThe number of perceptron layers is 1. This perceptron layer has 12 inputs and 5 neurons.\n\nThe probabilistic layer uses the softmax probabilistic method.\n\nThe following figure is a graphical representation of this neural network for liver disease diagnosis.",
null,
"## 4. Training strategy\n\nThe procedure used to carry out the learning process is called a training strategy. The training strategy is applied to the neural network to obtain the best possible performance. The type of training is determined by how the adjustment of the parameters in the neural network takes place. The fourth step is composed of two terms:\n\n• A loss index.\n• An optimization algorithm.\n\nThe loss index is the cross entropy error with L1 regularization.\n\nThe learning problem can be stated as finding a neural network that minimizes the loss index. That is a neural network that fits the data set (error term) and does not oscillate (regularization term).\n\nThe optimization algorithm that we use is the quasi-Newton method. This is also the standard optimization algorithm for this type of problem.",
null,
"The following chart shows how the error decreases with the iterations during the training process. This is a sign of convergence.\nThe final training and selection errors are training error = 0.0553 WSE and selection error = 0.0557 WSE, respectively.\n\n## 5. Model selection\n\nThe objective of model selection is to improve the generalization capabilities of the neural network or, in other words, to reduce the selection error.\n\nSince the selection error that we have achieved so far is very small (0.0557 NSE), we don’t need to apply order selection or input selection here.\n\n## 6. Testing analysis\n\nOnce the model is trained, we perform a testing analysis to validate its prediction capacity. We use a subset of data that has not been used before, the testing instances.\n\nThe next table shows the confusion matrix for our problem. The confusion matrix represents the real classes and the predicted classes’ columns for the testing data.\n\nPredicted no_disease Predicted suspect_disease Predicted hepatitis_c Predicted fibrosis Predicted cirrhosis\nReal no_disease 107 (87%) 1(0.813%) 0 1(0.813%) 0\nReal suspect_disease 0 0 0 0 0\nReal hepatitis_c 5(4.07%) 0 1(0.813%) 1(0.813%) 1(0.813%)\nReal fibrosis 0 0 1(0.813%) 2(1.63%) 0\nReal cirrhosis 1(0.813%) 0 0 0 2(1.63%)\n\nAs we can see, the number of instances that the model can correctly predict is 123 (92%), while it approximately misclassifies only 11 (8%). This shows that our predictive model has excellent classification accuracy, and the biggest confusion is predicting no disease when the patient suffers from hepatitis c.\n\n## 7. Model deployment\n\nOnce the neural network’s generalization performance has been tested, the neural network can be saved for future use in the so-called model deployment mode.\n\nWe can diagnose new patients by calculating the neural network outputs. For that, we need to know the input variables for them. An example is the following:\n\nWe can export the mathematical expression of the neural network to the hospital’s software to facilitate the work of the doctor. This expression is listed below.\n\nscaled_age = age*(1+1)/(77-(19))-19*(1+1)/(77-19)-1;\nscaled_sex = (sex-(0.6130080223))/0.4874579906;\nscaled_albumin = albumin*(1+1)/(82.19999695-(14.89999962))-14.89999962*(1+1)/(82.19999695-14.89999962)-1;\nscaled_alkaline_phosphatase = alkaline_phosphatase*(1+1)/(416.6000061-(11.30000019))-11.30000019*(1+1)/(416.6000061-11.30000019)-1;\nscaled_alanine_aminotransferase = alanine_aminotransferase*(1+1)/(325.2999878-(0.8999999762))-0.8999999762*(1+1)/(325.2999878-0.8999999762)-1;\nscaled_aspartate_aminotransferase = aspartate_aminotransferase*(1+1)/(324-(10.60000038))-10.60000038*(1+1)/(324-10.60000038)-1;\nscaled_bilirubin = bilirubin*(1+1)/(254-(0.8000000119))-0.8000000119*(1+1)/(254-0.8000000119)-1;\nscaled_cholinesterase = cholinesterase*(1+1)/(16.40999985-(1.419999957))-1.419999957*(1+1)/(16.40999985-1.419999957)-1;\nscaled_cholesterol = cholesterol*(1+1)/(9.670000076-(1.429999948))-1.429999948*(1+1)/(9.670000076-1.429999948)-1;\nscaled_creatinina = creatinina*(1+1)/(1079.099976-(8))-8*(1+1)/(1079.099976-8)-1;\nscaled_gamma_glutamyl_transferase = gamma_glutamyl_transferase*(1+1)/(650.9000244-(4.5))-4.5*(1+1)/(650.9000244-4.5)-1;\nscaled_protein = protein*(1+1)/(90-(44.79999924))-44.79999924*(1+1)/(90-44.79999924)-1;\n\nperceptron_layer_0_output_0 = sigma[ 0.000687571 + (scaled_age*-0.000107975)+ (scaled_sex*-0.000354215)+ (scaled_albumin*0.000200821)+ (scaled_alkaline_phosphatase*5.53142e-06)+ (scaled_alanine_aminotransferase*-0.000204123)+ (scaled_aspartate_aminotransferase*-0.000175011)+ (scaled_bilirubin*0.000402467)+ (scaled_cholinesterase*-6.37448e-05)+ (scaled_cholesterol*-0.000240513)+ (scaled_creatinina*0.000516883)+ (scaled_gamma_glutamyl_transferase*-5.56635e-05)+ (scaled_protein*0.00018629) ];\nperceptron_layer_0_output_1 = sigma[ -0.00100031 + (scaled_age*-0.000225761)+ (scaled_sex*0.000388395)+ (scaled_albumin*0.00128129)+ (scaled_alkaline_phosphatase*9.56258e-05)+ (scaled_alanine_aminotransferase*0.000165274)+ (scaled_aspartate_aminotransferase*0.000264668)+ (scaled_bilirubin*0.000126936)+ (scaled_cholinesterase*0.000348544)+ (scaled_cholesterol*8.74069e-05)+ (scaled_creatinina*0.000187206)+ (scaled_gamma_glutamyl_transferase*4.68866e-05)+ (scaled_protein*0.000123546) ];\nperceptron_layer_0_output_2 = sigma[ -0.000135561 + (scaled_age*0.00104903)+ (scaled_sex*-0.000125211)+ (scaled_albumin*0.000365379)+ (scaled_alkaline_phosphatase*0.000471019)+ (scaled_alanine_aminotransferase*0.000246482)+ (scaled_aspartate_aminotransferase*-0.000117056)+ (scaled_bilirubin*0.000598315)+ (scaled_cholinesterase*0.000453945)+ (scaled_cholesterol*-0.000645688)+ (scaled_creatinina*-0.000144883)+ (scaled_gamma_glutamyl_transferase*1.79297e-05)+ (scaled_protein*0.000202182) ];\nperceptron_layer_0_output_3 = sigma[ -3.94009e-05 + (scaled_age*0.000279269)+ (scaled_sex*-0.00126496)+ (scaled_albumin*-0.00015788)+ (scaled_alkaline_phosphatase*0.000714173)+ (scaled_alanine_aminotransferase*0.000159489)+ (scaled_aspartate_aminotransferase*-0.000126977)+ (scaled_bilirubin*-0.000248145)+ (scaled_cholinesterase*0.000231954)+ (scaled_cholesterol*-0.000381098)+ (scaled_creatinina*0.000388452)+ (scaled_gamma_glutamyl_transferase*-2.25984e-05)+ (scaled_protein*-2.42171e-05) ];\nperceptron_layer_0_output_4 = sigma[ 0.531863 + (scaled_age*0.000279123)+ (scaled_sex*0.000294663)+ (scaled_albumin*0.000832503)+ (scaled_alkaline_phosphatase*-0.0035456)+ (scaled_alanine_aminotransferase*-0.000726132)+ (scaled_aspartate_aminotransferase*-0.143645)+ (scaled_bilirubin*-0.0693214)+ (scaled_cholinesterase*-0.000138161)+ (scaled_cholesterol*0.000344551)+ (scaled_creatinina*-0.210249)+ (scaled_gamma_glutamyl_transferase*-0.0841537)+ (scaled_protein*-0.00010063) ];\n\nprobabilistic_layer_combinations_0 = 1.99571 +0.00017129*perceptron_layer_0_output_0 +0.000294192*perceptron_layer_0_output_1 +0.000545024*perceptron_layer_0_output_2 +1.71061e-05*perceptron_layer_0_output_3 +1.23961*perceptron_layer_0_output_4\nprobabilistic_layer_combinations_1 = 2.43231 +8.26751e-06*perceptron_layer_0_output_0 -0.000394384*perceptron_layer_0_output_1 +0.000839893*perceptron_layer_0_output_2 -0.000321675*perceptron_layer_0_output_3 +1.06731*perceptron_layer_0_output_4\nprobabilistic_layer_combinations_2 = 2.85722 +0.000411359*perceptron_layer_0_output_0 +0.000485672*perceptron_layer_0_output_1 +9.30878e-05*perceptron_layer_0_output_2 -7.38007e-05*perceptron_layer_0_output_3 +0.789123*perceptron_layer_0_output_4\nprobabilistic_layer_combinations_3 = 1.99249 +0.000452945*perceptron_layer_0_output_0 +0.00107266*perceptron_layer_0_output_1 +0.000121336*perceptron_layer_0_output_2 -0.000247549*perceptron_layer_0_output_3 +1.1734*perceptron_layer_0_output_4\nprobabilistic_layer_combinations_4 = 2.01512 +0.000355189*perceptron_layer_0_output_0 +0.000699017*perceptron_layer_0_output_1 -0.000694358*perceptron_layer_0_output_2 +0.000623235*perceptron_layer_0_output_3 +0.226457*perceptron_layer_0_output_4\n\nno_disease = 1.0/(1.0 + exp(-probabilistic_layer_combinations_0);\nsuspect_disease = 1.0/(1.0 + exp(-probabilistic_layer_combinations_1);\nhepatitis = 1.0/(1.0 + exp(-probabilistic_layer_combinations_2);\nfibrosis = 1.0/(1.0 + exp(-probabilistic_layer_combinations_3);\ncirrhosis = 1.0/(1.0 + exp(-probabilistic_layer_combinations_4);\n\n\n## References\n\n• The data for this problem has been taken from the UCI Machine Learning Repository.\n• Lichtinghagen R et al. J Hepatol 2013; 59: 236-42.\n• Hoffmann G et al. Using machine learning techniques to generate laboratory diagnostic pathways a case study. J Lab Precis Med 2018; 3: 58-67."
] | [
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"https://www.neuraldesigner.com/images/chart-hcv.webp",
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"https://www.neuraldesigner.com/images/correlations-hcv.webp",
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"https://www.neuraldesigner.com/images/neural-hcv.webp",
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https://root.cern.ch/root/html518/ROOT__Math__RootFinder_ROOT__Math__Roots__Newton_.html | [
"# class ROOT::Math::RootFinder<ROOT::Math::Roots::Newton>\n\n```\nClass to find the Root of one dimensional functions.\nThe class is templated on the type of Root solver algorithms.\nThe possible types of Root-finding algorithms are:\n<ul>\n<li>Root Bracketing Algorithms which they do not require function derivatives\n<ol>\n<li>Roots::Bisection\n<li>Roots::FalsePos\n<li>Roots::Brent\n</ol>\n<li>Root Finding Algorithms using Derivatives\n<ol>\n<li>Roots::Newton\n<li>Roots::Secant\n<li>Roots::Steffenson\n</ol>\n</ul>\n\nThis class does not cupport copying\n\n@ingroup RootFinders\n\n```\n\n## Function Members (Methods)\n\npublic:\n virtual ~RootFinder() int Iterate() int Iterations() const const char* Name() const double Root() const ROOT::Math::RootFinder RootFinder() int SetFunction(const ROOT::Math::IGradFunction& f, double Root) int SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup) int Solve(int maxIter = 100, double absTol = 1E-3, double relTol = 1E-6) static int TestDelta(double r1, double r0, double epsAbs, double epsRel) static int TestInterval(double xlow, double xup, double epsAbs, double epsRel) static int TestResidual(double f, double epsAbs)\nprivate:\n ROOT::Math::RootFinder& operator=(const ROOT::Math::RootFinder& rhs) ROOT::Math::RootFinder RootFinder(const ROOT::Math::RootFinder&)\n\n## Data Members\n\nprivate:\n ROOT::Math::Roots::Newton fSolver type of algorithm to be used\n\n## Class Charts",
null,
"## Function documentation\n\nint SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)\n```Provide to the solver the function and the initial search interval [xlow, xup]\nfor algorithms not using derivatives (bracketing algorithms)\nThe templated function f must be of a type implementing the \\a operator() method,\n<em> double operator() ( double x ) </em>\nReturns non zero if interval is not valid (i.e. does not contains a root)\n\n```\nreturn fSolver. SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)\nint Solve(int maxIter = 100, double absTol = 1E-3, double relTol = 1E-6)\n```Compute the roots iterating until the estimate of the Root is within the required tolerance returning\nthe iteration Status\n\n```\nint Iterations()\n```Return the number of iteration performed to find the Root.\n\n```\nint Iterate()\n```Perform a single iteration and return the Status\n\n```\ndouble Root()\n```Return the current and latest estimate of the Root\n\n```\nconst char * Name()\n```Return the current and latest estimate of the lower value of the Root-finding interval (for bracketing algorithms)\n\ndouble XLower() const {\nreturn fSolver.XLower();\n}\n\nReturn the current and latest estimate of the upper value of the Root-finding interval (for bracketing algorithms)\n\ndouble XUpper() const {\nreturn fSolver.XUpper();\n}\n\nGet Name of the Root-finding solver algorithm\n\n```\nint TestInterval(double xlow, double xup, double epsAbs, double epsRel)\n```Test convertgence Status of current iteration using interval values (for bracketing algorithms)\n\n```\nint TestDelta(double r1, double r0, double epsAbs, double epsRel)\n```Test convergence Status of current iteration using last Root estimates (for algorithms using function derivatives)\n\n```\nint TestResidual(double f, double epsAbs)\n```Test function residual\n\n```\n\nLast update: root/mathmore:\\$Id: RootFinder.h 21503 2007-12-19 17:34:54Z moneta \\$\nCopyright (c) 2004 ROOT Foundation, CERN/PH-SFT *\n\nThis page has been automatically generated. If you have any comments or suggestions about the page layout send a mail to ROOT support, or contact the developers with any questions or problems regarding ROOT."
] | [
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https://thewebdev.info/2020/04/01/typescript-advanced-typesnullable-types-and-type-aliases/ | [
"Categories\n\n# TypeScript Advanced Types — Nullable Types and Type Aliases\n\nTypeScript has many advanced type capabilities and which make writing dynamically typed code easy. It also facilitates the adoption of existing JavaScript code since it lets us keep the dynamic capabilities of JavaScript while using the type-checking capability of TypeScript. There are multiple kinds of advanced types in TypeScript, like intersection types, union types, type guards, nullable types, and type aliases, and more. In this article, we look at nullable types and type aliases.\n\n# Nullable Types\n\nTo let us assign `undefined` to a property with the `--strictNullChecks` flag on, TypeScript supports nullable types. With the flag on, we can’t assign `undefined` to type members that don’t have the nullable operator attached to it. To use it, we just put a question mark after the member name for the type we want to use.\n\nIf we have the `strictNullChecks` flag on and we set a value of a property to `null` or `undefined` , then like we do in the following code:\n\n``````interface Person {\nname: string;\nage: number;\n}\n\nlet p: Person = {\nname: 'Jane',\nage: null\n}\n``````\n\nThen we get the following errors:\n\n``````Type 'null' is not assignable to type 'number'.(2322)input.ts(3, 3): The expected type comes from property 'age' which is declared here on type 'Person'\n``````\n\nThe errors above won’t appear if we have `strictNullChecks` off and the TypeScript compiler will allow the code to be compiled.\n\nIf we have the `strictNullChecks` flag on and we want to be able to set `undefined` to a property as the value, then we can make the property nullable. For example, we can set a member of an interface to be nullable with the following code:\n\n``````interface Person {\nname: string;\nage?: number;\n}\n\nlet p: Person = {\nname: 'Jane',\nage: undefined\n}\n``````\n\nIn the code above, we added a question mark after the `age` member in the `Person` interface to make it nullable. Then when we define the object, we can set `age` to `undefined`. We can’t still set `age` to `null` . If we try to do that, we get:\n\n``````Type 'null' is not assignable to type 'number | undefined'.(2322)input.ts(3, 3): The expected type comes from property 'age' which is declared here on type 'Person'\n``````\n\nAs we can see, a nullable type is just a union type between the type that we declared and the `undefined` type. This also means that we can use type guards with it like any other union type. For example, if we want to only get the age if it’s defined, we can write the following code:\n\n``````const getAge = (age?: number) => {\nif (age === undefined) {\nreturn 0\n}\nelse {\nreturn age.toString();\n}\n}\n``````\n\nIn the `getAge` function, we first check if the `age` parameter is `undefined` . If it is, then we return 0. Otherwise, we can call the `toString()` method on it, which is available to number objects.\n\nLikewise, we can eliminate `null` values with a similar kind of code, for instance, we can write:\n\n``````const getAge = (age?: number | null) => {\nif (age === null) {\nreturn 0\n}\nelse if (age === undefined) {\nreturn 0\n}\nelse {\nreturn age.toString();\n}\n}\n``````\n\nThis comes in handy because nullable types exclude `null` from being assigned with `strictNullChecks` on, so if we want `null` to be able to be passed in as a value for the `age` parameter, then we need to add `null` to the union type. We can also combine the first 2 `if` blocks into one:\n\n``````const getAge = (age?: number | null) => {\nif (age === null || age === undefined) {\nreturn 0\n}\nelse {\nreturn age.toString();\n}\n}\n``````\n\n# Type Aliases\n\nIf we want to create a new name for an existing type, we can add a type alias to the type. This can be used for many types, including primitives, unions, tuples, and any other type that we can write by hand. To create a type alias, we can use the `type` keyword to do so. For example, if we want to add an alias to a union type, we can write the following code:\n\n``````interface Person {\nname: string;\nage: number;\n}\n\ninterface Employee {\nemployeeCode: number;\n}\n\ntype Laborer = Person & Employee;\nlet laborer: Laborer = {\nname: 'Joe',\nage: 20,\nemployeeCode: 100\n}\n``````\n\nThe declaration of `laborer` is the same as using the intersection type directly to type the `laborer` object, as we do below:\n\n``````let laborer: Person & Employee = {\nname: 'Joe',\nage: 20,\nemployeeCode: 100\n}\n``````\n\nWe can declare type alias for primitive types like we any other kinds of types. For example, we can make a union type with different primitive types as we do in the following code:\n\n``````type PossiblyNumber = number | string | null | undefined;\nlet x: PossiblyNumber = 2;\nlet y: PossiblyNumber = '2';\nlet a: PossiblyNumber = null;\nlet b: PossiblyNumber = undefined;\n``````\n\nIn the code above, the `PossiblyNumber` type can be a number, string, `null` or `undefined` . If we try to assign an invalid to it like a boolean as in the following code:\n\n``````let c: PossiblyNumber = false;\n``````\n\nWe get the following error:\n\n``````Type 'false' is not assignable to type 'PossiblyNumber'.(2322)\n``````\n\njust like any other invalid value assignment.\n\nWe can also include generic type markers in our type aliases. For example, we can write:\n\n``````type Foo<T> = { value: T };\n``````\n\nGeneric type aliases can also be referenced in the properties of a type. For example, we can write:\n\n``````type Tree<T> = {\nvalue: T;\nleft: Tree<T>;\ncenter: Tree<T>;\nright: Tree<T>;\n}\n``````\n\nThen we can use the `Tree` type as we do in the following code:\n\n``````type Tree<T> = {\nvalue: T,\nleft: Tree<T>;\ncenter: Tree<T>;\nright: Tree<T>;\n}\n\nlet tree: Tree<string> = {} as Tree<string>;\ntree.value = 'Jane';tree.left = {} as Tree<string>\ntree.left.value = 'Joe';\ntree.left.left = {} as Tree<string>;\ntree.left.left.value = 'Amy';\ntree.left.right = {} as Tree<string>\ntree.left.right.value = 'James';tree.center = {} as Tree<string>\ntree.center.value = 'Joe';tree.right = {} as Tree<string>\ntree.right.value = 'Joe';console.log(tree);\n``````\n\nThe `console.log` for `tree` on the last line should get us:\n\n``````{\n\"value\": \"Jane\",\n\"left\": {\n\"value\": \"Joe\",\n\"left\": {\n\"value\": \"Amy\"\n},\n\"right\": {\n\"value\": \"James\"\n}\n},\n\"center\": {\n\"value\": \"Joe\"\n},\n\"right\": {\n\"value\": \"Joe\"\n}\n}\n``````\n\nNullable types are useful is we want to be able to assign `undefined` to a property when `strictNullChecks` flag is on when in our TypeScript compiler configuration. It’s simply a union type between whatever type you have and `undefined` . It’s denoted by a question mark after the property name. This means we can use type guards with it like any other union type. Note that nullable types don’t allow `null` values to be assigned to it since nullable types are only needed when `strictNullChecks` flag is on. Type alias let us create a new name for types that we already have. We can also use generics with type alias, but we can’t use them as standalone types."
] | [
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8336456,"math_prob":0.9369436,"size":6492,"snap":"2020-24-2020-29","text_gpt3_token_len":1599,"char_repetition_ratio":0.13316892,"word_repetition_ratio":0.15834768,"special_character_ratio":0.26278496,"punctuation_ratio":0.16864784,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.95113665,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-05-31T16:06:35Z\",\"WARC-Record-ID\":\"<urn:uuid:8f7e4f01-6f5f-4069-a8cd-bb1204bd50fe>\",\"Content-Length\":\"189373\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:eadb0482-4ee0-49b3-b80b-f776e88dda4c>\",\"WARC-Concurrent-To\":\"<urn:uuid:15b9c2a9-fa0b-41fb-9ff0-eaa0d42ccea7>\",\"WARC-IP-Address\":\"35.208.128.182\",\"WARC-Target-URI\":\"https://thewebdev.info/2020/04/01/typescript-advanced-typesnullable-types-and-type-aliases/\",\"WARC-Payload-Digest\":\"sha1:CITX4TOMAEGTQWFNLNA2PMEHCSCQQB4G\",\"WARC-Block-Digest\":\"sha1:X43LSDVBUJRHCZNRUKTO6Q2UZVD7GQCZ\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-24/CC-MAIN-2020-24_segments_1590347413551.52_warc_CC-MAIN-20200531151414-20200531181414-00347.warc.gz\"}"} |
https://wikidiff.com/category/terms/two | [
"# two\n\ntwo | five |\n\n## As numerals the difference between two and five\n\nis that two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••) while five is (cardinal) a numerical value equal to ; the number following four and preceding six this many dots (•••••).\n\n## As nouns the difference between two and five\n\nis that two is the digit/figure 2 while five is the digit/figure 5.\n\nfor | two |\n\n## As nouns the difference between for and two\n\nis that for is oven while two is the digit/figure 2.\n\n## As a numeral two is\n\n(label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\nplastic | two |\n\n## As nouns the difference between plastic and two\n\nis that plastic is plastic while two is the digit/figure 2.\n\nis plastic.\n\n## As a numeral two is\n\n(label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\nslave | two |\n\nis .\n\n## As a numeral two is\n\n(label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n## As a noun two is\n\nthe digit/figure 2.\n\ntwo | two |\n\n## In label|en|cardinal terms the difference between two and two\n\nis that two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••) while two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n## In us|informal|lang=en terms the difference between two and two\n\nis that two is (us|informal) a two-dollar bill while two is (us|informal) a two-dollar bill.\n\n## As numerals the difference between two and two\n\nis that two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••) while two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n## As nouns the difference between two and two\n\nis that two is the digit/figure 2 while two is the digit/figure 2.\n\ntwo | words |\n\n## As nouns the difference between two and words\n\nis that two is the digit/figure 2 while words is .\n\n## As a numeral two\n\nis (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n(word).\n\nzero | two |\n\n## As numerals the difference between zero and two\n\nis that zero is zero while two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n## As nouns the difference between zero and two\n\nis that zero is zero while two is the digit/figure 2.\n\ntwo | tvo |\n\n## As numerals the difference between two and tvo\n\nis that two is (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••) while tvo is neuter nominative and accusative of tveir.\n\n## As a noun two\n\nis the digit/figure 2.\n\ntwo | this |\n\n## As a numeral two\n\nis (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n## As a noun two\n\nis the digit/figure 2.\n\n## As a determiner this is\n\n.\n\n#### Two vs Chocolate - What's the difference?\n\ntwo | chocolate |\n\n## As a numeral two\n\nis (label) a numerical value equal to ; the second number in the set of natural numbers (especially in number theory); the cardinality of the set {0, 1}; one plus one ordinal: second this many dots (••).\n\n## As a noun two\n\nis the digit/figure 2.\n\n.\n\n## As an adjective chocolate is\n\nchocolate (attributive)."
] | [
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https://www.hackster.io/group-702/group-702-sound-sensor-project-8d41d6 | [
"",
null,
"",
null,
"",
null,
"# Group 702 Sound Sensor Project\n\nOur project detects sound and the data is collected so that we can measure at what points in the day has the highest amount of volume.\n\nIntermediateFull instructions provided20 hours113",
null,
"## Things used in this project\n\n### Hardware components",
null,
"Particle Photon\n×1",
null,
"×1",
null,
"Jumper wires (generic)\n×1\n\n### Hand tools and fabrication machines",
null,
"Laser cutter (generic)\n\n## Code\n\n### Sound Code for Photon\n\nArduino\n```const long sample_rate = 50; // time between samples (in miliseconds)\nconst int array_size = 1200; // 1000/50=20 * 60=1200\nint snd_array[array_size] = {};\nint snd_max, prev_max = 0;\nint snd_min, prev_min = 4096;\ndouble snd_avg = 2048;\n\n// Shift all the values right by 1\nfor(int i = array_size-1; i >= 1; i--)\n{\nsnd_array[i] = snd_array[i-1];\nif((snd_array[i] < snd_min) && (snd_array[i] != 0))\n{\nsnd_min = snd_array[i];\n\n}\nif(snd_array[i] > snd_max)\n{\nsnd_max = snd_array[i];\n\n}\n}\n\nsnd_array = value;\n\n// Average array\nfloat avg_sum = 0;\nint size = 0 ;\nfor (int a=0; a <= array_size; a++)\n{\nif(snd_array[a] > 0)\n{\nsize++ ;\navg_sum = avg_sum + snd_array[a];\n}\n}\nsnd_avg = avg_sum / size;\n}\n\ndigitalWrite(D7, HIGH);\n} else {\ndigitalWrite(D7, LOW);\n}\n}\n\nunsigned long now = millis();\nSerial.print(\"Avg: \"); Serial.println(snd_avg);\nSerial.print(\"Min: \"); Serial.println(snd_min);\nSerial.print(\"Max: \"); Serial.println(snd_max);\nsnd_avg = 0;\nsnd_min = 4096;\nsnd_max = 0;\n//snd_array[array_size] = {};\n}\n}\n\nvoid setup() {\nSerial.begin(9600);\npinMode(A0, INPUT); // mic AUD connected to Analog pin 0\npinMode(D7, OUTPUT); // flash on-board LED\n\nParticle.variable(\"snd_avg\", snd_avg);\nParticle.variable(\"snd_max\", snd_max);\nParticle.variable(\"snd_min\", snd_min);\n\n}\n\nvoid loop() {\n\ndelay(sample_rate);\n}\n```\n\n## Credits\n\n### Blake Trendel\n\n1 project • 2 followers\n\n### Michael Herrera\n\n1 project • 1 follower\n\n### sanee kassam\n\n1 project • 2 followers\nYA YA YA"
] | [
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"https://gravatar.com/avatar/1754cc0aeca15a6c2163e33bce79bef2.png",
null,
"https://hackster.imgix.net/uploads/attachments/281757/bruce-lee-2_lLDkVaXGUO.jpg",
null,
"https://gravatar.com/avatar/49e4203eec8972316fb954f4410c559f.png",
null,
"https://hackster.imgix.net/uploads/attachments/285330/img_3916_A9GEksxgEn.JPG",
null,
"https://hackster.imgix.net/uploads/image/file/50450/photon-new-3706595d530dfb95d54f1e0e959e3386.jpg",
null,
"https://hackster.imgix.net/uploads/image/file/44494/12002-04.jpg",
null,
"https://hackster.imgix.net/uploads/image/file/44496/11026-02.jpg",
null,
"https://hackster.imgix.net/uploads/image/file/79857/lasercutter.jpg",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.98676646,"math_prob":0.9863594,"size":1918,"snap":"2019-26-2019-30","text_gpt3_token_len":374,"char_repetition_ratio":0.119644724,"word_repetition_ratio":0.0,"special_character_ratio":0.19447342,"punctuation_ratio":0.05107527,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.98613507,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16],"im_url_duplicate_count":[null,null,null,3,null,null,null,3,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2019-07-15T19:19:08Z\",\"WARC-Record-ID\":\"<urn:uuid:f95eb5f4-bc5b-4db9-9c89-7f544e21f27d>\",\"Content-Length\":\"120760\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:b00d92ea-3bfb-431a-9c2a-0a2fcaa7cf2c>\",\"WARC-Concurrent-To\":\"<urn:uuid:9e023e3d-2ec7-4d6a-85ea-4c5075391c8d>\",\"WARC-IP-Address\":\"151.101.249.174\",\"WARC-Target-URI\":\"https://www.hackster.io/group-702/group-702-sound-sensor-project-8d41d6\",\"WARC-Payload-Digest\":\"sha1:MWQZASPJKRMQLAE7XP7AZYF2KT4RHRDX\",\"WARC-Block-Digest\":\"sha1:RBRPX6KPNUQ2O4WEKJHB5BMLPA6Z2C6Q\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2019/CC-MAIN-2019-30/CC-MAIN-2019-30_segments_1563195523840.34_warc_CC-MAIN-20190715175205-20190715201205-00477.warc.gz\"}"} |
https://forum.gwb.com/topic/2934-kd-in-the-unit-of-mol-g-1/ | [
"Jump to content\nGeochemist's Workbench Support Forum\n\n# Kd in the unit of mol g-1\n\n## Recommended Posts\n\nAbout the Kd approach to treat sorbing solutes, it is written that we must convert the unit of Kd from cm3/g to mol/g. Could you please explain how we can do that?\n\nIn the textbook of the online academy (https://academy.gwb.com/sorbing_solutes.php), for example, the Kd for Pb2+ was given as 0.16 cm3/g, which was converted to 0.0003 mol/g. I would like to know details of the conversion, when we assume that (i) dissolved Pb2+ is 10 micromolar, (ii) the activity coefficient of Pb2+ in the goundwater is 0.66, and (iii) the free Pb2+ proportion is 80% of total dissolved Pb, as written in the textbook.\n\n##### Share on other sites\n\nHello Yoshio,\n\nThank you for your question. To calculate Kd' I would use the original sorption isotherm, S = Kd*C, where the sorbed concentration (mole/g dry sediment) is equal to the product of the Kd(cm3/g) and concentration of the free ion (mole/cm3). I would first convert the concentration of dissolved Pb2+ to mole/cm3 which is approximately 10^-8 mole/cm3. Then using the Kd and concentration of dissolved Pb2+, calculate the concentration of Pb sorbed:\n\nS = 0.16 [cm3/g] * 10^-8 [mole/cm3] = 1.6 * 10 ^-9 mole of Pb2+ sorbed per gram of sediment.\n\nThe Kd' term accounts for the activity instead of the concentration. To do so you, you will need to multiply the activity coefficient by the concentration of free ions in solution. Using the activity coefficient (0.66), fraction of free ions in the fluid (0.8), and the concentration of dissolved Pb2+ (~10^-5 molal), you can calculate Kd' like so:\n\n1.6*10^-9 = Kd' * (0.66*0.8*10^-5)\n\nwhere the Kd' is calculated to be approximately 0.0003 mol/g.\n\nHope this helps,\n\nJia Wang\n\n## Join the conversation\n\nYou can post now and register later. If you have an account, sign in now to post with your account.",
null,
"Reply to this topic...\n\n× Pasted as rich text. Paste as plain text instead\n\nOnly 75 emoji are allowed.\n\n× Your link has been automatically embedded. Display as a link instead\n\n× Your previous content has been restored. Clear editor\n\n× You cannot paste images directly. Upload or insert images from URL.\n\nLoading...\n×\n×\n\n• #### Activity\n\n×\n• Create New..."
] | [
null,
"https://content.invisioncic.com/n304055/set_resources_1/84c1e40ea0e759e3f1505eb1788ddf3c_default_photo.png",
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http://hermes.roua.org/hermes-pub/arxiv/05/04/149/article.xhtml | [
"### November 27, 2006\n\n<ph f=\"cmbx\">Local Analytic Hypoellipticity for a sum of squares of complex vector fields with large loss of derivatives</ph>\n\n### David S. Tartakoff\n\n5 rue de la Juviniere, 78350 Les Loges en Josas, FRANCE E-mail address : Makhlouf.Derridj@univ-rouen.fr Department of Mathematics, University of Illinois at Chicago, m/c 249, 851 S. Morgan St., Chicago IL 60607, USA E-mail address : dst@uic.edu\n• Abstract. A very recent paper of Kohn studies the hypoellipticity for a sum of squres of complex vector fields which exhibit a large loss of derivatives. We give an elementary proof of the analytic hypoellipticity of this operator. The proof requires the analysis of [2.\nM. Derridj and D.S.Tartakoff\n\n1 Introduction\n\nIn [1, J.J. Kohn proved the hypoellipticity of the operator $P={L}^{*}L+\\left({\\overline{z}}^{k}L\\right)\\left({\\overline{z}}^{k}L{\\right)}^{*},L=\\frac{\\partial }{\\partial z}-i\\overline{z}\\frac{\\partial }{\\partial t},$ for which there is a large loss of derivatives indeed in the a priori estimate one bounds only the Sobolev norm of order $-\\left(k+1\\right)/2.$ We show in this note that solutions of $Pu=f$ with $f$ real analytic are themselves real analytic in any open set where $f$ is. For simplicity we shall write out in detail the case for $k=1$ only, as larger values of $k$ pose no difficulties.\nThe a priori estimate with which we will work is $\\parallel Lv{\\parallel }_{0}^{2}+\\parallel z\\overline{L}v{\\parallel }_{0}^{2}\\lesssim |\\left(Pv,v{\\right)}_{{L}^{2}}|,v\\in {C}_{0}^{\\infty }$ since the loss of derivatives and extra low order term on the left is of no use to us and this estimate is immediate from the definition of $P.$ Our first observation is that we know the analyticity of the solution for $z\\ne 0$ from the earlier work of the second author [2, [3and Treves [4.\nOur second observation is that it suffices to bound derivatives measured in terms of high powers of the vector fields $L$ and $\\overline{L}$ in ${L}^{2}$ norm, by standard arguments, and indeed estimating high powers of $\\overline{L}$ can be reduced to bounding high powers of $L$ and powers of $T=2i\\partial /\\partial t=\\left[L,\\overline{L}\\right]$ of half the order, by repeated integration by parts. Thus our overall scheme will be to start with high powers (order $2p$ ) of $L$ or $\\overline{L},$ use integration by parts and the a priori estimate repeatedly to reduce to treating ${T}^{p}u$ in a slightly larger set.\nAnd to do this, as in many other papers of ours, we will create a (new) special localization of ${T}^{p}.$ The new localization of ${T}^{p}$ may be written in the simple form:\nLocal Analyticity for complex vector fields $\\left({T}^{{p}_{1},{p}_{2}}{\\right)}_{\\phi }={\\sum }_{\\genfrac{}{}{0}{}{a\\le {p}_{1}}{b\\le {p}_{2}}}\\frac{{L}^{a}{z}^{a}{T}^{{p}_{1}-a}{\\phi }^{\\left(a+b\\right)}{T}^{{p}_{2}-b}{\\overline{z}}^{b}{\\overline{L}}^{b}}{a!b!},$ Here by ${\\phi }^{\\left(r\\right)}$ we mean $\\left(i\\partial /\\partial t{\\right)}^{r}\\phi \\left(t\\right)$ since near $z=0$ we may take the localizing function independent of $z.$ We have the commutation relations:\n$\\left[L,\\left({T}^{{p}_{1},{p}_{2}}{\\right)}_{\\phi }\\right]\\equiv L\\circ \\left({T}^{{p}_{1}-1,{p}_{2}}{\\right)}_{{\\phi }^{\\prime }},\\left[\\overline{L},\\left({T}^{{p}_{1},{p}_{2}}{\\right)}_{\\phi }\\right]\\equiv \\left({T}^{{p}_{1},{p}_{2}-1}{\\right)}_{{\\phi }^{\\prime }}\\circ \\overline{L},$ $\\left[\\left({T}^{{p}_{1},{p}_{2}}{\\right)}_{\\phi },z\\right]=\\left({T}^{{p}_{1}-1,{p}_{2}}{\\right)}_{{\\phi }^{\\prime }}\\circ z,and\\left[\\left({T}^{{p}_{1},{p}_{2}}{\\right)}_{\\phi },\\overline{z}\\right]=\\overline{z}\\circ \\left({T}^{{p}_{1},{p}_{2}-1}{\\right)}_{{\\phi }^{\\prime }},$ where the $\\equiv$ denotes modulo ${C}^{{p}_{1}-{p}_{1}^{\\prime }+{p}_{2}-{p}_{2}^{\\prime }}$ terms of the form $\\frac{{L}^{{p}_{1}-{p}_{1}^{\\prime }}\\circ {z}^{{p}_{1}-{p}_{1}^{\\prime }}\\circ {T}^{{p}_{1}^{\\prime }}\\circ {\\phi }^{\\left({p}_{1}^{\\prime }+{p}_{2}^{\\prime }+1\\right)}\\circ {T}^{{p}_{2}^{\\prime }}\\circ {\\overline{z}}^{{p}_{2}-{p}_{2}^{\\prime }}\\circ {\\overline{L}}^{{p}_{2}-{p}_{2}^{\\prime }}}{\\left({p}_{1}-{p}_{1}^{\\prime }+{p}_{2}-{p}_{2}^{\\prime }\\right)!}$ with either ${p}_{1}^{\\prime }=0$ or ${p}_{2}^{\\prime }=0.$ Note that if we start with ${p}_{1}={p}_{2}=p/2,$ and iteratively apply these commutation relations, the number of $T$ derivatives not necessarily applied to $\\phi$ is eventually at most $p/2;$ in our previous works the number dropped to zero (i.e., only $L$ and $\\overline{L}$ derivatives remained and at most $p$ of them, half the number of $L$ and $\\overline{L}$ derivatives we started with, but any fraction of the original number would do as well.\nSo we insert first $v=\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u$ in the a priori inequality, then bring $\\left({T}^{p/2,p/2}{\\right)}_{\\phi }$ to the left of $P=-\\overline{L}L-L\\overline{z}z\\overline{L}$ since $Pu$ is known and analytic. By the above bracket relations, $\\left(\\left[\\overline{L}L+L\\overline{z}z\\overline{L},\\left({T}^{p/2,p/2}{\\right)}_{\\phi }\\right]u,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right)\\equiv$ M. Derridj and D.S.Tartakoff $\\equiv \\left(\\left({T}^{p/2,p/2-1}{\\right)}_{{\\phi }^{\\prime }}\\overline{L}Lu,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right)+\\left(\\overline{L}L\\left({T}^{p/2-1,p/2}{\\right)}_{{\\phi }^{\\prime }}u,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right)$ $+\\left(L\\left({T}^{p/2-1,p/2}{\\right)}_{{\\phi }^{\\prime }}\\overline{z}z\\overline{L}u,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right)+\\left(L\\overline{z}\\left({T}^{p/2,p/2-1}{\\right)}_{{\\phi }^{\\prime }}z\\overline{L}u,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right)$ $+\\left(L\\overline{z}\\left({T}^{p/2-1,p/2}{\\right)}_{{\\phi }^{\\prime }}z\\overline{L}u,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right)+\\left(L\\overline{z}z\\left({T}^{p/2,p/2-1}{\\right)}_{{\\phi }^{\\prime }}\\overline{L}u,\\left({T}^{p/2,p/2}{\\right)}_{\\phi }u\\right).$ In every case, the brackets reduce the order of the sum of the two indices ${p}_{1}$ and ${p}_{2}$ by one (here we started with ${p}_{1}={p}_{2}=p/2$ ), pick up one derivative on $\\phi ,$ and leave the vector fields over which we have maximal control in the estimate intact and in the correct order. Thus we may bring either $L\\overline{z}$ to the right as $z\\overline{L},$ (possibly after additional iterations of the brackets to obtain an $\\overline{z}$ to the left of $\\left({T}^{{q}_{1},{q}_{2}}{\\right)}_{\\psi }$ ), and use a weighted Schwarz inequality on the result to take maximal advantage of the a priori inequality. Iterations of all of this continue until there remain at most $p/2$ free $T$ derivatives (i.e., the $T$ derivatives on at least one side of $\\phi$ are all `corrected' by good vector fields) and perhaps as many as $p/2L$ or $z\\overline{L}$ derivatives, and we may continue further until, at worst, the remaining $L$ and $\\overline{L}$ derivatives bracket two at a time to produce more $T$ 's, one at a time. After all of this, there will be at most ${T}^{3p/4},$ and at this point we introduce a new localizing function of Ehrenpreis type with slightly larger support, geared to $3p/4$ instead of to $p.$ In our previous work, the order dropped by half and we used ${log}_{2}N$ nested open sets, but here we employ ${log}_{4/3}N$ nested open sets of prescribed size growth may be constructed to prove that for derivatives of order no greater than $N,$ $|{D}^{|\\alpha |}u|\\le C{C}^{N}{N}^{N}\\sim {C}^{\\prime }{{C}^{\\prime }}^{N}N!$ locally with $C$ independent of $N,$ which proves the analyticity of the solution. Local Analyticity for complex vector fields The situation is not different with larger values of $k,$ and we do not write this out.\nReferences\n\n1. J.J. Kohn, Hypoellipticity and loss of derivatives, Annals of Mathematics, to appear.\n2. D.S. Tartakoff, Local Analytic Hypoellipticity for ${\\square }_{b}$ on Non-Degenerate Cauchy Riemann Manifolds, Proc. Nat. Acad. Sci. U.S.A. 75 (1978), pp. 3027-3028.\n3. D.S. Tartakoff, On the Local Real Analyticity of Solutions to ${\\square }_{b}$ and the $\\overline{\\partial }$ -Neumann Problem, Acta Math. 145 (1980), pp. 117-204.\n4. F. Treves, Analytic Hypo-ellipticity of a Class of Pseudo-Differential Operators with Double Characteristics and Application to the $\\overline{\\partial }$ -Neumann Problem, Comm. in P.D.E. 3 (6-7) (1978), pp. 475-642.\n\n5 rue de la Juviniere, 78350 Les Loges en Josas, FRANCE E-mail address : Makhlouf.Derridj@univ-rouen.fr Department of Mathematics, University of Illinois at Chicago, m/c 249, 851 S. Morgan St., Chicago IL 60607, USA E-mail address : dst@uic.edu"
] | [
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.9569486,"math_prob":0.99984384,"size":3552,"snap":"2021-04-2021-17","text_gpt3_token_len":738,"char_repetition_ratio":0.12880497,"word_repetition_ratio":0.006279435,"special_character_ratio":0.20157658,"punctuation_ratio":0.071117565,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9999441,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-01-23T08:49:13Z\",\"WARC-Record-ID\":\"<urn:uuid:9ec4af27-a89c-4657-8efe-31dc6843c20c>\",\"Content-Length\":\"42575\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:8ea6a2cc-b1ed-41d4-891f-84f69180ed1a>\",\"WARC-Concurrent-To\":\"<urn:uuid:68dfdb7d-6199-4705-a57f-b80a21b1a5e4>\",\"WARC-IP-Address\":\"188.26.144.79\",\"WARC-Target-URI\":\"http://hermes.roua.org/hermes-pub/arxiv/05/04/149/article.xhtml\",\"WARC-Payload-Digest\":\"sha1:2GF245BVQBLBWJNXMPWIGSLC4XLY6JG2\",\"WARC-Block-Digest\":\"sha1:GI4PGQ7HRXD35MLTZDX7B2ILYXVEJK3A\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-04/CC-MAIN-2021-04_segments_1610703536556.58_warc_CC-MAIN-20210123063713-20210123093713-00086.warc.gz\"}"} |
https://math.stackexchange.com/questions/3003731/how-to-evaluate-this-integral-with-exponent-of-an-exponent | [
"# How to evaluate this integral with exponent of an exponent?\n\nI have the following integral which I need to evaluate but don't even know where to begin other than knowing I need to use u-substitution: $$\\int_1^\\sqrt{3}2x^{x^{2}}$$\n\nSo far I know that $$u=x^{2}$$ and $$du=2x$$ but how do I evaluate this?\n\n• You might consider writing $x^{x^2} = \\exp(\\log(x^{x^2}))$ and simplifying things a bit. Then try a substitution. – Xander Henderson Nov 18 '18 at 16:17\n• maybe a parameterization so that you could differentiate under the integral sign? – clathratus Nov 18 '18 at 21:38\n• @XanderHenderson what does it mean to write exp(log(x^x^2))? I might be a little slow now but not sure what that exp does... – blizz Nov 20 '18 at 1:11\n• $\\exp(t) = \\mathrm{e}^t$. – Xander Henderson Nov 20 '18 at 1:42"
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https://quantumcomputing.stackexchange.com/questions/2674/is-entanglement-necessary-for-quantum-computation | [
"# Is entanglement necessary for quantum computation?\n\nEntanglement is often discussed as being one of the essential components that makes quantum different from classical. But is entanglement really necessary to achieve a speed-up in quantum computation?\n\n• phys.org/news/2008-12-quantum-entanglement.html – Steven Sagona Jul 9 '18 at 6:50\n• @StevenSagona That news article talks about the model DQC1. There is always entanglement in that model, it's just that a naive first analysis only looks for it in one particular place, where it turns out not to be. – DaftWullie Jul 9 '18 at 7:08\n• Did you ask and answer this question because of my answer to: quantumcomputing.stackexchange.com/a/2601/2293 ? – user1271772 Jul 13 '18 at 11:55\n• @user1271772 Nope! Although I did ask it because of something said to me as a comment that I needed a more complete response that I could reference. – DaftWullie Jul 13 '18 at 11:59\n• @DaftWullie: I don't understand why my answer has 5 negative votes. Perhaps saying \"entanglement is considered a requirement for QC\" was not sufficient on it's own? – user1271772 Jul 13 '18 at 12:00\n\nOne has to be a little bit more careful setting up the question. Thinking about a circuit as being composed of state preparation, unitaries, and measurements, it is always in principle possible to \"hide\" anything we want, such as entangling operations, inside the measurement. So, let us be precise. We want to start from a separable state of many qubits, and the final measurements should consist of single-qubit measurements. Does the computation have to transition through an entangled state at some point in the computation?\n\n# Pure states\n\nLet's make the one further assumption that the initial state is a pure (product) state. In that case, the system must go through an entangled state. If it didn't, it is easy to simulate the computation on a classical computer because all you have to do is hold $n$ single-qubit pure states in memory, and update them one at a time as the computation proceeds.\n\nOne can even ask how much entanglement is necessary. Again, there are many different ways that entanglement can be moved around at different times. A good model that provides a reasonably fair measure of the entanglement present is measurement-based quantum computation. Here, we prepare some initial resource state, and it is single-qubit measurements that define the computation that happens. This lets us ask about the entanglement of the resource state. There has to be entanglement and, in some sense, it has to be at least \"two-dimensional\", it cannot just be the entanglement generated between nearest neighbours of a system on a line [ref]. Moreover, one can show that most states of $n$ qubits are too entangled to permit computation in this way.\n\n# Mixed states\n\nThe caveat in all that I've said so far is that we're talking about pure states. For example, we can easily simulate a non-entangling computation on pure product states. But what about mixed states? A mixed state is separable if it can be written in the form $$\\rho=\\sum_{i=1}^Np_i\\rho^{(1)}_i\\otimes\\rho^{(2)}_i\\otimes\\ldots\\otimes\\rho^{(n)}_i.$$ Importantly, there is no limit on the value $N$, the number of terms in the sum. If the number of terms in the sum is small, then by the previous argument, we can simulate the effects of a non-entangling circuit. But if the number of terms is large, then (to my knowledge) it remains an open question as to whether it can be classically simulated, or whether it can give enhanced computation.\n\n• This work (arxiv.org/pdf/quant-ph/0301063.pdf) might be of interest here. Entanglement in a quantum system has to scale as a polynomial of system size to get an exponential quantum speed up. A quantum algorithm can be classically simulated with resources that scale as with the exponential of entanglement. – biryani Jul 9 '18 at 6:59\n• although non-exponential speed-ups such as Grover can get away with tiny amounts of entanglement, my own work . – DaftWullie Jul 9 '18 at 7:10\n• What do you think about this paper? I didn't have time to go through it carefully, but it states that Grover's can be done without entanglement (at slower speeds). – Steven Sagona Jan 28 '19 at 23:50\n• @StevenSagona It's a kind of cheat/sales pitch. Although we usually talk about $n$ qubits, with a Hilbert space of dimension $2^n$, you could get that Hilbert space by using a single particle with a Hilbert space of dimension $2^n$ (e.g. sending the particle down $2^n$ different paths), and there is certainly no entanglement present (actually, there's a philosophical question there re. path based superposition/entanglement). There are gate costs associated with this conversion, but by using an oracle model, as in Grover's, those costs get hidden and it appears to be achieving the same thing. – DaftWullie Jan 29 '19 at 8:50\n• Ah I see. Thanks for answering, this actually resolves some conceptual questions in my head (as it was not obvious to me why simply superpostion of a single particle is insufficient to provide the same mechanisms as these entangled systems). – Steven Sagona Jan 29 '19 at 21:53"
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https://la.mathworks.com/help/finance/portfolio-set-for-optimization-using-portfoliomad-object.html | [
"## Portfolio Set for Optimization Using PortfolioMAD Object\n\nThe final element for a complete specification of a portfolio optimization problem is the set of feasible portfolios, which is called a portfolio set. A portfolio set $X\\subset {R}^{n}$ is specified by construction as the intersection of sets formed by a collection of constraints on portfolio weights. A portfolio set necessarily and sufficiently must be a nonempty, closed, and bounded set.\n\nWhen setting up your portfolio set, ensure that the portfolio set satisfies these conditions. The most basic or “default” portfolio set requires portfolio weights to be nonnegative (using the lower-bound constraint) and to sum to `1` (using the budget constraint). The most general portfolio set handled by the portfolio optimization tools can have any of these constraints:\n\n• Linear inequality constraints\n\n• Linear equality constraints\n\n• Bound constraints\n\n• Budget constraints\n\n• Group constraints\n\n• Group ratio constraints\n\n• Average turnover constraints\n\n• One-way turnover constraints\n\n### Linear Inequality Constraints\n\nLinear inequality constraints are general linear constraints that model relationships among portfolio weights that satisfy a system of inequalities. Linear inequality constraints take the form\n\n`${A}_{I}x\\le {b}_{I}$`\n\nwhere:\n\nx is the portfolio (n vector).\n\nAI is the linear inequality constraint matrix (nI-by-n matrix).\n\nbI is the linear inequality constraint vector (nI vector).\n\nn is the number of assets in the universe and nI is the number of constraints.\n\n`PortfolioMAD` object properties to specify linear inequality constraints are:\n\n• `AInequality` for AI\n\n• `bInequality` for bI\n\n• `NumAssets` for n\n\nThe default is to ignore these constraints.\n\n### Linear Equality Constraints\n\nLinear equality constraints are general linear constraints that model relationships among portfolio weights that satisfy a system of equalities. Linear equality constraints take the form\n\n`${A}_{E}x={b}_{E}$`\n\nwhere:\n\nx is the portfolio (n vector).\n\nAE is the linear equality constraint matrix (nE-by-n matrix).\n\nbE is the linear equality constraint vector (nE vector).\n\nn is the number of assets in the universe and nE is the number of constraints.\n\n`PortfolioMAD` object properties to specify linear equality constraints are:\n\n• `AEquality` for AE\n\n• `bEquality` for bE\n\n• `NumAssets` for n\n\nThe default is to ignore these constraints.\n\n### 'Simple' Bound Constraints\n\n`'Simple'` Bound constraints are specialized linear constraints that confine portfolio weights to fall either above or below specific bounds. Since every portfolio set must be bounded, it is often a good practice, albeit not necessary, to set explicit bounds for the portfolio problem. To obtain explicit bounds for a given portfolio set, use the `estimateBounds` function. Bound constraints take the form\n\n`${l}_{B}\\le x\\le {u}_{B}$`\n\nwhere:\n\nx is the portfolio (n vector).\n\nlB is the lower-bound constraint (n vector).\n\nuB is the upper-bound constraint (n vector).\n\nn is the number of assets in the universe.\n\n`PortfolioMAD` object properties to specify bound constraints are:\n\n• `LowerBound` for lB\n\n• `UpperBound` for uB\n\n• `NumAssets` for n\n\nThe default is to ignore these constraints.\n\nThe default portfolio optimization problem (see Default Portfolio Problem) has lB = `0` with uB set implicitly through a budget constraint.\n\n### Budget Constraints\n\nBudget constraints are specialized linear constraints that confine the sum of portfolio weights to fall either above or below specific bounds. The constraints take the form\n\n`${l}_{S}\\le {1}^{T}x\\le {u}_{S}$`\n\nwhere:\n\nx is the portfolio (n vector).\n\n`1` is the vector of ones (n vector).\n\nlS is the lower-bound budget constraint (scalar).\n\nuS is the upper-bound budget constraint (scalar).\n\nn is the number of assets in the universe.\n\n`PortfolioMAD` object properties to specify budget constraints are:\n\n• `LowerBudget` for lS\n\n• `UpperBudget` for uS\n\n• `NumAssets` for n\n\nThe default is to ignore this constraint.\n\nThe default portfolio optimization problem (see Default Portfolio Problem) has lS = uS = `1`, which means that the portfolio weights sum to `1`. If the portfolio optimization problem includes possible movements in and out of cash, the budget constraint specifies how far portfolios can go into cash. For example, if lS = `0` and uS = `1`, then the portfolio can have 0–100% invested in cash. If cash is to be a portfolio choice, set `RiskFreeRate` (r0) to a suitable value (see Return Proxy and Working with a Riskless Asset).\n\n### Group Constraints\n\nGroup constraints are specialized linear constraints that enforce “membership” among groups of assets. The constraints take the form\n\n`${l}_{G}\\le Gx\\le {u}_{G}$`\n\nwhere:\n\nx is the portfolio (n vector).\n\nlG is the lower-bound group constraint (nG vector).\n\nuG is the upper-bound group constraint (nG vector).\n\nG is the matrix of group membership indexes (nG-by-n matrix).\n\nEach row of G identifies which assets belong to a group associated with that row. Each row contains either `0`s or `1`s with `1` indicating that an asset is part of the group or `0` indicating that the asset is not part of the group.\n\n`PortfolioMAD` object properties to specify group constraints are:\n\n• `GroupMatrix` for G\n\n• `LowerGroup` for lG\n\n• `UpperGroup` for uG\n\n• `NumAssets` for n\n\nThe default is to ignore these constraints.\n\n### Group Ratio Constraints\n\nGroup ratio constraints are specialized linear constraints that enforce relationships among groups of assets. The constraints take the form\n\n`${l}_{Ri}{\\left({G}_{B}x\\right)}_{i}\\le {\\left({G}_{A}x\\right)}_{i}\\le {u}_{Ri}{\\left({G}_{B}x\\right)}_{i}$`\n\nfor i = 1,..., nR where:\n\nx is the portfolio (n vector).\n\nlR is the vector of lower-bound group ratio constraints (nR vector).\n\nuR is the vector matrix of upper-bound group ratio constraints (nR vector).\n\nGA is the matrix of base group membership indexes (nR-by-n matrix).\n\nGB is the matrix of comparison group membership indexes (nR-by-n matrix).\n\nn is the number of assets in the universe and nR is the number of constraints.\n\nEach row of GA and GB identifies which assets belong to a base and comparison group associated with that row.\n\nEach row contains either `0`s or `1`s with `1` indicating that an asset is part of the group or `0` indicating that the asset is not part of the group.\n\n`PortfolioMAD` object properties to specify group ratio constraints are:\n\n• `GroupA` for GA\n\n• `GroupB` for GB\n\n• `LowerRatio` for lR\n\n• `UpperRatio` for uR\n\n• `NumAssets` for n\n\nThe default is to ignore these constraints.\n\n### Average Turnover Constraints\n\nTurnover constraint is a linear absolute value constraint that ensures estimated optimal portfolios differ from an initial portfolio by no more than a specified amount. Although portfolio turnover is defined in many ways, the turnover constraints implemented in Financial Toolbox™ compute portfolio turnover as the average of purchases and sales. Average turnover constraints take the form\n\n`$\\frac{1}{2}{1}^{T}|x-{x}_{0}|\\le \\tau$`\n\nwhere:\n\nx is the portfolio (n vector).\n\n`1` is the vector of ones (n vector).\n\nx0 is the initial portfolio (n vector).\n\nτ is the upper bound for turnover (scalar).\n\nn is the number of assets in the universe.\n\n`PortfolioMAD` object properties to specify the average turnover constraint are:\n\n• `Turnover` for τ\n\n• `InitPort` for x0\n\n• `NumAssets` for n\n\nThe default is to ignore this constraint.\n\n### One-way Turnover Constraints\n\nOne-way turnover constraints ensure that estimated optimal portfolios differ from an initial portfolio by no more than specified amounts according to whether the differences are purchases or sales. The constraints take the forms\n\n`${1}^{T}×\\mathrm{max}\\left\\{0,x-{x}_{0}\\right\\}\\le {\\tau }_{B}$`\n\n`${1}^{T}×\\mathrm{max}\\left\\{0,{x}_{0}-x\\right\\}\\le {\\tau }_{S}$`\n\nwhere:\n\nx is the portfolio (n vector)\n\n`1` is the vector of ones (n vector).\n\nx0 is the Initial portfolio (n vector).\n\nτB is the upper bound for turnover constraint on purchases (scalar).\n\nτS is the upper bound for turnover constraint on sales (scalar).\n\nTo specify one-way turnover constraints, use the following properties in the `PortfolioMAD` object:\n\n• `BuyTurnover` for τB\n\n• `SellTurnover` for τS\n\n• `InitPort` for x0\n\nThe default is to ignore this constraint.\n\nNote\n\nThe average turnover constraint (see Working with Average Turnover Constraints Using PortfolioMAD Object) with τ is not a combination of the one-way turnover constraints with τ = τB = τS."
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8075505,"math_prob":0.9807881,"size":7470,"snap":"2020-34-2020-40","text_gpt3_token_len":1624,"char_repetition_ratio":0.23225288,"word_repetition_ratio":0.30172414,"special_character_ratio":0.18942437,"punctuation_ratio":0.082945734,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99845177,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-09-25T16:44:36Z\",\"WARC-Record-ID\":\"<urn:uuid:da100e37-bd75-4b3f-833f-0b18362da9b7>\",\"Content-Length\":\"84280\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:7e354f01-03e9-4951-9a6f-cf810c6dfb1c>\",\"WARC-Concurrent-To\":\"<urn:uuid:f3380570-53a1-486c-a805-4a7dd89dc273>\",\"WARC-IP-Address\":\"23.223.252.57\",\"WARC-Target-URI\":\"https://la.mathworks.com/help/finance/portfolio-set-for-optimization-using-portfoliomad-object.html\",\"WARC-Payload-Digest\":\"sha1:6NOTGWFMAPQPKHEXAOSTHNSYNGUIMW66\",\"WARC-Block-Digest\":\"sha1:O4XZFGA6LL2DGD2A36M5ETZN6QRNXHVF\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-40/CC-MAIN-2020-40_segments_1600400227524.63_warc_CC-MAIN-20200925150904-20200925180904-00530.warc.gz\"}"} |
https://www.vut.cz/en/students/courses/detail/258772 | [
"Course detail\n\n# Discrete Processes in Electrical Engineering\n\nThe discipline is devoted to description of processes via discrete equations. It consists of three parts:\na) basic calculus and basic methods of analysis of discrete processes,\nb) application of difference equations, investigation of stability processes,\nc) application of difference equations in control of processes.\n\nThe plan of discipline is described in the point \"Syllabus\" in detail. The discipline is recommended for Ph.D. programme students, who will apply discrete and difference relations, equations and numerical algorithms also. As illustration we point to mathematical modelling of phenomena in nanotechnologies, control theory and signal processing.\n\nOffered to foreign students\n\nThe home faculty only\n\nLearning outcomes of the course unit\n\nThe ability to orientate in the basic notions and problems of discrete and difference equations. Solving problems in the areas cited in the curriculum by use of these methods. Solving given by use of modern mathematical software. Main outcomes are:\n\n1) Ability to solve basic classes of difference equations of the first order.\n2) Usage of difference equations of first order to solution of equations describing various phenomena modeled by difference equations of the first order. Transformation of differential equations to discrete equations, modeling electrical circuits by difference equations.\n3) Finding of equilibria points of scalar equations, determination stability and other properties of solutions in the vicinity of equilibria.\n4) Construction of cob-web diagrams for inverstigation of stability of equailibrium points.\n5) Determination of stability of numerical algorithms using equilibrium points.\n6) Application of basic formulae of discrete calculus.\n7) Solution of homogeneous and non-homogeneous linear discrete equations of higher-order.\n8) Construction of solutions of systems homogeneous and non-homogeneous difference equations of the first order.\n9) Solution of linear homogeneous system of difference equations by Putzer algorithm. Finding of a particular solution.\n10) Determination of stability and non-stability of nonlinear and linear discrete systems by method of a fundamental matrix and by Lyapunov method.\n11) Application of Z-transform to solution of linear difference equations of higher-order and to solution of linear difference systems.\n12) Detection of controllability and observability of linear discrete systems.\n\nPrerequisites\n\nThe subject knowledge on the Bachelor´s and Magister´s degree level is requested from mathematical disciplines.\n\nCo-requisites\n\nNot applicable.\n\nRecommended optional programme components\n\nNot applicable.\n\nLiterature\n\nMickens, Ronald E., Difference Equations: Theory, Applications and Advanced Topics, Third Edition, Chapman & Hall/CRC, 2016 (EN)\nOppenheim, Alan, V., Schaffer, Ronald, W., Discrete-Time Signal Processing, 3rd Edition, Pearson, 2014 (EN)\nFarlow, S. J., Solution Manual: Introduction to Differential Equations and Their Applications , Dover Publications, 2016.\nSami Fadali, M., Visioli, A., Digital Control Engineering, Analysis and Design, 2nd Edition, Elsewier, AP, 2013 (EN)\nBanerjee, D., From Continuous to Discrete: Integer Equations, Difference Equations, and Digital Electronics, Dog Ear Publishing, LLC, 2014 (EN)\nDiblík, J., Hlavičková, I., Discrete Processes in Electrical Engineering, electronic text, Brno, 2018 (CS)\n\nPlanned learning activities and teaching methods\n\nTeaching methods depend on the type of course unit as specified in the article 7 of BUT Rules for Studies and Examinations.\n\nAssesment methods and criteria linked to learning outcomes\n\nAbilities leading to successful solution of some typical classes of difference equations as well as necessary theoretical knowledge and its application will be positively estimated. During half-year term students must prepare 3 essay. The final evaluation (examination) depends on assigned points (0 points is minimum, 100 points is maximum), 30 points is maximum points which can be assigned for essays. Final examination is in written and oral form and is estimated\nas follows: 0- points is minimum, 70 points is maximum.\n\nLanguage of instruction\n\nEnglish\n\nWork placements\n\nNot applicable.\n\nCourse curriculum\n\n1. Basic notions and methods of investigation of discrete processes.\n2. Discrete calculus (some difference relations based on corresponding continuous relations). Difference equations and systems.\n3. Basic notions used in difference equations (equilibrium points, periodic points, eventually equilibrium points and eventually periodic points, stability of solution, repelling and attracting points) and their illustration on examples (modelling of circuits with the aid of difference equations, the transmission of information).\n4. Recursive algorithms of solutions of systems of discrete equations and equations of higher order (the case of constant coefficients, the method of variation of parameters, the method of variation of constants).\n5. Construction of the general solution. Transformation of some nonlinear equations into linear equations. Difference equations modelled with the aid of sampling, impulses inputs, computation of characteristic from the signal response (response of Dirac distribution), transmission effects.\n6. Application of difference equations – stability of processes. Stability of equilibrium points. Kinds of stabily and instability.\n7. Stability of linear systems with the variable matrix. Stability of nonlinear systems via linearization.\n8. Ljapunov direct method of stability.\n9. Phase analysis of two-dimensional linear discrete system with constant matrix, classification of equilibrium points.\n10. Application of difference equations - control of processes. Discrete equivalents of continuous systems.\n11. Discrete control theory (the controllability, the complete controllability, matrix of controllability, the canonical forms of controllability, controllable canonical form, construction of the control algorithm).\n12. Observability, complete observability, nonobservability, principle of duality, the observability matrix.\n13. Canonical forms of observability, relation of controllability and observability. Stabilization of control by feedback.\n\nAims\n\nDiscrete and difference equations are the mathematical base of many fields of engineering science. The purpose of this course is to develop the basic notions concerning the properties of solutions of such equations, demonstrate methods of their solution, give methods for investigation of stability of solutions, clarify their utilization in control theory and show their applications. Therefore the attention is focused on application examples and their utilization for study of stability of processes, their controllability and observability.\n\nSpecification of controlled education, way of implementation and compensation for absences\n\nThe content and forms of instruction in the evaluated course are specified by a regulation issued by the lecturer responsible for the course and updated for every academic year. Necessary condition (for final examination) are three prepared essays motivated by published papers with applications of discrete equations.\n\nClassification of course in study plans\n\n• Programme DKA-KAM Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKA-EKT Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKA-EIT Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKAD-EIT Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKA-MET Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKA-SEE Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKA-TLI Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n• Programme DKA-TEE Doctoral, any year of study, summer semester, 4 credits, compulsory-optional\n\n#### Type of course unit\n\nGuided consultation\n\n39 hours, optionally\n\nTeacher / Lecturer"
] | [
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https://www.wikiaccounting.com/understanding-depreciation-amortization-income-statement/ | [
"## Overview:\n\nDepreciation and amortization expenses are the expenses records in the income statement over the period as the result of charging on the uses of tangible and intangible non current assets. Both tangible and intangible assets are normally depreciation on monthly basis and then records those charged amount in the income statement as expenses and records in the balance sheet in the accumulated depreciation expenses which will reduce the book values of non current assets.\n\n## Explanation:\n\nThe concept of depreciation is that assets should not records as expenses immediately at the time they are purchasing if the useful life of assets are more than one year. Those assets should be charged as expenses base on the proportion that they are consume or use. Depreciation is apply to fixed assets only. For current assets like inventories are transferred into income statement as expenses or cost of sales that the time they are used or sold.\n\n## Methods:\n\nBased on IAS 16, the depreciation method used shall reflect the pattern in which the asset’s future economic benefits are expected to be consumed by the entity. As per IAS 16 mention three depreciation method include the straight-line method, the diminishing balance method and the units of production method. However, it also mention that there are variety methods that could be used as long as it respect the pattern of assets.\n\n### Straight line method:\n\nStraight-line depreciation method is one of the most popular method that charge the same amount of over the useful life of assets. This method is quite easy compare to the others method.\n\nRelated article Off-balance sheet items\n\nThe example of Straight-line depreciation method would be, let say company have car value 10,000, and it is the company policy to depreciation its assets based on Straight-line depreciation. For such assets, the depreciation rate assume 20%. Therefore, the depreciation per year would be USD 2,000 equally.\n\n### Diminishing balance method:\n\nUsing diminishing balance method, the depreciation amount for the first year will be high and decrease in the subsequent year. The concept is the assets are more productive in he first years and subsequently less productive. By using the same example, but the basic of depreciation is based on net book value of assets. Therefore, the depreciation expenses in the first year us the same but the second year it will be based on the next book value USD8,000(USD 10,000 – USD 2,000). The depreciation in the second year is 1,600 (8,000 * 0.2). based on this figure, you could see the depreciation in the second years is less than first year.\n\n### Units of production method:\n\nUnits of production method is the types of depreciation method that allow by IFRS. This method, the assets will be depreciated based on, for example, the unit of products that assets contribute for the period compare to total products that expected to be contributed. This method is a bit complicate as you require to estimate the production units that assets could run for in the whole useful lift. For example, the car could run for 10,000 kilometer per its useful lift, and this year it already run for 2,500 kilometer. Therefore, the depreciation for first year would be USD 2,500 [(2,500*10,000)10,000].\n\nRelated article What are the Limitation (disadvantages) of Financial Statements?\n\n### Declining or reducing balance method\n\nDeclining and reduce balance method is the same thing. This method, depreciation will be charged on the rate that provided to assets at the net book value after eliminating residual value. This type of depreciation method is a bit difficult compare to straight line and it is applicable to certain types of fixed assets where the valued of used or the benefit from the use are high at the first and then subsequently reduces from time to time. This kind of depreciation keep charging forever if you don’t determine the residual value and number of year to be used.\n\n### Double declining balance method\n\nDouble declining is similar to declining above, but the rate is a bit different. For declining, the rate is provided to fixed assets based on its class. However, for double declining, the rate of depreciation is based on the rate in straight line. For example, the computers will be depreciated at 25% using straight line method for four year. And if we change to use double declining, the depreciation rate will be double from 25% to 50% at the first year to its net book value."
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https://www.coursehero.com/file/6847554/Acct306-Homework-Ch21/ | [
"# Acct306 Homework Ch21 - CHAPTER 21 CAPITAL BUDGETING AND...\n\n• Notes\n• 6\n\nThis preview shows page 1 - 3 out of 6 pages.\n\nCHAPTER 21 CAPITAL BUDGETING AND COST ANALYSIS 21-30 NPV, IRR and sensitivity analysis. 1. Net Present Value of project: Period 0 1 – 10 Cash inflows \\$28,000 Cash outflows \\$(62,000) (18,000) Net cash flows \\$(62,000) \\$ 10,000 Annual net cash inflows \\$ 10,000 Present value factor for annuity, 10 periods, 8% × 6.71 Present value of net cash inflows \\$67,100 Initial investment (62,000) Net present value \\$ 5,100 For a \\$62,000 initial outflow, the project now generates \\$10,000 in cash flows at the end of each of years one through ten. Using either a calculator or Excel, the internal rate of return for this stream of cash flows is found to be 9.79%. 2. If revenues are 10% higher, the new Net Present Value will be: Period 0 1 – 10 Cash inflows \\$30,800 Cash outflows \\$(62,000) (18,000) Net cash inflows \\$(62,000) \\$12,800 Annual net cash inflows \\$12,800 Present value factor for annuity, 10 periods, 8% × 6.71 Present value of net cash inflows \\$85,888 Initial investment (62,000) Net present value \\$23,888 For a \\$62,000 initial outflow, the project now generates \\$12,800 in cash flows at the end of each of years one through ten. Using either a calculator or Excel, the internal rate of return for this stream of cash flows is found to be 15.94%.\nIf revenues are 10% lower, the new net present value will be: Period 0 1 – 10 Cash inflows \\$25,200 Cash outflows \\$(62,000) (18,000) Net cash inflows \\$(62,000) \\$ 7,200 Annual net cash inflows \\$ 7,200 Present value factor for annuity, 10 periods, 6% x 6.71 Present value of net cash inflows \\$ 48,312 Initial investment (62,000) Net present value \\$ (13,688) For a \\$62,000 initial outflow, the project now generates \\$7,200 in cash flows at the end of each of years one through ten. Using either a calculator or Excel, the internal rate of return for this stream of cash flows is found to be 2.82%. 3. If both revenues and costs are higher, the new Net Present Value will be: Period 0 1 – 10 Cash inflows \\$30,800 Cash outflows \\$(62,000) (19,260) Net cash inflows \\$(62,000) \\$11,540 Annual net cash inflows \\$ 11,540 Present value factor for annuity, 10 periods, 6% × 6.71 Present value of net cash inflows \\$77,433 Initial investment (62,000) Net present value \\$15,433 For a \\$62,000 initial outflow, the project now generates \\$11,540 in cash flows at the end of each of years one through ten. Using either a calculator or Excel, the internal rate of return for this stream of cash flows is found to be 13.25%.\n•",
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https://arxiv.org/abs/1610.07961 | [
"Full-text links:\n\nmath.AP\n\n# Title:Optimal Regularity for the Thin Obstacle Problem with $C^{0,α}$ Coefficients\n\nAbstract: In this article we study solutions to the (interior) thin obstacle problem under low regularity assumptions on the coefficients, the obstacle and the underlying manifold. Combining the linearization method of Andersson \\cite{An16} and the epiperimetric inequality from \\cite{FS16}, \\cite{GPSVG15}, we prove the optimal $C^{1,\\min\\{\\alpha,1/2\\}}$ regularity of solutions in the presence of $C^{0,\\alpha}$ coefficients $a^{ij}$ and $C^{1,\\alpha}$ obstacles $\\phi$. Moreover we investigate the regularity of the regular free boundary and show that it has the structure of a $C^{1,\\gamma}$ manifold for some $\\gamma \\in (0,1)$.\n Comments: 37 pages Subjects: Analysis of PDEs (math.AP) Cite as: arXiv:1610.07961 [math.AP] (or arXiv:1610.07961v1 [math.AP] for this version)\n\n## Submission history\n\nFrom: Angkana Rüland [view email]\n[v1] Tue, 25 Oct 2016 16:46:15 UTC (36 KB)"
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.7542558,"math_prob":0.969213,"size":929,"snap":"2019-35-2019-39","text_gpt3_token_len":256,"char_repetition_ratio":0.11567567,"word_repetition_ratio":0.0,"special_character_ratio":0.27556512,"punctuation_ratio":0.12426036,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.98125964,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2019-08-20T01:36:22Z\",\"WARC-Record-ID\":\"<urn:uuid:ca7134c2-5163-4243-90a2-fa0cf0947cbd>\",\"Content-Length\":\"17157\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:2dbe8815-78b8-4e22-a33b-21c4454ebf73>\",\"WARC-Concurrent-To\":\"<urn:uuid:c6ec3f6c-cc79-467f-9598-2020162b7a35>\",\"WARC-IP-Address\":\"128.84.21.199\",\"WARC-Target-URI\":\"https://arxiv.org/abs/1610.07961\",\"WARC-Payload-Digest\":\"sha1:27SSO2BJBZYKFDXMKKZF27QRGH624OBN\",\"WARC-Block-Digest\":\"sha1:7AXJUXJLZIMOJXQB4NVXHOG7IA4MYURU\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2019/CC-MAIN-2019-35/CC-MAIN-2019-35_segments_1566027315174.57_warc_CC-MAIN-20190820003509-20190820025509-00309.warc.gz\"}"} |
http://www.diandian100.cn/post/5.html | [
"## 1.let和const\n\nlet与var类似是用来声明变量的,const用来声明常量。在实际用途中它们存在着许多区别,废话不多说,直接看代码。\n\n``` { var a = 100; let b = 200;\n} console.log(a); //100\nconsole.log(b); //b is not defined -- Error```\n\nlet不存在变量提升。那么什么是变量提升呢?简单来说就是无论声明在什么地方,都会被视为声明在顶部。下面来看个例子。\n\n```//ES5\nconsole.log(\"ES5:\"); var a = []; for (var i = 0; i < 10; i++) { var c = i;\na[i] = function () { console.log(c);\n};\n};\na(); //结果:9```\n\n```//ES6\nconsole.log(\"ES6:\"); var b = []; for (var j = 0; j < 10; j++) { let d = j;\nb[j] = function () { console.log(d);\n};\n};\nb(); 结果://5```\n\n``` { var a = 100; var a = 200; console.log(a); //200\n} // 模块内部不允许用let命令重复声明\n{ var a = 1; let a = 2; console.log(a); // 报错\n}```\n\n``` { var a = 100; const a = 200; console.log(a); // 报错\n}```\n\nconst声明对象\n\n``` const person = {};\nperson.name = \"Zhangsan\";\nperson.age = 30;\n\nconsole.log(person.name); //Zhangsan\nconsole.log(person.age); //30\nconsole.log(person); //Object {name: \"Zhangsan\", age: 30}```\n\nconst对象冻结\n\n``` const person = Object.freeze({});\nperson.name = \"Zhangsan\";\nperson.age = 30; console.log(person.name); //undefined\nconsole.log(person.age); //undefined\nconsole.log(person); //Object```\n\n## 2.模板字符串\n\n``` var a = '张三'; var age = 18; var b = '我的名字是'+a+'我今年'+age+'岁了'; // es5\nvar c = `我的名字是\\${a}我今年\\${age}岁了`; // es6```\n\n## 3.函数\n\n##### 函数默认参数\n``` function num(n) {\nn = n || 200; //当传入n时,n为传入的值,没有则默认200\nreturn n;\n}```\n\nes6为参数提供了默认值。在定义函数时便初始化了这个参数,直接看代码。\n\n``` function num(n = 200) { return n;\n} console.log(n()); // 200\nconsole.log(n(100)); // 100```\n##### 箭头函数\n\n```// es5\nfunction breakfast(dessert,drink){ return dessert+drink;\n}// es6\nlet breakfast = (dessert,drink) => dessert + ' ' + drink; console.log(breakfast('面包','牛奶'));```\n\n```// es5\ncartView: function() { var _this = this; this.\\$http.get(\"data/cartData.json\", {\"id\": 123}).then(function(res) {\n_this.productList = res.data.result.list; console.log(_this.productList);\n});\n}// es6\ncartView(){ this.\\$http.get(\"data/cartData.json\", {\"id\": 123}).then((res) { this.productList = res.data.result.list; console.log(this.productList);\n});\n}```\n\n## 4.解构\n\n```// es5提取对象\nlet people = { name : 'json', age : 18, sex : 'male'\n}; let name = people.name; let age = people.age;\n... // es6\nlet people = { name : 'json', age : 18, sex : 'male'\n}; let {name, age, sex} = people;```\n\n``` fun ({x, y} = { x: 0, y: 0 }) { return [x, y];\n};\n\nconsole.log(fun({x: 100, y: 200})); //[100, 200]\nconsole.log(fun({x: 100})); //[100, undefined]\nconsole.log(fun({})); //[undefined, undefined]\nconsole.log(fun()); //[0, 0]```\n\n```//ES5\nconsole.log(\"ES5:\"); var a = 100; var b = 200; console.log(\"交换前:\"); console.log(\"a = \" + a); //a = 100\nconsole.log(\"b = \" + b); //b = 200\nvar temp;\ntemp = a;\na = b;\nb = temp; console.log(\"交换后:\"); console.log(\"a = \" + a); //a = 200\nconsole.log(\"b = \" + b); //b = 100\n\n//ES6\nconsole.log(\"ES6:\"); var x = 100; var y = 200; console.log(\"交换前:\"); console.log(\"x = \" + x); //x = 100\nconsole.log(\"y = \" + y); //y = 200\n[x, y] = [y, x]; console.log(\"交换后:\"); console.log(\"x = \" + x); //x = 200\nconsole.log(\"y = \" + y); //y = 100```\n\n## 5. ...操作符\n\n• 展开操作符\n\n``` let str2 = ['苹果','梨子']; console.log(str2);//[\"苹果\", \"梨子\"]\nconsole.log(...str2);//苹果 梨子```\n• 剩余操作符\n\n``` fun(a,b,...c){ console.log(a,b,...c);//...c指展开数组\n}\nfun('苹果','香蕉','橘子','梨子','李子');//苹果 香蕉 橘子 梨子 李子```\n\n## 6.class、 extends、 super\n\nES6提供了更接近传统语言的写法,引入了Class(类)这个概念。新的class写法让对象原型的写法更加清晰、更像面向对象编程的语法,也更加通俗易懂。\n\n```class MyClass { constructor() { // 构造函数\n// ...\n}\nget prop() { // 取值\nreturn 'getter';\n}\nset prop(value) { // 存值\nconsole.log('setter: '+value);\n}\n}let inst = new MyClass();\ninst.prop = 123;// setter: 123console.log(inst.prop);// 'getter'```\n\nextends用法\n\n```class Point { constructor(x, y) { this.x = x; this.y = y;\n}\n}class ColorPoint extends Point { constructor(x, y, color) { this.color = color; // ReferenceError\nsuper(x, y); this.color = color; // 正确\n}\n}```\n\nsuper这个关键字,既可以当作函数使用,也可以当作对象使用。在这两种情况下,它的用法完全不同。\n\n``` class A {} class B extends A {\nm() { super(); // 报错\n}\n}```\n\n``` class A {\np() { return 2;\n}\n} class B extends A { constructor() { super(); console.log(super.p()); // 2\n}\n} let b = new B();```\n\n## 7.Promise\n\n```this.\\$http('/api/getData').then((res) => {\nres = res.data;this.dataList = res.result;\n}).catch((err) => {\n...\n});```\n\n## 8.Set\n\n• 操作方法:\ndelete(value):删除某个值,返回一个布尔值,表示删除是否成功。\nhas(value):返回一个布尔值,表示该值是否为Set的成员。\nclear():清除所有成员,没有返回值。\n\n• 遍历方法:\nkeys():返回键名的遍历器\nvalues():返回键值的遍历器\nentries():返回键值对的遍历器\nforEach():使用回调函数遍历每个成员\n由于 Set 结构没有键名,只有键值(或者说键名和键值是同一个值)\n\n```let str = [1,2,3,2,4,3,5,6,4,1,7];console.log('str的长度为:'+str.length); // 长度为11let s = new Set(str);console.log(s);console.log('去重后的长度为:'+s.size);//长度为7console.log( Array.from(s));//Array.from 将Set转换为数组形式let set = new Set(['red', 'green', 'blue']);var arr = new Set();for (let item of set.keys()) { console.log(item);// red green blue\narr.forEach((value, key) => console.log(key + ' : ' + value));```\n\n## 9.import 和 export\n\n`//全部导入import mallHeader from '../components/header.vue'//导入部分import {name, age} from './example'// 导出默认, 有且只有一个默认export default App// 部分导出export class App extend Component {};`"
] | [
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https://mathzsolution.com/understanding-dot-and-cross-product/ | [
"# Understanding Dot and Cross Product\n\nWhat purposes do the Dot and Cross products serve?\n\nDo you have any clear examples of when you would use them?\n\nWhen you deal with vectors, sometimes you say to yourself, “Darn I wish there was a function that…”\n\n• was zero when two vectors are perpendicular, letting me test perpendicularness.”\n\nDot Product\n\n• would let me find the angle between two vectors.”\n\nDot Product (actually gives the cosine of the angle between two normalized vectors)\n\n• would let me ‘project’ one vector onto another, or give the length of one vector in the direction of another.”\n\nDot Product\n\n• could tell me how much force is actually helping the object move, when pushing at an angle.”\n\nDot Product\n\n• could tell me how much a vector field is ‘spreading out’.”\n\nCross Product\n\n• could give me a vector that is perpendicular to two other vectors.”\n\nCross Product\n\n• could tell me how much torque a force was applying to a rotating system.”\n\nCross Product\n\n• could tell me how much this vector field is ‘curling’ up.”\n\nCross Product\n\nThere are actually a lot more uses, but the more I study vectors, the more and more I run into a situation where I need a function to do exactly something, and then realize that the cross/dot products already did exactly what I needed!"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.9265853,"math_prob":0.7065515,"size":1325,"snap":"2022-40-2023-06","text_gpt3_token_len":286,"char_repetition_ratio":0.14307342,"word_repetition_ratio":0.068085104,"special_character_ratio":0.21886793,"punctuation_ratio":0.09561753,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9905593,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2022-10-05T01:39:27Z\",\"WARC-Record-ID\":\"<urn:uuid:1cb17772-1ec8-45d5-8ff7-00569c7613bf>\",\"Content-Length\":\"62452\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:84f25d5b-e882-4cdb-aae0-bd4f0e32c3af>\",\"WARC-Concurrent-To\":\"<urn:uuid:2ed91ffb-960d-471e-9617-d14e221c117e>\",\"WARC-IP-Address\":\"50.16.49.81\",\"WARC-Target-URI\":\"https://mathzsolution.com/understanding-dot-and-cross-product/\",\"WARC-Payload-Digest\":\"sha1:UZAJ7IB7XP3TSXFISHQ5CV6HCQNTZVWN\",\"WARC-Block-Digest\":\"sha1:EVKVCBO5F4OIHLHD2IKJ2P6H7YX44AKB\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2022/CC-MAIN-2022-40/CC-MAIN-2022-40_segments_1664030337531.3_warc_CC-MAIN-20221005011205-20221005041205-00145.warc.gz\"}"} |
https://quant.stackexchange.com/questions/69365/valuation-discount-rate-using-risk-free-interest-rate-versus-inflation-rate | [
"# Valuation discount rate using risk free interest rate versus inflation rate\n\nImagine a world where, for a given time period, the expected inflation rate is 10%, but the nominal risk free interest rate over the same period is 5%.\n\nShould my starting point - from a discounted valuation perspective - use 10% or 5% as the discount rate?\n\nAll in nominal terms.\n\n• What security are you valuing? Jan 5, 2022 at 19:55\n• No particular security. Jan 6, 2022 at 20:32"
] | [
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https://www.got-it.ai/solutions/excel-chat/excel-tutorial/match/match-function | [
"Get instant live expert help with Excel or Google Sheets",
null,
"“My Excelchat expert helped me in less than 20 minutes, saving me what would have been 5 hours of work!”\n\n#### Post your problem and you'll get expert help in seconds\n\nYour message must be at least 40 characters\nOur professional experts are available now. Your privacy is guaranteed.\n\n# How to Use the MATCH Function in Excel\n\nMATCH is a lookup function in Excel that searches for a specified item in a range of cells. It returns the relative position of the item in that range. The range can be a row or column.\n\n## Using the MATCH function in Excel\n\nThe Match function can be used to perform an exact lookup, approximate lookup for values that less than or more than the lookup value in a sorted list, and wildcard lookup for any letter in a text lookup value. In this tutorial, we will show you in detail how to use MATCH function with examples.\n\n### Syntax of MATCH\n\nThe MATCH function in Excel follows the syntax below:\n\n`=MATCH(lookup_value, lookup_array, [match_type])`\n\n### Arguments\n\n• ##### [match_type]: This value is optional. It is the type of match that the function will perform. The possible values are:\n\n Match_type Description 1(default) Finds the largest value that is less than or equal to lookup_value. The values in the lookup_array argument must be placed in ascending order. 0 Finds the first value that is exactly equal to lookup_value. The values in the lookup_array argument can be in any order. -1 Finds the smallest value that is greater than or equal tolookup_value. The values in the lookup_array argument must be placed in descending order.\n\n### Returns\n\nThe MATCH function returns a numeric value.\n\nIf it does not find a match, MATCH will return a #N/A error.\n\n### Note\n\n• The MATCH function is case insensitive. That means it does not distinguish between upper and lowercase when searching for a match.\n• MATCH does not return the value of the lookup, it returns the actual position within the lookup_array.\n• If the match_type parameter is 0 and the value is a text value, then you can use wildcards in the lookup_value parameter.\n\n Wild Card Explanation * Matches any sequence of characters ? Matches any single character\n\nYou can remove the ‘#N/A’ error returned by the MATCH function if it does not find a match by using the IFERROR function. IFERROR is a conditional function that allows replacing the error itself with a value of your choice. You need to precede the MATCH function with the IFERROR function and decide what value you would like to place in the destination cell to replace the #N/A. Here’s the syntax for IFERROR: `IFERROR(value, value_if_error)`Tips on Managing Errors\n\n### Examples\n\nIn the following examples, you will learn how to use the MATCH function in Excel.\n\n### Using the MATCH Function Dialog Box\n\nTo enter the MATCH function and arguments using the dialog box for the example image:\n\n1. Click on cell E3, which is the location where the result will be displayed.\n2. Click on the Formulas tab of the ribbon menu.\n3. Choose Lookup and Reference from the ribbon to open the function drop-down list.\n4. Click on MATCH in the list to bring up the function’s dialog box.\n5. In the dialog box, click on the Lookup_value line.\n6. Click on cell E2 in the worksheet to enter the cell reference into the dialog box.\n7. Click on the Lookup_array line in the dialog box.\n8. Highlight cells A2 to A8 in the worksheet to enter the range in the dialog box.\n9. Click on the Match_type line in the dialog box.\n10. Enter the number 0 on this line to find an exact match to the data in cell E3.\n11. Click OK to complete the function and close the dialog box.\n12. The number 4 appears in cell E3 since the term Germany is the fourth item from the top in the countries list.\n\nWhen you click on cell E3, the complete function `=MATCH(E2,A2:A8,0) `appears in the formula bar above the worksheet.\n\n### Basic Exact Match\n\nMATCH performs an exact match when match_type is set to 0. The values do not need to be sorted in order for an exact match to work. In the following example, assign the formula` =MATCH(E2,A2:A7,0)` to cell E3 to find the position of Brussels. MATCH here has 0 as match_type and performs an exact match.\n\n### Basic Approximate Match\n\nMATCH performs an approximate match when match_type is set to 1. The values need to be sorted A-Z for this approximate match to work. MATCH will find the largest value equal to or less than the lookup value.\n\nIn the following example, to find the approximate position of the number 45, assign the formula\n\n`=MATCH(E2,A2:A7,1) `to cell E3. This will return position 4 which is the largest value equal to or less than the lookup value.\n\n### Basic Wildcard Match\n\nWhen match_type is set to 0, MATCH can perform a match using wildcards. In the example shown below, to find the position of the ID starting with asd*, assign the formula` =MATCH(E2,A2:A7,0) `in cell E3. This will return the position 3 containing the ID asd-43ka.\n\n### Handling errors with IFERROR\n\nReferring to the previous example, to replace #N/A errors in the MATCH function, assign the formula `=IFERROR(MATCH(E2,A2:A7,0),\"Incorrect Lookup Value\")` to cell E3.\n\nCell E3 now returns Incorrect Lookup Value as the lookup value in cell E2 KJL* does not match with any of the values in column A.\n\nStill need some help with Excel formatting or have other questions about Excel? Connect with a live Excel expert here for some 1 on 1 help. Your first session is always free.\n\n### Did this post not answer your question? Get a solution from connecting with the expert.\n\nAnother blog reader asked this question today on Excelchat:",
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"Guest\nWymSkPhN\n\n1\n\nComment awaiting moderation",
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"Guest\nwUmrLVWz\n\n1\n\nComment awaiting moderation"
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"https://www.got-it.ai/solutions/excel-chat/wp-content/themes/seocms/assets/images/seo-avatars/user-52.jpg",
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"https://secure.gravatar.com/avatar/",
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"https://secure.gravatar.com/avatar/553f9e0f719254abcdf5b9bf51bc358c",
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https://ja.scribd.com/document/336597833/Financial-Theory-and-Corporate-Policy-Copeland-449-493 | [
"You are on page 1of 45\n\n13\n\nThe average cost of capital to any firm is completely independent of\n\nits capital structure and is equal to the capitalization rate of a pure\nequity stream of its class.\nF. Modigliani and M. H. Miller, \"The Cost of Capital, Corporation\nFinance, and the Theory of Investment,\" American Economic Review,\nJune 1958, 268\n\nCapital Structure and the\n\nCost of Capital: Theory\n\nFunds for investment are provided to the firm by investors who hold various types\nof claims on the firm's cash flows. Debt holders have contracts (bonds) that promise\nto pay them fixed schedules of interest in the future in exchange for their cash now.\nEquity holders provide retained earnings (internal equity provided by existing shareholders) or purchase new shares (external equity provided by new shareholders). They\ndo so in return for claims on the residual earnings of the firm in the future. Also,\nshareholders retain control of the investment decision, whereas bondholders have no\ndirect control except for various types of indenture provisions in the bond that may\nconstrain the decision making of shareholders. In addition to these two basic categories of claimants, there are others such as holders of convertible debentures, leases,\npreferred stock, nonvoting stock, and warrants.\nEach investor category is confronted with a different type of risk, and therefore\neach requires a different expected rate of return in order to provide funds to the firm.\nThe required rate of return is the opportunity cost to the investor of investing scarce\nresources elsewhere in opportunities with equivalent risk. As we shall see, the fact\nthat shareholders are the ones who decide whether to accept or reject new projects\nis critical to understanding the cost of capital. They will accept only those projects\nthat increase their expected utility of wealth. Each project must earn, on a risk-adjusted\n\n437\n\n438\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nE(Ri)\n\nMarginal\ncost of\ncapital\nInvestment dollars\n\nMarginal\nefficiency of\ninvestment\n\nFigure 13.1\nDemand and supply of investment for projects of equal risk.\n\nbasis, enough net cash flow to pay investors (bondholders and shareholders) their\nexpected rates of return, to pay the principal amount that they originally provided,\nand to have something left over that will increase the wealth of existing shareholders.\nThe cost of capital is the minimum risk-adjusted rate of return that a project must\nearn in order to be acceptable to shareholders.\nThe investment decision cannot be made without knowledge of the cost of capital.\nConsequently, many textbooks introduce the concept of the cost of capital before\nthey discuss investment decisions. It probably does not matter which topic comes\nfirst. Both topics are important and they are interrelated. Figure 13.1 shows the investment decision as the intersection of the demand and supply of investment capital.\nAll projects are assumed to have equivalent risk. Also, fund sources have equal risk\n(in other words, in Fig. 13.1 we make no distinction between equity and debt).\nChapters 2, 3, and 12 discussed the ranking of projects assuming that the appropriate\ncost of capital was known. The schedule of projects with their rates of return is sometimes called the marginal efficiency of investment schedule and is shown as the demand\ncurve in Fig. 13.1. The supply of capital, represented as the marginal cost of capital\ncurve, is assumed to be infinitely elastic. Implicitly, the projects are assumed to have\nequal risk. Therefore the firm faces an infinite supply of capital at the rate E(R;)\nbecause it is assumed that the projects it offers are only a small portion of all\ninvestment in the economy. They affect neither the total risk of the economy nor\nthe total supply of capital. The optimal amount of investment for the firm is /1, and\nthe marginally acceptable project must earn at least E(R1). All acceptable projects, of\ncourse, earn more than the marginal cost of capital.\nFigure 13.1 is an oversimplified explanation of the relationship between the\ncost of capital and the amount of investment. However, it demonstrates the interrelatedness of the two concepts. For a given schedule of investments a rise in the\n\nTHE VALUE OF THE FIRM GIVEN CORPORATE TAXES ONLY\n\n439\n\ncost of capital will result in less investment. This chapter shows how the firm's mix\nof debt and equity financing affects the cost of capital, explains how the cost of\ncapital is related to shareholders' wealth, and shows how to extend the cost of capital\nconcept to the situation where projects do not all have the same risk. If the cost of\ncapital can be minimized via some judicious mixture of debt and equity financing,\nthen the financing decision can maximize the value of the firm.\nWhether or not an optimal capital structure exists is one of the most important\nissues in corporate financeand one of the most complex. This chapter begins the\ndiscussion. It covers the effect of tax-deductible debt on the value of the firm, first\nin a world with only corporate taxes, then by adding personal taxes as well. There\nis also a discussion of the effect of risky debt, warrants, convertible bonds, and callable bonds.\nChapter 14 continues the discussion of optimal capital structure by introducing\nthe effects of factors other than taxes. Bankruptcy costs, option pricing effects, agency\ncosts, and signaling theory are all discussed along with empirical evidence bearing\non their validity. Also, the optimal maturity structure of debt is presented. Corporate\nfinancial officers must decide not only how much debt to carry but also its duration.\nShould it be short-term or long-term debt?\n\nA. THE VALUE OF THE FIRM GIVEN\n\nCORPORATE TAXES ONLY\n1. The Value of the Levered Firm\nModigliani and Miller [1958, 1963] wrote the seminal paper on cost of capital,\ncorporate valuation, and capital structure. They assumed either explicitly or implicitly\nthat:\nCapital markets are frictionless.\nIndividuals can borrow and lend at the risk-free rate.\nThere are no costs to bankruptcy.\nFirms issue only two types of claims: risk-free debt and (risky) equity.\nAll firms are assumed to be in the same risk class.\nCorporate taxes are the only form of government levy (i.e., there are no wealth\ntaxes on corporations and no personal taxes).\nAll cash flow streams are perpetuities (i.e., no growth).\nCorporate insiders and outsiders have the same information (i.e., no signaling\nopportunities).\nManagers always maximize shareholders' wealth (i.e., no agency costs).\nIt goes without saying that many of these assumptions are unrealistic, but later\nwe can show that relaxing many of them does not really change the major conclusions\nof the model of firm behavior that Modigliani and Miller provide. Relaxing the\n\n440\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nassumption that corporate debt is risk free will not change the results (see section\nD). However, the assumptions of no bankruptcy costs (relaxed in Chapter 14) and\nno personal taxes (relaxed in section B of this chapter) are critical because they change\nthe implications of the model. The last two assumptions rule out signaling behavior\nbecause insiders and outsiders have the same information; and agency costs--because\nmanagers never seek to maximize their own wealth. These issues are discussed in\nChapter 14.\nOne of the assumptions requires greater clarification. What is meant when we\nsay that all firms have the same risk class? The implication is that the expected risky\nfuture net operating cash flows vary by, at most, a scale factor. Mathematically this\nis\nCF, = 2CFJ,\nwhere\nCF = the risky net cash flow from operations (cash flow before interest and taxes),\n2 = a constant scale factor.\nThis implies that the expected future cash flows from the two firms (or projects) are\nperfectly correlated.\nIf, instead of focusing on the level of cash flow, we focus on the returns, the perfect\ncorrelation becomes obvious because the returns are identical, as shown below:\nCFi,t-i ,\nCFi,t -1\nand because CF,,, = i1CF,, we have\nK ,t\n\n-~CF J , t\n\nTherefore if two streams of cash flow differ by, at most, a scale factor, they will have\nthe same distributions of returns, the same risk, and will require the same expected\nreturn.\nSuppose the assets of a firm return the same distribution of net operating cash\nflows each time period for an infinite number of time periods. This is a no-growth\nsituation because the average cash flow does not change over time. We can value\nthis after-tax stream of cash flows by discounting its expected value at the appropriate\nrisk-adjusted rate. The value of an unlevered firm, i.e., a firm with no debt, will be\n=\n\nE(FCF)\np\n\n(13.1)\n\nwhere\nV U = the present value of an unlevered firm (i.e., all equity),\nE(FCF) = the perpetual free cash flow after taxes (to be explained in detail below),\np = the discount rate for an all-equity firm of equivalent risk.\n\nTHE VALUE OF THE FIRM GIVEN CORPORATE TAXES ONLY\n\n441\n\nThis is the value of an unlevered firm because it represents the discounted value of\na perpetual, nongrowing stream of free cash flows after taxes that would accrue to\nshareholders if the firm had no debt. To clarify this point, let us look at the following\npro forma income statement:\nRev Revenues\nVC Variable costs of operations\nFCC Fixed cash costs (e.g., administrative costs and real estate taxes)\ndep Noncash charges (e.g., depreciation and deferred taxes)\nNOI Net operating income\n1(,,D Interest on debt (interest rate, times principal, D)\nEBT Earnings before taxes\nT Taxes = Tc(EBT), where T e is the corporate tax rate\nNI Net income\nIt is extremely important to distinguish between cash flows and the accounting definition of profit. After-tax cash flows from operations may be calculated as follows.\nNet operating income less taxes is\nti\nNOI Tc(NOI).\nRewriting this using the fact that NOI = Rev VC FCC dep, we have\n\nti\n\n(Rev VC FCC dep)(1 Te).\n\nThis is operating income after taxes, but it is not yet a cash flow definition because\na portion of total fixed costs are noncash expenses such as depreciation and deferred\ntaxes. Total fixed costs are partitioned in two parts: FCC is the cash-fixed costs, and\ndep is the noncash-fixed costs.\nTo convert after-tax operating income into cash flows, we must add back depreciation and other noncash expenses. Doing this, we have\n(Rev VC FCC dep)(1 -c c ) + dep.\nFinally, by assumption, we know that the firm has no growth; i.e., all cash flows\nare perpetuities. This implies that depreciation each year must be replaced by investment in order to keep the same amount of capital in place. Therefore dep = I, and\nthe after-tax free cash flow available for payment to creditors and shareholders is\nFCF = (Rev VC FCC dep)(1 -c c ) + dep I,\nti\nFCF = (Rev VC FCC dep)(1 'r e) since dep = I.\nThe interesting result is that when all cash flows are assumed to be perpetuities, free\ncash flow (FCF) is the same thing as net operating income after taxes, i.e., the cash\nflow that the firm would have available if it had no debt at all. This is shown below:\nNOM T c ) = FCF = (Rev VC FCC dep)(1\n\n442\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nNote also that this approach to cash flows is exactly the same as that used to define\ncash flows for capital budgeting purposes in Chapter 2. The reader should keep in\nmind that in order to determine the value of the firm correctly, the definition of cash\nflows and the definition of the discount rate, i.e., the weighted average cost of capital,\nmust be consistent. The material that follows will prove that they are.\nGiven perpetual cash flows, Eq. (13.1), the value of an unlevered firm, can be\nwritten in either of two equivalent ways:1\nVu =\n\nE(FCF)\n\nor\n\nvu =\n\nE(NOI)(1 r e)\n\n(13.1)\n\nFrom this point forward we shall use the net operating income definition of cash\nflows in order to be consistent with the language originally employed by Modigliani\nand Miller.\nNext assume that the firm issues debt. The after-tax cash flows must be split up\nbetween debt holders and shareholders. Shareholders receive NI + dep I, net cash\nflows after interest, taxes, and replacement investment; and bondholders receive\ninterest on debt, kd D. Mathematically, this is equivalent to total cash flow available\nfor payment to the private sector:2\n\nti\n\nNI + dep / + k d D = (Rev VC FCC dep kd D)(1 T e) + dep / + k d D.\n\nGiven that dep = I, for a nongrowing firm we can rearrange terms to obtain\nNI + k d D = (Rev VC FCC dep)(1 r e) k d D + k d DT C + k d D\n= NOI(1 re) + k d Dre.\n\n(13.2)\n\nThe first part of this stream, NOI(1 r e), is exactly the same as the cash flows for\nthe unlevered firm [the numerator of (13.1)], with exactly the same risk. Therefore\nrecalling that it is a perpetual stream, we can discount it at the rate appropriate for\nan unlevered firm, p. The second part of the stream, k d DT C , is assumed to be risk free.\nTherefore we shall discount it at the before-tax cost of risk-free debt, k b . Consequently,\nthe value of the levered firm is the sum of the discounted value of the two types of cash\nflow that it provides:\nE(NOI)(1 r e) kdDr\nkb\n\n(13.3)\n\nNote that k d D is the perpetual stream of risk-free payments to bondholders and that\nk b is the current before-tax market-required rate of return for the risk-free stream.\nTherefore since the stream is perpetual, the market value of the bonds, B, is\nB = k d D/k b .\n\n(13.4)\n\nThe present value of any constant perpetual stream of cash flows is simply the cash flow divided by the\ndiscount rate. See Appendix A at the end of the book, Eq. (A.5).\nThe government receives all cash flows not included in Eq. (13.2); i.e., the government receives taxes\n(also a risky cash flow).\n\nTable 13.1\n\nCompany A\n\nNOI\nkd D\nNI\nk,\nS\nB\nV= B+S\nWACC\nB/S\n\n443\n\n10,000\n0\n10,000\n10%\n100,000\n0\n100,000\n10%\n0%\n\nCompany B\n10,000\n1,500\n8,500\n11%\n77,272\n30,000\n107,272\n9.3%\n38.8%\n\nNow we can rewrite Eq. (13.3) as\n\nVL\n\n(13.5)\n\nVU\n\nThe value of the levered firm, V'', is equal to the value of an unlevered firm, V u, plus\nthe present value of the tax shield provided by debt, T,13. Later on we shall refer\nto the \"extra\" value created by the interest tax shield on debt as the gain from leverage. This is perhaps the single most important result in the theory of corporation\nfinance obtained in the last 30 years. It says that in the absence of any market\nimperfections including corporate taxes (i.e., if -r, = 0), the value of the firm is completely independent of the type of financing used for its projects. Without taxes, we\nhave\nvL =\n\nif\n\n= 0.\n\n(13.5a)\n\nEquation (13.5a) is known as Modigliani-Miller Proposition I. \"The market value of\n\nany firm is independent of its capital structure and is given by capitalizing its expected\nreturn at the rate p appropriate to its risk class.\"3 In other words, the method of\nfinancing is irrelevant. Modigliani and Miller went on to support their position by\nusing one of the very first arbitrage pricing arguments in finance theory. Consider\nthe income statements of the two firms given in Table 13.1. Both companies have\nexactly the same perpetual cash flows from operations, NOI, but Company A has\nno debt, whereas Company B has \\$30,000 of debt paying 5% interest. The example\nreflects greater risk in holding the levered, equity of Company B because the cost of\nequity, k5 = NI/S, for B is greater than that of Company A. The example has been\nconstructed so that Company B has a greater market value than A and hence a lower\nweighted average cost of capital, WACC = NOI/V. The difference in values is a\nviolation of Proposition I. However, the difference will not persist because if we, e.g.,\nalready own stock in B, we can earn a profit with no extra risk by borrowing (at\n\n444\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\n5%) and buying Company A. In effect, we create homemade leverage in the following\nway:\n1. We sell our stock in B (say we own 1%, then we sell \\$772.72).\n2. We borrow an amount equivalent to 1% of the debt in B, i.e., \\$300 at 5% interest.\n3. We buy 1% of the shares in A.\nBefore arbitrage we held 1% of the equity of B and earned 11% on it, i.e.,\n.11(\\$772.72) = \\$85.00. After arbitrage we hold the following position:\n1 % of A's equity and earn 10%, i.e., .10(\\$1000.00) = \\$100.00\npay interest on \\$300 of debt, i.e., .05(\\$300) = 15.00\n85.00\nThis gives us the same income as our levered position in Company B, but the amount\nof money we have available is \\$772.72 (from selling shares in B) plus \\$300 (from\nborrowing). So far, in the above calculation, we have used only \\$1000.00 to buy shares\nof A. Therefore we can invest another \\$72.72 in shares of A and earn 10%. This\nbrings our total income up to \\$85 + \\$7.27 = \\$92.27, and we own \\$772.72 of net worth\nof equity in A (the bank \"owns\" \\$300). Therefore our return on equity is 11.94% (i.e.,\n\\$92.27/\\$772.72). Furthermore, our personal leverage is the \\$300 in debt divided by\nthe equity in A, \\$772.72. This is exactly the same leverage and therefore the same\nrisk as we started with when we had an equity investment in B.\nThe upshot of the foregoing arbitrage argument is that we can use homemade\nleverage to invest in A. We earn a higher rate of return on equity without changing\nour risk at all. Consequently we will undertake the arbitrage operation by selling\nshares in B, borrowing, and buying shares in A. We will continue to do so until the\nmarket values of the two firms are identical. Therefore Modigliani-Miller Proposition\nI is a simple arbitrage argument. In a world without taxes the market values of the\nlevered and unlevered firms must be identical.\nHowever, as shown by Eq. (13.5), when the government \"subsidizes\" interest payments to providers of debt capital by allowing the corporation to deduct interest\npayments on debt as an expense, the market value of the corporation can increase as\nit takes on more and more (risk-free) debt. Ideally (given the assumptions of the\nmodel) the firm should take on 100% debt.'\n2. The Weighted Average Cost of Capital\nNext, we can determine the cost of capital by using the fact that shareholders will\nrequire the rate of return on new projects to be greater than the opportunity cost of\nthe funds supplied by them and bondholders. This condition is equivalent to requiring\n\nWe shall see later in this chapter that this result is modified when we consider a world with both\ncorporate and personal taxes, or one where bankruptcy costs are nontrivial. Also, the Internal Revenue\nService will disallow the tax deductibility of interest charges on debt if, in its judgment, the firm is using\nexcessive debt financing as a tax shield.\n\nTHE VALUE OF THE FIRM GIVEN CORPORATE TAXES ONLY\n\n445\n\nthat original shareholders' wealth increase. From Eq. (13.3) we see that the change\nin the value of the levered firm, AV L, with respect to a new investment, Al, is'\nAB\nAVL (1 T c ) AE(NOI)\n+I\nAl\nAl\n' Al\n\n(13.6)\n\nL\nIf we take the new project, the change in the value of the firm, AV , will also be\nequal to the change in the value of original shareholders' wealth, AS, plus the new\nequity required for the project, ASH, plus the change in the value of bonds outstanding,\nAB, plus new bonds issued, AB\":\n\nAVL = AS + AS + AB + AB\".\n\n(13.7a)\n\nAlternatively, the changes with respect to the new investment are\n\nAS AB AB\"\nAVL _\nAl Al Al Al Al\n\n(13.7b)\n\nBecause the old bondholders hold a contract that promises fixed payments of interest\nand principal, because the new project is assumed to be no riskier than those already\noutstanding, and especially because both old and new debt are assumed to be risk\nfree, the change in the value of outstanding debt is zero (AB = 0). Furthermore, the\nnew project must be financed with either new debt, new equity, or both. This implies\nthat'\nAl = AS + AB\".\n\n(13.8)\n\nUsing this fact (13.7b) can be rewritten as\n\nAVL AS AS + AB\"_ AS\nAI + 1.\nAl\nA/\nA/\n\n(13.9)\n\nFor a project to be acceptable to original shareholders, it must increase their wealth.\n\nTherefore they will require that\nAS AV L\nAl\nAl\n\n1 > 0,\n\n(13.10)\n\nwhich is equivalent to the requirement that AVL /AI > 1. Note that the requirement\nthat the change in original shareholders' wealth be positive, i.e., AS/AI > 0, is a behavioral assumption imposed by Modigliani and Miller. They were assuming (1) that\nmanagers always do exactly what shareholders wish and (2) that managers and shareholders always have the same information. The behavioral assumptions of Eq. (13.10)\nare essential for what follows.\nNote that T, and p do not change with Al. The cost of equity for an all-equity firm does not change\nbecause new projects are assumed to have the same risk as the old ones.\nNote that (13.8) does not require new issues of debt or equity to be positive. It is conceivable, e.g., that\nthe firm might issue \\$4000 in stock for a \\$1000 project and repurchase \\$3000 in debt.\n5\n\n446\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nWhen the assumptions of inequality [(13.10)] are imposed on Eq. (13.6) we are\nable to determine the cost of capital'\nA V L (1 t) AE(NOI)\nAl\nAI\n\nAB\"\nAI\n\nor, by rearranging terms, we have\n\n(1 i c ) AE(NOI)\nAl\n\n(1\n\nAB\nAI ).\n\nThe left-hand side of (13.11) is the after-tax change in net operating cash flows brought\nabout by the new investment, i.e., the after-tax return on the project.' The right-hand\nside is the opportunity cost of capital applicable to the project. As long as the anticipated rate of return on investment is greater than the cost of capital, current shareholders' wealth will increase.\nNote that if the corporate tax rate is zero, the cost of capital is independent of\ncapital structure (the ratio of debt to total assets). This result is consistent with Eq.\n(13.5a), which says that the value of the firm is independent of capital structure. On\nthe other hand, if corporate taxes are paid, the cost of capital declines steadily as the\nproportion of new investment financed with debt increases. The value of the levered\nfirm reaches a maximum when there is 100% debt financing (so long as all of the debt\nis risk free).\n3. Two Definitions of Market Value Weights\nEquation (13.11) defines what has often been called the weighted average cost\nof capital, WACC, for the firm:\nWACC\n\np(1 2,\n\nAB\n\n(13.12)\n\nA/\n\nAn often debated question is the correct interpretation of AB/AI. Modigliani and\n\nMiller [1963, 441] interpret it by saying that\nIf B*/V* denotes the firm's long run \"target\" debt ratio . . . then the firm can assume, to a\nfirst approximation at least, that for any particular investment dB/dI = B*/V*.\n\nTwo questions arise in the interpretation of the leverage ratio, AB/AI. First, is the\nleverage ratio marginal or average? Modigliani and Miller, in the above quote, set\nthe marginal ratio equal to the average by assuming the firm sets a long-run target\nNote that (AB = AB\") because AB is assumed to be zero.\nChapter 2, the investment decision, stressed the point that the correct cash flows for capital budgeting\npurposes were always defined as net cash flows from operations after taxes. Equation (13.11) reiterates this\npoint and shows that it is the only definition of cash flows that is consistent with the opportunity cost of\ncapital for the firm. The numerator on the left-hand side, namely, E(NOI)(1 r,), is the after-tax cash\nflows from operations that the firm would have if it had no debt.\n\nTHE VALUE OF THE FIRM GIVEN CORPORATE TAXES ONLY\n\n447\n\nratio, which is constant. Even if this is the case, we still must consider a second issue,\nnamely: Is the ratio to be measured as book value leverage, replacement value leverage,\nor reproduction value leverage? The last two definitions, as we shall see, are both market values. At least one of these three measures, book value leverage, can be ruled out\nimmediately as being meaningless. In particular, there is no relationship whatsoever\nbetween book value concepts, (e.g., retained earnings) and the economic value of\nequity.\nThe remaining two interpretations, replacement and reproduction value, make\nsense because they are both market value definitions. By replacement value, we mean\nthe economic cost of putting a project in place. For capital projects a large part of\nthis cost is usually the cost of purchasing plant, equipment, and working capital. In\nthe Modigliani-Miller formulation, replacement cost is the market value of the investment in the project under consideration, Al. It is the denominator on both sides of the\ncost of capital inequality (13.11). On the other hand, reproduction value, A V, is the\ntotal present value of the stream of goods and services expected from the project.\nThe two concepts can be compared by noting that the difference between them is the\nNPV of the project, that is,\nNPV = A V Al.\nFor a marginal project, where NPV = 0, replacement cost and reproduction value\nare equal.\nHaley and Schall [1973, 306-311] introduce an alternative cost of capital definition where the \"target\" leverage is the ratio of debt to reproduction value, as shown\nbelow:\nWACC = p(1 T,\n\nA B )\n\n(13.13)\n\nIf the firm uses a reproduction value concept for its \"target\" leverage, it will seek to\nmaintain a constant ratio of the market value of debt to the market value of the firm.\nWith the foregoing as background, we can now reconcile the apparent conflict in\nthe measurement of leverage applicable to the determination of the relevant cost of\ncapital for a new investment project. Modigliani and Miller define the target L* as\nthe average, in the long run, of the debt-to-value ratio or B*/V*. Then regardless\nof how a particular investment is financed, the relevant leverage ratio is dB/dV. For\nexample, a particular investment may be financed entirely by debt. But the cost of that\nparticular increment of debt is not the relevant cost of capital for that investment.\nThe debt would require an equity base. How much equity? This is answered by the\nlong-run target B* IV*. So procedurally, we start with the actual amount of investment increment for the particular investment, dI. The L* ratio then defines the amount\nof dB assigned to the investment. If the NPV from the investment is positive, then dV\nwill be greater than dI. Hence the debt capacity of the firm will have been increased\nby more than dB. However, the relevant leverage for estimating the WACC will still\nbe dB/dV, which will be equal to B* IV*. We emphasize that the latter is a policy target\n\n448\n\ndecision by the firm, based on relevant financial economic considerations. The dV is\n\nan amount assigned to the analysis to be consistent with L*.\nThe issue is whether to use dB/dV or dB/dI as the weight in the cost of capital\nformula. The following example highlights the difference between the two approaches.\nSuppose a firm can undertake a new project that costs \\$1000 and has expected cash\nflows with a present value of \\$9000 when discounted at the cost of equity for an allequity project of equivalent risk. If the ratio of the firm's target debt to value is 50%\nand if its tax rate is 40%, how much debt should it undertake? If it uses replacement\nvalue leverage, then dB/dI = .5 and dB = \\$500; i.e., half of the \\$1000 investment is\nfinanced with debt. Using equation (13.5) the value of the levered firm is\ndV L = dV u\n\nTe\n\ndB\n\n= 9000 + .4(500)\n= 9200.\nThe same formula can be used to compute the amount of debt if we use reproduction\nvalue leverage, i.e., dB/dV L = .5, or dV L = 2 dB:\ndV L = 9000 + .4dB,\n2dB = 9000 + .4dB since\n\ndV L = 2dB,\n\ndB = 5625.\nIf our target is set by using reproduction values, then we should issue \\$5625 of new\ndebt for the \\$1000 project, and repurchase \\$4625 of equity. The change in the value\nof the firm will be\ndV I\" = dV u\n\nT c. dB\n\n= 9000 + .4(5625)\n= 11250.\nClearly, the value of the firm is higher if we use the reproduction value definition of\nleverage. But as a practical matter, what bank would lend \\$5625 on a project that\nhas a \\$1000 replacement value of assets? If the bank and the firm have homogeneous\nexpectations this is possible. If they do not, then it is likely that the firm is more optimistic than the bank about the project. In the case of heterogeneous expectations\nthere is no clear solution to the problem. Hence we favor the original argument of\nModigliani and Miller that the long-run target debt-to-value ratio will be close to\ndB/dI; i.e., use the replacement value definition.\n4. The Cost of Equity\nIf Eqs. (13.12) and (13.13) are the weighted average cost of capital, how do we\ndetermine the cost of the two components, debt and equity? The cost of debt is the\nrisk-free rate, at least given the assumptions of this model. (We shall discuss risky\n\nTHE VALUE OF THE FIRM GIVEN CORPORATE TAXES ONLY\n\n449\n\ndebt in section D.) The cost of equity capital is the change in the return to equity\nholders with respect to the change in their investment, AS + AS\". The return to\nequity holders is the net cash flow after interest and taxes, NI. Therefore their rate\nof return is ANI/(AS + AS\"). To solve for this, we begin with identity (13.2),\nkdftr e.\n\nNI + kd D = NOI(1 T c )\n\nANI\nAl\n\nAl\n\nA/\n\n(1\n\nTc)\n\nANOI\nA/\n\n(13.14)\n\nSubstituting the left-hand side of (13.14) into (13.6), we get\n\nAB\n4171' ANI/A/ + (1 i )4(kd D)/4/\n+T\nAl\n. A/\n\n(13.15)\n\nA VL AS + AS\nAI\nA/\n\nAB\"\n+\n\nAl\n\n(13.16)\n\n, since AB 0.\n\nConsequently, by equating (13.15) and (13.16) we get\n\nAV' AS + AS AB ANI/A/ + (1\n+\n=\nAl\nAl\nAl\np\n\nc)\n\nA(kd D)/AI\n\n+ 'Cc\n\nAB\n\nAl\n\nThen, multiplying both sides by Al, we have\n\nAS + AS\" + AB =\n\nANI + (1 te ) A(kd D) + p; AB\np\n\nAS + AS\" =\n\np\n\np(AS + AS\") = ANI (1 TYP kb ) AB, since\n\nA(kd D) = kb AB.\n\nAnd finally,\nANI\nAS + AS\"\n\n= P + (1\n\nTe)(P\n\nkb)\n\nAB\nAS + AS\"\n\n(13.17)\n\nThe change in new equity plus old equity equals the change in the total equity of\nthe firm (AS = AS + AS\"). Therefore the cost of equity, lc, = ANI/AS, is written\nks\n\n= p + (1 t c )(p kb )\n\nAB\nAs\n\n(13.18)\n\nThe implication of Eq. (13.18) is that the opportunity cost of capital to shareholders\nincreases linearly with changes in the market value ratio of debt to equity (assuming\n\n450\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nthat AB/AS = B/S). If the firm has no debt in its capital structure, the levered cost of\nequity capital, k is equal to the cost of equity for an all-equity firm, p.\n5. A Graphical Presentation for the Cost of Capital\nFigure 13.2 graphs the cost of capital and its components as a function of the\nratio of debt to equity. The weighted average cost of capital is invariant to changes\nin capital structure in a world without corporate taxes; however, with taxes it declines\nas more and more debt is used in the firm's capital structure. In both cases the cost\nof equity capital increases with higher proportions of debt. This makes sense because\nincreasing financial leverage implies a riskier position for shareholders as their residual claim on the firm becomes more variable. They require a higher rate of return\nto compensate them for the extra risk they take.\nThe careful reader will have noticed that in Fig. 13.2 B/S is on the horizontal\naxis, whereas Eqs. (13.13) and (13.18) are written in terms of AB/AS or AB/A V, which\nare changes in debt with respect to changes in equity or value of the firm. The two\nare equal only when the firm's average debt-to-equity ratio is the same as its marginal debt-to-equity ratio. This will be true as long as the firm establishes a \"target\"\ndebt-to-equity ratio equal to B/S and then finances all projects with the identical\nproportion of debt and equity so that B/S = AB/AS.\nThe usual definition of the weighted average cost of capital is to weight the\nafter-tax cost of debt by the percentage of debt in the firm's capital structure and\nadd the result to the cost of equity multiplied by the percentage of equity. The equation is\nWACC = (1 Tc)kb\n\n(13.19)\n\n.\nB+S+ksB+ S\n\n(a)\n\n(b)\n\nFigure 13.2\nThe cost of capital as a function of the ratio of debt to equity; (a) assuming 2, = 0;\n(b) assuming T, > 0.\n\nTHE VALUE OF THE FIRM\n\n451\n\nWe can see that this is the same as the Modigliani-Miller definition, Eq. (13.12) by\nsubstituting (13.18) into (13.19) and assuming that B/S = AB/AS. This is done below:\nB1\n\nWACC =- (1 i c )kb B +\n= (1\n\n+ [p (1 -r c )(p kb )\n\nB\nB + s\n\nT e )K b\n\n= (1 tc)Kb\n\nB\nB+S\n\nB+S\n\n+P\n\nS\nB + S + (1 Tc)P S B + S\n+\n\n(B+S\n\nB\nB+S\n\n(1\n\nB + S\n\nTc)k,\n\nB S\nSB+S\n\n(1 tc)Kb\n\nB\nB+S\n\n= p (1 \"C c\nB\n\nQED\n\n+S )\n\nThere is no inconsistency between the traditional definition and the M-M definition\nof the cost of capital [Eqs. (13.12) and (13.19)]. They are identical.\n\nB. THE VALUE OF THE FIRM IN A\n\nWORLD WITH BOTH PERSONAL AND\nCORPORATE TAXES\n1. Assuming All Firms Have Identical Effective\nTax Rates\nIn the original model the gain from leverage, G, is the difference between the value\nof the levered and unlevered firms, which is the product of the corporate tax rate\nand the market value of debt:\nG=\n\n= T e13.\n\n(13.20)\n\nMiller modifies this result by introducing personal as well as corporate taxes\ninto the model. In addition to making the model more realistic, the revised approach\nadds considerable insight into the effect of leverage on value in the real world. We\ndo not, after all, observe firms with 100% debt in their capital structure as the original\nModigliani-Miller model suggests.\nAssume for the moment that there are only two types of personal tax rates: the\nrate on income received from holding shares,\nand the rate on income from bonds,\nThe expected after-tax stream of cash flows to shareholders of an all-equity firm\nwould be (NOI)(1 t)(1 -cps). By discounting this perpetual stream at the cost of\nequity for an all-equity firm we have the value of the unlevered firm:\nTps,\n\nTpB\n\nE(NOI)(1 t)(1\nVU =\n\nTps)\n\n(13.21)\n\nAlternatively, if the firm has both bonds and shares outstanding, the earnings stream\nis partitioned into two parts. Cash flows to shareholders after corporate and personal\n\n452\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\ntaxes are:\nPayments to shareholders = (NOI k d D)(1 -0(1\n\n2 ps ),\n\nand payments to bondholders, after personal taxes, are\n\nPayments to bondholders = kd D(1\n\nC pB ).\n\nAdding these together and rearranging terms, we have\n\nTotal cash payments\n= NOI(1 '0(1 ips) 10)(1 -rj(1 -c ps ) + 141(1 T pB ).\nto suppliers of capital\n(13.22)\nThe first term on the right-hand side of (13.22) is the same as the stream of cash\nflows to owners of the unlevered firm, and its expected value can be discounted at\nthe cost of equity for an all-equity firm. The second and third terms are risk free and\ncan be discounted at the risk-free rate, k b. The sum of the discounted streams of cash\nflow is the value of the levered firm:\nVL =\n\nE(NOI)(1 rc)(1 i ) k d D[(1 T\n\n= VU\n\nPs\n\n[1\n\n(1 -0(1\n\n(1 -\n\npB )\n\n(1\n\nr)( 1\n\nps\n\n)]\n\nkb\n\nps )\n\n(13.23)\n\nwhere B = k d D(1 pB)/kb , the market value of debt. Consequently, with the introduction of personal taxes, the gain from leverage is the second term in (13.23):\nG =[1\n\n(1\n\nTY1 TP\n\n(1\n\nT pB)\n\n1B.\n\n(13.24)\n\nNote that when personal tax rates are set equal to zero, the gain from leverage in\n(13.24) equals the gain from leverage in (13.20), the earlier result. This finding also\nobtains when the personal tax rate on share income equals the rate on bond income.\nIn the United States it is reasonable to assume that the effective tax rate on common\nstock is lower than that on bonds.' The implication is that the gain from leverage\nwhen personal taxes are considered [Eq. (13.24)] is lower than T13 [Eq. (13.20)].\nIf the personal income tax on stocks is less than the tax on income from bonds,\nthen the before-tax return on bonds has to be high enough, other things being equal,\nto offset this disadvantage. Otherwise no investor would want to hold bonds. While\nit is true that owners of a levered corporation are subsidized by the interest deductibility of debt, this advantage is counterbalanced by the fact that the required interest\npayments have already been \"grossed up\" by any differential that bondholders must\npay on their interest income. In this way the advantage of debt financing may be lost.\n\nThe tax rate on stock is thought of as being lower than that on bonds because of a relatively higher\ncapital gains component of return, and because capital gains are not taxed until the security is sold.\nCapital gains taxes can, therefore, be deferred indefinitely.\n9\n\n453\n\nTHE VALUE OF THE FIRM\n\nrp = demand = ro\n\nro\n\n,rpiB\n\n_ ro\n\nSupply\n1 T,\n\nDollar amount\nof all bonds\n\nFigure 13.3\nAggregate supply and demand for corporate bonds (before tax\nrates).\n\nIn fact, whenever the following condition is met in Eq. (13.24),\n\n(\n\ntips) = (1 're)(1\n\n(13.25)\n\nTps),\n\nthe advantage of debt vanishes completely.\n\nSuppose that the personal tax rate on income from common stock is zero. We\nmay justify this by arguing that (1) no one has to realize a capital gain until after\ndeath; (2) gains and losses in well-diversified portfolios can offset each other, thereby\neliminating the payment of capital gains taxes; (3) 80% of dividends received by taxable corporations can be excluded from taxable income; or (4) many types of investment funds pay no taxes at all (nonprofit organizations, pension funds, trust funds,\netc.).\" Figure 13.3 portrays the supply and demand for corporate bonds. The rate\npaid on the debt of tax-free institutions (municipal bonds, for example) is r o . If all\nbonds paid only 1'0 , no one would hold them with the exception of tax-free instituAn\ntions that are not affected by the tax disadvantage of holding debt when \"\nwill not hold\nindividual with a marginal tax rate on income from bonds equal to\ncorporate bonds until they pay r 0 /(1 -r piB), i.e., until their return is \"grossed up.\"\nSince the personal income tax is progressive, the interest rate that is demanded has\nto keep rising to attract investors in higher and higher tax brackets.\" The supply\nof corporate bonds is perfectly elastic, and bonds must pay a rate of r 0 /(1 r e) in\nequilibrium. To see that this is true, let us recall that the personal tax rate on stock\n0) and rewrite the gain from leverage:\nis assumed to be zero\nCpB\n\n> Tps\n\ni\nTp\nB\n\n(Tps =\n\n=(\n\n(1 Tc) 13.\n\n(1 - T,B)\n\n(13.26)\n\nIf the rate of return on bonds supplied by corporations is I., = 1'0 /(1 ic), then the\ngain from leverage, in Eq. (13.26), will be zero. The supply rate of return equals the\nAlso, as will be shown in Chapter 16, it is possible to shield up to \\$10,000 in dividend income from taxes.\n\" Keep in mind the fact that the tax rate on income from stock is assumed to be zero. Therefore the\nhigher an individual's tax bracket becomes, the higher the before-tax rate on bonds must be in order for\nthe after-tax rate on bonds to equal the rate of return on stock (after adjusting for risk).\n1\n\n454\n\ndemand rate of return in equilibrium:\n\nr\n\nr0\ns\n\ntc\n\n= rD =\n\nr0\n\nTpB\n\nConsequently,\n( 1\n\n(1 pB),\n\nand the gain from leverage in (13.26) will equal zero. If the supply rate of return is\nless than r 0 /(1 r,), then the gain from leverage will be positive, and all corporations\nwill try to have a capital structure containing 100% debt. They will rush out to issue\nnew debt. On the other hand, if the supply rate of return is greater than r 0 /(1 te ),\nthe gain from leverage will be negative and firms will take action to repay outstanding\ndebt. Thus we see that in equilibrium, taxable debt must be supplied to the point\nwhere the before-tax cost of corporate debt must equal the rate that would be paid\nby tax-free institutions grossed up by the corporate tax rate.\nMiller's argument has important implications for capital structure. First, the gain\nto leverage may be much smaller than previously thought. Consequently, optimal\ncapital structure may be explained by a tradeoff between a small gain to leverage\nand relatively small costs such as expected bankruptcy costs. This tradeoff will be\ndiscussed at greater length in Chapter 14. Second, the observed market equilibrium\ninterest rate is seen to be a before-tax rate that is \"grossed up\" so that most or all\nof the interest rate tax shield is lost. Finally, Miller's theory implies there is an equilibrium amount of aggregate debt outstanding in the economy that is determined by\nrelative corporate and personal tax rates.\n2. Assuming That Firms Have Different\nMarginal Effective Tax Rates\nDeAngelo and Masulis extend Miller's work by analyzing the effect of\ntax shields other than interest payments on debt, e.g., noncash charges such as depreciation, oil depletion allowances, and investment tax credits. They are able to\ndemonstrate the existence of an optimal (nonzero) corporate use of debt while still\nmaintaining the assumption of zero bankruptcy (and zero agency) costs.\nTheir original argument is illustrated in Fig. 13.4. The corporate debt supply\ncurve is downward sloping to reflect the fact that the expected marginal effective tax\nrate, Ti, differs across corporate suppliers of debt. Investors with personal tax rates\nlower than the marginal individual earn a consumer surplus because they receive\nhigher after-tax returns. Corporations with higher tax rates than the marginal firm\nreceive a positive gain to leverage, a producer's surplus, in equilibrium because they\npay what is for them a low pre-tax debt rate.\nIt is reasonable to expect depreciation expenses and investment tax credits to\nserve as tax shield substitutes for interest expenses. The DeAngelo and Masulis model\npredicts that firms will select a level of debt that is negatively related to the level of\navailable tax shield substitutes such as depreciation, depletion, and investment tax\ncredits. Also, as more and more debt is utilized, the probability of winding up with\n\nINTRODUCING RISK\n\nA SYNTHESIS OF M-M AND CAPM\n\n455\n\nDollar amount\nof all bonds\n\nFigure 13.4\nAggregate debt equilibrium with heterogeneous corporate\nand personal tax rates.\n\nzero or negative earnings will increase, thereby causing the interest tax shield to\ndecline in expected value. They further show that if there are positive bankruptcy\ncosts, there will be an optimum tradeoff between the marginal expected benefit of\ninterest tax shields and the marginal expected cost of bankruptcy. This issue will be\nfurther discussed in the next chapter.\n\nC. INTRODUCING RISKA SYNTHESIS\n\nOF M-M AND CAPM\nThe CAPM discussed in Chapter 7 provides a natural theory for the pricing of risk.\nWhen combined with the cost of capital definitions derived by Modigliani and Miller\n[1958, 1963], it provides a unified approach to the cost of capital. The work that we\n.\nThe CAPM may be written as\nE(R;) = R\n\n[E(Rm)\n\nR f ][3 j ,\n\n(13.27)\n\nwhere\nE(R J ) = the expected rate of return on asset j,\nR f = the (constant) risk-free rate,\nE(Rm ) = the expected rate of return on the market portfolio,\n= COV(Ri , Rm)/VAR(R m ).\nRecall that all securities fall exactly on the security market line, which is illustrated\nin Fig. 13.5. We can use this fact to discuss the implications for the cost of debt, the\ncost of equity, and the weighted average cost of capital; and for capital budgeting\nwhen projects have different risk.\nFigure 13.5 illustrates the difference between the original Modigliani-Miller cost\nof capital and the CAPM. Modigliani and Miller assumed that all projects within\n\n456\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nR(R i )\nSecurity market line\nB\nWACC (Firm)\n\nE(R F ,,)\nRA\nE(R A )\n\n13 Finn\n\nPA\n\nFigure 13.5\nThe security market line.\n\nthe firm had the same business or operating risk (mathematically, they assumed that\nCF i = /ICE). This was expedient because in 1958, when the paper was written, there\nwas no accepted theory that allowed adjustments for differences in systematic risk.\nConsequently, the Modigliani-Miller theory is represented by the horizontal line in\nFig. 13.5. The WACC for the firm (implicitly) does not change as a function of\nsystematic risk. This assumption, of course, must be modified because firms and\nprojects differ in risk.\n1. The Cost of Capital and Systematic Risk\nTable 13.2 shows expressions for the cost of debt, k b , unlevered equity, p, levered\nequity, ks , and the weighted average cost of capital, WACC, in both the ModiglianiMiller and capital asset pricing model frameworks. It has already been demonstrated,\nin the proof following Eq. (13.19), that the traditional and M-M definitions of the\nweighted average cost of capital (the last line in Table 13.2) are identical. Modigliani\nand Miller assumed, for convenience, that corporate debt is risk free; i.e., that its price\nis insensitive to changes in interest rates and either that it has no default risk or that\nTable 13.2 Comparison of M-M and CAPM Cost of\nCapital Equations\nType of Capital\n\nM-M Definition\n\nCA PM Definition\n\nDebt\nUnlevered equity\n\nk = R f + [E(R,) R f ]6,,\np = R f + [E(R,b ) R f ]/3U\n\nk b = R f , fib = 0\n\nLevered equity\n\nlc, = R f + [E(R m ) R f ], 6 L\n\nk, = p + (p k b)(1 t)\n\nP=P\nB\n\n-c c )\n\nB\nB S\n\n+ k\n\nsB+S\n\nWACC --- p 1\n\nT,\n\nB+Sj\n\nINTRODUCING RISK\n\nA SYNTHESIS OF M-M AND CAPM\n\n457\n\ndefault risk is completely diversifiable (fi b = 0). We shall temporarily maintain the\nassumption that k b = R f , then relax it a little later in the chapter.\nThe M-M definition of the cost of equity for the unlevered firm was tautological,\ni.e., p = p, because the concept of systematic risk had not yet been developed in 1958.\nWe now know that it depends on the systematic risk of the firm's after-tax operating\ncash flows, /3,. Unfortunately for empirical work, the unlevered beta is not directly\nobservable. We can, however, easily estimate the levered equity beta, 13 L. (This has\nalso been referred to as 13 5 elsewhere.) If there is a definable relationship between the\ntwo betas, there are many practical implications (as we shall demonstrate with a\nsimple numerical example in the next section). To derive the relationship between\nthe levered and unlevered betas, begin by equating the M-M and CAPM definitions\nof the cost of levered equity (line 3 in Table 13.2):\nR f + [E(R,b) RAfl,=p+ (p lc h)(1 T)\ns.\n\nNext, use the simplifying assumption that k b = R f to write\n\nR + [E(R bi ) Rf]13, = p + (p R f )(1 t)\n\nThen substitute into the right-hand side the CAPM definition of the cost of unlevered\nequity, p:\nRf\n\nBy canceling terms and rearranging the equation, we have\n\n[E(Rm) RA& = [E(Rm) R f ][1 + (1 -c c ) K, fi ,\n13\n\nfi = [ 1 +\n\nH&J.\n\n(13.28)\n\nThe implication of Eq. (13.28) is that if we can observe the levered beta by using\nobserved rates of return on equity capital in the stock market, we can estimate the\nunlevered risk of the firm's operating cash flows.\n\n2. A Simple Example\nThe usefulness of the theoretical results can be demonstrated by considering the\nfollowing problem. The United Southern Construction Company currently has a\nmarket value capital structure of 20% debt to total assets. The company's treasurer\nbelieves that more debt can be taken on, up to a limit of 35% debt, without losing\nthe firm's ability to borrow at 7%, the prime rate (also assumed to be the risk-free\n\n458\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nrate). The firm has a marginal tax rate of 50%. The expected return on the market\nnext year is estimated to be 17%, and the systematic risk of the company's equity,\nh, is estimated to be .5.\nWhat is the company's current weighted average cost of capital? Its current cost\nof equity?\nWhat will the new weighted average cost of capital be if the \"target\" capital\nstructure is changed to 35% debt?\nShould a project with a 9.25% expected rate of return be accepted if its systematic\nrisk, 13,, is the same as that of the firm?\nTo calculate the company's current cost of equity capital we can use the CAPM:\nks = R f + [E(Rm) R f ]fl,\n\n= .07 + [.17 .07].5 = .12.\n\nTherefore the weighted average cost of capital is\nWACC = (1\n\nT )R\n\nf B+S\n\nB+S\n\n= (1 .5).07(.2) + .12(.8) = 10.3%.\n\nThe weighted average cost of capital with the new capital structure is shown in Fig.\n13.6. 12 Note that the cost of equity increases with increasing leverage. This simply\nreflects the fact that shareholders face more risk with higher financial leverage and\nthat they require a higher return to compensate them for it. Therefore in order to\ncalculate the new weighted average cost of capital we have to use the ModiglianiMiller definition to estimate the cost of equity for an all-equity firm:\n\nWACC = (1\nP=\n\nB\nB+s\n\n),\n\n.103\nWACC\n= 11.44%.\n1 T c [BAB + S)] 1 .5(.2)\n\nAs long as the firm does not change its business risk, its unlevered cost of equity\ncapital, p, will not change. Therefore we can use p to estimate the weighted average\ncost of capital with the new capital structure:\nWACC = .1144[1 .5(.35)] = 9.438%.\nTherefore, the new project with its 9.25% rate of return will not be acceptable even\nif the firm increases its ratio of debt to total assets from 20% to 35%.\nA common error made in this type of problem is to forget that the cost of equity\ncapital will increase with higher leverage. Had we estimated the weighted average\n12\n\nNote that if debt to total assets is 20%, then debt to equity is 25%. Also, 35% converts to 53.85% in Fig. 13.6.\n\nINTRODUCING RISK\n\nA SYNTHESIS OF M-M AND CAPM\n\n459\n\n12.64%\n12%\n\n(1 T e )P\n(1-7- ) R f\n\n25%\n\n53.85%\n\nFigure 13.6\nChanges in the cost of capital as leverage increases.\n\ncost of capital, using 12% for the old cost of equity and 35% debt as the target capital\nstructure, we would have obtained 9.03% as the estimated weighted average cost of\ncapital and we would have accepted the project.\nWe can also use Eq. (13.28) to compute the unlevered beta for the firm. Before\nthe capital structure change the levered beta was )6', = .5; therefore\nfiL =\n\n+ ( 1 rc) -\n\nflu,\n\n.5 = [1 + (1 .5)(.25)16 u ,.\nfl u\n\n= .4444.\n\nNote that the unlevered beta is consistent with the firm's unlevered cost of equity\ncapital. Using the CAPM, we have\np=\n\nR1 + [E(Rm) Rf ]fl u\n\n= .07 + [.17 .07].4444\n\n= 11.44%.\nFinally, we know that the unlevered beta will not change as long as the firm does\nnot change its business risk, the risk of the portfolio of projects that it holds. Hence\nan increase in leverage will increase the levered beta, but the unlevered beta stays\nconstant. Therefore we can use Eq. (13.28) to compute the new levered equity beta:\n(31, = [ 1 + (1 -cc )\n\n-1 NU\n\n= [1 + (1 .5).5385].4444\n= .5641.\n\n460\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nHence the increase in leverage raises the levered equity beta from .5 to .5641, and\nthe cost of levered equity increases from 12% to 12.64%.\n3. The Cost of Capital for Projects of Differing Risk\nA more difficult problem is to decide what to do if the project's risk is different\nfrom that of the firm. Suppose the new project would increase the replacement market\nvalue of the assets of the firm by 50% and that the systematic risk of the operating\ncash flows it provides is estimated to be fl u = 1.2. What rate of return must it earn\nin order to be profitable if the firm has (a) 20% or (b) 35% debt in its capital structure?\nFigure 13.7 shows that the CAPM may be used to find the required rate of return\ngiven the beta of the project without leverage,\nwhich has been estimated to be\n1.2. This is the beta for the unlevered project, because the beta is defined as the systematic risk of the operating cash flows. By definition this is the covariance between\nthe cash flows before leverage and taxes an the market index. The required rate of\nreturn on the project, if it is an all-equity project, will be computed as shown below:\n\nE(R i ) = R + [E(Rm) R 13u , p\n\n= .07 + [.17 .07]1.2 = 19%.\nNext we must \"add in\" the effect of the firm's leverage. If we recognize that 19% is\nthe required rate if the project were all equity, we can find the required rate with\n20% leverage by using the Modigliani-Miller weighted average cost of capital, Eq.\n(13.12):\nWACC = p(1\n\nB+S\n\n= .19[1 .5(.2)] = 17.1%.\n\nE(Ri )\n\nE(Ri) = 19%\nE(R m ) = 17%\n\nRf =7%\n\nFigure 13.7\nUsing the CAPM to estimate the required rate of return\non a project.\n\nINTRODUCING RISK\n\nA SYNTHESIS OF M-M AND CAPM\n\n461\n\nAnd if the leverage is increased to 35%, the required return falls to 15.675%:\nWACC = .19[1 .5(35)] = 15.675%.\nFirms seek to find projects that earn more than the project's weighted average\ncost of capital. Suppose that, for the sake of argument, the WACC of our firm is\n17%. Project B in Fig. 13.7 earns 20%, more than the firm's WACC, whereas project\nA in Fig. 13.7 earns only 15%, less than the firm's WACC. Does this mean that B\nshould be accepted while A is rejected? Obviously not, because they have different\nrisk (and possibly different optimal capital structures) than the firm as a whole. Project B is much riskier and must therefore earn a higher rate of return than the firm.\nIn fact it must earn more than projects of equivalent risk. Since it falls below the\nsecurity market line, it should be rejected. Alternately, project A should be accepted\nbecause its anticipated rate of return is higher than the rate that the market requires\nfor projects of equivalent risk. It lies above the security market line in Fig. 13.7.\nThe examples above serve to illustrate the usefulness of the risk-adjusted cost of\ncapital for capital budgeting purposes. Each project must be evaluated at a cost of\ncapital that reflects the systematic risk of its operating cash flows as well as the financial leverage appropriate for the project. Estimates of the correct opportunity cost\nof capital are derived from a thorough understanding of the Modigliani-Miller cost\nof capital and the CAPM.\n4. The Separability of Investment and\nFinancing Decisions\nThe preceding example shows that the required rate of return on a new project\nis dependent on the project's weighted average cost of capital, which in turn may or\nmay not be a function of the capital structure of the firm. What implications does\nthis have for the relationship between investment and financing decisions; i.e., how\nindependent is one of the other? The simplest possibility is that, after adjusting for\nproject-specific risk, we can use the same capital structurethe capital structure of\nthe entire firm to estimate the cost of capital for all projects. However, this may\nnot be the case. To clarify the issue we shall investigate two different suppositions.\n1. If the weighted average cost of capital is invariant to changes in the firm's capital\nstructure (i.e., if WACC = p in Eq. (13.12) because T e = 0), then the investment\nand financing decisions are completely separable. This might actually be the case\nif Miller's paper is empirically valid. The implication is that we can use\nNOI in Table 13.1 when estimating the appropriate cutoff rate for capital budgeting decisions. In other words, it is unnecessary to consider the financial leverage of the firm. Under the above assumptions, it is irrelevant.\n2. If there really is gain from leverage, as would be suggested by the ModiglianiMiller theory if -c c > 0, or if the DeAngelo-Masulis extension of Miller's\n paper is empirically valid, then the value of a project is not independent\nof the capital structure assumed for it. In an earlier example we saw that the\nrequired rate of return on the project was 19% if the firm had no debt, 17.1% if\nit had 20% debt, and 15.675% if it had 35% debt in its capital structure. Therefore\n\n462\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nthe project has greater value as the financial leverage of the firm increases. As a\npractical matter, this problem is usually \"handled\" by assuming that the firm\nhas decided on an \"optimal\" capital structure and that all projects are financed,\nat the margin, with the optimal ratio of debt to equity. The relevant factors that\nmay be used to determine the optimal capital structure are discussed in the following chapter. However, assuming that an optimum does exist, and assuming\nthat all projects are financed at the optimum, we may treat the investment decision as if it were separable from the financing decision. First the firm decides\nwhat optimal capital structure to use, then it applies the same capital structure\nto all projects. Under this set of assumptions the decision to accept or reject a\nparticular project does not change the \"optimal\" capital structure. We could use\nEq. (13.12) with B/(B + S) set equal to the optimal capital structure in order to\ndetermine the appropriate cost of capital for a project. This is precisely what we\ndid in the example.\nBut suppose projects carry with them the ability to change the optimal capital\nstructure of the firm as a whole.\" Suppose that some projects have more debt capacity than others. Then the investment and financing decisions cannot even be \"handled\"\nas if they were independent. There is very little in the accepted theory of finance that\nadmits of this possibility, but it cannot be disregarded. One reason that projects may\nhave separate debt capacities is the simple fact that they have different collateral\nvalues in bankruptcy. However, since the theory in this chapter has proceeded on\nthe assumption that bankruptcy costs are zero, we shall refrain from further discussion of this point until the next chapter.\n\nD. THE COST OF CAPITAL WITH\n\nRISKY DEBT\nSo far it has been convenient to assume that corporate debt is risk free. Obviously\nit is not. Consideration of risky debt raises several interesting questions. First, if debt\nis risky, how are the basic Modigliani-Miller propositions affected? We know that\nriskier debt will require higher rates of return. Does this reduce the tax gain from\nleverage? The answer is given in section D.1 below. The second question is, How can\none estimate the required rate of return on risky debt? This is covered in section D.2.\n1. The Effect of Risky Debt in the Absence of\nBankruptcy Costs\nThe fundamental theorem set forth by Modigliani and Miller is that, given\ncomplete and perfect capital markets, it does not make any difference how one splits\nup the stream of operating cash flows. The percentage of debt or equity does not\n13\nThis may be particularly relevant when a firm is considering a conglomerate merger with another firm\nin a completely different line of business with a completely different optimal capital structure.\n\nTHE COST OF CAPITAL WITH RISKY DEBT\n\n463\n\nchange the total value of the cash stream provided by the productive investments of\nthe firm. Therefore so long as there are no costs of bankruptcy (paid to third parties\nlike trustees and law firms), it should not make any difference whether debt is risk\nfree or risky. The value of the firm should be equal to the value of the discounted\ncash flows from investment. A partition that divides these cash flows into risky debt\nand risky equity has no impact on value. Stiglitz first proved this result, using\na state-preference framework, and Rubinstein provided a proof, using a meanvariance approach.\nRisky debt, just like any other security, must be priced in equilibrium so that it\nfalls on the security market line. Therefore if we designate the return on risky debt\nas Rbi, its expected return is\n= R f + [E(R m) R f ] Bhp\n\n(13.29)\n\nwhere 13 5j = COV(k, ici)/o ni . The return on the equity of a levered firm, ks , can be\nwritten (for a perpetuity) as net income divided by the market value of equity:\n(NOI\n\nTZ biB)(1 Te)\n\n(13.30)\n\nRecall that NOI is net operating income, iZbi B is the interest on debt, t is the firm's\ntax rate, and SL is the market value of the equity in a levered firm. Using the CAPM,\nwe find that the expected return on equity will be'\nE(lcs ) = R f + X*COV(ks,\n\n(13.31)\n\nThe covariance between the expected rate of return on equity and the market index\nis\n\n[(NOT\n\nR bLB)(1\n\n((NOT\n\nR, B)(1 c ))\n\nCOV(ks, Rm) = E\n\nx [R m E(Rm)]}\n\n1 -r e\n\n(1 L c)B\n\nCOV(NOI, R m)\n\nCOV(R b j , R m).\n\n(13.32)\n\nSubstituting this result into (13.31) and the combined result into (13.30), we have the\nfollowing relationship for a levered firm:\nR f S L + 2*(1\n\nc )COV\n\n(NOT, R m ) 2*(1\n\nc )B[COV(R b j ,\n\nR m )]\n\n= E(NOI)(1 tc ) E(R bj )B(1 're). (13.33)\n\nBy following a similar line of logic for the unlevered firm (where B = 0, and SL = V U )\nwe have\nR f T/U + 2*(1\n\n14\n\nIn this instance 7*\n\n[E(R,) R\n\nc )COV(NOI,\n\nR m ) = E(NOI)(1\n\n(13.34)\n\n464\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nSubstituting (13.34) for E(NOI)(1 t) in the right-hand side of (13.33) and using the\nfact that V L = S L + B, we have\nR f S L + 2*(1 tc)COV(NOI, R m ) 2*(1\n\nc )B[COV(R bi ,\n\n= R f + /1*(1\nR f ( V L B) )*(1\n\ne )B[COV(R b j ,\n\nRfV\nVL =\n\nR m )]\n\nc )COV(NOI,\n\nR m ) E(R bJ )B(1\n\nR m )]\nU\n\n[R f + 2*COV (R bi , R m )]B(1 ,),\n\n+ T eB .\n\nThis is exactly the same Modigliani-Miller result that we obtained when the firm\nwas assumed to issue only risk-free debt. Therefore the introduction of risky debt\ncannot, by itself, be used to explain the existence of an optimal capital structure. In\nChapter 14 we shall see that direct bankruptcy costs such as losses to third parties\n(lawyers or the courts) or indirect bankruptcy costs (disruption of services to customers or disruption of the supply of skilled labor) are necessary in conjunction with\nrisky debt and taxes in order to explain an optimal capital structure.\n2. The Cost of Risky DebtUsing the Option\nPricing Model\nEven though risky debt without bankruptcy costs does not alter the basic\nModigliani-Miller results, we are still interested in knowing how the cost of risky\ndebt is affected by changes in capital structure. The simple algebraic approach that\nfollows was proved by Hsia , and it combines the option pricing model (OPM),\nthe capital asset pricing model (CAPM), and the Modigliani-Miller theorems. They\nare all consistent with one another.\nTo present the issue in its simplest form, assume (1) that the firm issues zero\ncoupon bonds' that prohibit any capital distributions (such as dividend payments)\nuntil after the bonds mature T time periods hence, (2) that there are no transactions\ncosts or taxes, so that the value of the firm is unaffected by its capital structure (in\nother words, Modigliani-Miller Proposition I is assumed to be valid), (3) that there\nis a known nonstochastic risk-free rate of interest, and (4) that there are homogeneous\nexpectations about the stochastic process that describes the value of the firm's assets.\nGiven these assumptions, we can imagine a simple firm that issues only one class of\nbonds secured by the assets of the firm.\nTo illustrate the claims of debt and shareholders, let us use put-call parity from\nChapter 8. The payoffs from the underlying risky asset (the value of the firm, V) plus\na put written on it are identical to the payoffs from a default-free zero coupon bond\nplus a call (the value of shareholders' equity in a levered firm, S) on the risky asset.\n15\nAll accumulated interest on zero coupon bonds is paid at maturity; hence B(T), the current market\nvalue of debt with maturity T, must be less than its face value, D, assuming a positive risk-free rate of\ndiscount.\n\n465\n\nTable 13.3 Stakeholders' Payoffs at Maturity\n\nPayoffs at Maturity\nStakeholder Positions\nShareholders' position:\nCall option, S\nBondholders' position:\nDefault-free bond, B\nMinus a put option, P\nValue of the firm at maturity\n\nIf V < D\n\n(D\n\nIfV>D\n\nV)\n\nAlgebraically this is\nV + P = B + S,\nor rearranging,\nV = (B P) + S.\n\n(13.35)\n\nEquation (13.35) illustrates that the value of the firm can be partitioned into two\nclaims. The low-risk claim is risky debt that is equivalent to default-free debt minus\na put option, i.e., (B P). Thus, risky corporate debt is the same thing as defaultfree debt minus a put option. The exercise price for the put is the face value of debt,\nD, and the maturity of the put, T, is the same as the maturity of the risky debt. The\nhigher-risk claim is shareholders' equity, which is equivalent to a call on the value\nof the firm with an exercise price D and a maturity T. The payoff to shareholders at\nmaturity will be\nS = MAX[0, V\n\n(13.36)\n\nTable 13.3 shows both stakeholders' payoffs at maturity. If the value of the firm\nis less than the face value of debt, shareholders file for bankruptcy and allow the\nbondholders to keep V < D. Alternately, if the value of the firm is greater than the\nface value of debt, shareholders will exercise their call option by paying its exercise\nprice, D, the face value of debt to bondholders, and retain the excess value, V D.\nThe realization that the equity and debt in a firm can be conceptualized as options\nallows us to use the insights of Chapter 8 on option pricing theory. For example, if\nthe equity, S, in a levered firm is analogous to a call option then its value will increase\nwith (1) an increase in the value of the firm's assets, V, (2) an increase in the variance\nof the value of the firm's assets, (3) an increase in the time to maturity of a given\namount of debt with face value, D, and (4) an increase in the risk-free rate. The value\nof levered equity will decrease with a greater amount of debt, D, which is analogous\nto the exercise price on a call option.\nNext, we wish to show the relationship between the CAPM measure of risk, i.e.,\nfl, and the option pricing model. First, however, it is useful to show how the CAPM\nand the OPM are related. Merton has derived a continuous-time version of\n\n466\n\n(13.37)\n\nwhere\n\nE(r i ) = the instantaneous expected rate of return on asset i,\n\n13i = the instantaneous systematic risk of the ith asset, fli = COV(r i , r m)/VAR(r m),\nE(r) = the expected instantaneous rate of return on the market portfolio,\nr f = the nonstochastic instantaneous rate of return on the risk-free asset.\nThere appears to be no difference between the continuous-time version of the\nCAPM and the traditional one-period model derived in Chapter 7. However, it is\nimportant to prove that the CAPM also exists in continuous time because the BlackScholes OPM requires continuous trading, and the assumptions underlying the two\nmodels must be consistent.\nIn order to relate the OPM to the CAPM it is easiest (believe it or not) to begin\nwith the differential equation (A8.4) and to recognize that the call option is now the\nvalue of the common stock, S, which is written on the value of the levered firm, V.\nTherefore (A8.4) may be rewritten as\n32s\nasV\nOS\ndt +\ndS = 0 dV +\nat\n2 OV2\n\ndt.\n\n(13.38)\n\nThis equation says that the change in the stock price is related to the change in the\nvalue of the firm, dV, movement of the stock price across time, dt, and the instantaneous variance of the firm's value, a 2. Dividing by S, we have, in the limit as dt\napproaches zero,\ndS\nOS dV OS dV V\nlim\n=\n,\n0V V S\naV S\ndt- 0 S\n\n(13.39)\n\nWe recognize dS/S as the rate of return on the common stock, rs , and dV/V as the\nrate of return on the firm's assets, r v, therefore\nOS V\nrs aVSr\n\n(13.40)\n\nIf the instantaneous systematic risk of common stock,\n\nfly, are defined as\nfi's\n\nCOV(rs, I'm)\nVAR(r m)\n\nfl y\n\nfi s,\n\nand that of the firm's assets,\n\nCOV(r v, r.)\nVAR(r m)\n\n(13.41)\n\nthen we can use (13.40) and (13.41) to rewrite the instantaneous covariance as\nQs =\n\nOS V COV(r v,r,) OS V\n=\n0V S\n017 S VAR(r,i)\n\nPT ,\n\n(13.42)\n\nNow write the Black-Scholes OPM where the call option is the equity of the firm:\nS = VN(di) e -rfT DN(d2),\n\n(13.43)\n\nTHE COST OF CAPITAL WITH RISKY DEBT\n\n467\n\nwhere\nS = the market value of equity,\nV = the market value of the firm's assets,\nr f = the risk-free rate,\nT = the time to maturity,\nD = the face value of debt (book value),\nN()= the cumulative normal probability of the unit normal variate, d 1,\ndi =\n\nln(VID) + r f T\n6 NIT\n\nd 2 = o- N IT\n\na \\,/f ,\n2\n\nFinally, the partial derivative of the equity value, S, with respect to the value of the\nunderlying asset is\nOS\n=\ni ),\nOV N(d\n\n(13.44)\n\nSubstituting this into (13.42) we obtain\n\nfis = N(d 1)\n\n(13.45)\n\nfir.\n\nThis tells us the relationship between the systematic risk of the equity, fls, and the\nsystematic risk of the firm's assets, fly. The value of S is given by the OPM, Eq. (13.43);\ntherefore we have\nPs\n\nV N(d 1)\nvN(d i ) De - rf T N(d 2 )\n\n1\n=\n\n(DIV)e -r f T [N(d 2 )1N(d i n\n\n(13.46)\n\nav .\n\nWe know that D/V < 1, that e -rf r < 1, that N(d 2 ) < N(d i ), and hence that 13 s > f3 > 0.\nThis shows that the systematic risk of the equity of a levered firm is greater than the\nsystematic risk of an unlevered firm, a result that is consistent with the results found\nelsewhere in the theory of finance. Note also that the beta of equity of the levered firm\nincreases monotonically with leverage.\nThe OPM provides insight into the effect of its parameters on the systematic\nrisk of equity. We may assume that the risk characteristics of the firm's assets, fiy,\nare constant over time. Therefore it can be shown that the partial derivatives of\n(13.46) have the following signs:\n017\n\n< 0,\n\n3fls\n\nOD\n\n>0\n\nl%\n\nOr f\n\n<0\n\na tes\n\nOa\n\n316s\n\n< 0.\n\nMost of these have readily intuitive explanations. The systematic risk of equity falls\nas the market value of the firm increases, and it rises as the amount of debt issued\nincreases. When the risk-free rate of return increases, the value of the equity option\nincreases and its systematic risk decreases. The fourth partial derivative says that as\n\n468\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nthe variance of the value of the firm's assets increases, the systematic risk of equity\ndecreases. This result follows from the contingent claim nature of equity. The equity\nholders will prefer more variance to less because they profit from the probability that\nthe value of the firm will exceed the face value of the debt. Therefore their risk actually\ndecreases as the variance of the value of the firm's assets increases.\" Finally, the fifth\npartial says that the systematic risk of equity declines as the maturity date of the\ndebt becomes longer and longer. From the shareholders' point of view the best\nsituation would be to never have to repay the face value of the debt. It is also possible\nto use Eq. (13.45) to view the cost of equity capital in an OPM framework and to\ncompare it with the Modigliani-Miller results.\nSubstituting fl, from (13.45) into the CAPM, we obtain from Eq. (13.37) an\nexpression for k s, the cost of equity capital:\nks=Rf +(Rm\n\nRf)N(di) --s- fly.\n\n(13.47)\n\nNote that from Eq. (13.45), as = N(di)(V/S)fiv. Substituting this into (13.47) yields\nthe familiar CAPM relationship k s = R f + (Rm Rf)/3s. Furthermore, the CAPM\ncan be rearranged to show that\na\n\nPV\n\nRf\nRm R f\n\nwhich we substitute into (13.47) to obtain\n\n)V\nk, = R f + N(d i )(R, R1\n\n(13.48)\n\nEquation (13.48) shows that the cost of equity capital is an increasing function of\nfinancial leverage.\nIf we assume that debt is risky and assume that bankruptcy costs (i.e., losses to\nthird parties other than creditors or shareholders) are zero, then the OPM, the CAPM,\nand the Modigliani-Miller propositions can be shown to be consistent. The simple\nalgebraic approach given below was proved by Hsia .\nFirst, note that the systematic risk, /3,, of risky debt capital in a world without\ntaxes can be written in an explanation similar to Eq. (13.42) as'\niqB =\n\nfly\n\nOB V\nB\n\n(13.49)\n\nWe know that in a world without taxes the value of the firm is invariant to\nchanges in its capital structure. Also, from Eq. (13.44), we know that if the common\nstock of a firm is thought of as a call option on the value of the firm, then\nOS\nOV=\nN(c11).\n\" Note that since the value of the firm, V, and the debt equity ratio DIV are held constant, any change\nin total variance, a 2, must be nonsystematic risk.\nSee Galai and Masulis [1976, footnote 15].\n\n17\n\n469\n\nThese two facts imply that\n\nOB\nv = N(d 1 ) = 1 N(d 1 ).\n\n(13.50)\n\nIn other words, any change in the value of equity is offset by an equal and opposite\nchange in the value of risky debt.\nNext, the required rate of return on risky debt, k b , can be expressed by using the\nCAPM, Eq. (13.37):\nk b = R f + (R. R JOB.\n\n(13.51)\n\nSubstituting Eqs. (13.49) and (13.50) into (13.51), we have\n\nk b = R f + (R m R f )flyN( d l )\n\nB.\n\nFrom the CAPM, we know that\n\nRy R f = (R. Rf)fiv.\n\nTherefore\nkb =R f +(R,,R f )N(d l )\n\nV\nB\n\nAnd since Ry ==- p,\n\nV\n\nk b = R f + (p R f )N( d 1)\n\n(13.52)\n\nNote that Eq. (13.52) expresses the cost of risky debt in terms of the OPM. The\nrequired rate of return on risky debt is equal to the risk-free rate, R1, plus a risk\n9= (p R f )N( d l )\n\nA numerical example can be used to illustrate how the cost of debt, in the absence\nof bankruptcy costs, increases with the firm's utilization of debt. Suppose the current\nvalue of a firm, V, is \\$3 million; the face value of debt is \\$1.5 million; and the debt\nwill mature in T = 8 years. The variance of returns on the firm's assets, 62, is .09; its\nrequired return on assets is p = .12; and the riskless rate of interest, R f , is 5%. From\nthe Black-Scholes option pricing model, we know that\ndl=\n\nln(VID) + R f T 1\n+2\n\\IT\"'\nln(3/1.5) + .05(8)\n.3 \\/T\n\nj'\n\n+ .5(.3)\\\n\n.6931 + .4\n+ .4243 = 1.7125.\n.8485\n\n470\n\nFigure 13.8\n\nThe cost of risky debt.\n\n.08\n.07\n.06\nR f = .05\n.04\n0.5\n\nD\nV\n\n1.0\n\nFrom the cumulative normal probability table (Table 8.7), the value of N( 1.7125)\nis approximately .0434. Substituting into Eq. 13.52, we see that the cost of debt is\nincreased from the risk-free rate, 5%, to\nk b = .05 + (.12 .05)(.0434)\n\n3\n1.5\n\n= .05 + .0061 = .0561.\n\nFigure 13.8 shows the relationship of the cost of debt and the ratio of the face value\nof debt to the current market value of the firm. For low levels of debt, bankruptcy\nrisk is trivial and therefore the cost of debt is close to the riskless rate. It rises as\nD/V increases until k b equals 6.3% when the face value of debt, due eight years from\nnow, equals the current market value of the firm.\nTo arrive at a weighted average cost of capital, we multiply Eq. (13.52), the cost\nof debt, by the percentage of debt in the capital structure, B/V, then add this result\nto the cost of equity, Eq. (13.48) multiplied by S/V, the percentage of equity in the\ncapital structure. The result is\nV\n\n17 B\n1 +[R. + N (cl i )(p R f )\n+ V =LR-I + (P Rf )N( d i )\nB\nf\n\n+ S\n= Rf ( B v\n)+ (p RAN(cl l ) + N(c1,)]\n\n= Rf\n\n(p -\n\n(13.53)\n\n= P.\n\nEquation (13.53) is exactly the same as the Modigliani-Miller proposition that in a\n\nworld without taxes the weighted average cost of capital is invariant to changes in\nthe capital structure of the firm. Also, simply by rearranging terms, we have\n= + (19 kb)\n\n(13.54)\n\nTHE MATURITY STRUCTURE OF DEBT\n\n471\n\nP + (pkb)A\n\nWACC = p\n\nk b = R f + (pR f )N(d 1 )\nB\n1.0 B+S\n(a) No taxes\n\n(b) Only corporate taxes\n\nFigure 13.9\nThe cost of capital given risky debt.\n\nThis is exactly the same as Eq. (13.18), the Modigliani-Miller definition of the cost\nof equity capital in a world without taxes. Therefore if we assume that debt is risky,\nthe OPM, the CAPM, and the Modigliani-Miller definition are all consistent with\none another.\nThis result is shown graphically in Fig. 13.9(a). This figure is very similar to Fig.\n13.2, which showed the cost of capital as a function of the debt to equity ratio, B/S,\nassuming riskless debt. The only differences between the two figures are that Fig.\n13.9 has the debt to value ratio, B/(B + S), on the horizontal axis and it assumes\nrisky debt. Note that [in Fig. 13.9(a)] the cost of debt increases as more debt is used\nin the firm's capital structure. Also, if the firm were to become 100% debt (not a\nrealistic alternative) then the cost of debt would equal the cost of capital for an allequity firm, p. Figure 13.9(b) depicts the weighted average cost of capital in a world\nwith corporate taxes only. The usual Modigliani-Miller result is shown, namely, that\nthe weighted average cost of capital declines monotonically as more debt is employed\nin the capital structure of the firm. The fact that debt is risky does not change any\nof our previous results.\nE. THE MATURITY STRUCTURE OF DEBT\nOptimal capital structure refers not only to the ratio of debt to equity but also to\nthe maturity structure of debt. What portion of total debt should be short term and\nwhat portion long term? Should the firm use variable rate or fixed rate debt? Should\nlong-term bonds pay annual coupons with a balloon payment, or should they be\nfully amortized (equal periodic payments)?\nThere are three approaches to answering the maturity structure problem. The\nearliest, by Morris , suggests that short-term debt or variable rate debt can\n\n472\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nreduce the risk to shareholders and thereby increase equity value if the covariance\nbetween net operating income and expected future interest rates is positive. This\ncross-hedging argument is based on the assumption that unexpected changes in interest rates are a priced (undiversifiable) factor in the arbitrage pricing model. It does\nnot rely directly either on bankruptcy costs or on interest tax shields. However, the\nargument for cross-hedging is only strengthened if it increases debt capacity by reducing the risk of bankruptcy and thereby allowing a greater gain from leverage.\nSmith and Stulz support this point of view.\nA second approach to optimal debt maturity is based on agency costs. Myers\n and Barnea, Haugen, and Senbet argue that if the shareholders' claim\non the assets of a levered firm is similar to a call option, then shareholders have an\nincentive to undertake riskier (higher variance) projects because their call option\nvalue is greater when the assets of the firm have higher variance. If the firm with\nlong-term risky debt outstanding undertakes positive net present value projects, shareholders will not be able to capture the full benefits because part of the value goes to\ndebt holders in the form of a reduction in the probability of default. Short-term debt\nmay alleviate this problem because the debt may come due before the firm decides\nto invest. Hence the theory suggests that firms with many investment opportunities\nmay prefer to use short-term debt (or callable debt).\nBrick and Ravid provide a tax-based explanation. Suppose the term structure of interest rates is not flat and there is a gain to leverage in the Miller \nsense. Then a long-term maturity is optimal because coupons on long-term bonds\nare currently higher than coupons on short-term bonds and the tax benefit of debt\n(the gain to leverage) is accelerated. If the gain to leverage is negative, then the result\nis reversed.\nAlthough none of these theories has been adequately tested, each of them has\nsome merit for potentially explaining cross-sectional regularities in the maturity structure of debt. This remains a fruitful area for further research.\n\nF. THE EFFECT OF OTHER FINANCIAL\n\nINSTRUMENTS ON THE COST OF CAPITAL\nOther than straight debt and equity, firms issue a variety of other securities and contingent claims. The number of different possibilities is limited only by your imagination. However, the actual number of alternative financial instruments is fairly small\nand their use is limited. A possible explanation for why corporations tend to use\nonly straight debt and equity has been offered by Fama and Jensen . They\nargue that it makes sense to separate the financial claims on the firm into only two\nparts: a relatively low-risk component (i.e., debt capital) and a relatively high-risk residual claim (i.e., equity capital). Specialized risk bearing by residual claimants is an\noptimal form of contracting that has survival value because (1) it reduces contracting\ncosts (i.e., the costs that would be incurred to monitor contract fulfillment) and (2)\nit lowers the cost of risk-bearing services.\n\nTHE EFFECT OF OTHER FINANCIAL INSTRUMENTS\n\n473\n\nFor example, shareholders and bondholders do not have to monitor each other.\nIt is necessary only for bondholders to monitor shareholders. This form of one-way\nmonitoring reduces the total cost of contracting over what it might otherwise be.\nThus it makes sense that most firms keep their capital structure fairly simple by using\nonly debt and equity.\nThe theory of finance has no good explanation for why some firms use alternative financial instruments such as convertible debt, preferred stock, and warrants.\n1. Warrants\nA warrant is a security issued by the firm in return for cash. It promises to sell\nm shares (usually one share) of stock to an investor for a fixed exercise price at any\ntime up to the maturity date. Therefore a warrant is very much like an American\ncall option written by the firm. It is not exactly the same as a call because, when exercised, it increases the number of shares outstanding and thus dilutes the equity of\nthe stockholders.\nThe problem of pricing warrants has been studied by Emanuel , Schwartz\n, Galai and Schneller , and Constantinides . The simplest approach to the problem (Galai and Schneller ) assumes a one-period model. The\nfirm is assumed to be 100% equity financed, and its investment policy is not affected by its financing decisions. For example, the proceeds from issuing warrants are\nimmediately distributed as dividends to the old shareholders. Also the firm pays no\nend-of-period dividends, and the warrants are assumed to be exercised as a block.\"\nThese somewhat restrictive assumptions facilitate the estimation of the warrant value\nand its equilibrium rate of return.\nGalai and Schneller show, for the above-mentioned assumptions, that the returns\non a warrant are perfectly correlated with those of a call option on the same firm\nwithout warrants. To obtain this result let V be the value of the firm's assets (without\nwarrants) at the end of the time period, i.e., on the date when the warrants mature.\nLet n be the current number of shares outstanding and q be the ratio of warrants to\nshares outstanding.' Finally, let X be the exercise price of the warrant. If the firm\nhad no warrants outstanding, the price per share at the end of the time period would\nbe\nV\nS =\nn\n\nWith warrants, the price per share, assuming that the warrants are exercised, will be\nS=\n\nV + nqX S + qX\n\n(1 + q)\nn(1 + q)\n\nBlock exercise is, perhaps, the most restrictive assumption.\n\nThe amount of potential dilution can be significant. For example, in July 1977 there were 118 warrants\noutstanding. Of them 41% had a dilution factor of less than 10%, 25% had a dilution factor between 10\nand 19%, 13% between 20 and 29%, and 21% a factor of over 50%.\n8\n\n19\n\n474\n\nTable 13.4 End-of-Period Payoffs for a Warrant and for a\n\nCall Option (Written on a Firm with No Warrants)\nEnd-of-Period Payoffs\nIfS<X\nWarrant on firm with warrants, W\n\nCall on firm without warrants, C\n\nIf S > X\nS + qX\n1+q\nSX\n\nX =\n\n1\n1+q\n\n(S X)\n\nOf course, nqX is the cash received and n(1 + q) is the total number of shares outstanding if the warrants are exercised. The warrants will be exercised if their value\nwhen converted is greater than the exercise price, i.e., if\nS + qX\n\nS=\n\n1+q\n\n> X.\n\nThis condition is exactly equivalent to S > X. In other words the warrant will be\nexercised whenever the firm's end-of-period share price without warrants exceeds the\nwarrant exercise price. Therefore the warrant will be exercised in exactly the same\nstates of nature as a call option with the same exercise price. Also, as shown in Table\n13.4, the payoffs to the warrant are a constant fraction, 1/(1 + q), of the payoffs to\nthe call written on the assets of the firm (without warrants).\nTherefore the returns on the warrant are perfectly correlated with the dollar returns on a call option written on the firm without warrants. To prevent arbitrage\nthe warrant price, W, will be a fraction of the call price, C, as shown below:\nW=\n\n1+q\n\nC.\n\n(13.55)\n\nBecause the warrant and the call are perfectly correlated, they will have exactly the\nsame systematic risk and therefore the same required rate of return.' This expected\n\n'From Eq. (13.45) we know that the beta of an option is related to the beta of the underlying asset as\nfollows:\n\n= N(c1 1)\nc fis\nFrom Eq. (13.55) we know that the warrant s perfectly correlated with a call option written on the shares\nof the company, ex warrants; therefore\nfia,\nConsequently, it is not difficult to estimate the cost of capital for a warrant because we can estimate\n= fin, and then employ the CAPM.\n\n)3,\n\nTHE EFFECT OF OTHER FINANCIAL INSTRUMENTS\n\n475\n\nreturn is the before-tax cost of capital for issuing warrants and can easily be estimated\nfor a company that is contemplating a new issue of warrants.\nOne problem with the above approach is that warrants are not constrained to\nbe exercised simultaneously in one large block. Emanuel demonstrated that\nif all the warrants were held by a single profit-maximizing monopolist, the warrants\nwould be exercised sequentially. Constantinides has solved the warrant valuation problem for competitive warrant holders and shown that the warrant price,\ngiven a competitive equilibrium, is less than or equal to the value it would have given\nblock exercise. Frequently the balance sheet of a firm has several contingent claim\nsecurities, e.g., warrants and convertible bonds, with different maturity dates. This\nmeans that the expiration and subsequent exercise (or conversion) of one security\ncan result in equity dilution and therefore early exercise of the longer maturity contingent claim securities. Firms can also force early exercise or conversion by paying\na large cash or stock dividend.\n2. Convertible Bonds\nAs the name implies, convertible debt is a hybrid bond that allows its bearer to\nexchange it for a given number of shares of stock anytime up to and including the\nmaturity date of the bond. Preferred stock is also frequently issued with a convertible\nprovision and may be thought of as a convertible security (a bond) with an infinite\nmaturity date.\nA convertible bond is equivalent to a portfolio of two securities: straight debt\nwith the same coupon rate and maturity as the convertible bond, and a warrant\nwritten on the value of the firm. The coupon rate on convertible bonds is usually\nlower than comparable straight debt because the right to convert is worth something.\nFor example, in February 1982, the XYZ Company wanted to raise \\$50 million by\nusing either straight debt or convertible bonds. An investment banking firm informed\nthe company's treasurer that straight debt with a 25-year maturity would require a\n17% coupon. Alternately, convertible debt with the same maturity would require only\na 10% coupon. Both debt instruments would sell at par (i.e., \\$1000), and the convertible debt could be converted into 35.71 shares (i.e., an exercise price of \\$28 per\nshare). The stock of the XYZ Company was selling for \\$25 per share at the time.\nLater on we will use these facts to compute the cost of capital for the convertible\nissue. But first, what do financial officers think of convertible debt?\nBrigham received responses from the chief financial officers of 22 firms\nthat had issued convertible debt. Of them, 68% said they used convertible debt because they believed their stock price would rise over time and that convertibles would\nprovide a way of selling common stock at a price above the existing market. Another\n27% said that their company wanted straight debt but found conditions to be such\nthat a straight bond issue could not be sold at a reasonable rate of interest. The\nproblem is that neither reason makes much sense. Convertible bonds are not \"cheap\ndebt.\" Because convertible bonds are riskier, their true cost of capital is greater (on\na before-tax basis) than the cost of straight debt. Also, convertible bonds are not\n\n476\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\ndeferred sale of common stock at an attractive price.' The uncertain sale of shares\nfor \\$28 each at some future date can hardly be compared directly with a current share\nprice of \\$25.\nBrennan and Schwartz [1977a] and Ingersoll [1977a] have analyzed the valuation of convertible bonds, assuming that the entire outstanding issue, if converted,\nwill be converted as a block. Constantinides has extended their work to study\nthe value of convertible debt if conversion does not occur all at once. The reader is\nreferred to these articles for the derivations that show that the market value of convertible debt, CV, is equal to the market value of straight debt, B, and a warrant, W:\nCV = B + W.\nSuppose you want to compute the cost of capital for the convertible debt being\nconsidered by the XYZ Company as mentioned above. You already know that the\nmaturity date is 25 years, similar straight debt yields 17% to maturity, the convertible\nbond coupon rate is 10% (with semiannual coupons), the conversion price (exercise\nprice) is \\$28 per share, the bond will sell at par value, i.e., \\$1000, and the current\nstock price is \\$25. In addition you need to know that: (1) if converted the issue would\nincrease the firm's outstanding shares by 5%, i.e., the dilution factor, q, is 5%; (2) the\nstandard deviation of the firm's equity rate of return is a = .3; (3) the risk-free rate\nis 14.5% for 25-year Treasury bonds; (4) the expected rate of return on the market\nportfolio is 20.6%; (5) the firm's equity beta is 1.5; and (6) the firm pays no dividends.\nGiven these facts, it is possible to use the capital asset pricing model and the option\npricing model to estimate the before-tax cost of capital, k, on the firm's contemplated convertible bond issue as a weighted average of the cost of straight debt, k b ,\nand the cost of the warrant, k 22\nk = kb\n\nB+W\n\nB+W\n\nThe value of the straight debt, assuming semiannual coupons of \\$50, a principal\npayment of \\$1000 twenty-five years hence, and a 17% discount rate, is B = \\$619.91.\nTherefore the remainder of the sale price namely, \\$1000 619.91 = \\$380.09 is\nthe value of the warrant to purchase 35.71 shares at \\$28 each. The cost of straight\ndebt was given to be k b = 17% before taxes. All that remains is to find the cost of\nthe warrant. From section F.1 we know that the warrant implied in the convertible\nbond contract is perfectly correlated with a call option written on the firm (without\nwarrants outstanding) and therefore has the same cost of capital. The cost of capital,\nk for the call option can be estimated from the CAPM:\n/cc = R f + [E(R7b) R f ][3\n21\nFrom the theory of option pricing we know that S + P = B + C; i.e., a bond plus a call option is the\nsame thing as owning the stock and a put option. Thus one could think of a convertible bond as roughly\nequivalent to the stock plus a put.\n22\nThroughout the analysis we assume that there is no tax gain to leverage. Therefore the conversion of\nthe bond will decrease the firm's debt-to-equity ratio but not change the value of the firm.\n\n477\n\nwhere\n\nk, = the cost of capital for a call option with 25 years to maturity,\"\n\nR f = the risk-free rate for a 25-year Treasury bond = 14.5%,\nE(R,,,) = the expected rate of return on the market portfolio = 20.6%,\n/3, = N(d)(S/C)/3, = the systematic risk of the call option,\nf3 = the systematic risk of the stock (without warrants) = 1.5,\nN(d 1) = the cumulative normal probability for option pricing in Chapter 8,\nC = the value of a call option written on the stock, ex warrants.\nd, =\n\nln(S/X) + R f T 1\n+26\no- NrT\n\nSubstituting in the appropriate numbers, we find that d 1 = 3.09114 and N(d 1) = .999.\nAnd using the Black-Scholes version of the option pricing model, we find that C =\n\\$24.74. Therefore\n)6,\n\n= N(d i )fl,\n25.00\n24.74 (.999)(1.5) = 1.514,\n\nand substituting into the CAPM we have\n\nk, = .145 + (.206 .145)1.514\n= 23.74%.\nThe cost of capital for the warrant is slightly above the cost of equity for the firm.\nActually, the warrant is not much riskier than the equity because its market value\nis almost equal to the market value of the firm's equity, given a 25-year life and only\na \\$3 difference between the exercise price and the stock price.\nTaken together, these facts imply that the before-tax cost of capital for the convertible issue will be\nk c, = .17\n\n619.91\n1000.00\n\n+ .2374\n\n380.09\n1000.00\n\n= 19.56%.\nThis answer is almost double the 10% coupon rate that the convertible promises to\npay, and it shows that the higher risk of convertible debt requires a higher expected\nrate of return.\n23\nIf the firm pays dividends which are large enough, then the convertible debentures may be exercised if\nthe implied warrants are in-the-money. Exercise would occur just prior to the ex dividend date(s). We are\nassuming, for the sake of simplicity, that the firm pays no dividends.\n\n478\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nThe final point of discussion is why convertible debt is used if financial officers\nunderstand its true cost. It certainly is not a cheap form of either debt or equity.\nAnother irrational explanation is that until the accounting rules were changed to require reporting earnings per share on a fully diluted basis, it was possible for an\naggressive firm to acquire another company via convertible debt financing. The lower\ninterest charges of convertible debt meant that earnings of the merged company were\noften higher than the sum of premerger earnings of the separate entities. Also, the\nactual number of shares outstanding was lower than the number that would be\nreported if the conversion were to occur. Given all the evidence in Chapter 11 on\nthe efficiency of markets, it is hard to believe that the market was fooled by the\naccounting conventions. A possible reason for issuing convertibles is that they are\nbetter tailored to the cash flow patterns of rapidly growing firms. The lower coupon\nrate during the early years keeps the probability of bankruptcy lower than straight\ndebt; then, if the firm is successful, more cash for growth will be available after conversion takes place. Brennan and Schwartz suggest an alternative rationale\nnamely, that because of the relative insensitivity of convertible bonds to the risk of\nthe issuing company, it is easier for the bond issuer and purchaser to agree on the\nvalue of the bond. This makes it easier for them to come to terms and requires no\nbonding or underwriting service by investment bankers. Green shows that\nagency costs between equity and bondholders are reduced by issuing convertible debt\nor straight debt with warrants. Bondholders are less concerned about the possibility\nthat shareholders may undertake risky projects (thereby increasing the risk of bankruptcy) because their conversion privilege allows them to participate in the value\ncreated if riskier projects are undertaken. Finally, convertible debt may be preferred\nto straight debt with warrants attached because convertible debt often has a call provision built in that allows a firm to force conversion. The call feature is discussed in\nthe next section.\n3. Call Provisions\nMany securities have call provisions that allow the firm to force redemption.\nFrequently, ordinary bonds may be redeemed at a call premium roughly equal to 1\nyear's interest. For example, the call premium on a 20-year \\$1000 face value bond\nwith a 12% coupon might be \\$120 if the bond is called in the first year, \\$114 if called\nin the second year, and so on.\nThe call provision is equivalent to a call option written by the investors who\nbuy the bonds from the firm. The bonds may be repurchased by the firm (at the\nexercise price, i.e., the call price) anytime during the life of the bond. If interest rates\nfall, the market price of the outstanding bonds may exceed the call price, thereby\nmaking it advantageous for the firm to exercise its option to call in the debt. Since\nthe option is valuable to the firm, it must pay the bondholders by offering a higher\ninterest rate on callable bonds than on similar ordinary bonds that do not have the\ncall feature. New issues of callable bonds must often bear yields from one quarter to\none half of a percent higher than the yields of noncallable bonds.\n\nTHE EFFECT OF OTHER FINANCIAL INSTRUMENTS\n\n479\n\nBrennan and Schwartz [1977a] show how to value callable bonds. If the objective of the firm is to maximize shareholders' wealth, then a call policy will be established to minimize the market value of callable debt. The value of the bonds will be\nminimized if they are called at the point where their uncalled value is equal to the\ncall price. To call when the uncalled value is below the call price is to provide a\nneedless gain to bondholders. To allow the uncalled bond value to rise above the\ncall price is inconsistent with minimizing the bond value. Therefore the firm should\ncall the bond when the market price first rises to reach the call price. Furthermore,\nwe would never expect the market value of a callable bond to exceed the call price\nplus a small premium for the flotation costs the firm must bear in calling the issue.\nAlmost all corporate bonds are callable and none are puttable. Why? A plausible\nanswer has been put forth by Boyce and Kalotay . Whenever the tax rate of\nthe borrower exceeds the tax rate of the lender, there is a tax incentive for issuing\ncallable debt. Since corporations have had marginal tax rates of around 50% while\nindividuals have lower rates, corporations have had an incentive to issue callable\nbonds.' From the firm's point of view the coupons paid and the call premium are\nboth deductible as interest expenses. The investor pays ordinary income taxes on\ninterest received and capital gains taxes on the call premium. If the stream of payments\non debt is even across time, then low and high tax bracket lenders and borrowers\nwill value it equally. However, if it is decreasing across time, as it is expected to be\nwith a callable bond, then low tax bracket lenders will assign a higher value because\nthey discount at a higher after-tax rate. Near-term cash inflows are relatively more\nvaluable to them. A high tax bracket borrower (i.e., the firm) will use a lower after-tax\ndiscount rate and will also prefer a decreasing cash flow pattern because the present\nvalue of the interest tax shield will be relatively higher. Even though the firm pays\na higher gross rate, it prefers callable debt to ordinary debt because of the tax advantages for the net rate of return.\nBrennan and Schwartz [1977a] and Ingersoll [1977a] both examined the effect\nof a call feature on convertible debt and preferred. Unlike simpler option securities,\nconvertible bonds and preferred stocks contain dual options. The bondholder has\nthe right to exchange a convertible for the company's common stock while the company retains the right to call the issue at the contracted call price. One interesting\nimplication of the theory on call policies is that a convertible security should be\ncalled as soon as its conversion value (i.e., the value of the common stock that would\nbe received in the conversion exchange) rises to equal the prevailing effective call\nprice (i.e., the stated call price plus accrued interest). Ingersoll [1977b] collected data\non 179 convertible issues that were called between 1968 and 1975. The calls on all\nbut 9 were delayed beyond the time that the theory predicted. The median company\nwaited until the conversion value of its debentures was 43.9% in excess of the call\nprice.\n'4 Interestingly, the opposite is true when the government is lending. The government has a zero tax rate\nand holders of government debt have positive rates. Consequently, the government has incentive to offer\nputtable debt and it does. Series E and H savings bonds are redeemable at the lender's option.\n\n480\n\nCAPITAL STRUCTURE AND THE COST OF CAPITAL: THEORY\n\nMikkelson discovered that, on average, the common stock returns of companies announcing convertible debt calls fell by a statistically significant 1.065%\nper day over a two-day announcement period. These results are inconsistent with\nthe idea that optimal calls of convertible debt are beneficial for shareholders.\nHarris and Raviv provide a signaling model that simultaneously explains\nwhy calls are delayed far beyond what would seem to be a rational time and why stock\nreturns are negative at the time of the call. Suppose that managers know the future\nprospects of their firm better than the marketplacei.e., there is heterogeneous information. Also, assume that managers' compensation depends on the firm's stock\nprice, both now and in future periods. If the managers suspect that the stock price will\nfall in the future, conversion will be forced now because what they receive now, given\nconversion, exceeds what they would otherwise receive in the future when the market\nlearns of the bad news and does not convert. Conversely, managers' failure to convert\nnow will be interpreted by the market as good news. There is incentive for managers\nnot to force conversion early because the market views their stock favorably now, and\nit will also be viewed favorably in the future when the market is able to confirm the\nmanagers' good news. A paper of similar spirit by Robbins and Schatzberg \nexplains the advantage of the call feature in nonconvertible long-term bonds.\n4. Preferred Stock\nPreferred stock is much like subordinated debt except that if the promised cash\npayments (i.e., the preferred coupons) are not paid on time, then preferred shareholders\ncannot force the firm into bankruptcy. All preferred stocks listed on the New York\nStock Exchange must have voting rights in order to be listed. A high percentage of\npreferred stocks have no stated maturity date and also provide for cumulative dividend payments; i.e., all past preferred dividends must be paid before common stock\ndividends can be paid. Approximately 40% of new preferred stocks are convertible\ninto common stock.\nIf preferred stock is not callable or convertible, and if its life is indefinite, then\nits market value is\ncoupon\nP=\nkp\nwhere k, is the before-tax cost of preferred. Of course, the before- and after-tax costs\nare the same for preferred stock because preferred dividends are not deductible as an\nexpense before taxes. The nondeductibility of preferred dividends has led many companies to buy back their preferred stock and use subordinated debt instead. It is a\npuzzle why preferred stock is issued at all, especially if there is a gain to leverage from\nusing debt capital as a substitute.\n5. Committed Lines of Credit\nA committed line of credit is still another form of contingent claim. It does not\nappear on the firm's balance sheet unless some of the committed line is actually used.\nUnder the terms of the contract a commercial bank will agree to guarantee to supply\n\nPROBLEM SET\n\n481\n\nup to a fixed limit of funds, e.g., up to \\$1 billion, at a variable rate of interest plus\n\na fixed risk premium (e.g., LIBOR, the London interbank rate plus i%). In return, the\non the unused balance. From the borrowing firm's\nfirm agrees to pay a fee, say\npoint of view, a committed line may be thought of as the right to put callable debt to\nthe bank. Embedded in this right is an option on the yield spread, i.e., on the difference\nbetween the rate paid by high- and low-grade debt. When the committed line is negotiated, the premium above the variable rate (s% in our example) reflects the current\nyield spread. If the economy or the fortunes of the firm worsen, the yield spread will\nprobably increase, say to a%. However, with a committed line the firm can still borrow\nand pay only i% yield spread hence it has an in-the-money option because it is\ncheaper to borrow on the committed line than in the open market. For a paper analyzing committed lines, see Hawkins .\n\nSUMMARY\nThe cost of capital is seen to be a rate of return whose definition requires a project\nto improve the wealth position of the current shareholders of the firm. The original\nModigliani-Miller work has been extended by using the CAPM so that a risk-adjusted\ncost of capital may be obtained for each project. When the expected cash flows of the\nproject are discounted at the correct risk-adjusted rate, the result is the NPV of the\nproject.\nIn a world without taxes the value of the firm is independent of its capital structure.\nHowever, there are several important extensions of the basic model. With the introduction of corporate taxes the optimal capital structure becomes 100% debt. Finally,\nwhen personal taxes are also introduced, the value of the firm is unaffected by the\nchoice of financial leverage. Financing is irrelevant! The next chapter takes a more\ncareful look at the question of optimal capital structure and summarizes some of the\nempirical work that has been done.\n\nPROBLEM SET\n13.1 The Modigliani-Miller theorem assumes that the firm has only two classes of securities,\nperpetual debt and equity. Suppose that the firm has issued a third class of securities preferred\nstockand that X% of preferred dividends may be written off as an expense (0 < X < 1).\na) What is the appropriate expression for the value of the levered firm?\nb) What is the appropriate expression for the weighted average cost of capital?\n\n13.2 The Acrosstown Company has an equity beta, fiL , of .5 and 50% debt in its capital structure.\nThe company has risk-free debt that costs 6% before taxes, and the expected rate of return on\nthe market is 18%. Acrosstown is considering the acquisition of a new project in the peanutraising agribusiness that is expected to yield 25% on after-tax operating cash flows. The Carternut Company, which is the same product line (and risk class) as the project being considered, has\nan equity beta, )3,, of 2.0 and has 10% debt in its capital structure. If Acrosstown finances the"
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https://scicomp.stackexchange.com/questions/26089/numerically-solving-nabla-ux-y-fx-y-u-on-a-rectangular-domain-having-in/26095 | [
"# Numerically solving $\\nabla u(x,y) = f(x,y,u)$ on a rectangular domain having initial value of $u$ at some point\n\nProblem description: I want to numerically solve system of two time-independent partial differential equations (pde) of the following simple form\n\n$$\\frac{\\partial u(x,y)}{\\partial x} = f_1(x,y,u),$$\n\n$$\\frac{\\partial u(x,y)}{\\partial y} = f_2(x,y,u),$$\n\nwhere $u(x,y)$ is the unknown we want to solve for, $x$ and $y$ are the spatial variables and $f_1$,$f_2$ are some smooth (or at least continuously differentiable) and possibly nonlinear functions satisfying $\\frac{\\partial f_1}{\\partial y}=\\frac{\\partial f_2}{\\partial x}$. More compactly\n\n$$\\nabla u(x,y) = f(x,y,u),$$\n\nwith $\\nabla:=[\\frac{\\partial~ \\cdot}{\\partial x}, \\frac{\\partial~ \\cdot}{\\partial y}]^T$ and $f:=[f_1,f_2]^T$.\n\nI want to solve it on a rectangular domain (defined let’s say by $x$,$y$ for which $W>x>0$ and $H>y>0,~ W,H \\in \\mathbb R$) for an initial given boundary condition of $u(0,0)=c,~c \\in \\mathbb R$.\n\nWhat I have tried so far: $u(x,y)$ can be imagined like a surface. We stand at the initial point and the partial derivatives tell us how much the surface goes upwards or downwards in the corresponding directions. In 1D case, when we have $\\frac{du}{dx}=f(x,u)$, an ODE solver (like ode45 in Matlab) can be used (we can interpret the time $t$ as the spatial variable $x$ without no harm here). I thought, whether there is some way how to extend this approach to the 2 dimensional case. The solution that works to some extent is to solve for $u$ along one of the edges of the domain (e.g. find $u$ on $W>x>0,~y=0$ using ode45 as mentioned above) and then to use points of this solution as starting values for other set of ode's (now going in the perpendicular direction). In other words, if the goal is to find the values of $u$ on a regular grid, then we first find its values along the first row of the grid and then use the result as a starting point for ode's going along each of the columns and thus getting values for the whole grid. Although such a solution gives an idea how the surface $u(x,y)$ looks like, it is, however, not very precise as the individual solutions for rows/columns of the grid get apart from each other as we are moving away from the edge used as a set of initial values.\n\nNote: I have also tried chebfun toolbox for Matlab and pde toolbox, but it seems that they only support time-dependent equations.\n\n• $f_1$ and $f_2$ cannot both be arbitrary, you require $\\partial_y f_1 = \\partial_x f_2$. – Raziman T V Feb 4 '17 at 11:02\n• True, I editted the description.They are arbitrary just in the sense that I am not interested in solution only for some specific choice of $f_1$,$f_2$. I don't know how to better describe these functions, but one can imagine to get them by proceeding in opposite direction (from the result) - i.e. by differentiating some smooth surface. – m_eps Feb 4 '17 at 13:01\n• Can you give an example $(f_1, f_2)$ pair that gave you bad results? I would like to test it out with some simple method. – Raziman T V Feb 4 '17 at 13:51\n• Unfortunatelly, I can not do that right now, since I tried to post as abstracted version of the problem as possible. In my original settings things are more complicated - $f_1$ and $f_2$ are not given analytically, but are evaluated based on some quite large dataset. I am pretty sure, however, that all the conditions imposed on these functions are satisfied. Nevertheless, if any of the methods suggested below won't solve my issue, I will try to find a way to construct some minimal example to test the methods on. – m_eps Feb 5 '17 at 11:49\n• How about taking the (numerical) divergence of your equations and solving the the resulting poisson-type equation? You could integrate along edges first to get boundary conditions. – Abhilash Reddy M Feb 6 '17 at 22:57\n\nThe approach you describe should work, and if you let the step size of your ODE solvers go to zero, you will recover the exact solution of the problem. You can of course also start by first going in $y$ direction instead of the $x$ direction. Or, you can use a marching front algorithm in which you compute, for example, $u(0,h)$ and $u(h,0)$ using one-dimensional steps, and then $u(h,h)$ by averaging the solution you would get by starting from either $u(0,h)$ or $u(h,0)$ and then going in the perpendicular solution. This is likely going to be more accurate. You would then move out from the points you have to the next lattice points on a mesh with points spaces by distances $h$ in each direction, averaging whenever you can.\n\n• Thank you very much for your suggestion, I'll definitely try it. Although I am indeed interested in a solution on some lattice of points, I hoped that there would (for such simply looking problem) exist a method avoiding the use of fixed step size; some algorithm that adaptivelly changes the step size as it is required to achieve some given solution accuracy (like ode45 does in one dimensional case) and thus save computational time. – m_eps Feb 5 '17 at 12:09\n• Yes. All I wanted to point out was that you can do a front marching method. You may want to search the literature for the Fast Marching Method which is typically used for the Eikonal equation, but would be equally applicable to your case. I am certain that there are papers for non-uniform meshes. – Wolfgang Bangerth Feb 6 '17 at 16:08\n\nu have a system of differential equations to be solve.\n\nfirst u are trying to map a surface into a cube. u can break the equation into delta u(x,y)=f(x,y)=phi(u(x,y).\n\nso the set of equations are delta u(x,y)=f(x,y)....................equation 1.. .........................................delta u(x,y)=phi (u(x,y))=f(x,y).......equation 2.............................................with the condition .........f(x,y) where x=f1, y=f2.............. means..................(partial x)/(partial y)=(partial y)/(partial x) ...................................................................equation 3\n\nthe system of equations will be { partial u/partial x .{f ={0 partial u/partial y . f = 0\n\n partial u/partial x . f = 0\npartial u/partial y . f = 0\npartial x/partial y . partial y/partial x = 0\npartial y/partial x . partial x/partial y} = 0}\n\n\nthat's {delta u(x,y), partial (x,y)}^T dot {f, f, partial (y,x))^T={0}\n\nu just have to solve the equations simultaneously.\n\nStep 1: Determine the values on the $x=0$ and $y=0$ lines: $$u_{i+1,0} = u_{i,0} + f_{i,0}^1\\Delta x + \\mathcal{O}(\\Delta x^2) \\\\ u_{0,j+1} = u_{0,j} + f_{0,j}^2\\Delta y + \\mathcal{O}(\\Delta y^2)$$\nStep 2: Use Taylor series expansion for all the other points: $$u_{i+1,j+1} = u_{i,j} + f_{i,j}^1\\Delta x + f_{i,j}^2 \\Delta y + \\mathcal{O}( \\Delta x^2, \\Delta x\\Delta y, \\Delta y^2)$$\nNote that for all the \"interior\" points, this involves both $f^1$ and $f^2$ contributing to $u_{i,j}$ thus removing directional bias."
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https://www.writers24x7.com/mat540-quiz-3/ | [
"# MAT540 – Quiz – 3\n\n### Question 1\n\n1.\n\nIf the objective function is parallel to a constraint, the constraint is infeasible.\n\n[removed] False\n\n2 points\n\n### Question 2\n\n1.\n\nGraphical solutions to linear programming problems have an infinite number of possible objective function lines.\n\n[removed] False\n\n2 points\n\n### Question 3\n\n1.\n\nA linear programming model consists of only decision variables and constraints.\n\n[removed] False\n\n2 points\n\n### Question 4\n\n1.\n\nThe following inequality represents a resource constraint for a maximization problem:\nX + Y ≥ 20\n\n[removed] False\n\n2 points\n\n### Question 5\n\n1.\n\nIn a linear programming problem, all model parameters are assumed to be known with certainty.\n\n[removed] False\n\n2 points\n\n### Question 6\n\n1.\n\nA linear programming problem may have more than one set of solutions.\n\n[removed] False\n\n2 points\n\n### Question 7\n\n1.\n\nIn minimization LP problems the feasible region is always below the resource constraints.\n\n[removed] False\n\n2 points\n\n### Question 8\n\n1.\n\nDecision variables\n\n [removed] measure the objective function [removed] measure how much or how many items to produce, purchase, hire, etc. [removed] always exist for each constraint [removed] measure the values of each constraint\n\n2 points\n\n### Question 9\n\n1.\n\nThe following is a graph of a linear programming problem. The feasible solution space is shaded, and the optimal solution is at the point labeled Z*.",
null,
"The equation for constraint DH is:\n\n [removed] 4X + 8Y ≥ 32 [removed] 8X + 4Y ≥ 32 [removed] X + 2Y ≥ 8 [removed] 2X + Y ≥ 8\n\n2 points\n\n### Question 10\n\n1.\n\nIn a linear programming problem, the binding constraints for the optimal solution are:\n5×1 + 3×2 ≤ 30\n2×1 + 5×2 ≤ 20\nWhich of these objective functions will lead to the same optimal solution?\n\n [removed] 2×1 + 1×2 [removed] 7×1 + 8×2 [removed] 80×1 + 60×2 [removed] 25×1 + 15×2\n\n2 points\n\n### Question 11\n\n1.\n\nThe production manager for the Coory soft drink company is considering the production of 2 kinds of soft drinks: regular (R) and diet (D). Two of her limited resources are production time (8 hours = 480 minutes per day) and syrup (1 of her ingredients) limited to 675 gallons per day. To produce a regular case requires 2 minutes and 5 gallons of syrup, while a diet case needs 4 minutes and 3 gallons of syrup. Profits for regular soft drink are \\$3.00 per case and profits for diet soft drink are \\$2.00 per case. What is the objective function?\n\n [removed] MAX \\$2R + \\$4D [removed] MAX \\$3R + \\$2D [removed] MAX \\$3D + \\$2R [removed] MAX \\$4D + \\$2R\n\n2 points\n\n### Question 12\n\n1.\n\nThe production manager for the Coory soft drink company is considering the production of 2 kinds of soft drinks: regular (R) and diet(D). Two of the limited resources are production time (8 hours = 480 minutes per day) and syrup limited to 675 gallons per day. To produce a regular case requires 2 minutes and 5 gallons of syrup, while a diet case needs 4 minutes and 3 gallons of syrup. Profits for regular soft drink are \\$3.00 per case and profits for diet soft drink are \\$2.00 per case. What is the time constraint?\n\n [removed] 2R + 5D ≤ 480 [removed] 2D + 4R ≤ 480 [removed] 2R + 3D ≤ 480 [removed] 2R + 4D ≤ 480\n\n2 points\n\n### Question 13\n\n1.\n\nCully furniture buys 2 products for resale: big shelves (B) and medium shelves (M). Each big shelf costs \\$500 and requires 100 cubic feet of storage space, and each medium shelf costs \\$300 and requires 90 cubic feet of storage space. The company has \\$75000 to invest in shelves this week, and the warehouse has 18000 cubic feet available for storage. Profit for each big shelf is \\$300 and for each medium shelf is \\$150. What is the maximum profit?\n\n [removed] \\$25000 [removed] \\$35000 [removed] \\$45000 [removed] \\$55000 [removed] \\$65000\n\n2 points\n\n### Question 14\n\n1.\n\nThe following is a graph of a linear programming problem. The feasible solution space is shaded, and the optimal solution is at the point labeled Z*.",
null,
"Which of the following points are not feasible?\n\n [removed] A [removed] J [removed] H [removed] G\n\n2 points\n\n### Question 15\n\n1.\n\nThe following is a graph of a linear programming problem. The feasible solution space is shaded, and the optimal solution is at the point labeled Z*.",
null,
"This linear programming problem is a:\n\n [removed] maximization problem [removed] minimization problem [removed] irregular problem [removed] cannot tell from the information given\n\n2 points\n\n### Question 16\n\n1.\n\nA graphical representation of a linear program is shown below. The shaded area represents the feasible region, and the dashed line in the middle is the slope of the objective function.",
null,
"If this is a maximization, which extreme point is the optimal solution?\n\n [removed] Point B [removed] Point C [removed] Point D [removed] Point E\n\n2 points\n\n### Question 17\n\n1.\n\nThe linear programming problem:\n\nMIN Z = 2×1 + 3×2\nSubject to: x1 + 2×2 ≤ 20\n5×1 + x2 ≤ 40\n4×1 +6×2 ≤ 60\nx1 , x2 ≥ 0 ,\n\n [removed] has only one solution. [removed] has two solutions. [removed] has an infinite number of solutions. [removed] does not have any solution.\n\n2 points\n\n### Question 18\n\n1.\n\nA graphical representation of a linear program is shown below. The shaded area represents the feasible region, and the dashed line in the middle is the slope of the objective function.",
null,
"What would be the new slope of the objective function if multiple optimal solutions occurred along line segment AB? Write your answer in decimal notation.\n\n2 points\n\n### Question 19\n\n1.\n\nMax Z = \\$3x + \\$9y\nSubject to: 20x + 32y ≤ 1600\n4x + 2y ≤ 240\ny ≤ 40\nx, y ≥ 0\nAt the optimal solution, what is the amount of slack associated with the second constraint?\n\n2 points\n\n### Question 20\n\n1.\n\nSolve the following graphically\nMax z = 3x1 +4x\ns.t. x1 + 2x≤ 16\n2x1 + 3x2 ≤ 18\nx1 ≥ 2\nx2 ≤ 10\nx1, x2 ≥ 0\n\nFind the optimal solution. What is the value of the objective function at the optimal solution? Note: The answer will be an integer. Please give your answer as an integer without any decimal point. For example, 25.0 (twenty five) would be written 25"
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"https://www.homeworkmarket.com/content/mat540-quiz-3",
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"https://www.homeworkmarket.com/content/mat540-quiz-3",
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"https://www.homeworkmarket.com/content/mat540-quiz-3",
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https://askworksheet.com/arithmetic-sequence-worksheet-algebra-1/ | [
"",
null,
"# Arithmetic Sequence Worksheet Algebra 1\n\nSome of the worksheets for this concept are arithmetic sequences date period introduction to sequences unit 3c arithmetic sequences work 1 arithmetic and algebra work 4 keystone algebra 1 geometric sequences arithmetic sequences quiz review arithmetic series work. 1 1 st term t n t n 1 d for a geometric sequence.",
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"Arithmetic Sequence Ap In Algebraic Expressions Find The Value Arithmetic Sequences Arithmetic Progression Arithmetic\n\n### Printable in convenient pdf format.",
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"Arithmetic sequence worksheet algebra 1. Improve your math knowledge with free questions in arithmetic sequences and thousands of other math skills. 27 a 18. Each number in the sequence is called a term or sometimes element or member read sequences and series for more details.\n\nAlgebra 1 p 2 arithmetic sequences alg. Arithmetic and geometric sequences algebra 1. Hr min sec.\n\nDisplaying top 8 worksheets found for arithmetic and geometric sequences algebra 1. A sequence is a set of things usually numbers that are in order. Given a term in an arithmetic sequence and the common difference find the recursive formula and the three terms in the sequence after the last one given.\n\nT 1 1 st term t n r t n 1 note. Arithmetic sequences worksheets for 7th grade 8th grade and high school. T n t 1 d n 1.\n\nFor an arithmetic sequence. 0 time elapsed time. In an arithmetic sequence the difference between one term and the next is a constant.\n\nIn other words we just add the same value each time. Explicit formula based on the term number. Find the number of terms to solve type 1 worksheets substitute the given values of the first term common difference and last term in the formula to find the number of terms.\n\nArithmetic sequences and sums sequence. Free algebra 1 worksheets created with infinite algebra 1. For type 2 observe each finite sequence identify a d and l and apply the formula to obtain the number of terms.\n\n23 a 21 1 4 d 0 6 24 a 22 44 d 2 25 a 18 27 4 d 1 1 26 a 12 28 6 d 1 8 given two terms in an arithmetic sequence find the recursive formula. Algebra 1 arithmetic sequence displaying top 8 worksheets found for this concept. Some of the worksheets for this concept are arithmetic and geometric sequences work geometric sequences date period arithmetic sequences date period concept 16 arithmetic geometric sequences unit 3c arithmetic sequences work 1 arithmetic sequences quiz review.\n\nSign in now join now more. You are able to find the nth term without knowing the previous term. When writing the formula the only thing you fill in is the 1st term and either d or r.",
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https://docs.xilinx.com/r/2022.1-English/ug1399-vitis-hls/Pointer-Arithmetic | [
"# Pointer Arithmetic - 2022.1 English\n\n## Vitis High-Level Synthesis User Guide (UG1399)\n\nDocument ID\nUG1399\nRelease Date\n2022-06-07\nVersion\n2022.1 English\n\nIntroducing pointer arithmetic limits the possible interfaces that can be synthesized in RTL. The following code example shows the same code, but in this instance simple pointer arithmetic is used to accumulate the data values (starting from the second value).\n\n``````#include \"pointer_arith.h\"\n\nvoid pointer_arith (dio_t *d) {\nstatic int acc = 0;\nint i;\n\nfor (i=0;i<4;i++) {\nacc += *(d+i+1);\n*(d+i) = acc;\n}\n}\n``````\n\nThe following code example shows the test bench that supports this example. Because the loop to perform the accumulations is now inside function `pointer_arith`, the test bench populates the address space specified by array `d` with the appropriate values.\n\n``````#include \"pointer_arith.h\"\n\nint main () {\ndio_t d, ref;\nint i, retval=0;\nFILE *fp;\n\n// Create input data\nfor (i=0;i<5;i++) {\nd[i] = i;\nref[i] = i;\n}\n\n// Call the function to operate on the data\npointer_arith(d);\n\n// Save the results to a file\nfp=fopen(result.dat,w);\nprintf( Din Dout\\n, i, d);\nfor (i=0;i<4;i++) {\nfprintf(fp, %d \\n, d[i]);\nprintf( %d %d\\n, ref[i], d[i]);\n}\nfclose(fp);\n\n// Compare the results file with the golden results\nretval = system(diff --brief -w result.dat result.golden.dat);\nif (retval != 0) {\nprintf(Test failed!!!\\n);\nretval=1;\n} else {\nprintf(Test passed!\\n);\n}\n\n// Return 0 if the test\nreturn retval;\n}\n``````\n\nWhen simulated, this results in the following output:\n\n``````Din Dout\n0 1\n1 3\n2 6\n3 10\nTest passed!\n``````\n\nThe pointer arithmetic can access the pointer data out of sequence. On the other hand, wire, handshake, or FIFO interfaces can only access data in order:\n\n• A wire interface reads data when the design is ready to consume the data or write the data when the data is ready.\n• Handshake and FIFO interfaces read and write when the control signals permit the operation to proceed.\n\nIn both cases, the data must arrive (and is written) in order, starting from element zero. In the Interface with Pointer Arithmetic example, the code starts reading from index 1 (`i` starts at 0, 0+1=1). This is the second element from array `d` in the test bench.\n\nWhen this is implemented in hardware, some form of data indexing is required. Vitis HLS does not support this with wire, handshake, or FIFO interfaces.\n\nAlternatively, the code must be modified with an array on the interface instead of a pointer, as in the following example. This can be implemented in synthesis with a RAM (`ap_memory`) interface. This interface can index the data with an address and can perform out-of-order, or non-sequential, accesses.\n\nWire, handshake, or FIFO interfaces can be used only on streaming data. It cannot be used with pointer arithmetic (unless it indexes the data starting at zero and then proceeds sequentially).\n\n``````#include \"array_arith.h\"\n\nvoid array_arith (dio_t d) {\nstatic int acc = 0;\nint i;\n\nfor (i=0;i<4;i++) {\nacc += d[i+1];\nd[i] = acc;\n}\n}\n``````"
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https://www.askiitians.com/forums/Analytical-Geometry/a-man-starts-from-the-point-p-3-4-and-will-reach_232822.htm | [
"",
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"Click to Chat\n\n1800-1023-196\n\n+91-120-4616500\n\nCART 0\n\n• 0\n\nMY CART (5)\n\nUse Coupon: CART20 and get 20% off on all online Study Material\n\nITEM\nDETAILS\nMRP\nDISCOUNT\nFINAL PRICE\nTotal Price: Rs.\n\nThere are no items in this cart.\nContinue Shopping\n\na man starts from the point p(-3,4) and will reach the point q(0,1) touching the line2x+y=7 at R. The coordinates R on the line so that he will travel in the shortest distance is\n10 months ago\n\nP( — 3, 4) and Q(0,1) Let the pd nt R be (x ,y).\nNow PR + RQ is minimum.\nBy distance Formula\n√(x-(-3))²+ (y —4)² + √(x —0)²+ (y —1)² is minimum.\nThe point is lying on 2x+y=7 , so y=7-2x\nReplacing y by x we get , = √(x + 3)²+ (7-2x — 4)²+ √x² + (7-2x —1)²\n= {√(x + 3)²+ ( -2 + 3)²} + {√x² + ( -2 + 6)²}\n= √x²+9+6x+4x²+9-12x + √x²+4x²-24x+36\n= L-- √5x²+18 —6x + √5x²-24x +36\nNow Differentiating it w.r.t to x ,we get L' — 10x-6 / (2√5x²-6x +18) + 10x-24 / (2√5x²-24x +36) = 0 (equating to0 to find the critical point.)\n10x-6 / (2√5x²-6x +18) = - 10x-24 / (2√5x²-24x +36)\n5x-3 / (2√5x²-6x +18) = 12-5x / (2√5x²-24x +36)\nSquaring both side and after solving, we will get\n25x²-192x + 252= 0\nx =6and 84/ 50\nSo the value is minimum for x=84/50 and r 91/25\n\nRegards\nArun (askIITians forum expert)\n\n10 months ago\nThink You Can Provide A Better Answer ?\nAnswer & Earn Cool Goodies\n\nOther Related Questions on Analytical Geometry\n\nView all Questions »",
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"Course Features\n\n• 53 Video Lectures\n• Revision Notes\n• Test paper with Video Solution\n• Mind Map\n• Study Planner\n• NCERT Solutions\n• Discussion Forum\n• Previous Year Exam Questions"
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http://slaypixel.com/gft1000/93ade3-fixed-asset-turnover-formula | [
"# fixed asset turnover formula\n\nThe fixed asset turnover ratio compares net sales to net fixed assets . It is used to evaluate the ability of management to generate sales from its investment in fixed assets. Asset Turnover ratio is one of the important financial ratios that depicts how the company has been utilizing its asset to generate turnover or sales.. Asset Turnover ratio compares the net sales of the company with the total assets. Jeff is applying for a loan to build a new facility and expand his operations. Much like the concept of cash flow, this figure compares your sales’ dollar value to the dollar value of your current and fixed assets. = Generally speaking, the higher the ratio, the better, because a high ratio indicates the business has less money tied up in fixed assets for each unit of currency of sales revenue. The asset turnover ratio for Company A is calculated as follows: Therefore, for every dollar in total assets, Company A generated \\$1.5565 in sales. For example, a company has \\$10,000 in sales and \\$100,000 in fixed assets. A 5x metric might be good for the architecture industry, but it might be horrible for the automotive industry that is dependent on heavy equipment. Net fixed asset turnover (including operating lease, right-of-use asset) The asset turnover ratio is calculated by dividing net sales by average total assets. The fixed asset turnover ratio calculation can be simply done by using the following steps: Let us see some simple to advanced examples to understand it better. American Airlines's operated at median fixed asset turnover of 1.4x from fiscal years ending December 2015 to 2019. Exploring Fixed Asset Turnover Ratio (FATR) Similarly, Fixed Asset Turnover Ratio, a calculation embraced by manufacturers that typically purchase more PP&E to increase output, is a means to assess a business’s operating performance. However, the senior management of any company seldom uses this ratio because they have. Investors and creditors have to be conscious of this fact when evaluating how well the company is actually performing. In other words, it assesses the ability of a company to efficiently generate net sales from its machines and equipment. Home » Financial Ratio Analysis » Fixed Asset Turnover Ratio. It measures per rupee investment in assets used … Definition: Fixed Assets Turnover is one of the efficiency ratios that use to measure how to efficiently of entity’s fixed assets are being used to generate sales. The result should be a comparatively greater return to its shareholders. The asset turnover ratio is calculated by dividing net sales by average total assets.Net sales, found on the income statement, are used to calculate this ratio returns and refunds must be backed out of total sales to measure the truly measure the firm’s assets’ ability to generate sales.Average total assets are usually calculated by adding the beginning and ending total asset balances together and dividing by two. Similarly, if a company doesn’t keep reinvesting in new equipment, this metric will continue to rise year over year because the accumulated depreciation balance keeps increasing and reducing the denominator. Further, the company can also track how much they have invested in each asset every year and draw a pattern to check the year-on-year trend. Its average current assets were \\$700,000, and average fixed assets were \\$1,000,000. The fixed asset turnover ratio compares net sales to net fixed assets . Ending Assets=\\$200,000. Here’s how the bank would calculate Jeff’s turn over. Land, buildings, manufacturing equipment, etc are the fixed assets. We calculate this by dividing revenue by the average fixed assets. The formula for calculation of fixed asset turnover ratio is given below . It can be done by comparing the ratio of the company to that of other companies in the same industry and analyze how much others have invested in similar assets. Based on the above information, calculate the fixed assets turnover ratio for both the companies. The fixed asset turnover ratio (FAT) is, in general, used by analysts to measure working performance. Definition: The fixed asset turnover ratio is an efficiency ratio that measures a companies return on their investment in property, plant, and equipment by comparing net sales with fixed assets. At the same time, we will also include assets that can easily be converted into cash. The Fixed Asset Turnover Ratio is a measure that reflects how much in sales a company has been able to produce with its current fixed assets. Fixed Asset Turnover Ratio formula is used for measuring the ability of the company to generate the sales using the fixed assets investments and it is calculated by dividing the Net Sales with the Average Fixed Assets. What’s it: Fixed asset turnover ratio is a financial ratio measuring the productivity and efficiency of fixed assets in generating revenue. So, from the above calculation, the Fixed asset turnover ratio for company Y will be: Therefore, company Y generates a sales revenue of \\$3.34 for each dollar invested in fixed assets as compared to company X, which generates a sales revenue of \\$3.19 for each dollar invested in fixed assets. Refer to the following calculation: Fixed asset turnover … Step 2:Next, the value of net fixed assets of the company at the beginning of the period (opening) and at the end of the period (closing). Average net fixed asset for Company X = (Opening net fixed assets + Closing net fixed assets) /2, The average net fixed asset for Company Y=(Opening net fixed assets + Closing net fixed asset)/2, Fixed asset turnover ratio for Company X = Net sales / Average net fixed assets. In A.A.T. Accelerated depreciation is one of the main factors. This formula requires two variables: net Sales and average fixed assets. Explanation. The fixed asset turnover ratio formula is expressed as the subject company’s net sales divided by the average value of its net fixed assets which is mathematically represented as, Fixed Asset Turnover Ratio = Net Sales / Average Net Fixed Assets His sales for the year are \\$250,000 using equipment he paid \\$100,000 for. Profitability Ratios Definition. The formula for calculating the fixed asset turnover ratio is. Asset Turnover Ratio Formula. Total Asset Turnover Ratio = Revenue / Total Assets 2. Fixed-asset turnover indicates how well the business is using its fixed assets to generate sales. Total Assets include both fixed assets and current assets. The formula for total asset turnover is: Net sales ÷ Total assets = Total asset turnover A high ratio indicates that a business is: Doing an effective job of generating sales with a relatively small amount o The fixed asset turnover ratio is a comparison between net sales and average fixed assets to determine business efficiency. 3.2.4 Total Assets Turnover Ratio FORMULA WORKINGS ADVENTA BERHAD INDUSTRY AVERAGE RESULT Sales Total Assets RM 60, 029, 819 RM 103, 280, 086 0.58 times 0.54 times Good Explanation: The ratio indicates that the Group is generating lower volume of sales with the given amount of assets as compared with the industry average. 0.33= (50,000)/(100,000+200,000)/2. Formula. All you have to do is divide your net sales by your average total assets. Formula to Calculate Fixed Asset Turnover Ratio. Based on the scenario and formula provide about, Fixed Assets Turnover would be 50,000,000/100,000,000 = 50%. 1. Assets are the owned resources of a company as the result of transactions. Accounts Receivable Turnover … For the past 10 years, Colgate has been maintaining a healthy Asset Turnover of more than 1.0x; On the other hand, P&G is facing challenges in maintaining an Asset Turnover. Colgate’s Asset Turnover is 1.262 / 0.509 = 2.47x better than that of P&G. The fixed asset turnover ratio will be \\$1,200,000/\\$700,000 = 1.71 Looking back at the last five years, American Airlines's fixed asset turnover peaked in December 2015 at 1.7x. The fixed asset turnover ratio formula is calculated by dividing net sales by the total property, plant, and equipment net of accumulated depreciation. Fisher Company has annual gross sales of \\$10M in the year 2015, with sales returns and … Exploring Fixed Asset Turnover Ratio (FATR) Similarly, Fixed Asset Turnover Ratio, a calculation embraced by manufacturers that typically purchase more PP&E to increase output, is a means to assess a business’s operating performance. Formula: Fixed Asset Turnover Formula. It is computed by dividing net sales by average fixed assets. This ratio is typically useful in the case of the manufacturing industry, where companies have large and expensive equipment purchases. Below is the asset turnover ratio formula: Asset Turnover Ratio = (Net Sales) / (Average Total Assets) Asset Turnover Ratio Example Fixed Asset Turnover Calculation. Fixed Asset Turnover Calculation. The example above suggests that the company has achieved A ratio of 4, i.e., it has used fixed assets four times in the financial year. It shows the amount of fixed assets being financed by each unit of long-term funds. Net Asset Turnover Ratio = Revenue / (Total Assets - … In business, fixed asset turnover is the ratio of sales (on the profit and loss account) to the value of fixed assets (property, plant and equipment or PP&E, on the balance sheet). American Airlines's fixed asset turnover for fiscal years ending December 2015 to 2019 averaged 1.4x. By closing this banner, scrolling this page, clicking a link or continuing to browse otherwise, you agree to our Privacy Policy, Step by Step Guide to Calculating Financial Ratios in excel, Download Fixed Asset Turnover Ratio Formula Excel Template, Christmas Offer - All in One Financial Analyst Bundle (250+ Courses, 40+ Projects) View More, You can download this Fixed Asset Turnover Ratio Formula Excel Template here –, All in One Financial Analyst Bundle (250+ Courses, 40+ Projects), 250+ Courses | 40+ Projects | 1000+ Hours | Full Lifetime Access | Certificate of Completion, Fixed Asset Turnover Ratio Formula Excel Template. The general formula goes as: sales / value of asset(s) This formula is a general formula and gives us a general or a raw figure. The numerator of the asset turnover ratio formula shows revenues which is found on a company's income statement and the denominator shows total assets … The bank should compare this metric with other companies similar to Jeff’s in his industry. Calculate fixed assets turnover ratio for both the companies. A low turn over, on the other hand, indicates that the company isn’t using its assets to their fullest extent. Currently, its asset turnover is 0.509x. Calculate total asset turnover, fixed asset turnover and working capital turnover ratios. For example, if your net sales are \\$20,000 and average total assets are \\$12,000, then your asset turnover … Because for every dollar in assets firm generated sales 33 cents. The formula for Fixed Asset Turnover Ratio can be calculated by using the following steps: Step 1:Firstly, determine the value of the net sales recognized by the company in its income statement for the given period. Just like its formula, the main idea of Fixed Assets Turnover is to assess the number of a dollar that fixed assets contribute to generating sales and revenues. Asset Turnover Ratio. Example calculation. It is an important metric for manufacturing and capital intensive businesses whose sales rely heavily on the performance and efficiency of its fixed assets. Fixed asset turnover = Net sales / Average net fixed assets Generally speaking, the higher the ratio, the better, because a high ratio indicates the business has less money tied up in fixed assets for each unit of currency of sales revenue. Asset turnover is considered to be an Activity Ratio, which is a group of financial ratios that measure how efficiently a company uses assets. Higher or increasing fixed asset turnover (FAT) indicates that entity is generating more revenue per dollar invested in fixed assets […] The fixed asset turnover ratio measures the efficiency of the company in utilizing fixed assets to generate revenue. FAT = Net Sales Average Fixed Assets where: Net Sales = Gross sales, less returns, and allowances Average Fixed Assets = NABB − Ending Balance 2 NABB = … Analysis What is a Good Fixed Asset Turnover? Based on the above comparison, it can be said that Company Y is slightly more efficient in utilizing its fixed assets. Here is the Fixed asset turnover ratio formula that will guide you to calculate the turnover ratio. Use the following formula to calculate fixed asset turnover: Fixed asset turnover = sales ÷ fixed assets. As you can see, Jeff generates five times more sales than the net book value of his assets. Fixed Asset Turnover Ratio formula is used for measuring the ability of the company to generate the sales using the fixed assets investments and it is calculated by dividing the Net Sales with the Average Fixed Assets. The asset turnover ratio is relatively simple to calculate. CFA® And Chartered Financial Analyst® Are Registered Trademarks Owned By CFA Institute.Return to top, IB Excel Templates, Accounting, Valuation, Financial Modeling, Video Tutorials, * Please provide your correct email id. Refer to the following calculation: Fixed asset turnover … Ideally, a company with a high total asset turnover ratio can operate with fewer assets than a less efficient competitor, and so requires less debt and equity to operate. Here we discuss how to calculate the Fixed Asset Turnover Ratio step by step using practical examples and a downloadable excel template. Fixed asset turnover ratio = \\$280,000 / (\\$100,000 less \\$30,000) = 4. If we calculate the fixed assets turnover … Here is the formula to calculate ratio, Fixed Assets Turnover Ratio […] Asset Turnover Ratio Formula = Sales / Average Assets ... That means we will include all fixed assets. Its average current assets were \\$700,000, and average fixed assets were \\$1,000,000. While calculating the ratio, one must ensure that returns and refunds are backed out of total sales to make a precise measurement of the company’s assets… The fixed asset turnover ratio is equal to its net sales revenue divided by its average fixed assets (net of any accumulated depreciation). Let’s take a look at how to calculate fixed asset turnover. Average Net Fixed Assets = (Opening N… If the company has too much invested in the company’s assets, then their operating capital will be too high. Also, compare and determine which company is more efficient in using its fixed assets? The fixed asset turnover ratio is a crucial asset administration ratio because it helps the business owner measure the effectivity of the firm's plant and equipment. It might also be low because of manufacturing problems like a bottleneck in the value chain that held up production during the year and resulted in fewer than anticipated sales. To determine the Fixed Asset Turnover ratio, the following formula is used: Fixed Asset Turnover = Net Sales / Average Fixed Assets . This concept is important to investors because they want to be able to measure an approximate return on their investment. From the above values, we can find the Asset turnover ratio from the formula. Investment turnover ratio shouldn’t be used to compare industries that differ in asset-intensity as it will change the investment amounts. Generally, a greater fixed-asset turnover ratio is more desireable as it suggests the company is much more efficient in turning its investment in fixed assets into revenue. On the other hand, the creditors use the ratio to check if the company has the potential to generate adequate cash flow from the newly purchased equipment in order to pay back the loan that has been used to purchase it. The formula for the asset turnover ratio evaluates how well a company is utilizing its assets to produce revenue. The fixed assets usually include property, plant and equipment. It indicates how well the business is using its fixed assets to generate sales. Current Asset Turnover Ratio. Calculation of fixed assets turnover ratio: Company X: 73,500/23,250 * 3.16. Fixed assets turnover ratio is an assessment ratio that measures how successfully a company is utilizing its fixed assets in generating revenue.The fixed asset turnover ratio compares net sales to net fixed assets. Fixed Asset turnover ratio = Net Sales / Average Fixed Assets = \\$514,405 / \\$113,107 = 4.5 x. The fixed asset turnover ratio measures how efficiently a company can generate sales with its fixed asset investments (typically property, plant, and equipment). Net fixed asset turnover: An activity ratio calculated as total revenue divided by net fixed assets. Beginning assets= \\$1oo,ooo. Fixed Asset Turnover Definition. For example, they might be producing products that no one wants to buy. Fixed Asset Turnover Formula. If yes, which company is more efficient in using its fixed assets? It helps to … Therefore, Apple Inc. generates a sales revenue of \\$7.07 for each dollar invested in fixed assets during 2018. It indicates how well the business is using its fixed assets to generate sales. Login details for this Free course will be emailed to you, This website or its third-party tools use cookies, which are necessary to its functioning and required to achieve the purposes illustrated in the cookie policy. Check this formula: Fixed Assets Turnover Ratio = Net Revenue / Aggregate Fixed Assets Where Net Revenue = Gross Revenue – Sales Return Aggregate Fixed Assets = Fixed Assets – Total Depreciation For example, consider the above example of ABC firm with a fixed asset worth 25 lakhs and the depreciating cost is five lakhs yearly. Fixed Asset Turnover Ratio Calculator. It is used to evaluate the ability of management to generate sales from its investment in fixed assets. Use this online Fixed asset turnover ratio calculator to get the turnover ratio that your fixed assets would fetch. Total Assets include both fixed assets and current assets. Fixed assets turnover ratio is an assessment ratio that measures how successfully a company is utilizing its fixed assets in generating revenue.The fixed asset turnover ratio compares net sales to net fixed assets. Let us take the example of Apple Inc. for the fixed asset turnover ratio calculation of the fiscal year ended on September 29, 2018. Management typically doesn’t use this calculation that much because they have insider information about sales figures, equipment purchases, and other details that aren’t readily available to external users. Total assets turnover ratio is calculated using the following formula:Net sales equals gross sales minus any sales tax or VAT, sales returns and trade discounts.Average total assets value is calculated by adding the beginning and ending balance of total assets and dividing the sum by 2. Keep in mind that a high or low ratio doesn’t always have a direct correlation with performance. Fixed asset turnover = net sales/(fixed asset – Accumulated depreciation) From the balance, we can get the value for the calculation of fixed asset turn over by putting the values in the above formula. The following information for both the companies is available: From the above table, the following can be calculated. You can learn more about financial analysis from the following articles –, Copyright © 2020. A high ratio indicates that a business is: Doing an effective job of generating sales with a relatively small amount o The fixed assets are generally the long-term assets, tangible assets used in a business and they are classified as property, plant, and equipment. In practical life, the calculation of turnover ratio for fixed asset is pretty complex, and there are several variants of the formula. It measures how efficient a company is at using its assets to generate revenue. The formula for total asset turnover is: Net sales ÷ Total assets = Total asset turnover Let us consider two independent companies X and Y, that manufactures office furniture and distribute it to the sellers as well as customers in various regions of the USA. Simply, it’s a ratio of net sales to fixed assets. To determine the fixed-asset turnover, we need to substitute into the formula: BNR Company has a fixed asset turnover of 2.25 meaning that it generates just over two times more sales than the net book value of the assets it has purchased. Examples of fixed assets are production machines, equipment, motor vehicles, buildings, and … Since using the gross equipment values would be misleading, we always use the net asset value that’s reported on the balance sheet by subtracting the accumulated depreciation from the gross. Businesses often purchase and sell equipment throughout the year, so it’s common for investors and creditors to use an average net asset figure for the denominator by adding the beginning balance to the ending balance and dividing by two. The fixed asset turnover ratio is important from the point of view of an investor and creditor who use this to assess how well a company is utilizing its machines and equipment to generate sales. Here is the Fixed asset turnover ratio formula that will guide you to calculate the turnover ratio. What this indicates is that the company is able to \\$4.5 on each dollar of Fixed Assets that the company has. As per the annual report, the following information is available: Based on the above information, the Fixed Assets Turnover Ratio calculation for Apple Inc.will be as follows, Net fixed asset for 2017 = Gross fixed assets (2017) – Accumulated depreciation (2017), Net fixed asset for 2018 = Gross fixed assets (2018) – Accumulated depreciation (2018), Average net fixed asset = [Net fixed assets (2017) + Net fixed assets (2018)] /2, Fixed asset turnover ratio for Apple Inc. = Net sales / Average net fixed assets. It could also mean that the company has sold off its equipment and started to outsource its operations. Consider their net revenue is 50 lakhs. This concept is important for investors because it can be used to measure the approximate return on their investment in fixed assets. Asset turnover is considered to be an Activity Ratio, which is a group of financial ratios that measure how efficiently a company uses assets. It indicates how well the business is using its fixed assets to generate sales. For example, a company has \\$10,000 in sales and \\$100,000 in fixed assets. https://efinancemanagement.com/financial-analysis/fixed-asset-turnover Over the same period, the company generated sales of \\$325,300 with sales returns of \\$15,000. They measure the return on their purchases using more detailed and specific information. Assume that a company has \\$1.2 million in sales for the year. Net sales, found on the income statement, are used to calculate this ratio returns and refunds must be backed out of total sales to measure the truly measure the firm’s assets’ ability to generate sales. Investors and creditors use this formula to understand how well the company is utilizing their equipment to generate sales. Can we compare the ratio of company X with that of company Y? The asset turnover ratio formula determines your asset management’s efficiency or assets’ ability to generate sales. .free_excel_div{background:#d9d9d9;font-size:16px;border-radius:7px;position:relative;margin:30px;padding:25px 25px 25px 45px}.free_excel_div:before{content:\"\";background:url(https://www.wallstreetmojo.com/assets/excel_icon.png) center center no-repeat #207245;width:70px;height:70px;position:absolute;top:50%;margin-top:-35px;left:-35px;border:5px solid #fff;border-radius:50%}. Fixed assets turnover ratio (also known as sales to fixed assets ratio) is a commonly used activity ratio that measures the efficiency with which a company uses its fixed assets to generate its sales revenue. As you can see, it’s a pretty simple equation. The fixed asset turnover ratio is a measure of the efficiency of a company and is evaluated as a return on their investment in fixed assets such as property, plant, and equipment. Fixed Asset Turnover Ratio Formula. Hence, Fixed Asset turnover ratio for Walmart is 4.5 times. The asset turnover ratio, also known as the total asset turnover ratio, measures the efficiency with which a company uses its assets to produce sales Sales Revenue Sales revenue is the income received by a company from its sales of goods or the provision of services. Remember we always use the net PPL by subtracting the depreciation from gross PPL. This figure is available in the annual report and income statement of the companies. This could be due to a variety of factors. Fixed asset turnover ration (FAT ratio) determines how much revenue is generated by entity for every dollar invested in non-current assets. Measure is calculated in two different ways management is utilizing their equipment to sales... 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https://mathnature.com/essential-review-10-4/ | [
"# Section 10.4: Review for Chapter 10\n\nStudying for a chapter examination is a personal process, one which nobody else\ncan do for you. Simply take the time to review what you have done.\n\nHere are the new terms in Chapter 10.\n\nArgument [10.1}\nChange of base theorem [10.3}\nCommon logarithm [10.1}\nDecay formula [10.3}\nDecibel [10.3}\nEvaluate [10.1}\nExact solution [10.1}\nExponential [10.1}\nExponential equation [10.1}\nGrant’s tomb properties [10.2}\nGrowth formula [10.3}\nHalf-life [10.3}\nLaws of logarithms [10.2}\nLog of both sides theorem [10.2}\nLogarithm [10.1}\nLogarithmic equation [10.2}\nLogarithmic scale [10.3}\nMicrometer [10.1; 10.3}\nMultiplicative law of logarithms [10.2}\nNatural logarithm [10.1}\nRichter number [10.3}\nRichter scale [10.3}\nSubtractive law of logarithms [10.2}\n\nIf you can describe the term, read on to the next one; if you cannot, then look it up in the text (the section number is shown in brackets).\n\nIMPORTANT IDEAS\n\nCan you explain each of these important ideas in your own words?\n\nA logarithm is an exponent. That is, log (base b) A is the exponent on a base that gives the result A. [10.1}\nChange of base theorem [10.1}\nFundamental properties of logarithms [10.2}\nLog of both sides theorem [10.2}\nLaws of logarithms — additive, subtractive, and multiplicative laws [10.2}\n\nNext, make sure you understand the types of problems in Chapter 10.\n\nTYPES OF PROBLEMS\n\nKnow the definition of a logarithm. [10.1}\nEvaluate logarithms. [10.2}\nUse the Grant’s tomb properties to simplify logarithmic expressions. [10.1, 10.2}\nSolve exponential equations. [10.1}\nSolve logarithmic equations. [10.2}\nSolve applied problems of growth and decay. [10.3}\n\nOnce again, see if you can verbalize (to yourself) how to do each of the listed types of problems. Work all of Chapter 10 Review Questions (whether they are assigned or not).\n\nWork through all of the problems before looking at the answers, and then correct each of the problems. The entire solution is shown in the answer section at the back of the text. If you worked the problem correctly, move on to the next problem, but if you did not work it correctly (or you did not know what to do), look back in the chapter to study the procedure, or ask your instructor. Finally, go back over the homework problems you have been assigned. If you worked a problem correctly, move on the next problem, but if you missed it on your homework, then you should look back in the text or talk to your instructor about how to work the problem. If you follow these steps, you should be successful with your review of this chapter.\n\nWe give all of the answers to the Chapter Review questions (not just the odd-numbered questions), so be sure to check your work with the answers as you prepare for an examination."
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http://jdh.hamkins.org/every-ordinal-has-only-finitely-many-order-types-for-its-final-segments/ | [
"# Every ordinal has only finitely many order-types for its final segments",
null,
"I was recently asked an interesting elementary question about the number of possible order types of the final segments of an ordinal, and in particular, whether there could be an ordinal realizing infinitely many different such order types as final segments. Since I found it interesting, let me write here how I replied.\n\nThe person asking me had noted that every nonempty final segment of the first infinite ordinal $\\omega$ is isomorphic to $\\omega$ again, since if you start counting from $5$ or from a million, you have just as far to go in the natural numbers. Thus, if one includes the empty final segment, there are precisely two order-types that arise as final segments of $\\omega$, namely, $0$ and $\\omega$ itself. A finite ordinal $n$, in contrast, has precisely $n+1$ many final segments, corresponding to each of the possible cuts between any of the elements or before all of them or after all of them, and these final segments, considered as orders themselves, all have different sizes and hence are not isomorphic.\n\nHe wanted to know whether an ordinal could have infinitely many different order-types for its tails.\n\nQuestion. Is there an ordinal having infinitely many different isomorphism types for its final segments?\n\nThe answer is no, and I’d like to explain why. I’ll discuss two different arguments, the first being an easy direct argument aimed only at this answer, and the second being a more careful analysis aimed at understanding exactly how many and which order-types arise as the order type of a final segment of an ordinal $\\alpha$.\n\nTheorem. Every ordinal has only finitely many order types of its final segments.\n\nProof: Suppose that $\\alpha$ is an ordinal, and consider the order types of the final segments $[\\eta,\\alpha)$, for $\\eta\\leq\\alpha$. Note that as $\\eta$ increases, the final segment $[\\eta,\\alpha)$ becomes smaller as a suborder, and so it’s order type does not go up. And since these are well-orders, it can go down only finitely many times. So only finitely many order types arise, and the theorem is proved. QED\n\nBut let’s figure out exactly how many and which order types arise.\n\nTheorem. The number of order types of final segments of an ordinal $\\alpha$ is precisely $n+1$, where $n$ is the number of terms in the Cantor normal form of $\\alpha$, and one can describe those order types in terms of the normal form of $\\alpha$.\n\nCantor proved that every ordinal $\\alpha$ can be uniquely expressed as a finite sum $$\\alpha=\\omega^{\\beta_n}+\\cdots+\\omega^{\\beta_0},$$ where $\\beta_n\\geq\\cdots\\geq\\beta_0$, and this is called the Cantor normal form of the ordinal. There are alternative forms, where one allows terms like $\\omega^\\beta\\cdot n$ for finite $n$, but in my favored formulation, one simply expands this into $n$ terms with $\\omega^\\beta+\\cdots+\\omega^\\beta$. In particular, the ordinal $\\omega=\\omega^1$ has exactly one term in its Cantor normal form, and a finite number $n=\\omega^0+\\cdots+\\omega^0$ has exactly $n$ terms in its Cantor normal form. So the statement of the theorem agrees with the calculations that we had made at the very beginning.\n\nProof: First, let’s observe that every nonempty final segment of an ordinal of the form $\\omega^\\beta$ is isomorphic to $\\omega^\\beta$ again. This amounts to the fact that ordinals of the form $\\omega^\\beta$ are additively indecomposable, or in other words, closed under ordinal addition, since the final segments of an ordinal $\\alpha$ are precisely the ordinals $\\zeta$ such that $\\alpha=\\xi+\\zeta$ for some $\\xi$. If $\\alpha$ is additively indecomposable, then it cannot be that $\\zeta<\\alpha$, and so all final segments would be isomorphic to $\\alpha$. So let’s prove that $\\omega^\\beta$ is additively indecomposable. This is clear if $\\beta=0$, since the only ordinal less than $\\omega^0=1$ is $0$ and $0+0<1$. If $\\beta$ is a limit ordinal, then the ordinals $\\omega^\\eta$ for $\\eta<\\beta$ are unbounded in $\\omega^\\beta$, and adding them stays below because $\\omega^\\eta+\\omega^\\eta=\\omega^\\eta\\cdot 2\\leq\\omega^\\eta\\cdot\\omega=\\omega^{\\eta+1}<\\omega^\\beta$. If $\\beta=\\delta+1$ is a successor ordinal, then $\\omega^\\beta=\\omega^{\\delta+1}=\\omega^\\delta\\cdot\\omega=\\sup_{n<\\omega}\\omega^\\delta\\cdot n$, but again adding them stays below because $\\omega^\\delta\\cdot n+\\omega^\\delta\\cdot m=\\omega^\\delta\\cdot(n+m) < \\omega^\\delta\\cdot\\omega=\\omega^\\beta$.\n\nTo prove the theorem, consider any ordinal $\\alpha$ with Cantor normal form $\\alpha=\\omega^{\\beta_n}+\\cdots+\\omega^{\\beta_0}$, where $\\beta_n\\geq\\cdots\\geq\\beta_0$. So as an order type, $\\alpha$ consists of finitely many pieces, the first of type $\\omega^{\\beta_n}$, the next of type $\\omega^{\\beta_{n-1}}$ and so on up to $\\omega^{\\beta_0}$. Any final segment of $\\alpha$ therefore consists of a final segment of one of these segments, together with all the segments after that segment (and omitting any segments prior to it, if any). But since these segments all have the form $\\omega^{\\beta_i}$, they are additively indecomposable and therefore are isomorphic to all their nonempty final segments. So any final segment of $\\alpha$ is order-isomorphic to an ordinal whose Cantor normal form simply omits some (or none) of the terms from the front of the Cantor normal form of $\\alpha$. Since we may start with any of the $n$ terms (or none), this gives precisely $n+1$ many order types of the final segments of $\\alpha$, as claimed.\n\nThe argument shows, furthermore, that the possible order types of the final segments of $\\alpha$, where $\\alpha=\\omega^{\\beta_n}+\\cdots+\\omega^{\\beta_0}$, are precisely the ordinals of the form $\\omega^{\\beta_k}+\\cdots+\\omega^{\\beta_0}$, omitting terms only from the front, where $k\\leq n$. QED\n\n## 8 thoughts on “Every ordinal has only finitely many order-types for its final segments”\n\n1.",
null,
"Erin Kathryn Carmody on said:\n\nJoel, this is very interesting! Does Ord have infinitely many order-types for it’s final segments?\n\n• Every final segment of Ord itself is isomorphic to Ord, so it has only one order type of a final segment.\n\n•",
null,
"Erin Kathryn Carmody on said:\n\nWow! Cool, I guess it depends on the Ord of the Universe.\n\n2.",
null,
"Will on said:\n\nHere’s a related question (that’s actually the question I thought you were discussing before the first proof):\n\nSay that $\\alpha$ is a cofinal order type of $\\gamma$ iff there is an increasing, continuous, cofinal sequence of ordinals less that $\\gamma$ of length $\\alpha$. Every order type in a final segment of an (limit) ordinal is also a cofinal order type, but there can also be others (e. g., $\\aleph_\\omega$).\n\nAre there still only finitely many cofinal order types for any ordinal? It seems like not…\n\n• Thanks for the comment! In this case, there can be infinitely many. For example, in the case of $\\aleph_\\omega$, which you mention, one can have $\\alpha+\\omega$ for any $\\alpha<\\aleph_\\omega$, since you can map the ordinals below $\\alpha$ to themselves, and then map the $\\omega$-sequence to sufficiently large $\\aleph_n$'s. So there are $\\aleph_\\omega$ many distinct order types that map cofinally into $\\aleph_\\omega$.\n\n•",
null,
"Erin Kathryn Carmody on said:\n\nGood to hear. For some reason I was thinking it might change when Ord is Mahlo or supercompact and so on. Then again, your post is about oridinals, and Ord is definately not an ordinal.\n\n•",
null,
"Erin Kathryn Carmody on said:\n\nOrdinals.\n\n3.",
null,
"kevembuangga on said:\n\nThank you very much for this very enlightening explanation."
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"http://0.gravatar.com/avatar/988ac6d9ab01c62c26ca83981a0e5e9a",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.9111633,"math_prob":0.99731493,"size":7140,"snap":"2019-51-2020-05","text_gpt3_token_len":1786,"char_repetition_ratio":0.19688901,"word_repetition_ratio":0.038852915,"special_character_ratio":0.24747899,"punctuation_ratio":0.1,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99978846,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-01-22T05:27:07Z\",\"WARC-Record-ID\":\"<urn:uuid:2a34cbc7-7716-498c-8470-ad57d40dbb12>\",\"Content-Length\":\"65754\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:336911d8-c29c-42d4-a587-5faf9369a86c>\",\"WARC-Concurrent-To\":\"<urn:uuid:5978a074-17a1-4c87-997d-f96b65b699aa>\",\"WARC-IP-Address\":\"64.90.36.14\",\"WARC-Target-URI\":\"http://jdh.hamkins.org/every-ordinal-has-only-finitely-many-order-types-for-its-final-segments/\",\"WARC-Payload-Digest\":\"sha1:TMHTMSGTM2SNKXRVMGYDHRKAXXBQGUB5\",\"WARC-Block-Digest\":\"sha1:7YXWDXIFIOBBSTLDXNYYQ7EW5DOXJCDC\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-05/CC-MAIN-2020-05_segments_1579250606696.26_warc_CC-MAIN-20200122042145-20200122071145-00194.warc.gz\"}"} |
https://www.geeksforgeeks.org/intersection-of-two-sorted-linked-lists/ | [
"# Intersection of two Sorted Linked Lists\n\nGiven two lists sorted in increasing order, create and return a new list representing the intersection of the two lists. The new list should be made with its own memory — the original lists should not be changed.\n\nExample:\n\n```Input:\nOutput: 2->4->6.\nThe elements 2, 4, 6 are common in\nboth the list so they appear in the\nintersection list.\n\nInput:\nOutput: 2->3->4\nThe elements 2, 3, 4 are common in\nboth the list so they appear in the\nintersection list.\n```\n\n## Recommended: Please solve it on “PRACTICE” first, before moving on to the solution.\n\nMethod 1: Using Dummy Node.\nApproach:\nThe idea is to use a temporary dummy node at the start of the result list. The pointer tail always points to the last node in the result list, so new nodes can be added easily. The dummy node initially gives tail a memory space to point to. This dummy node is efficient, since it is only temporary, and it is allocated in the stack. The loop proceeds, removing one node from either ‘a’ or ‘b’ and adding it to tail. When the given lists are traversed the result is in dummy.next as the values are allocated from next node of the dummy. If both the elements are equal then remove both and insert the element to the tail. Else remove the smaller element among both the lists.\n\n `#include ` `#include ` ` ` `/* Link list node */` `struct` `Node { ` ` ``int` `data; ` ` ``struct` `Node* next; ` `}; ` ` ` `void` `push(``struct` `Node** head_ref, ``int` `new_data); ` ` ` `/*This solution uses the temporary ` ` ``dummy to build up the result list */` `struct` `Node* sortedIntersect( ` ` ``struct` `Node* a, ` ` ``struct` `Node* b) ` `{ ` ` ``struct` `Node dummy; ` ` ``struct` `Node* tail = &dummy; ` ` ``dummy.next = NULL; ` ` ` ` ``/* Once one or the other ` ` ``list runs out -- we're done */` ` ``while` `(a != NULL && b != NULL) { ` ` ``if` `(a->data == b->data) { ` ` ``push((&tail->next), a->data); ` ` ``tail = tail->next; ` ` ``a = a->next; ` ` ``b = b->next; ` ` ``} ` ` ``/* advance the smaller list */` ` ``else` `if` `(a->data < b->data) ` ` ``a = a->next; ` ` ``else` ` ``b = b->next; ` ` ``} ` ` ``return` `(dummy.next); ` `} ` ` ` `/* UTILITY FUNCTIONS */` `/* Function to insert a node at ` `the beginning of the linked list */` `void` `push(``struct` `Node** head_ref, ``int` `new_data) ` `{ ` ` ``/* allocate node */` ` ``struct` `Node* new_node = (``struct` `Node*)``malloc``( ` ` ``sizeof``(``struct` `Node)); ` ` ` ` ``/* put in the data */` ` ``new_node->data = new_data; ` ` ` ` ``/* link the old list off the new node */` ` ``new_node->next = (*head_ref); ` ` ` ` ``/* move the head to point to the new node */` ` ``(*head_ref) = new_node; ` `} ` ` ` `/* Function to print nodes in ` ` ``a given linked list */` `void` `printList(``struct` `Node* node) ` `{ ` ` ``while` `(node != NULL) { ` ` ``printf``(``\"%d \"``, node->data); ` ` ``node = node->next; ` ` ``} ` `} ` ` ` `/* Driver program to test above functions*/` `int` `main() ` `{ ` ` ``/* Start with the empty lists */` ` ``struct` `Node* a = NULL; ` ` ``struct` `Node* b = NULL; ` ` ``struct` `Node* intersect = NULL; ` ` ` ` ``/* Let us create the first sorted ` ` ``linked list to test the functions ` ` ``Created linked list will be ` ` ``1->2->3->4->5->6 */` ` ``push(&a, 6); ` ` ``push(&a, 5); ` ` ``push(&a, 4); ` ` ``push(&a, 3); ` ` ``push(&a, 2); ` ` ``push(&a, 1); ` ` ` ` ``/* Let us create the second sorted linked list ` ` ``Created linked list will be 2->4->6->8 */` ` ``push(&b, 8); ` ` ``push(&b, 6); ` ` ``push(&b, 4); ` ` ``push(&b, 2); ` ` ` ` ``/* Find the intersection two linked lists */` ` ``intersect = sortedIntersect(a, b); ` ` ` ` ``printf``(``\"\\n Linked list containing common items of a & b \\n \"``); ` ` ``printList(intersect); ` ` ` ` ``getchar``(); ` `} `\n\nOutput:\n\n```Linked list containing common items of a & b\n2 4 6\n```\n\nComplexity Analysis:\n\n• Time Complexity: O(m+n) where m and n are number of nodes in first and second linked lists respectively.\nOnly one traversal of the lists are needed.\n• Auxiliary Space: O(max(m, n)).\nThe output list can store at most m+n nodes .\n\nMethod 2: Using Local References.\nApproach: This solution is structurally very similar to the above, but it avoids using a dummy node Instead, it maintains a struct node** pointer, lastPtrRef, that always points to the last pointer of the result list. This solves the same case that the dummy node did — dealing with the result list when it is empty. If the list is built at its tail, either the dummy node or the struct node** “reference” strategy can be used.\n\n `#include ` `#include ` ` ` `/* Link list node */` `struct` `Node { ` ` ``int` `data; ` ` ``struct` `Node* next; ` `}; ` ` ` `void` `push(``struct` `Node** head_ref, ` ` ``int` `new_data); ` ` ` `/* This solution uses the local reference */` `struct` `Node* sortedIntersect( ` ` ``struct` `Node* a, ` ` ``struct` `Node* b) ` `{ ` ` ``struct` `Node* result = NULL; ` ` ``struct` `Node** lastPtrRef = &result; ` ` ` ` ``/* Advance comparing the first ` ` ``nodes in both lists. ` ` ``When one or the other list runs ` ` ``out, we're done. */` ` ``while` `(a != NULL && b != NULL) { ` ` ``if` `(a->data == b->data) { ` ` ``/* found a node for the intersection */` ` ``push(lastPtrRef, a->data); ` ` ``lastPtrRef = &((*lastPtrRef)->next); ` ` ``a = a->next; ` ` ``b = b->next; ` ` ``} ` ` ``else` `if` `(a->data < b->data) ` ` ``a = a->next; ``/* advance the smaller list */` ` ``else` ` ``b = b->next; ` ` ``} ` ` ``return` `(result); ` `} ` ` ` `/* UTILITY FUNCTIONS */` `/* Function to insert a node at the ` ` ``beginging of the linked list */` `void` `push(``struct` `Node** head_ref, ` ` ``int` `new_data) ` `{ ` ` ``/* allocate node */` ` ``struct` `Node* new_node = (``struct` `Node*)``malloc``( ` ` ``sizeof``(``struct` `Node)); ` ` ` ` ``/* put in the data */` ` ``new_node->data = new_data; ` ` ` ` ``/* link the old list off the new node */` ` ``new_node->next = (*head_ref); ` ` ` ` ``/* move the head to point to the new node */` ` ``(*head_ref) = new_node; ` `} ` ` ` `/* Function to print nodes in a given linked list */` `void` `printList(``struct` `Node* node) ` `{ ` ` ``while` `(node != NULL) { ` ` ``printf``(``\"%d \"``, node->data); ` ` ``node = node->next; ` ` ``} ` `} ` ` ` `/* Driver program to test above functions*/` `int` `main() ` `{ ` ` ``/* Start with the empty lists */` ` ``struct` `Node* a = NULL; ` ` ``struct` `Node* b = NULL; ` ` ``struct` `Node* intersect = NULL; ` ` ` ` ``/* Let us create the first sorted ` ` ``linked list to test the functions ` ` ``Created linked list will be ` ` ``1->2->3->4->5->6 */` ` ``push(&a, 6); ` ` ``push(&a, 5); ` ` ``push(&a, 4); ` ` ``push(&a, 3); ` ` ``push(&a, 2); ` ` ``push(&a, 1); ` ` ` ` ``/* Let us create the second sorted linked list ` ` ``Created linked list will be 2->4->6->8 */` ` ``push(&b, 8); ` ` ``push(&b, 6); ` ` ``push(&b, 4); ` ` ``push(&b, 2); ` ` ` ` ``/* Find the intersection two linked lists */` ` ``intersect = sortedIntersect(a, b); ` ` ` ` ``printf``(``\"\\n Linked list containing common items of a & b \\n \"``); ` ` ``printList(intersect); ` ` ` ` ``getchar``(); ` `} `\n\nOutput:\n\n```Linked list containing common items of a & b\n2 4 6\n```\n\nComplexity Analysis:\n\n• Time Complexity: O(m+n) where m and n are number of nodes in first and second linked lists respectively.\nOnly one traversal of the lists are needed.\n• Auxiliary Space: O(max(m, n)).\nThe output list can store at most m+n nodes.\n\nMethod 3: Recursive Solution.\nApproach:\nThe recursive approach is very similar to the the above two approaches. Build a recursive function that takes two nodes and returns a linked list node. Compare the first element of both the lists.\n\n• If they are similar then call the recursive function with the next node of both the lists. Create a node with the data of the current node and put the returned node from the recursive function to the next pointer of the node created. Return the node created.\n• If the values are not equal then remove the smaller node of both the lists and call the recursive function.\n\n `#include ` `#include ` ` ` `/* Link list node */` `struct` `Node { ` ` ``int` `data; ` ` ``struct` `Node* next; ` `}; ` ` ` `struct` `Node* sortedIntersect( ` ` ``struct` `Node* a, ` ` ``struct` `Node* b) ` `{ ` ` ``/* base case */` ` ``if` `(a == NULL || b == NULL) ` ` ``return` `NULL; ` ` ` ` ``/* If both lists are non-empty */` ` ` ` ``/* advance the smaller list and call recursively */` ` ``if` `(a->data < b->data) ` ` ``return` `sortedIntersect(a->next, b); ` ` ` ` ``if` `(a->data > b->data) ` ` ``return` `sortedIntersect(a, b->next); ` ` ` ` ``// Below lines are executed only ` ` ``// when a->data == b->data ` ` ``struct` `Node* temp ` ` ``= (``struct` `Node*)``malloc``( ` ` ``sizeof``(``struct` `Node)); ` ` ``temp->data = a->data; ` ` ` ` ``/* advance both lists and call recursively */` ` ``temp->next = sortedIntersect(a->next, b->next); ` ` ``return` `temp; ` `} ` ` ` `/* UTILITY FUNCTIONS */` `/* Function to insert a node at ` `the beginging of the linked list */` `void` `push(``struct` `Node** head_ref, ``int` `new_data) ` `{ ` ` ``/* allocate node */` ` ``struct` `Node* new_node ` ` ``= (``struct` `Node*)``malloc``( ` ` ``sizeof``(``struct` `Node)); ` ` ` ` ``/* put in the data */` ` ``new_node->data = new_data; ` ` ` ` ``/* link the old list off the new node */` ` ``new_node->next = (*head_ref); ` ` ` ` ``/* move the head to point to the new node */` ` ``(*head_ref) = new_node; ` `} ` ` ` `/* Function to print nodes in a given linked list */` `void` `printList(``struct` `Node* node) ` `{ ` ` ``while` `(node != NULL) { ` ` ``printf``(``\"%d \"``, node->data); ` ` ``node = node->next; ` ` ``} ` `} ` ` ` `/* Driver program to test above functions*/` `int` `main() ` `{ ` ` ``/* Start with the empty lists */` ` ``struct` `Node* a = NULL; ` ` ``struct` `Node* b = NULL; ` ` ``struct` `Node* intersect = NULL; ` ` ` ` ``/* Let us create the first sorted ` ` ``linked list to test the functions ` ` ``Created linked list will be ` ` ``1->2->3->4->5->6 */` ` ``push(&a, 6); ` ` ``push(&a, 5); ` ` ``push(&a, 4); ` ` ``push(&a, 3); ` ` ``push(&a, 2); ` ` ``push(&a, 1); ` ` ` ` ``/* Let us create the second sorted linked list ` ` ``Created linked list will be 2->4->6->8 */` ` ``push(&b, 8); ` ` ``push(&b, 6); ` ` ``push(&b, 4); ` ` ``push(&b, 2); ` ` ` ` ``/* Find the intersection two linked lists */` ` ``intersect = sortedIntersect(a, b); ` ` ` ` ``printf``(``\"\\n Linked list containing common items of a & b \\n \"``); ` ` ``printList(intersect); ` ` ` ` ``return` `0; ` `} `\n\nOutput:\n\n```Linked list containing common items of a & b\n2 4 6\n```\n\nComplexity Analysis:\n\n• Time Complexity: O(m+n) where m and n are number of nodes in first and second linked lists respectively.\nOnly one traversal of the lists are needed.\n• Auxiliary Space: O(max(m, n)).\nThe output list can store at most m+n nodes.\n\nPlease write comments if you find the above codes/algorithms incorrect, or find better ways to solve the same problem.\n\nAttention reader! Don’t stop learning now. Get hold of all the important DSA concepts with the DSA Self Paced Course at a student-friendly price and become industry ready.\n\nMy Personal Notes arrow_drop_up\n\nImproved By : andrew1234, Akanksha_Rai"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.6946225,"math_prob":0.8594435,"size":10744,"snap":"2020-34-2020-40","text_gpt3_token_len":2900,"char_repetition_ratio":0.18891993,"word_repetition_ratio":0.5442708,"special_character_ratio":0.30305287,"punctuation_ratio":0.12982625,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9978516,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-09-20T18:00:22Z\",\"WARC-Record-ID\":\"<urn:uuid:8682fba0-af57-4a30-8930-dfedd89f656c>\",\"Content-Length\":\"151221\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:8c46f337-fa34-4bc3-91c9-c33a547950f2>\",\"WARC-Concurrent-To\":\"<urn:uuid:9653a17c-761d-4336-97dd-df09414269bf>\",\"WARC-IP-Address\":\"23.217.129.72\",\"WARC-Target-URI\":\"https://www.geeksforgeeks.org/intersection-of-two-sorted-linked-lists/\",\"WARC-Payload-Digest\":\"sha1:5NRLQBFMSFRSADK4UWCTUSQBLVXTRKKS\",\"WARC-Block-Digest\":\"sha1:WJGWH7ASOFAS7G2YECFGLPLZQTTAPHMG\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-40/CC-MAIN-2020-40_segments_1600400198287.23_warc_CC-MAIN-20200920161009-20200920191009-00572.warc.gz\"}"} |
https://thispointer.com/python-set-add-vs-update/ | [
"In this article we will discuss the main differences between add() and update() functions of Set in python.\n\nIn python, set class provides two different functions to add or append elements in the set. Before going into the differences, first let’s have a basic overview about them,\n\n`set.add(element)`\n\nIt accepts an element as an argument and if that element is not already present in the set, then it adds that to the set. It returns nothing i.e. None.\n\n#### set.update() Function:\n\n`set.update(*args)`\n\nIt expects a single or multiple iterable sequences as arguments and appends all the elements in these iterable sequences to the set. It returns nothing i.e. None.\n\nNow we will focus on differences between them,\n\n## Differences between add() and update()\n\n1. Use add() function to add a single element. Whereas use update() function to add multiple elements to the set.\n2. add() is faster than update().\n3. add () accepts immutable parameters only. Whereas accepts iterable sequences.\n4. add() accepts a single parameter, whereas update() can accept multiple sequences.\n\nNow we will discuss each of them in detail\n\n### Difference 1: Number of elements to be added\n\nUsing add() function, we can add only a single element to the set i.e.\n\n```sample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# Add only a single element in set\n\nprint(sample_set)```\n\nOutput:\n`{'Hi', 3, 4, 10, 'This', 'is'}`\n\nWe passed a value 10 to the add() function, as it was not present in the set, so add() function added that to the set.\n\nWhereas can use update() function to add multiple elements to the set in a single line,\n\n```sample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# Adding multiple elements to the set\nsample_set.update([11, 12, 13, 14])\n\nprint(sample_set)```\n\nOutput:\n`{'is', 3, 'This', 4, 'Hi', 11, 12, 13, 14}`\n\nHere we passed a list object as an argument to the update() function and it iterated over all the elements in that list and added them to the set one by one.\n\n### Difference 2: add() is faster than update()\n\nAs add() function add a single element to the set, whereas update() function iterates over the given sequences and adds them to the set. Therefore, as compared to update() function, add() is better in performance.\n\n### Difference 3: Mutable and immutable parameters\n\nadd() function accepts an immutable argument i.e. we can pass int, strings, bytes, frozen sets, tuples or any other immutable object to the add() function.\n\nSo if we try to pass a mutable object like list to the add() function, then it will give error,\n\n```sample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# Passing a mutable list object to the add() function\n# It will give error\n\nError:\n`TypeError: unhashable type: 'list'`\n\nWhereas update() function expects iterable sequences only. For example if we pass a list to the update() function, then it will add all the elements in list to the set,\n```sample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# Passing a list to update() will add all elements in list to the set\nsample_set.update([11, 12, 13, 14])\n\nprint(sample_set)```\n\nOutput:\n`{'is', 3, 'This', 4, 'Hi', 11, 12, 13, 14}`\n\nIf we pass anything other than iterable sequence to the update() function, then it will give error,\n`sample_set.update(55)`\n\nError:\n`TypeError: 'int' object is not iterable`\n\nHere we passed an integer to the update() function, but it accepts only iterable sequences. Therefore, it gave the error.\n\n### Difference 4: Passing multiple arguments\n\nWhile calling add() function, we can pass only one argument and it will add that element to the set. Whereas, while calling update() function, we can pass multiple arguments i.e. multiple iterable sequences\n\n```sample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# passing multiple sequences to the update() function\nsample_set.update([11, 12], (21, 22), [31, 32])\n\nprint(sample_set)```\n\nOutput:\n`{32, 'is', 3, 'This', 4, 'Hi', 11, 12, 21, 22, 31}`\n\nupdate() function will add all the elements in all sequences to the set.\n\nSo, these were the 4 main differences between update() and add() functions of set in python.\n\nThe complete example is as follows,\n\n```def main():\n\nsample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\nprint('Original Set:')\nprint(sample_set)\n\nprint(' **** Differences between add() & update() functions of set ****')\n\nprint('*** Difference 1: Number of elements to be added ***')\n\n# Add only a single element in set\n\nprint('Modified Set:')\nprint(sample_set)\n\nprint('Add multiple element in set using update() function')\n\nsample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# Adding multiple elements to the set\nsample_set.update([11, 12, 13, 14])\n\nprint('Modified Set:')\nprint(sample_set)\n\nprint('*** Difference 3: Mutable and immutable parameters *** ')\n\nsample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\nprint('Passing a mutable object to add() will give error')\n\n# Passing a mutable list object to the add() function\n# It will give error => TypeError: unhashable type: 'list'\n\nprint('Passing a mutable object like list to update() function')\n\n# Passing a list to update() will add all elements in list to the set\nsample_set.update([11, 12, 13, 14])\n\nprint('Modified Set:')\nprint(sample_set)\n\nprint('Passing anything other than iterable sequence to the update() function will give error')\n\n# As 55 is not iterable sequence, so it will give error\n# Error => TypeError: 'int' object is not iterable\n#sample_set.update(55)\n\nprint('*** Difference 4: Passing multiple arguments ***')\n\nsample_set = {\"Hi\", \"This\", \"is\", 4, 3, 3}\n\n# passing multiple sequences to the update() function\nsample_set.update([11, 12], (21, 22), [31, 32])\n\nprint('Set contents: ')\nprint(sample_set)\n\nif __name__ == '__main__':\nmain()```\n\nOutput:\n```Original Set:\n{3, 4, 'is', 'This', 'Hi'}\n**** Differences between add() & update() functions of set ****\n*** Difference 1: Number of elements to be added ***\nModified Set:\n{3, 4, 10, 'is', 'This', 'Hi'}\nAdd multiple element in set using update() function\nModified Set:\n{3, 4, 11, 12, 13, 14, 'is', 'This', 'Hi'}\n*** Difference 3: Mutable and immutable parameters ***\nPassing a mutable object to add() will give error\nPassing a mutable object like list to update() function\nModified Set:\n{3, 4, 11, 12, 13, 14, 'is', 'This', 'Hi'}\nPassing anything other than iterable sequence to the update() function will give error\n*** Difference 4: Passing multiple arguments ***\nSet contents:\n{32, 3, 4, 11, 12, 'is', 21, 22, 'This', 31, 'Hi'}```"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.61798114,"math_prob":0.86087257,"size":6489,"snap":"2020-45-2020-50","text_gpt3_token_len":1716,"char_repetition_ratio":0.19105628,"word_repetition_ratio":0.30104464,"special_character_ratio":0.3146864,"punctuation_ratio":0.1927982,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.97352135,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-10-19T23:58:02Z\",\"WARC-Record-ID\":\"<urn:uuid:021268fb-2ac6-4f0c-ae13-5d1b8dd869be>\",\"Content-Length\":\"60644\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:220af8b9-83a7-4fff-9fd8-be55bcbdd1b8>\",\"WARC-Concurrent-To\":\"<urn:uuid:0e5e3344-58ab-4768-a172-b562b12477a9>\",\"WARC-IP-Address\":\"162.144.39.60\",\"WARC-Target-URI\":\"https://thispointer.com/python-set-add-vs-update/\",\"WARC-Payload-Digest\":\"sha1:IGCZDTYSDGRDA5L2Y6KEFRCI675MO5GH\",\"WARC-Block-Digest\":\"sha1:XTEQ7ZOBD6RJZ2VBBKNCIQJ5YGG5QCWO\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-45/CC-MAIN-2020-45_segments_1603107867463.6_warc_CC-MAIN-20201019232613-20201020022613-00545.warc.gz\"}"} |
https://www.rdocumentation.org/packages/igraph/versions/1.0.1/topics/graph_from_edgelist | [
"# graph_from_edgelist\n\n0th\n\nPercentile\n\n##### Create a graph from an edge list matrix\n\ngraph_from_edgelist creates a graph from an edge list. Its argument is a two-column matrix, each row defines one edge. If it is a numeric matrix then its elements are interpreted as vertex ids. If it is a character matrix then it is interpreted as symbolic vertex names and a vertex id will be assigned to each name, and also a name vertex attribute will be added.\n\n##### Usage\ngraph_from_edgelist(el, directed = TRUE)from_edgelist(...)\n##### Arguments\nel\n\nThe edge list, a two column matrix, character or numeric.\n\ndirected\n\nWhether to create a directed graph.\n\n...\n\nPassed to graph_from_edgelist.\n\n##### Value\n\nAn igraph graph.\n\nOther determimistic constructors: atlas, graph.atlas, graph_from_atlas; chordal_ring, graph.extended.chordal.ring, make_chordal_ring; directed_graph, graph, graph.famous, make_directed_graph, make_graph, make_undirected_graph, undirected_graph; empty_graph, graph.empty, make_empty_graph; from_literal, graph.formula, graph_from_literal; full_citation_graph, graph.full.citation, make_full_citation_graph; full_graph, graph.full, make_full_graph; graph.lattice, lattice, make_lattice; graph.ring, make_ring, ring; graph.star, make_star, star; graph.tree, make_tree, tree\n\n##### Aliases\n• from_edgelist\n• graph.edgelist\n• graph_from_edgelist\n##### Examples\n# NOT RUN {\nel <- matrix( c(\"foo\", \"bar\", \"bar\", \"foobar\"), nc = 2, byrow = TRUE)\ngraph_from_edgelist(el)\n\n# Create a ring by hand\ngraph_from_edgelist(cbind(1:10, c(2:10, 1)))\n# }\n\nDocumentation reproduced from package igraph, version 1.0.1, License: GPL (>= 2)\n\n### Community examples\n\nLooks like there are no examples yet."
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.73811716,"math_prob":0.89582074,"size":1472,"snap":"2020-34-2020-40","text_gpt3_token_len":420,"char_repetition_ratio":0.1934605,"word_repetition_ratio":0.0093896715,"special_character_ratio":0.26086956,"punctuation_ratio":0.2904412,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9904714,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-09-18T21:06:16Z\",\"WARC-Record-ID\":\"<urn:uuid:debecf09-0f91-4009-b395-3984f878c0fc>\",\"Content-Length\":\"19828\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:c8b6ffdb-6807-460e-98c4-f2d7a4a793ea>\",\"WARC-Concurrent-To\":\"<urn:uuid:ae87234e-5b8a-4b4c-a5fa-a9eae9be864f>\",\"WARC-IP-Address\":\"54.82.134.23\",\"WARC-Target-URI\":\"https://www.rdocumentation.org/packages/igraph/versions/1.0.1/topics/graph_from_edgelist\",\"WARC-Payload-Digest\":\"sha1:37RS5BYA6VVLPW6JRI6YQVMZAZC4OOXV\",\"WARC-Block-Digest\":\"sha1:PEWQEFCCROOUBD2OOVCKUSOGW4J7PEZG\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-40/CC-MAIN-2020-40_segments_1600400188841.7_warc_CC-MAIN-20200918190514-20200918220514-00047.warc.gz\"}"} |
https://manual.q-chem.com/5.3/ex_InvCore.html | [
"# 7.13 Core Ionization Energies and Core-Excited States\n\nCore-level spectroscopy in Q-Chem 5.2 - Presented by Prof. Anna Krylov, USC\n\nIn experiments using high-energy radiation (such as X-ray spectroscopy, EXAFS, NEXAFS, XAS, XES, RIXS, REXS, etc) core electrons can be ionized or excited to low-lying virtual orbitals. There are several ways to compute ionization or excitation energies of core electrons in Q-Chem. Standard approaches for excited and ionized states need to be modified to tackle core-level states, because these states have very high energies and are embedded in the ionization continuum (i.e., they are Feshbach resonances838).\n\nA highly robust and accurate strategy is to invoke many-body methods, such as EOM or ADC, together with the core-valence separation (CVS) scheme142. In this approach, the excitations involving core electrons are decoupled from the rest of the configurational space. This allows one to reduce computational costs and decouple the highly excited core states from the continuum. These methods are described in Sections 7.10.6 and 7.11.4; CVS can also be deployed within TDDFT by using TRNSS (see Sections 7.3.2 and 7.13.1).\n\nAn alternative highly accurate approach for finding core-excitation energies of closed-shell molecules is to use the Restricted Open-Shell Kohn-Sham approach described in Section 7.7. ROKS is not systematically improvable like EOM or ADC methods, but is nonetheless quite accurate, with modern density functionals being capable of predicting excitation energies to $<0.5$ eV error333. The great strength of the ROKS approach is its computational efficiency—highly accurate results can be obtained for the same $O(N^{3})$ scaling as ground-state meta-GGAs, vs the $O(N^{6})$ scaling of EOM-CCSD or $O(N^{5})$ scaling of ADC(2). The basis set requirements of ROKS are also much more modest than wave function theories, with a mixed basis strategy being highly effective in practice. Details about using ROKS for core-excitations is supplied at 7.13.3.\n\nWithin EOM-CC formalism, one can also use an approximate EOM-EE/IP methods in which the target states are described by single excitations and double excitations are treated perturbatively; these methods are described in Section 7.10.12. While being moderately useful, these methods are less accurate than the CVS-EOM variants838.\n\nIn addition, one can use the $\\Delta E$ approach, which amounts to a simple energy difference calculation in which core ionization is computed from energy differences computed for the neutral and core-ionized state. It is illustrated by example 7.13 below.\n\nExample 7.118 Q-Chem input for calculating chemical shift for 1$s$-level of methane (CH${}_{4}$). The first job is just an SCF calculation to obtain the orbitals and CCSD energy of the neutral. The second job solves the HF and CCSD equations for the core-ionized state.\n\n$molecule 0,1 C 0.000000 0.000000 0.000000 H 0.631339 0.631339 0.631339 H -0.631339 -0.631339 0.631339 H -0.631339 0.631339 -0.631339 H 0.631339 -0.631339 -0.631339$end\n\n$rem EXCHANGE = HF CORRELATION = CCSD BASIS = 6-31G* MAX_CIS_CYCLES = 100$end\n\n@@@\n\n$molecule +1,2 C 0.000000 0.000000 0.000000 H 0.631339 0.631339 0.631339 H -0.631339 -0.631339 0.631339 H -0.631339 0.631339 -0.631339 H 0.631339 -0.631339 -0.631339$end\n\n$rem UNRESTRICTED = TRUE EXCHANGE = HF BASIS = 6-31G* MAX_CIS_CYCLES = 100 SCF_GUESS = read Read MOs from previous job and use occupied as specified below CORRELATION = CCSD MOM_START = 1 Do not reorder orbitals in SCF procedure!$end\n\n$occupied 1 2 3 4 5 2 3 4 5$end\n\n\nIn this job, we first compute the HF and CCSD energies of neutral CH${}_{4}$: $E_{\\rm SCF}=-40.1949062375$ and $E_{\\rm CCSD}=-40.35748087$ (HF orbital energy of the neutral gives the Koopmans IE, which is 11.210 hartree = 305.03 eV). In the second job, we do the same for core-ionized CH${}_{4}$. To obtain the desired SCF solution, MOM_START option and $occupied keyword are used. The resulting energies are $E_{\\rm SCF}=-29.4656758483$ ($\\langle{S}^{2}\\rangle$ = 0.7730) and $E_{\\rm CCSD}=-29.64793957$. Thus, $\\Delta E_{\\rm CCSD}=(40.357481-29.647940)=10.709$ hartree = 291.42 eV. This approach can be further extended to obtain multiple excited states involving core electrons by performing CIS, TDDFT, or EOM-EE calculations. Note: This approach often leads to convergence problems in correlated calculations. One can also use the following trick illustrated by example 7.13. Example 7.119 Q-Chem input for calculating chemical shift for 1$s$-level of methane (CH${}_{4}$) using EOM-IP. Here we solve SCF as usual, then reorder the MOs such that the core orbital becomes the “HOMO”, then solve the CCSD and EOM-IP equations with all valence orbitals frozen and the core orbital being active. $molecule\n0,1\nC 0.000000 0.000000 0.000000\nH 0.631339 0.631339 0.631339\nH -0.631339 -0.631339 0.631339\nH -0.631339 0.631339 -0.631339\nH 0.631339 -0.631339 -0.631339\n$end$rem\nEXCHANGE = HF\nBASIS = 6-31G*\nMAX_CIS_CYCLES = 100\nCORRELATION = CCSD\nCCMAN2 = false\nN_FROZEN_CORE = 4 Freeze all valence orbitals\nIP_STATES = [1,0,0,0] Find one EOM_IP state\n$end$reorder_mo\n5 2 3 4 1\n5 2 3 4 1\n\\$end\n\n\nHere we use EOM-IP to compute core-ionized states. Since core states are very high in energy, we use “frozen core” trick to eliminate valence ionized states from the calculation. That is, we reorder MOs such that our core is the last occupied orbital and then freeze all the rest. The so computed EOM-IP energy is 245.57 eV. From the EOM-IP amplitude, we note that this state of a Koopmans character (dominated by single core ionization); thus, canonical HF MOs provide good representation of the correlated Dyson orbital. The same strategy can be used to compute core-excited states.\n\nNote: The accuracy of this approach is rather poor and is similar to Koopmans’ approximation.\n\nFinally, one can use Koopmans’ theorem to compute the transitions involving core orbitals. While the direct application of Koopmans theorem yields rather large errors for core-ionized states and, consequently, the transitions involving these orbitals (such as in XES or XAS), there are certain tricks that can deliver considerably improved results. Within TDDFT, one can obtain reasonable estimates of the transitions between core and valence orbitals (as in XES) by simply using SRC functionals; this is illustrated by Example 7.13.2 below and discussed in Ref. 343 (the evaluation of energy loss spectra as in RIXS is also possible by using this feature together with MOM). The keywords NCORE_XES and NVAL_XES specify which transitions to compute.\n\nNote: This feature is only available with GEN_SCFMAN = FALSE .\n\nAnother approach of partial account of strong orbital relaxation is called transition potential (TP-)DFT.917, 970 This approach uses Kohn-Sham orbital eigenvalue differences to approximate core-level excitation energies, based on a Kohn-Sham calculation with partial occupations of the orbitals involved in the transitions. This can be justified based on a Taylor expansion in terms of the orbital occupations, as originally suggested by Slater.887\n\nNote: This is an experimental feature, only energies are currently implemented."
] | [
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https://techwhiff.com/learn/2-a-draw-the-scatter-plot-and-compute-the/271557 | [
"# 2. A. Draw the scatter plot and compute the predicted equation of the line using the...\n\n###### Question:",
null,
"2. A. Draw the scatter plot and compute the predicted equation of the line using the least square Regression line method. Show all the steps, do not just write the answer. X 0 1 3 4 7 Y 7 5 4 3 2\n\n#### Similar Solved Questions\n\n##### What is the product of the following SN2 reaction? NaCN Br CI Br CN CICN Br...\nWhat is the product of the following SN2 reaction? NaCN Br CI Br CN CICN Br CN (b) (a) (c) (d) A...\n##### Being an efficient structural engineer, suggest the most suitable structural system for 65 storey concrete building...\nBeing an efficient structural engineer, suggest the most suitable structural system for 65 storey concrete building in the region of Karachi Sea area against the extreme loading (Wind and Earthquake). It is mandatory for the structural engineer to satisfy the client for proposing suitable structural...\n##### How do you evaluate 8 - n if n = 3?\nHow do you evaluate 8 - n if n = 3?...\n##### Required information NOTE: This is a multi-part question. Once an answer is submitted, you ll be...\nRequired information NOTE: This is a multi-part question. Once an answer is submitted, you ll be unable to return to this part A 1-kg collar can slide on a horizontal rod, which is free to rotate about a vertical shaft. The collar is initially held at A by a cord attached to the shaft. A spring of c...\n##### Using these data from the comparative balance sheet of Ivanhoe Company, perform horizontal analysis. (If amount...\nUsing these data from the comparative balance sheet of Ivanhoe Company, perform horizontal analysis. (If amount and percentage are a decrease show the numbers as negative, e.g. -55,000, -20% or (55,000), (20%). Round percentages to 0 decimal places, e.g. 12%.) Increase or (Decrease) Dec. 31, 2022 De...\n##### 3. Consider the following neutralization reaction: HI+KOH → H2O +KI a) How many moles of HI...\n3. Consider the following neutralization reaction: HI+KOH → H2O +KI a) How many moles of HI are in a 100 ml solution with a pH of 1.22? b) How many moles of KOH are in 20 mL of a 0.15 M solution? c) If the solutions from A and B are mixed, how many moles of HI are remaining? d) What would be th...\n##### The population mean and standard deviation are given below. Find the indicated probability and determine whether...\nThe population mean and standard deviation are given below. Find the indicated probability and determine whether a sample mean in the given range below would be considered unusual. If convenient, use technology to find the probability For a sample of n 40, find the probability of a sample mean being...\n##### 2. on pH valutar v e project! APV Gemini, Inc., an all-equity firm, is considering an...\n2. on pH valutar v e project! APV Gemini, Inc., an all-equity firm, is considering an investment of $1.4 million that will be depreciated according to the straight-line method over its four-year life. The project is expected to generate earnings before taxes and depreciation of$502,000 per year for...\n##### You have a choice to hire a doctor that would be able to see 2184 patients...\nYou have a choice to hire a doctor that would be able to see 2184 patients annually with an annual salary of $180,000 or a Registered Nurse with an annual salary of$67,000 that would be able to see 1561 patients per year. All else equal, would you hire a Registered Nurse or a Doctor?...\n##### 17. 2A + B A2B+B A B 2AB K = 2.3 x 104 K= 4.7 x...\n17. 2A + B A2B+B A B 2AB K = 2.3 x 104 K= 4.7 x 10-2 a) What is the value of K for the reaction 2AB the equations add up 2A + 2B? You must show how b) What is the value of K for the reaction AB 2A +B?...\n##### FINANCIAL LEVERAGE EFFECTS Firms HL and LL are identical except for their financial leverage ratios and...\nFINANCIAL LEVERAGE EFFECTS Firms HL and LL are identical except for their financial leverage ratios and the interest rates they pay on debt. Each has $26 million in invested capital, has$3.9 million of EBIT, and is in the 40% federal-plus-state tax bracket. Firm HL, however, has a debt-to-capital r...\n##### ABX is estimating its WACC. The company has collected the following information:\nABX is estimating its WACC. The company has collected the following information:▪ Its capital structure consists of 40 percent debt and 60 percent common equity.▪ The company has 20-year bonds outstanding with a 9 percent annual coupon that are trading at par.▪ The company&rsq...\n##### -/8 points My Notes Ask Your Teacher Consider the circuit shown in the diagram below. The...\n-/8 points My Notes Ask Your Teacher Consider the circuit shown in the diagram below. The battery has a voltage V = 12.0 V and the resistors have the following values. R1 = 5.96 2; R2 = 11.92.2; R3 = 29.80 22; R4 = 17.882 How much current flows through each of the four resistors? 11- 14 = 0 Addition...\n##### Beef 4 capital goods and 2l Complete the following (approximate) possibilities for Emilon: a) 130 rice...\nBeef 4 capital goods and 2l Complete the following (approximate) possibilities for Emilon: a) 130 rice and to PP2? b) rice and 40 beef Which of the following pssibilities is Emilon capable of producing? c) 100 rice and 40 beef d) 70 rice and 35 beef 3. (LO 7) Table 1.14 shows the production possibil...\n##### Did I do it correct.. pls if it's not give me the right answers 3U1: Functions ule 2: Mathematical Modelling on...\ndid I do it correct.. pls if it's not give me the right answers 3U1: Functions ule 2: Mathematical Modelling on 10: Exponential Function Decay ct 2-Using Logs A bacterial culture triples every P hours. If the culture started with 13000 bacteria and there are 24000 after 2 hours, what is the val...\n##### Chapter 10 Homework Saved There is a town with exactly 5,000 residents. In the town, 50%...\nChapter 10 Homework Saved There is a town with exactly 5,000 residents. In the town, 50% of the residents are very good drivers and 50% are very bad drivers, but their auto insurance provider cannot tell who is a good driver and who is a bad driver. Good drivers spend an average of \\$200 per year in ..."
] | [
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"https://i.imgur.com/nXR8vEa.png",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8931401,"math_prob":0.95600945,"size":7025,"snap":"2022-40-2023-06","text_gpt3_token_len":1839,"char_repetition_ratio":0.10667996,"word_repetition_ratio":0.33843675,"special_character_ratio":0.2881139,"punctuation_ratio":0.16538462,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.97736645,"pos_list":[0,1,2],"im_url_duplicate_count":[null,1,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2022-09-25T01:01:00Z\",\"WARC-Record-ID\":\"<urn:uuid:6c104fe8-0554-40e5-a409-99b1c3e75286>\",\"Content-Length\":\"52215\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:3736fb96-c8c7-426f-84ad-0f02b7724ada>\",\"WARC-Concurrent-To\":\"<urn:uuid:d648246e-377a-401d-8b45-e92e92a04f3b>\",\"WARC-IP-Address\":\"172.67.177.68\",\"WARC-Target-URI\":\"https://techwhiff.com/learn/2-a-draw-the-scatter-plot-and-compute-the/271557\",\"WARC-Payload-Digest\":\"sha1:JLAXAHU5BZXKLX5OCTAQJYBMVAH5I3JB\",\"WARC-Block-Digest\":\"sha1:52DXIQJ366YZUI3BTB4WAQQWZAYFEMOQ\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2022/CC-MAIN-2022-40/CC-MAIN-2022-40_segments_1664030334332.96_warc_CC-MAIN-20220925004536-20220925034536-00201.warc.gz\"}"} |
https://www.quantiki.org/wiki/basic-concepts-quantum-computation | [
"# Basic concepts in quantum computation\n\n## Qubits, gates and networks\n\nConsider the two binary strings,\n\n011,\n\n111.\n\nThe first one can represent, for example, the number 3 (in binary) and the second one the number 7. In general three physical bits can be prepared in 23 = 8 different configurations that can represent, for example, the integers from 0 to 7. However, a register composed of three classical bits can store only one number at a given moment of time. Enter qubits and quantum registers:\n\nA qubit is a quantum system in which the Boolean states 0 and 1 are represented by a prescribed pair of normalised and mutually orthogonal quantum states labeled as {∣0⟩, ∣1⟩} Sch95. The two states form a computational basis' and any other (pure) state of the qubit can be written as a superposition α∣0⟩ + β∣1⟩ for some α and β such that α2 + ∣β2 = 1. A qubit is typically a microscopic system, such as an atom, a nuclear spin, or a polarised photon. A collection of n qubits is called a quantum register of size n.\n\nWe shall assume that information is stored in the registers in binary form. For example, the number 6 is represented by a register in state ∣1⟩ ⊗ ∣1⟩ ⊗ ∣0⟩. In more compact notation: a stands for the tensor product an − 1⟩ ⊗ ∣an − 2⟩…∣a1⟩ ⊗ ∣a0, where ai ∈ {0, 1}, and it represents a quantum register prepared with the value a = 20a0 + 21a1 + …2n − 1an − 1. There are 2n states of this kind, representing all binary strings of length n or numbers from 0 to 2n − 1, and they form a convenient computational basis. In the following a ∈ {0, 1}n (a is a binary string of length n) implies that a belongs to the computational basis.\n\nThus a quantum register of size three can store individual numbers such as 3 or 7,\n\n∣0⟩ ⊗ ∣1⟩ ⊗ ∣1⟩ ≡ ∣011⟩ ≡ ∣3⟩,\n\n∣1⟩ ⊗ ∣1⟩ ⊗ ∣1⟩ ≡ ∣111⟩ ≡ ∣7⟩,\n\nbut, it can also store the two of them simultaneously. For if we take the first qubit and instead of setting it to ∣0⟩ or ∣1⟩ we prepare a superposition $1/\\sqrt{2}\\left( |0\\rangle +|1\\rangle \\right)$ then we obtain\n\n$\\frac{1}{\\sqrt{2}}\\left( |0\\rangle +|1\\rangle \\right) \\otimes |1\\rangle \\otimes |1\\rangle \\equiv \\frac{1}{\\sqrt{2}}\\left( |011\\rangle +|111\\rangle \\right) ,$\n\n$\\equiv \\frac{1}{\\sqrt{2}}\\left( |3\\rangle +|7\\rangle \\right) .$\n\nIn fact we can prepare this register in a superposition of all eight numbers -- it is enough to put each qubit into the superposition $1/\\sqrt{2} \\left( |0\\rangle +|1\\rangle \\right) .$ This gives\n\n$\\frac{1}{\\sqrt{2}}\\left( |0\\rangle +|1\\rangle \\right) \\otimes \\frac{1}{\\sqrt{ 2}}\\left( |0\\rangle +|1\\rangle \\right) \\otimes \\frac{1}{\\sqrt{2}}\\left( |0\\rangle +|1\\rangle \\right) ,$\n\nwhich can also be written in binary as (ignoring the normalisation constant 2 − 3/2 ),\n\n∣000⟩ + ∣001⟩ + ∣010⟩ + ∣011⟩ + ∣100⟩ + ∣101⟩ + ∣110⟩ + ∣111⟩.\n\nor in decimal notation as\n\n∣0⟩ + ∣1⟩ + ∣2⟩ + ∣3⟩ + ∣4⟩ + ∣5⟩ + ∣6⟩ + ∣7⟩,\n\nor simply as\n\nx = 07x⟩.\n\nThese preparations, and any other manipulations on qubits, have to be performed by unitary operations. A quantum logic gate is a device which performs a fixed unitary operation on selected qubits in a fixed period of time and a quantum network is a device consisting of quantum logic gates whose computational steps are synchronised in time Deu89. The outputs of some of the gates are connected by wires to the inputs of others. The size of the network is the number of gates it contains.\n\nThe most common quantum gate is the Hadamard gate, a single qubit gate H performing the unitary transformation known as the Hadamard transform. It is defined as\n\nImage:../sites/default/files/wiki_images/6/62/Img44.png\n\nThe matrix is written in the computational basis {∣0⟩, ∣1⟩} and the diagram on the right provides a schematic representation of the gate H acting on a qubit in state x, with x = 0, 1.\n\nAnd here is a network, of size three, which affects the Hadamard transform on three qubits. If they are initially in state ∣000⟩ then the output is the superposition of all eight numbers from 0 to 7.\n\nImage:../sites/default/files/wiki_images/a/a6/Img49.png\n\nIf the three qubits are initially in some other state from the computational basis then the result is a superposition of all numbers from 0 to 7 but exactly half of them will appear in the superposition with the minus sign, for example,\n\nImage:../sites/default/files/wiki_images/7/71/Img50.png\n\nIn general, if we start with a register of size n in some state y ∈ {0, 1}n then\n\ny⟩ ↦ 2 − n/2x ∈ {0, 1}n( − 1)y ⋅ xx⟩,\n\nwhere the product of y = (yn − 1, …, y0) and x = (xn − 1, …, x0) is taken bit by bit:\n\ny ⋅ x = (yn − 1xn − 1 + …y1x1 + y0x0).\n\nWe will need another single qubit gate -- the phase shift gate \\phi defined as ∣ 0⟩ ↦ ∣ 0⟩ and ∣ 1⟩ ↦ eiϕ∣ 1⟩, or, in matrix notation,\n\nImage:../sites/default/files/wiki_images/4/4f/Img59.png\n\nThe Hadamard gate and the phase gate can be combined to construct the following network (of size four), which generates the most general pure state of a single qubit (up to a global phase),\n\nImage:../sites/default/files/wiki_images/2/27/Img60.png\n\nConsequently, the Hadamard and phase gates are sufficient to construct any unitary operation on a single qubit.\n\nThus the Hadamard gates and the phase gates can be used to transform the input state ∣0⟩∣0⟩...∣0⟩ of the n qubit register into any state of the type ∣Ψ1 ∣Ψ2⟩... ∣Ψn⟩, where ∣Ψi is an arbitrary superposition of ∣0⟩ and ∣1⟩. These are rather special n-qubit states, called the product states or the separable states. In general, a quantum register of size $n>1$ can be prepared in states which are not separable -- they are known as entangled states. For example, for two qubits (n = 2), the state\n\nα ∣00⟩ + β ∣01⟩ = ∣0⟩ ⊗ (α ∣0⟩ + β ∣1⟩)\n\nis separable, ∣Ψ1⟩ = ∣0⟩ and ∣Ψ2⟩ = α∣0⟩ + β∣1⟩, whilst the state\n\nα ∣00⟩ + β ∣11⟩ ≠ ∣Ψ1⟩ ⊗ ∣Ψ2\n\nis entangled (α, β ≠ 0), because it cannot be written as a tensor product.\n\nIn order to entangle two (or more qubits) we have to extend our repertoire of quantum gates to two-qubit gates. The most popular two-qubit gate is the controlled-NOT (C-NOT), also known as the XOR or the measurement gate. It flips the second (target) qubit if the first (control) qubit is ∣ 1⟩ and does nothing if the control qubit is ∣ 0⟩. The gate is represented by the unitary matrix\n\nImage:../sites/default/files/wiki_images/5/57/Img76.png\n\nwhere x, y = 0or 1 and ⊕ denotes XOR or addition modulo 2. If we apply the C-NOT to Boolean data in which the target qubit is ∣0⟩ and the control is either ∣0⟩ or ∣1⟩ then the effect is to leave the control unchanged while the target becomes a copy of the control, i.e.\n\nx⟩∣0⟩ ↦ ∣x⟩∣x⟩ x = 0, 1.\n\nOne might suppose that this gate could also be used to copy superpositions such as ∣Ψ⟩ = α ∣0⟩ + β ∣1⟩, so that\n\n∣Ψ⟩∣0⟩ ↦ ∣Ψ⟩∣Ψ⟩\n\nfor any ∣Ψ⟩. This is not so! The unitarity of the C-NOT requires that the gate turns superpositions in the control qubit into entanglement of the control and the target. If the control qubit is in a superposition state ∣Ψ⟩ = α∣0⟩ + β∣1⟩, \\noindent (α, β ≠ 0), and the target in ∣0⟩ then the C-NOT generates the entangled state\n\n(α∣0⟩ + β∣1⟩)∣0⟩ ↦ α∣00⟩ + β∣11⟩.\n\nLet us notice in passing that it is impossible to construct a universal quantum cloning machine effecting the transformation in Eq.(\\ref{cloning}), or even the more general\n\n∣Ψ⟩∣0⟩∣W⟩ ↦ ∣Ψ⟩∣Ψ⟩∣W\n\nwhere W refers to the state of the rest of the world and ∣Ψ⟩ is any quantum state WZ82. To see this take any two normalised states ∣Ψ⟩ and ∣Φ⟩ which are non-identical (∣⟨Φ∣Ψ⟩∣ ≠ 1) and non-orthogonal (⟨Φ∣Ψ⟩ ≠ 0 ), and run the cloning machine,\n\n∣Ψ⟩∣0⟩∣W⟩ ↦ ∣Ψ⟩∣Ψ⟩∣W\n\n∣Φ⟩∣0⟩∣W⟩ ↦ ∣Φ⟩∣Φ⟩∣W′′\n\nAs this must be a unitary transformation which preserves the inner product hence we must require\n\n⟨Φ∣Ψ⟩ = ⟨Φ∣Ψ⟩2WW′′\n\nand this can only be satisfied when ∣⟨Φ∣Ψ⟩∣ = 0 or 1, which contradicts our assumptions. Thus states of qubits, unlike states of classical bits, cannot be faithfully cloned. This leads to interesting applications, quantum cryptography being one such.\n\nAnother common two-qubit gate is the controlled phase shift gate B(ϕ) defined as\n\nImage:../sites/default/files/wiki_images/d/d7/Img99.png\n\nAgain, the matrix is written in the computational basis {∣00⟩, ∣01⟩, ∣10⟩, ∣11⟩} and the diagram on the right shows the structure of the gate.\n\nMore generally, these various 2-qubit controlled gates are all of the form controlled-U, for some single-qubit unitary transformation U. The controlled-U gate applies the identity transformation to the auxiliary (lower) qubit when the control qubit is in state ∣0⟩ and applies an arbitrary prescribed U when the control qubit is in state ∣1⟩. The gate maps ∣0⟩∣y to ∣0⟩∣y and ∣1⟩∣y to ∣1⟩(Uy⟩), and is graphically represented as\n\nImage:../sites/default/files/wiki_images/4/46/Img106.png\n\nThe Hadamard gate, all phase gates, and the C-NOT, form an infinite universal set of gates i.e. if the C-NOT gate as well as the Hadamard and all phase gates are available then any n-qubit unitary operation can be simulated exactly with O(4nn) such gates BBC95. (Here and in the following we use the asymptotic notation -- O(T(n)) means bounded above by cT(n) for some constant $c>0$ for sufficiently large n.) This is not the only universal set of gates. In fact, almost any gate which can entangle two qubits can be used as a universal gate BDEJ95,Llo95. Mathematically, an elegant choice is a pair of the Hadamard and the controlled-V (C-V) where V is described by the unitary matrix\n\nImage:../sites/default/files/wiki_images/8/80/Img112.png\n\n$$V|0\\rangle=\\begin{pmatrix} 1& 0 \\\\ 0 &i\\\\ \\end{pmatrix}\\begin{pmatrix} 1 \\\\ 0 \\\\ \\end{pmatrix}=\\begin{pmatrix} 1 \\\\ 0 \\\\ \\end{pmatrix}=|0\\rangle$$\n\n$$V|1\\rangle=\\begin{pmatrix} 1 &0 \\\\ 0 & i\\\\ \\end{pmatrix}\\begin{pmatrix} 0 \\\\ 1 \\\\ \\end{pmatrix}=\\begin{pmatrix} 0 \\\\ i \\\\ \\end{pmatrix}=i|1\\rangle$$\nThe two gates form a finite universal set of gates -- networks containing only a finite number of these gates can approximate any unitary transformation on two (and more) qubits. More precisely, if U is any two-qubit gate and $\\varepsilon >0$ then there exists a quantum network of size O(logd(1/ɛ)) (where d is a constant) consisting of only H and C-V gates which computes a unitary operation U that is within distance ɛ from USol99. The metric is induced by the Euclidean norm - we say that U is within distance ɛ from U if there exists a unit complex number λ (phase factor) such that ∣∣U − λU∣∣ ≤ ɛ. Thus if U is substituted for U in a quantum network then the final state xαxx approximates the final state of the original network xαxx as follows: $\\sqrt{ \\sum_{x}|\\lambda \\alpha _{x}^{\\prime }-\\alpha _{x}|^{2}}\\leq \\varepsilon$. The probability of any specified measurement outcome on the final state is affected by at most ɛ.\n\nA quantum computer will be viewed here as a quantum network (or a family of quantum networks)and quantum computation is defined as a unitary evolution of the network which takes its initial state \"input\" into some final state \"output\". We have chosen the network model of computation, rather than Turing machines, because it is relatively simple and easy to work with and because it is much more relevant when it comes to physical implementation of quantum computation.\n\n## Quantum arithmetic and function evaluations\n\nLet us now describe how quantum computers actually compute, how they add and multiply numbers, and how they evaluate Boolean functions by means of unitary operations. Here and in the following we will often use the modular arithmetic HW79. Recall that\n\n$a\\bmod{b}$\n\ndenotes the remainder obtained by dividing integer b into integer a, which is always a number less than b. Basically $a=b\\bmod n$ if a = b + kn for some integer k. This is expressed by saying that a is congruent to b modulo n or that b is the residue of a modulo n. For example, $1\\bmod 7=8\\bmod 7=15\\bmod 7=50\\bmod 7=1$. Modular arithmetic is commutative, associative, and distributive.\n\n$(a\\pm b)\\bmod n =((a\\bmod n)\\pm (b\\bmod n))\\bmod n$\n\n$(a\\times b)\\bmod n =((a\\bmod n)\\times (b\\bmod n))\\bmod n$\n\n$(a\\times (b+c))\\bmod n =(((a b)\\bmod n+((a c)\\bmod n))\\bmod n$\n\nThus, if you need to calculate, say, $3^8\\bmod 7$ do not use the naive approach and perform seven multiplications and one huge modular reduction. Instead, perform three smaller multiplications and three smaller reductions,\n\n$((3^2\\bmod 7)^2\\bmod 7)^2\\bmod 7 = (2^2\\bmod 7)^2\\bmod 7=16 \\bmod 7= 2.$\n\nThis kind of arithmetic is ideal for computers as it restricts the range of all intermediate results. For l-bit modulus n, the intermediate results of any addition, subtraction or multiplication will not be more than 2l bits long. In quantum registers of size n, addition modulo 2n is one of the most common operations; for all x ∈ {0, 1}n and for any a ∈ {0, 1}n,\n\n$|x\\rangle\\mapsto|(x+a)\\bmod 2^n\\rangle$\n\nis a well defined unitary transformation.\n\nThe tricky bit in the modular arithmetic is the inverse operation, and here we need some basic number theory. An integer a ≥ 2 is said to be prime if it is divisible only by 1 and a (we consider only positive divisors). Otherwise, a is called composite. The greatest common divisor of two integers a and b is the greatest positive integer d denoted d = gcd(a, b) that divides both a and b. Two integers a and b are said to be coprime or relatively prime if gcd(a, b) = 1. Given two integers a and n that are coprime, it can be shown that there exists an unique integer d ∈ {0, …, n − 1} such that $a d=1\\bmod n$ HW79. The integer d is called ''inverse modulo '' n of a, and denoted a − 1. For example, modulo 7 we find that $3^{-1}=5 \\bmod n$, since $3 \\times 5 = 15 = 2\\times 7 +1=1 \\bmod 7$. This bizarre arithmetic and the notation is due to Karl Friedrich Gauss (1777-1855). It was first introduced in his Disquistiones Arithmeticae in 1801.\n\nIn quantum computers addition, multiplication, and any other arithmetic operation have to be embedded in unitary evolution. We will stick to the Hadamard and the controlled-V (C-V), and use them as building blocks for all other gates and eventually for quantum adders and multipliers.\n\nIf we apply C-V four times we get identity, so any three subsequent applications of C-V give the inverse of C-V, which will be called C-V † . Now, if we have a couple of the C-V gates and a couple of the Hadamard gates we can build the C-NOT as follows\n\nImage:../sites/default/files/wiki_images/c/c4/Img151.png\n\n$$|0\\rangle|0\\rangle\\to|0\\rangle{1\\over\\sqrt{2}}(|0\\rangle+|1\\rangle)\\to|0\\rangle{1\\over\\sqrt{2}}(|0\\rangle+|1\\rangle)\\to|0\\rangle|0\\rangle,$$\n\n$$|0\\rangle|1\\rangle\\to|0\\rangle{1\\over\\sqrt{2}}(|0\\rangle-|1\\rangle)\\to|0\\rangle{1\\over\\sqrt{2}}(|0\\rangle-|1\\rangle)\\to|0\\rangle|1\\rangle,$$\n\n$$|1\\rangle|0\\rangle\\to|1\\rangle{1\\over\\sqrt{2}}(|0\\rangle+i|1\\rangle)\\to|1\\rangle{1\\over\\sqrt{2}}(|0\\rangle+i^2|1\\rangle)=|1\\rangle{1\\over\\sqrt{2}}(|0\\rangle-|1\\rangle)\\to|1\\rangle|1\\rangle,$$\n\n$$|1\\rangle|1\\rangle\\to|1\\rangle{1\\over\\sqrt{2}}(|0\\rangle-i|1\\rangle)\\to|1\\rangle{1\\over\\sqrt{2}}(|0\\rangle-i^2|1\\rangle)\\to|1\\rangle|0\\rangle.$$\nA single qubit operation NOT can be performed via a C-NOT gate if the control qubit is set to ∣1⟩ and viewed as an auxiliary qubit. This is not to say that we want to do it in practice. The C-NOT gate is much more difficult to build than a single qubit NOT. Right now we are looking into the mathematical structure of quantum Boolean networks and do not care about practicalities. Our two elementary gates also allow us to construct a very useful gate called the controlled-controlled-NOT gate (c2-NOT) or the Toffoli gate Tof81. The construction is given by the following network,\n\nImage:../sites/default/files/wiki_images/7/75/Toffoli.PNG\n\nImage:../sites/default/files/wiki_images/3/3c/Img153.png\n\n$|110\\rangle\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle+|1\\rangle)\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle+i|1\\rangle)\\to|10\\rangle{1\\over \\sqrt{2}}(|0\\rangle+i|1\\rangle)\\to|10\\rangle{1\\over \\sqrt{2}}(|0\\rangle+i|1\\rangle)\\to$ $\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle+|1\\rangle)\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle+i^2|1\\rangle)=|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle+|1\\rangle)\\to|111\\rangle.$\n\n$|111\\rangle\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle-|1\\rangle)\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle-i|1\\rangle)\\to|10\\rangle{1\\over \\sqrt{2}}(|0\\rangle-i|1\\rangle)\\to|10\\rangle{1\\over \\sqrt{2}}(|0\\rangle-i|1\\rangle)\\to$ $\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle-i|1\\rangle)\\to|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle-i^2|1\\rangle)=|11\\rangle{1\\over \\sqrt{2}}(|0\\rangle+|1\\rangle)\\to|110\\rangle.$\n\nThis gate has two control qubits (the top two wires on the diagram) and one target qubit which is negated only when the two controls are in the state ∣1⟩∣1⟩. The c2-NOT gate gives us the logical connectives we need for arithmetic. If the target is initially set to ∣0⟩ the gate acts as a reversible AND gate - after the gate operation the target becomes the logical AND of the two control qubits.\n\nx1, x2⟩∣0⟩ ↦ ∣x1, x2⟩∣x1 ∧ x2\n\nOnce we have in our repertoire operations such as NOT, AND, and C-NOT, all of them implemented as unitary operations, we can, at least in principle, evaluate any Boolean function {0, 1}n → {0, 1}m which map n bits of input into m bits of output. A simple concatenation of the Toffoli gate and the C-NOT gives a simplified quantum adder, shown below, which is a good starting point for constructing full adders, multipliers and more elaborate networks.\n\nImage:../sites/default/files/wiki_images/a/ab/Img161.png\n\nWe can view the Toffoli gate and the evolution given by Eq.~(\\ref{andgate}) as a quantum implementation of a Boolean function f : {0, 1}2 → {0, 1} defined by f(x1, x2) = x1 ∧ x2. The operation AND is not reversible, so we had to embed it in the reversible operation c2-NOT. If the third bit is initially set to 1 rather than 0 then the value of x1 ∧ x2 is negated. In general we write the action of the Toffoli gate as the function evaluation,\n\n$|x_1,x_2\\rangle|y\\rangle\\mapsto|x_1,x_2\\rangle|(y+(x_1\\wedge x_2))\\bmod 2\\rangle.$\n\nThis is how we compute any Boolean function {0, 1}n → {0, 1}m on a quantum computer. We require at least two quantum registers; the first one, of size n, to store the arguments of f and the second one, of size n, to store the values of f. The function evaluation is then a unitary evolution of the two registers,\n\n$|x,y\\rangle \\mapsto |x,(y+f(x))\\bmod 2^{m}\\rangle .$\n\nfor any y ∈ {0, 1}m. (In the following, if there is no danger of confusion, we may simplify the notation and omit the $\\bmod{}$ suffix.)\n\nFor example, a network computing f : {0, 1}2 → {0, 1}3 such that f(x) = x2 acts as follows\n\n∣00⟩∣000⟩ ↦ ∣00⟩∣000⟩, ∣10⟩∣000⟩ ↦ ∣10⟩∣100⟩\n\n∣01⟩∣000⟩ ↦ ∣01⟩∣001⟩, ∣11⟩∣000⟩ ↦ ∣11⟩∣001⟩\n\nwhich can be written as\n\n$|x,0\\rangle \\mapsto |x,x^{2}\\bmod 8\\rangle ,$\n\ne.g. $3^2\\bmod 2^3=1$ which explains why ∣11⟩∣000⟩ ↦ ∣11⟩∣001⟩.\n\nIn fact, for these kind of operations we also need a third register with the so-called working bits which are set to zero at the input and return to zero at the output but which can take non-zero values during the computation.\n\nWhat makes quantum function evaluation really interesting is its action on a superposition of different inputs x, for example, xx, 0⟩ ↦ ∑xx, f(x)⟩ produces f(x) for all x in a single run. The snag is that we cannot get them all from the entangled state xx, f(x)⟩ because any bit by bit measurement on the first register will yield one particular value x ∈ {0, 1}n and the second register will then be found with the value f(x) ∈ {0, 1}m.\n\n## Algorithms and their complexity\n\nIn order to solve a particular problem, computers, be it classical or quantum, follow a precise set of instructions that can be mechanically applied to yield the solution to any given instance of the problem. A specification of this set of instructions is called an algorithm. Examples of algorithms are the procedures taught in elementary schools for adding and multiplying whole numbers; when these procedures are mechanically applied, they always yield the correct result for any pair of whole numbers. Any algorithm can be represented by a family of Boolean networks (N1, N2, N3, ...), where the network Nn acts on all possible input instances of size n bits. Any useful algorithm should have such a family specified by an example network Nn and a simple rule explaining how to construct the network Nn + 1 from the network Nn. These are called uniform families of networks Pap94.\\footnote{This means that the network model is not a self-contained model of computation. We need an algorithm, a Turing machine, which maps each n into an explicit description of Nn.}\n\nThe quantum Hadamard transform defined by Eq.(\\ref{Had}) has a uniform family of networks whose size is growing as n with the number of input qubits. Another good example of a uniform family of networks is the quantum Fourier transform (QFT) Cop94 defined in the computational basis as the unitary operation\n\n$|y\\rangle\\mapsto 2^{-n/2} \\sum_x e^{i \\frac{2\\pi}{2^n} yx}|x\\rangle,$\n\nSuppose we want to construct such a unitary evolution of n qubits using our repertoire of quantum logic gates. We can start with a single qubit and notice that in this case the QFT is reduced to applying a Hadamard gate. Then we can take two qubits and notice that the QFT can be implemented with two Hadamard gates and the controlled phase shift B(π) in between. Progressing this way we can construct the three qubit QFT and the four qubit QFT, whose network looks like this:\n\nImage:../sites/default/files/wiki_images/5/50/Img191.png\n\n(N.B. there are three different types of the B(ϕ) gate in the network above: B(π), B(π/2) and B(π/4).)\n\nThe general case of n qubits requires a trivial extension of the network following the same sequence pattern of gates H and B. The QFT network operating on n qubits contains n Hadamard gates H and n(n − 1)/2 phase shifts B, in total n(n + 1)/2 elementary gates.\n\nThe big issue in designing algorithms or their corresponding families of networks is the optimal use of physical resources required to solve a problem. Complexity theory is concerned with the inherent cost of computation in terms of some designated elementary operations, memory usage, or network size. An algorithm is said to be fast or efficient if the number of elementary operations taken to execute it increases no faster than a polynomial function of the size of the input. We generally take the input size to be the total number of bits needed to specify the input (for example, a number N requires log2N bits of binary storage in a computer). In the language of network complexity - an algorithm is said to be efficient if it has a uniform and polynomial-size network family (O(nd) for some constant d)Pap94. For example, the quantum Fourier transform can be performed in an efficient way because it has a uniform family of networks whose size grows only as a quadratic function of the size of the input, i.e. O(n2). Changing from one set of gates to another, e.g. constructing the QFT out of the Hadamard and the controlled-V gates with a prescribed precision ε, can only affect the network size by a multiplicative constant which does not affect the quadratic scaling with n. Thus the complexity of the QFT is O(n2) no matter which set of adequate gates we use. Problems which do not have efficient algorithms are known as hard problems.\n\nElementary arithmetic operations taught at schools, such as long addition, multiplication or division of bitnumbersrequire < math > O(n2) operations. For example, to multiply x = (xn − 1...x1x0) and y = (yn − 1...y1y0) we successively multiply y by x0, x1 and so on, shift, and then add the result. Each multiplication of y by xk takes about n single bit operations, the addition of the n products takes of the order of n2 bit operations, which adds to the total O(n2) operations. Knowing the complexity of elementary arithmetic one can often assess the complexity of other algorithms. For example, the greatest common divisor of two integers x and $y can be found using Euclid's algorithm; the oldest nontrivial algorithm which has been known and used since 300 BC.\\footnote{This truly classical' algorithm is described in Euclid's ''Elements'', the oldest Greek treatise in mathematics to reach us in its entirety. Knuth (1981) provides an extensive discussion of various versions of Euclid's algorithm.} First divide [itex]x$ by y obtaining remainder r1 Then divide y by r1 obtaining remainder r2 then divide r1 by r2 obtaining remainder r3 etc., until the remainder is zero. The last non-zero remainder is gcd(x, y) because it divides all previous remainders and hence also x and y (it is obvious from the construction that it is the greatest common divisor). For example, here is a sequence or remainders (rj, rj + 1) when we apply Euclid's algorithm to compute gcd(12378, 3054) = 6 (12378,3054), (3054,162), (162, 138), (138, 24), (24, 18), (18,6), (6,0). What is the complexity of this algorithm? It is easy to see that the largest of the two numbers is at least halved every two steps, so every two steps we need one bit less to represent the number, and so the number of steps is at most 2n where n is the number of bits in the two integers. Each division can be done with at most O(n2) operations hence the total number of operations is O(n3)\n\nThere are basically three different types of Boolean networks: classical deterministic, classical probabilistic, and quantum. They correspond to, respectively, deterministic, randomised, and quantum algorithms.\n\nClassical deterministic networks are based on logical connectives such as AND, OR, and NOT and are required to always deliver correct answers. If a problem admits a deterministic uniform network family of polynomial size, we say that the problem is in the class PPap94.\n\nProbabilistic networks have additional coin flip\" gates which do not have any inputs and emit one uniformly-distributed random bit when executed during a computation. Despite the fact that probabilistic networks may generate erroneous answers they may be more powerful than deterministic ones. A good example to highlight the difference between probabilistic and deterministic algorithms used to be primality testing -- given an nbit number x decide whether or not x is prime. The Solovay-Strassen SS77 probabilistic algorithm for primality testing runs in time O(n3log(1/ε)) where ε is the desired probability of error.\n\nThe log(1/ε) part can be explained as follows. Imagine a probabilistic network that solves a decision problem~\\footnote{A decision problem is a problem that admits only two answers: YES or NO} and that errs with probability smaller than $\\frac{1}{2}+\\delta$ for fixed $\\delta>0$ If you run r of these networks in parallel (so that the size of the overall network is increased by factor r and then use the majority voting for the final YES or NO answer your overall probability of error will bounded by ε = exp( − δ2r) (This follows directly from the Chernoff bound- see for instance, MR95 Hence r is of the order log(1/ε) If a problem admits such a family of networks then we say the problem is in the class BPP (stands for bounded-error probabilistic polynomial\")Pap94\n\nFor a long time there was no deterministic polynomial time algorithm for primality. But Agrawal, Kayal, and Saxena in 2002 AKS02 gave a (n12) time deterministic algorithm, which was later improved by Lenstra and Pomerance in 2005 LP05 to (n6). Still there is a significant gap between the performance of the best deterministic and probabilistic algorithms for this problem.\n\nA more dramatic example is polynomial identity testing -- given an arithmetic circuit, decide whether it computes the zero polynomial. It is easy to decide using randomness: choose each input at random from an appropriately chosen set S and evaluate the circuit. If it is nonzero, you have found a witness that the polynomial is nonzero. If it evaluates to zero, then either it is the zero polynomial, or it's not and you were unlucky enough to choose a root, the probability of which can be bounded by the Schwartz-Zippel lemma which states that if the polynomial has degree d, the probability of choosing a root is ≤ d/∣S. By choosing S∣ = 2d and iterating log(1/ε) times, we can decrease the error to ε.\n\nBy contrast, it was shown by Kabanets and Impagliazzo in 2004 KI04 that polynomial identity testing is so hard to derandomize that exhibiting even a nondeterministic subexponential time algorithm for it (i.e. taking time 2εn for arbitrarily small ε) would yield a superpolynomial arithmetic circuit lower bound (i.e. demonstrate a problem that could not be solved by any arithmetic circuit of polynomial size). Such circuit lower bounds are a holy grail of complexity theory and have not been found despite enormous effort. Thus we may interpret the result as saying that derandomizing polynomial identity testing would be a breakthrough not to be expected soon.\n\nLast but not least we have quantum algorithms, or families of quantum networks, which are more powerful than their probabilistic counterparts. The example here is the factoring problem -- given an nbit number x find a list of prime factors of x The smallest known uniform probabilistic network family which solves the problem is of size $O(2^{d\\sqrt{n\\log n}})$ One reason why quantum computation is such a fashionable field today is the discovery, by Peter Shor, of a uniform family of quantum networks of O(n2loglognlog(1/ε)) in size, that solve the factoring problem Sho94. If a problem admits a uniform quantum network family of polynomial size that for any input gives the right answer with probability larger than $\\frac{1}{2}+\\delta$ for fixed $\\delta>0$ then we say the problem is in the class BQP (stands for bounded-error quantum probabilistic polynomial\").\n\nWe have\n\nP ⊆ BPP ⊆ BQP\n\nQuantum networks are potentially more powerful because of multiparticle quantum interference, an inherently quantum phenomenon which makes the quantum theory radically different from any classical statistical theory.\n\nRichard Feynman Fey82 was the first to anticipate the unusual power of quantum computers. He observed that it appears to be impossible to simulate a general quantum evolution on a classical probabilistic computer in an {\\em efficient} way i.e. any classical simulation of quantum evolution appears to involve an exponential slowdown in time as compared to the natural evolution since the amount of information required to describe the evolving quantum state in classical terms generally grows exponentially in time. However, instead of viewing this fact as an obstacle, Feynman regarded it as an opportunity. Let us then follow his lead and try to construct a computing device using inherently quantum mechanical effects.\n\n## From interferometers to computers\n\nA single particle interference in the Mach-Zehnder interferometer works as follows. A particle, in this case a photon, impinges on a beam-splitter (BS1), and, with some probability amplitudes, propagates via two different paths to another beam-splitter (BS2) which directs the particle to one of the two detectors. Along each path between the two beam-splitters, is a phase shifter (PS).\n\nImage:../sites/default/files/wiki_images/3/30/Img233.png\n\nIf the lower path is labeled as state ∣ 0⟩ and the upper one as state ∣ 1⟩ then the particle, initially in path ∣ 0⟩ undergoes the following sequence of transformations\n\n$\\left| \\,0\\right\\rangle \\mapsto \\frac{ 1}{\\sqrt{2}}\\left( \\left| \\,0\\right\\rangle +\\left| \\,1\\right\\rangle \\right) \\mapsto \\frac{1}{\\sqrt{2}}(e^{i\\phi _{0}}\\left| \\,0\\right\\rangle +e^{i\\phi _{1}}\\left| \\,1\\right\\rangle )$\n\n$= e^{i\\frac{\\phi _{0}+\\phi _{1}}{2}}\\frac{1}{\\sqrt{2}}(e^{i\\frac{\\phi _{0}-\\phi _{1}}{2} }\\left| \\,0\\right\\rangle +e^{i\\frac{-\\phi _{0}+\\phi _{1}}{2}}\\left| \\,1\\right\\rangle )$\n\n$\\mapsto e^{i\\frac{\\phi _{1}+\\phi _{2} }{2}}(\\cos \\frac{1}{2}(\\phi _{0}-\\phi _{1})\\left| \\,0\\right\\rangle +i\\sin \\frac{1}{2}(\\phi _{0}-\\phi _{1})\\left| \\,1\\right\\rangle ),$\n\nwhere ϕ0 and ϕ1 are the settings of the two phase shifters and the action of the beam-splitters is defined as\n\n$\\left| \\,0\\right\\rangle {\\mapsto }\\frac{1}{\\sqrt{2}} (\\left| \\,0\\right\\rangle +\\left| \\,1\\right\\rangle ),\\quad \\left| \\,1\\right\\rangle {\\mapsto }\\frac{1}{\\sqrt{2}} (\\left| \\,0\\right\\rangle -\\left| \\,1\\right\\rangle ).$\n\n(We have ignored the phase shift in the reflected beam.) The global phase shift $e^{i\\frac{\\phi _{0}+\\phi _{0}}{2}}$ is irrelevant as the interference pattern depends on the difference between the phase shifts in different arms of the interferometer. The phase shifters in the two paths can be tuned to effect any prescribed relative phase shift ϕ = ϕ0 − ϕ1 and to direct the particle with probabilities \\begin{array}{lcl} P_{0} &=& \\cos ^{2}\\left( \\frac{\\phi }{2}\\right) =\\frac{1}{2}\\left( 1+\\cos\\phi \\right) \\\\ P_{1} &=& \\sin ^{2}\\left( \\frac{\\phi }{2}\\right) =\\frac{1}{2}\\left( 1-\\cos\\phi \\right) \\end{array} respectively to detectors 0'' and 1''.\n\nThe roles of the three key ingredients in this experiment are clear. The first beam splitter prepares a superposition of possible paths, the phase shifters modify quantum phases in different paths and the second beam-splitter combines all the paths together erasing all information about which path was actually taken by the particle between the two beam-splitters. This erasure is very important as we shall see in a moment.\n\nNeedless to say, single particle interference experiments are not restricted to photons. One can go for a different hardware'' and repeat the experiment with electrons, neutrons, atoms or even molecules. When it comes to atoms and molecules both external and internal degrees of freedom can be used.\n\nAlthough single particle interference experiments are worth discussing in their own right, here we are only interested in their generic features simply because they are all isomorphic'' and once you know and understand one of them you, at least for our purposes, understand them all (modulo experimental details, of course). Let us now describe any single particle interference experiment in more general terms. It is very convenient to view this experiment in a diagramatic way as a quantum network with three quantum logic gates CEMM98. The beam-splitters will be now called the Hadamard gates and the phase shifters the phase shift gates. In particular any single particle quantum interference can be represented by the following simple network,\n\nImage:../sites/default/files/wiki_images/a/a0/Img249.png\n\nIn order to make a connection with a quantum function evaluation let us now describe an alternative construction which simulates the action of the phase shift gate. This construction introduces a phase factor ϕ using a controlled-U gate. The phase shift ϕ is computed'' with the help of an auxiliary qubit in a prescribed state ∣ u such that U∣ u⟩ = eiϕ∣ u\n\nImage:../sites/default/files/wiki_images/1/17/Img253.png\n\nIn our example, shown above, we obtain the following sequence of transformations on the two qubits\n\n$\\left | \\, 0 \\right \\rangle\\left | \\, u \\right \\rangle \\mapsto \\frac{1}{\\sqrt 2}(\\left | \\, 0 \\right \\rangle + \\left | \\, 1 \\right \\rangle)\\left | \\, u \\right \\rangle \\mapsto \\frac{1}{\\sqrt 2}(\\left | \\, 0 \\right \\rangle + e^{i\\phi}\\left | \\, 1 \\right \\rangle) \\left | \\, u \\right \\rangle$\n\n$\\mapsto (\\cos\\frac{\\phi }{2}\\left | \\, 0 \\right \\rangle + i \\sin \\frac{\\phi }{2}\\left | \\, 1 \\right \\rangle) \\left | \\, u \\right \\rangle.$\n\nWe note that the state of the auxiliary qubit ∣ u being an eigenstate of U is not altered along this network, but its eigenvalue eiϕ is kicked back'' in front of the ∣ 1⟩ component in the first qubit. The sequence (\\ref{sequ}) is the exact simulation of the Mach-Zehnder interferometer and, as we shall see later on, the kernel of quantum algorithms.\n\nSome of the controlled-U operations are special - they represent quantum function evaluations! Indeed, a unitary evolution which computes f : {0, 1}n ↦ {0, 1}m\n\n$|x\\rangle|y\\rangle\\mapsto|x\\rangle|(y+f(x))\\bmod 2^m\\rangle,$\n\nis of the controlled-U type. The unitary transformation of the second register, specified by\n\n$|y\\rangle\\mapsto|(y+f(x))\\bmod 2^m\\rangle,$\n\ndepends on x -- the state of the first register. If the initial state of the second register is set to\n\n$\\left| \\,u\\right\\rangle = \\frac{1}{2^{m/2}} \\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}}y\\right) |y\\rangle,$\n\nby applying the QFT to the state ∣111...1⟩ then the function evaluation generates\n\n\\begin{array}{lcl} |x> \\left|\\,u\\right> &=& \\frac{1}{2^{m/2}}|x> \\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}}y\\right) |y> \\\\ &\\mapsto& \\frac{1}{2^{m/2}}|x> \\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}}y\\right) \\left|f(x)+y\\right>\\\\ &=& \\frac{e^{ \\frac{2\\pi i}{2^{m}}f(x) }}{2^{m/2}}|x> \\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}}(f(x)+y)\\right)\\left|f(x)+y\\right> \\\\ &=& \\frac{e^{ \\frac{2\\pi i}{2^{m}}f(x) }}{2^{m/2}}|x> \\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}}y\\right)|y> \\\\ &=& e^{\\frac{2\\pi i}{2^{m}}f(x)} |x> \\left|\\,u\\right> , \\end{array}\n\nwhere we have relabelled the summation index in the sum containing 2m terms\n\n$\\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}}(f(x)+y)\\right) |f(x)+y\\rangle =\\sum_{y=0}^{2^{m}-1}\\exp \\left( -\\frac{2\\pi i}{2^{m}} y\\right) |y\\rangle .$\n\nAgain, the function evaluation effectively introduces the phase factors in front of the x terms in the first register.\n\n$|x\\rangle \\left| \\,u\\right\\rangle \\mapsto \\exp \\left( \\frac{2\\pi i}{2^{m} }f(x)\\right) |x\\rangle \\left| \\,u\\right\\rangle$\n\nPlease notice that the resolution in $\\phi (x)=\\frac{2\\pi }{2^{m}}f(x)$ is determined by the size m of the second register. For m = 1 we obtain ϕ(x) = πf(x) i.e. the phase factors are ( − 1)f(x) Let us see how this approach explains the internal working of quantum algorithms.\n\n## The first quantum algorithms\n\nThe first quantum algorithms showed advantages of quantum computation without referring to computational complexity measured by the scaling properties of network sizes. The computational power of quantum interference was discovered by counting how many times certain Boolean functions have to be evaluated in order to find the answer to a given problem. Imagine a black box\" (also called an oracle) computing a Boolean function and a scenario in which one wants to learn about a given property of the Boolean function but has to pay for each use of the black box\" (often referred to as a query). The objective is to minimise number of queries.\n\nConsider, for example, a black box\" computing a Boolean function f : {0, 1} ↦ {0, 1} There are exactly four such functions: two constant functions (f(0) = f(1) = 0 and f(0) = f(1) = 1 and two balanced'' functions (f(0) = 0, f(1) = 1 and f(0) = 1, f(1) = 0 The task is to deduce, by queries to the black box\", whether f is constant or balanced (in other words, whether f(0) and f(1) are the same or different).\n\nClassical intuition tells us that we have to evaluate both f(0) and f(1) which involves evaluating f twice (two queries). We shall see that this is not so in the setting of quantum information, where we can solve this problem with a single function evaluation (one query), by employing an algorithm that has the same mathematical structure as the Mach-Zehnder interferometer. The quantum algorithm that accomplishes this is best represented as the quantum network shown below, where the middle operation is the black box\" representing the function evaluation CEMM98.\n\nImage:../sites/default/files/wiki_image/img286.png\n\nThe initial state of the qubits in the quantum network is ∣ 0⟩(∣ 0⟩ − ∣ 1⟩) (apart from a normalization factor, which will be omitted in the following). After the first Hadamard transform, the state of the two qubits has the form (∣ 0⟩ + ∣ 1⟩)(∣ 0⟩ − ∣ 1⟩). To determine the effect of the function evaluation on this state, first recall that, for each x ∈ {0, 1},\n\n∣ x⟩(∣ 0⟩ − ∣ 1⟩) ↦ ( − 1)f(x)∣ x⟩(∣ 0⟩ − ∣ 1⟩).\n\nTherefore, the state after the function evaluation is\n\n[( − 1)f(0)∣ 0⟩ + ( − 1)f(1)∣ 1⟩](∣ 0⟩ − ∣ 1⟩) .\n\nThat is, for each x the ∣ x term acquires a phase factor of ( − 1)f(x) which corresponds to the eigenvalue of the state of the auxiliary qubit under the action of the operator that sends ∣ y to ∣ y + f(x)⟩ The second qubit is of no interest to us any more but the state of the first qubit\n\n( − 1)f(0)∣ 0⟩ + ( − 1)f(1)∣ 1⟩\n\nis equal either to\n\n± (∣ 0⟩ + ∣ 1⟩),\n\nwhen f(0) = f(1), or\n\n± (∣ 0⟩ − ∣ 1⟩),\n\nwhen f(0) ≠ f(1). Hence, after applying the second Hadamard gate the state of the first qubit becomes ∣ 0⟩ if the function f is constant and ∣ 1⟩ if the function is balanced! A bit-value measurement on this qubit distinguishes these cases with certainty.\n\nThis example CEMM98 is an improved version of the first quantum algorithm proposed by Deutsch Deu85 (The original Deutsch algorithm provides the correct answer with probability 50\\%.) Deutsch's result laid the foundation for the new field of quantum computation, and was followed by several other quantum algorithms.\n\nDeutsch's original problem was subsequently generalised to cover black boxes\" computing Boolean functions f : {0, 1}n ↦ {0, 1} Assume that, for one of these functions, it is promised'' that it is either constant or balanced (i.e. has an equal number of 0's outputs as 1's), and the goal is to determine which of the two properties the function actually has. How many queries to f are required to do this? Any classical algorithm for this problem would, in the worst-case, require 2n − 1 + 1 queries before determining the answer with certainty. There is a quantum algorithm that solves this problem with a single evaluation of f\n\nThe algorithm is illustrated by a simple extension of the network which solves Deutsch's problem.\n\nImage:../sites/default/files/wiki_images/d/d4/Img301.png\n\nThe control register, now composed out of n qubits (n = 3 in the diagram above), is initially in state ∣00⋯0⟩ and an auxiliary qubit in the second register starts and remains in the state ∣0⟩ − ∣1⟩\n\nStepping through the execution of the network, the state after the first n-qubit Hadamard transform is applied is\n\nxx⟩(∣0⟩ − ∣1⟩) ,\n\nwhich, after the function evaluation, is\n\nx( − 1)f(x)x⟩(∣0⟩ − ∣1⟩).\n\nFinally, after the last Hadamard transform, the state is\n\nx, y( − 1)f(x) + (x ⋅ y)y⟩(∣0⟩ − ∣1⟩).\n\nNote that the amplitude of ∣00⋯0⟩ is $\\sum_{x} \\frac{(-1)^{f(x)}}{2^n}$ which is ( − 1)f(0) when f is constant and 0 when f is balanced. Therefore, by measuring the first n qubits, it can be determined with certainty whether f is constant or balanced. The algorithm follows the same pattern as Deutsch's algorithm: the Hadamard transform, a function evaluation, the Hadamard transform (the H-f-H sequence). We recognize it as a generic interference pattern.\n\nThe generic H-f-H sequence may be repeated several times. This can be illustrated, for example, with Grover's data base search algorithm Gro96. Suppose we are given, as an oracle, a Boolean function fk which maps {0, 1}n to {0, 1} such that fk(x) = δxk for some k. Our task is to find k. Thus in a set of numbers from 0 to 2n − 1 one element has been \"tagged\" and by evaluating fk we have to find which one. In order to find k with probability of 50% any classical algorithm, be it deterministic or randomised, will need to evaluate fk a minimum of 2n − 1 times. In contrast, a quantum algorithm needs only O(2n/2) evaluations.\n\nUnlike the algorithms studied so far, Grover's algorithm consists of repeated applications of the same unitary transformation many (O(2n/2)) times. The initial state is chosen to be the one that has equal overlap with each of the computational basis states: S⟩ = 2 − n/2i = 02ni. The operation applied at each individual iteration, referred to as the Grover iterate, can be best represented by the following network:\n\nImage:../sites/default/files/wiki_images/3/30/Img319.png\n\nThe components of the network are by now familiar: Hadamard transforms (H) and controlled-f gates. It is important to notice that in drawing the network we have used a shorthand notation: the first register (with the ψ input) actually consists of n qubits. The Hadamard transform is applied to each of those qubits and the controlled-f gates act on all of them simultaneously. Also, the input to the second register is always ∣0⟩ − ∣1⟩ but the input to the first register, denoted ψ changes from iteration from iteration, as the calculation proceeds. As usual, the second register will be ignored since it remains constant throughout the computation.\n\nTo begin, consider only the controlled-fk gate. This is just the phase-kickback construction that was introduced in Section 4 but for the specific function fk. In particular, the transformation does nothing to any basis elements except for k, which goes to − ∣k. Geometrically, this is simply a reflection in the hyperplane perpendicular to k so let us call it Rk.\n\nSimilarly, with respect to the first register only, the controlled-f0 operation sends ∣0⟩ to − ∣0⟩ and fixes all other basis elements, so it can be written R0. Now consider the sequence of operations HR0H. Since H2 = I, we can rewrite the triple as HR0H − 1 which is simply $R_0<7$ performed in a different basis. More specifically, it is reflection about the hyperplane perpendicular to\n\n$H |0\\rangle = \\frac{1}{2^{n/2}} \\sum_{x=0}^{2^n-1} |x\\rangle = |S\\rangle$\n\nso we will simply write the triple as RS.\n\nWe can therefore rewrite the Grover iterate in the simple form G = RSRk. Now, since each reflection is an orthogonal transformation with negative determinant, their composition must be an orthogonal transformation with unit determinant, in other words, a rotation. The question, of course, is which rotation. To find the answer it suffices to consider rotations in the plane spanned by k and S since all other vectors are fixed by the Grover iterate. The generic geometrical situation is then illustrated in the following diagram.\n\nImage:../sites/default/files/wiki_images/d/dd/Rotate2.png\n\nIf the vector a is reflected through the line L1 to produce the vector aʹ⟩ and then reflected a second time through line L2 to produce the vector aʺ⟩, then the net effect is a rotation by the total subtended angle between a and aʺ⟩, which is 2x + 2y = 2(x + y) = 2θ.\n\nTherefore, writing k ⊥ and S ⊥ for plane vectors perpendicular to k and S respectively, the Grover iterate performs a rotation of twice the angle from k ⊥ to S ⊥ . Setting, $\\sin \\phi = \\frac{1}{2^{n/2}}$, this is easily seen to be a rotation by\n\n$2( 3 \\frac{\\pi}{2} - \\phi) = \\pi - 2 \\phi \\bmod 2 \\pi.$\n\nThus, up to phases, the Grover iterate rotates the state vector by an angle 2ϕ towards the desired solution k. Normally, the initial state for the first register is chosen to be S. Since this initial state S is already at an angle ϕ to k, the iterate should be repeated m times, where\n\n$(2 m + 1) \\phi \\approx \\frac{\\pi}{2},$\n\ngiving\n\n$m \\approx \\frac{\\pi}{4 \\phi} - \\frac{1}{4}$\n\nto get a probability of success bounded below by cos2(2ϕ), which goes to 1 as n ↦ ∞. For large n, $\\frac{1}{2^{n/2}} = \\sin \\phi \\approx \\phi$, so\n\n$m \\approx \\frac{\\pi}{4} \\frac{1}{2^{n/2}}.$\n\nThis is an astounding result: any search of an unstructured database can be performed in time proportional to the square-root of the number of entries in the database. Subsequent work extended the result to searches for multiple items Boy96, searches of structured databases Hog98, and many other situations. Also, Zalka Zal99, Boyer et. al Boy96 and others have demonstrated that Grover's algorithm is optimal, in the sense that any other quantum algorithm for searching an unstructured database must take time at least O(2n/2).\n\n## Optimal phase estimation\n\nQuery models of quantum computation provided a natural setting for subsequent discoveries of real quantum algorithms\". The most notable example is Shor's quantum factoring algorithm Sho94 which evolved from the the order-finding problem, which was originally formulated in the language of quantum queries. Following our \"interferometric approach\" we will describe this algorithm in the terms of multiparticle quantum interferometry. We start with a simple eigenvalue or phase estimation problem.\n\nSuppose that U is any unitary transformation on m qubits and ∣ u is an eigenvector of U with eigenvalue eiϕ and consider the following scenario. We do not explicitly know U or ∣ u or ; eiϕ, but instead we are given devices that perform controlled-U, controlled-U21 controlled-U22 and so on until we reach controlled-U2n − 1. Also, assume that we are given a single preparation of the state ∣ u. Our goal is to obtain an n-bit estimator of ϕ. We start by constructing the following network,\n\nImage:../sites/default/files/wiki_images/3/3f/Img354.png\n\nThe second register of m qubits is initially prepared in state u and remains in this state after the computation, whereas the first register of n qubits evolves into the state,\n\n$(\\left | \\, 0 \\right \\rangle + e^{i 2^{n-1} \\phi}\\left | \\, 1 \\right \\rangle) (\\left | \\, 0 \\right \\rangle + e^{i 2^{n-2} \\phi}\\left | \\, 1 \\right \\rangle) \\cdots (\\left | \\, 0 \\right \\rangle + e^{i \\phi}\\left | \\, 1 \\right \\rangle)=\\sum_{y=0}^{2^n-1} e^{ 2\\pi i \\frac{\\phi y}{2^n}} |y\\rangle.$\n\nConsider the special case where ϕ = 2πx/2n for x = ∑i = 0n − 12ixi, and recall the quantum Fourier transform (QFT) introduced in Section 2. The state which gives the binary representation of x, namely, ∣ xn − 1x0 (and hence ϕ) can be obtained by applying the inverse of the QFT , that is by running the network for the QFT in the backwards direction (consult the diagram of the QFT). If x is an n-bit number this will produce the exact value ϕ.\n\nHowever, ϕ does not have to be a fraction of a power of two (and may not even be a rational number). For such a ϕ, it turns out that applying the inverse of the QFT produces the best n-bit approximation of ϕ with probability at least 4/π2 ≈ 0.405.\n\nTo see why this is so, let us write ϕ = 2π(a/2n + δ), where a = (an − 1a0) is the best n-bit estimate of $\\frac{\\phi}{2\\pi}$ and $0 < |\\delta| \\le 1/2^{n+1}$. Applying the inverse QFT to the state in Eq.~(\\ref{qftphi}) now yields the state > ${1\\over 2^n} \\sum_{x=0}^{2^n-1} \\sum_{y=0}^{2^n-1} e^{\\frac{2\\pi i}{2^n} (a-x) y} e^{2\\pi i \\delta y}|x\\rangle$\n\nand the coefficient in front of x = a in the above is the geometric series\n\n${1 \\over 2^n} \\sum_{y=0}^{2^n-1} (e^{2\\pi i \\delta})^y = {1 \\over 2^n} \\left({1 - (e^{2\\pi i \\delta})^{2^n} \\over 1 - e^{2\\pi i \\delta}}\\right)\\;.$\n\nSince $|\\delta| \\le {1 \\over 2^{n+1}}$, it follows that 2nδ∣ ≤ 1/2, and using the inequality 2z ≤ sinπz ≤ πz holding for any z ∈ [0, 1/2], we get ∣1 − e2πiδ2n∣ = 2∣sin(πδ2n)∣ ≥ 4∣δ∣2n. Also, ∣1 − e2πiδ∣ = 2∣sinπδ∣ ≤ 2πδ. Therefore, the probability of observing an − 1a0 when measuring the state is\n\n$\\left|{1 \\over 2^n} \\left({1 - (e^{2\\pi i \\delta})^{2^n} \\over 1 - e^{2\\pi i \\delta}}\\right)\\right|^2 \\ge \\left({1 \\over 2^n} \\left({4 \\delta 2^n \\over 2 \\pi \\delta}\\right)\\right)^2 = {4 \\over \\pi^2},$\n\nwhich proves our assertion. In fact, the probability of obtaining the best estimate can be made 1 − δ for any $0<\\delta <1$, by creating the state in Eq.(\\ref{qftphi}) but with n + O(log(1/δ)) qubits and rounding the answer off to the nearest n bits CEMM98.\n\n## Periodicity and quantum factoring\n\nAmazingly, the application of optimal phase estimation to a very particular unitary operator will allow us to factor integers efficiently. In fact, it will allow us to solve a more general class of problems related to the periodicity of certain integer functions.\n\nLet N be an m-bit integer, and let a be an integer smaller than N, and coprime to N. Define a unitary operator Ua acting on m qubits such that for all $y < N$\n\n$\\quad |y\\rangle \\mapsto U_a |y\\rangle = | a y \\bmod N\\rangle.$\n\nThis unitary operation can be called multiplication by a modulo N. Since a is coprime to N, as discussed in Section 2, there exists a least strictly positive r such that $a^r =1 \\bmod N$. This r is called the order of a modulo N. Equivalently, r is the period of the function $f(x)=a^x \\bmod N$, i.e. the least $r > 0$ such that f(x) = f(x + r) for all x. We are after the optimal n-bit estimate of this period, given some specified precision n.\n\nNow let the vectors uk (k ∈ {1, …, r}) be defined by\n\n$| u_{k}\\rangle = r^{-1/2} \\sum_{j=0}^{r-1} e^{-\\frac{2\\pi i k j}{r}}|a^j \\bmod N\\rangle.$\n\nIt is easy to check Kit95 that for each k ∈ {1, …, r}, uk is an eigenvector with eigenvalue $e^{2 \\pi i {\\frac{k}{r}} }$ of the modular multiplication operator Ua defined above.\n\nIt is important to observe that one can efficiently construct a quantum network for controlled multiplication modulo some number N. Moreover, for any j, it is possible to efficiently implement a controlled-Ua2j gate VBE96,BCDP96. Therefore, we can apply the techniques for optimal phase estimation discussed in Section 7. For any k ∈ {1, …, r}, given the state uk we can obtain the best n-bit approximation to $\\frac{k}{r}$. This is tantamount to determining r itself. Unfortunately, there is a complication.\n\nOur task is: given an m bit long number N and randomly chosen acoprimewith < math > N, find the order of a modulo N. The problem with the above method is that we are aware of no straightforward efficient way to prepare any of the states ∣ uk. However, the state\n\n∣ 1⟩ = r − 1/2k = 1r∣ uk\n\nis most definitely an easy state to prepare.\n\nIf we start with ∣1⟩ in place of the eigenvector uk, apply the phase estimation network and measure the first register bit by bit we will obtain n binary digits of x such that, with probability exceeding 4/π2, $\\frac{x}{2^n}$ is the best n-bit estimate of ${\\frac{k}{r}}$ for a randomly chosen k from {1, …, r}. The question is: given x how to compute r? Let us make few observations: \\renewcommand{\\labelenumi}{ • \\begin{enumerate} \\item \\emph{k/r is unique, given x \\\\ Value x/2n being the nbit estimate, differs by at most 1/2n from k/r Hence, as long as $n>2m$ the n bit estimate x determines a unique value of ${\\frac{k}{r}}$ since r is an mbit number. \\item \\emph{Candidate values for k/r are all convergents to x/2m \\\\ For any real number θ there is a unique sequence of special rationals $(\\frac{p_n}{q_n})_{n\\in N}$ (gcd(pn, qn) = 1 called the \\emph{convergents} to θ that tend to θ as n grows. A theorem HW79 states that if p and q are integers with $\\left|\\theta-\\frac{p}{q}\\right| < \\frac{1}{2q^2}$ then p/q is a convergent to θ Since we have $\\frac{1}{2^n} \\leq \\frac{1}{2 (2^m)^2} \\leq \\frac{1}{2 r^2}$ this implies $\\left|\\frac{x}{2^n}-\\frac{k}{r}\\right| < \\frac{1}{2 r^2}$ and k/r is a convergent to x/2n \\item \\emph{Only one convergent is eligible.} \\\\ It is easy to show that there is at most one fraction a/b satisfying both b ≤ r and $\\left|\\frac{x}{2^n}-\\frac{a}{b}\\right| < \\frac{1}{2 r^2}$ \\end{enumerate}\n\nConvergents can be found efficiently using the well-known continued fraction method HW79. Thus we employ continued fractions and our observations above to find a fraction a/b such that b ≤ 2m and $\\left|\\frac{x}{2^n}-\\frac{a}{b}\\right| < \\frac{1}{2^n}$. We get the rational k/r, and k = a, r = b, provided k and r are coprime. For randomly chosen k, this happens with probability greater than or equal to 1/lnr EJ96.\n\nFinally, we show how order-finding can be used to factor a composite number N. Let a be a randomly chosen positive integer smaller than N such that gcd(a, N) = 1. Then the order of a modulo N is defined, and we can find it efficiently using the above algorithm. If r is even, then we have:\n\n$a^r = 1\\bmod N$\n\n$\\Leftrightarrow \\quad (a^{r/2})^2 -1^2 = 0\\bmod N$\n\n$\\Leftrightarrow \\quad (a^{r/2}-1)(a^{r/2}+1) = 0\\bmod N.$\n\nThe product (ar/2 − 1)(ar/2 + 1) must be some multiple of N, so unless $a^{r/2}=\\pm 1\\bmod N$ at least one of terms must have a nontrivial factor in common with N. By computing the greatest common divisor of this term and N, one gets a non-trivial factor of N.\n\nFurthermore, if N is odd with prime factorisation\n\nN = p1α1p2α2psαs,\n\nthen it can be shown EJ96 that if aischosenatrandomsuchthat < math > gcd(a, N) = 1 then the probability that its order modulo N is even and that $a^{r/2}\\neq \\pm 1\\bmod N$ is:\n\n$\\Pr(r \\mbox{ is even AND } a^{r/2}\\neq \\pm 1 \\bmod N) \\ge 1-\\frac{1}{2^{s-1}}.$\n\nThus, combining our estimates of success at each step, with probability greater than or equal to\n\n$\\frac{4}{\\pi^2} \\frac{1}{\\ln r} \\left( 1 - \\frac{1}{2^{s-1}} \\right) \\ge \\frac{2}{\\pi^2} \\frac{1}{\\ln N}$\n\nwe find a factor of N~\\footnote{N.B. by Eq.(\\ref{prob}), the method fails if N is a prime power, N = pα, but prime powers can be efficiently recognised and factored by classical means.}. (Here we have used that N is composite and $r < N$.) If N is logN = n bits long then by repeating the whole process O(n) times, or by a running O(n) computations in parallel by a suitable extension of a quantum factoring network, we can then guarantee that we will find a factor of N with a fixed probability greater than $\\frac{1}{2}$. This, and the fact that the quantum network family for controlled multiplication modulo some number is uniform and of size O(n2), tells us that factoring is in the complexity class BQP.\n\nBut why should anybody care about efficient factorisation?\n\n## Cryptography\n\nHuman desire to communicate secretly is at least as old as writing itself and goes back to the beginnings of our civilisation. Methods of secret communication were developed by many ancient societies, including those of Mesopotamia, Egypt, India, and China, but details regarding the origins of cryptology\\footnote{The science of secure communication is called cryptology from Greek kryptos hidden and logos word. Cryptology embodies cryptography, the art of code-making, and cryptanalysis, the art of code-breaking.} remain unknown Kah67.\n\nOriginally the security of a cryptosystem or a cipher depended on the secrecy of the entire encrypting and decrypting procedures; however, today we use ciphers for which the algorithm for encrypting and decrypting could be revealed to anybody without compromising their security. In such ciphers a set of specific parameters, called a key, is supplied together with the plaintext as an input to the encrypting algorithm, and together with the cryptogram as an input to the decrypting algorithm Sti95. This can be written as\n\n$\\hat E_{k}(P) = C, \\; \\mathrm{and\\; conversely,}\\; \\hat D_{k}(C)=P,$\n\nwhere P stands for plaintext, C for cryptotext or cryptogram, k for cryptographic key, and $\\hat E$ and $\\hat D$ denote an encryption and a decryption operation respectively.\n\nThe encrypting and decrypting algorithms are publicly known; the security of the cryptosystem depends entirely on the secrecy of the key, and this key must consist of a randomly chosen, sufficiently long string of bits. Probably the best way to explain this procedure is to have a quick look at the Vernam cipher, also known as the one-time pad Ver26.\n\nIf we choose a very simple digital alphabet in which we use only capital letters and some punctuation marks such as\n\nA B C D E ... ... X Y Z ? , .\n\n00 01 02 03 04 ... ... 23 24 25 26 27 28 29\n\nwe can illustrate the secret-key encrypting procedure by the following simple example (we refer to the dietary requirements of 007):\n\nS\n\nH\nA\nK\nE\nN\n\nN\nO\nT\n\nS\nT\nI\nR\nR\nE\nD\n\n18\n\n07\n00\n10\n04\n13\n26\n13\n14\n19\n26\n18\n19\n08\n17\n\n17\n\n04\n03\n\n15\n\n04\n28\n13\n14\n06\n21\n11\n23\n18\n09\n11\n14\n01\n19\n\n05\n\n22\n07\n\n03\n\n11\n28\n23\n18\n19\n17\n24\n07\n07\n05\n29\n03\n09\n06\n\n22\n\n26\n10\n\nIn order to obtain the cryptogram (sequence of digits in the bottom row) we add the plaintext numbers (the top row of digits) to the key numbers (the middle row), which are randomly selected from between 0 and 29, and take the remainder after division of the sum by 30, that is we perform addition modulo 30. For example, the first letter of the message S'' becomes a number 18''in the plaintext, then we add 18 + 15 = 33; 33 = 1 × 30 + 3 therefore we get 03 in the cryptogram. The encryption and decryption can be written as $P_i+k_i \\pmod{30}=C_i$ and $C_i-k_i \\pmod{30}=P_i$ respectively for the symbol at position i\n\nThe cipher was invented in 1917 by the American AT\\&T engineer Gilbert Vernam. It was later shown, by Claude Shannon Sha49, that as long as the key is truly random, has the same length as the message, and is never reused then the one-time pad is perfectly secure. So, if we have a truly unbreakable system, what is wrong with classical cryptography?\n\nThere is a snag. It is called key distribution. Once the key is established, subsequent communication involves sending cryptograms over a channel, even one which is vulnerable to total passive eavesdropping (e.g. public announcement in mass-media). This stage is indeed secure. However in order to establish the key, two users, who share no secret information initially, must at a certain stage of communication use a reliable and a very secure channel. Since the interception is a set of measurements performed by an eavesdropper on this channel, however difficult this might be from a technological point of view, in principle any {classical} key distribution can always be passively monitored, without the legitimate users being aware that any eavesdropping has taken place.\n\nIn the late 1970s Whitfield Diffie and Martin Hellman DH76b proposed an interesting solution to the key distribution problem. It involved two keys, one public key π for encryption and one private key κ for decryption:\n\n$\\hat E_\\pi(P) = C, \\; \\mathrm{and\\; }\\; \\hat D_\\kappa(C)=P.$\n\nIn these systems users do not need to share any private key before they start sending messages to each other. Every user has his own two keys; the public key is publicly announced and the private key is kept secret. Several public-key cryptosystems have been proposed since 1976; here we concentrate our attention on the most popular one namely the RSARSA78. In fact the techniques were first discovered at CESG in the early 1970s by James Ellis, who called them Non-Secret Encryption'' {Ell70. In 1973, building on Ellis' idea, C. Cocks designed what we now call RSA Coc73, and in 1974 M. Williamson proposed what is essentially known today as the Diffie-Hellman key exchange protocol.\n\nSuppose that Alice wants to send an RSA encrypted message to Bob. The RSA encryption scheme works as follows:\n\n\\begin{description} \\item[Key generation] Bob picks randomly two distinct and large prime numbers p and q We denote n = pq and ϕ = (p − 1)(q − 1) Bob then picks a random integer $1< e <\\phi$ that is coprime with ϕ and computes the inverse d of e modulo ϕ (gcd(e, ϕ) = 1 This inversion can be achieved efficiently using for instance the extended Euclidean algorithm for the greatest common divisor HW79. Bob's private key is κ = d and his public key is π = (e, n)\n\n\\item[Encryption] Alice obtains Bob's public key π = (e, n) from some sort of yellow pages or an RSA public key directory. Alice then writes her message as a sequence of numbers using, for example, our digital alphabet. This string of numbers is subsequently divided into blocks such that each block when viewed as a number P satisfies P ≤ n Alice encrypts each P as <;div align=&quot;CENTER\"> $C = \\hat E_\\pi(P) = P^e \\bmod n$\n\nand sends the resulting cryptogram to Bob.\n\n\\item[Decryption] Receiving the cryptogram C Bob decrypts it by calculating\n\n$\\hat D_\\kappa(C) = C^d \\bmod n = P$\n\nwhere the last equality will be proved shortly. \\end{description}\n\nThe mathematics behind the RSA is a lovely piece of number theory which goes back to the XVI century when a French lawyer Pierre de Fermat discovered that if a prime p and a positive integer a are coprime, then\n\n$a^{p-1} = 1 \\bmod p.$\n\nThe cryptogram $C=P^e \\bmod n$ is decrypted by $C^d \\bmod n = P^{ed} \\bmod n$ because $ed = 1 \\bmod \\phi$ implying the existence of an integer k such that ed = kϕ + 1 = k(p − 1)(q − 1) + 1 If $P \\neq 0 \\bmod p$ using equation~(9.5) this implies\n\n$P^{ed} \\bmod p = \\left(P^{(p-1)}\\right)^{k(q-1)}P \\bmod p = P \\bmod p.$\n\nThe above equality holds trivially in the case $P=0\\bmod p$ By identical arguments, $P^{ed} \\bmod q = P \\bmod q$ Since p and q are distinct primes, it follows that\n\n$P^{ed} \\bmod n = P.$\n\nFor example, let us suppose that Bob's public key is π = (e, n) = (179, 571247)footnote{ Needless to say, number n in this example is too small to guarantee security, do not try this public key with Bob.} He generated it following the prescription above choosing p = 773 q = 739 and e = 179 The private key d was obtained by solving $179 d = 1\\bmod 772\\times 738$ using the extended Euclidean algorithm which yields d = 515627 Now if we want to send Bob encrypted SHAKEN NOT STIRRED'' we first use our digital alphabet to obtain the plaintext which can be written as the following sequence of six digit numbers\n\n180700 100413 261314 192618 190817 170403\n\nThen we encipher each block Pi by computing $C_i=P_i^e \\bmod n$ e.g. the first block P1 = 180700 will be eciphered as\n\n$P_1^e \\bmod n = 180700^{179} \\bmod 571247 = 141072 = C_1,$\n\nand the whole message is enciphered as:\n\n141072 253510 459477 266170 286377 087175\n\nThe cryptogram C composed of blocks Ci can be send over to Bob. He can then decrypt each block using his private key d = 515627 e.g. the first block is decrypted as\n\n$141072^{515627} \\bmod 571247 = 180700 = P_1.$\n\nIn order to recover plaintext P from cryptogram C an outsider, who knows C n and e would have to solve the congruence\n\n$P^e \\bmod n = C,$\n\nfor example, in our case,\n\n$P_1^{179} \\bmod 571247 = 141072.$\n\nSolving such an equation is believed to be a hard computational task for classical computers. So far, no classical algorithm has been found that computes the solution efficiently when n is a large integer (say 200 decimal digits long or more). However, if we know the prime decomposition of n it is a piece of cake to figure out the private key d we simply follow the key generation procedure and solve the congruence $ed = 1\\bmod (p-1)(q-1)$ This can be done efficiently even when p and q are very large. Thus, in principle, anybody who knows n can find d by factoring n The security of RSA therefore relies among others on the assumption that factoring large numbers is computationally difficult. In the context of classical computation, such difficulty has never been proved. Worse still, we have seen in Section 8 that there is a quantum algorithm that factors large number efficiently. This means that the security of the RSA cryptosystem will be completely compromised if large-scale quantum computation becomes one day practical. This way, the advent of quantum computation rules out public cryptographic schemes commonly used today that are based on the difficulty'' of factoring or the difficulty'' of another mathematical operation called discrete logarithm {HW79.\n\nOn the other hand, quantum computation provides novel techniques to generate a shared private key with perfect confidentiality, regardless the computational power (classical or quantum) of the adversaries. Such techniques are referred to as quantum key distribution protocols and were proposed independently in the United States (S.Wiesner [[{Wie83, C.H.~Bennett and G.~Brassard BB84) and in Europe (A. Ekert Eke91). Discussion on quantum key distribution is outside the scope of this lecture.\n\n## Conditional quantum dynamics\n\nQuantum gates and quantum networks provide a very convenient language for building any quantum computer or (which is basically the same) quantum multiparticle interferometer. But can we build quantum logic gates?\n\nSingle qubit quantum gates are regarded as relatively easy to implement. For example, a typical quantum optical realisation uses atoms as qubits and controls their states with laser light pulses of carefully selected frequency, intensity and duration; any prescribed superposition of two selected atomic states can be prepared this way.\n\nTwo-qubit gates are much more difficult to build.\n\nIn order to implement two-qubit quantum logic gates it is sufficient, from the experimental point of view, to induce a conditional dynamics of physical bits, i.e. to perform a unitary transformation on one physical subsystem conditioned upon the quantum state of another subsystem,\n\nU = ∣ 0⟩⟨0 ∣ ⊗ U0 + ∣ 1⟩⟨1 ∣ ⊗ U1 + ⋯ + ∣ k⟩⟨k ∣ ⊗ Uk,\n\nwhere the projectors refer to quantum states of the control subsystem and the unitary operations Ui are performed on the target subsystem BDEJ95. The simplest non-trivial operation of this sort is probably a conditional phase shift such as B(ϕ) which we used to implement the quantum Fourier transform and the quantum controlled-NOT (or XOR) gate.\n\nLet us illustrate the notion of the conditional quantum dynamics with a simple example. Consider two qubits, e.g. two spins, atoms, single-electron quantum dots, which are coupled via a σz(1)σz(2) interaction (e.g. a dipole-dipole interaction):\n\nImage:../sites/default/files/wiki_images/0/0c/Img488.png\n\nThe first qubit, with resonant frequency ω1 will act as the control qubit and the second one, with resonant frequency ω2 as the target qubit. Due to the coupling the resonant frequency for transitions between the states ∣ 0⟩ and ∣ 1⟩ of one qubit depends on the neighbour's state. The resonant frequency for the first qubit becomes ω1 ± Ω depending on whether the second qubit is in state ∣ 0⟩ or ∣ 1⟩ Similarly the second qubit's resonant frequency becomes ω2 ± Ω depending on the state of the first qubit. Thus a πpulse at frequency ω2 + Ω causes the transition ∣ 0⟩ ↔ ∣ 1⟩ in the second qubit only if the first qubit is in ∣ 1⟩ state. This way we can implement the quantum controlled-NOT gate.\n\n## Decoherence and recoherence\n\nThus in principle we know how to build a quantum computer; we can start with simple quantum logic gates and try to integrate them together into quantum networks. However, if we keep on putting quantum gates together into networks we will quickly run into some serious practical problems. The more interacting qubits are involved the harder it tends to be to engineer the interaction that would display the quantum interference. Apart from the technical difficulties of working at single-atom and single-photon scales, one of the most important problems is that of preventing the surrounding environment from learning about which computational path was taken in the multi-particle interferometer. This welcher Weg'' information can destroy the interference and the power of quantum computing.\n\nConsider the following qubit-environment interaction, known as decoherence Zur91,\n\n∣0, m⟩ ↦ ∣0, m0⟩, ∣1, m⟩ ↦ ∣1, m1⟩,\n\nwhere m is the initial state and m0 m1 are the two final states of the environment. This is basically a measurement performed by the environment on a qubit. Suppose that in our single qubit interference experiment (see Eqs.~(\\ref{eqinterfere})) a qubit in between the two Hadamard transformation is watched'' by the environment which learns whether the qubit is in state ∣0⟩ or ∣1⟩. The evolution of the qubit and the environment after the first Hadamard and the phase gate is described by the following transformation,\n\n$\\left| \\,0\\right\\rangle \\left| \\,m\\right\\rangle \\mapsto \\frac{1}{\\sqrt{2}}\\left( \\left| \\,0\\right\\rangle +\\left| \\,1\\right\\rangle \\right) \\left| \\,m\\right\\rangle \\mapsto \\frac{1}{ \\sqrt{2}}(e^{i\\phi /2}\\left| \\,0\\right\\rangle +e^{-i\\phi /2}\\left| \\,1\\right\\rangle )\\left| \\,m\\right\\rangle.$\n\nWe write the decoherence action as\n\n$\\frac{1}{\\sqrt{2}}(e^{i\\frac{\\phi }{2}}\\left| \\,0\\right\\rangle +e^{-i\\frac{ \\phi }{2}}\\left| \\,1\\right\\rangle )\\left| \\,m\\right\\rangle \\mapsto \\frac{1}{\\sqrt{2}}(e^{i\\frac{\\phi }{2}}\\left| \\,0\\right\\rangle \\left| \\,m_{0}\\right\\rangle +e^{-i\\frac{\\phi }{2}}\\left| \\,1\\right\\rangle \\left| \\,m_{1}\\right\\rangle ).$\n\nThe final Hadamard gate generates the output state\n\n$\\frac{1}{\\sqrt{2}}(e^{i\\frac{\\phi }{2}}\\left| \\,0\\right\\rangle \\left| \\,m_{0}\\right\\rangle +e^{-i\\frac{\\phi }{2}}\\left| \\,1\\right\\rangle \\left| \\,m_{1}\\right\\rangle )$\n\n$\\mapsto \\frac{1}{2}|0\\rangle\\left( e^{i \\frac{\\phi }{2}\\,}\\left| \\,m_{0}\\right\\rangle +e^{-i\\frac{\\phi }{2}}\\left| \\,m_{1}\\right\\rangle \\right)$\n\n$+ \\frac{1}{2} |1\\rangle \\left( e^{i \\frac{\\phi }{2}\\,}\\left| \\,m_{0}\\right\\rangle -e^{-i\\frac{\\phi }{2}}\\left| \\,m_{1}\\right\\rangle \\right).$\n\nTaking ∣ m0 and ∣ m1 to be normalised and m0∣ m1 to be real we obtain the probabilities P0 and P1 $\\begin{array} P_{0} &=&\\frac{1}{2}\\left( 1+\\langle m_{0}\\left| \\,m_{1}\\right\\rangle \\cos \\phi \\right) \\\\ P_{1} &=&\\frac{1}{2}\\left( 1-\\langle m_{0}\\left| \\,m_{1}\\right\\rangle \\cos \\phi \\right) . \\end{array}$ It is instructive to see the effect of decoherence on the qubit alone when its state is written in terms as a density operator. The decoherence interaction entangles qubits with the environment,\n\n(α∣ 0⟩ + β∣1⟩)∣m⟩ ↦ α∣ 0⟩∣m0⟩ + β∣ 1⟩∣m1⟩.\n\nRewriting in terms of density operators and tracing over the environment's Hilbert space on the both sides, we obtain\n\n$\\left( \\begin{array}{cc} \\left| \\alpha \\right| ^{2} & \\alpha \\beta ^{\\ast } \\\\ \\alpha ^{\\ast }\\beta & \\left| \\beta \\right| ^{2} \\end{array} \\right) \\mapsto \\left( \\begin{array}{cc} \\left| \\alpha \\right| ^{2} & \\alpha \\beta ^{\\ast }\\langle m_{0}|\\,m_{1}\\rangle \\\\ \\alpha ^{\\ast }\\beta \\langle m_{1}|\\,m_{0}\\rangle & \\left| \\beta \\right| ^{2} \\end{array} \\right)$\n\nThe off-diagonal elements, originally called by atomic physicists coherences, vanish as m1∣ m0⟩ ↦ 0, that is why this particular interaction with the environment is called decoherence.\n\nHow does decoherence affect, for example, Deutsch's algorithm? Substituting 0 or π for ϕ in Eq.(\\ref{decoh}) we see that we obtain the correct answer only with some probability, which is\n\n$\\frac{1+\\langle m_{0}|\\,m_{1}\\rangle }{2}.$\n\nIf m0∣ m1⟩ = 0 the perfect decoherence case, then the network outputs 0 or 1 with equal probabilities, i.e. it is useless as a computing device. It is clear that we want to avoid decoherence, or at least diminish its impact on our computing device.\n\nIn general when we analyse {\\em physically realisable} computations we have to consider errors which are due to the computer-environment coupling and from the computational complexity point of view we need to assess how these errors scale with the input size n If the probability of an error in a single run, δ(n) grows exponentially with n i.e. if δ(n) = 1 − Aexp( − αn) where A and α are positive constants, then the randomised algorithm cannot technically be regarded as efficient any more regardless of how weak the coupling to the environment may be. Unfortunately, the computer-environment interaction leads to just such an unwelcome exponential increase of the error rate with the input size. To see this consider a register of size n and assume that each qubit decoheres separately, $\\begin{array} \\lefteqn{|x\\rangle|M\\rangle=|x_{n-1}\\ldots x_1x_0\\rangle|m\\rangle\\ldots|m\\rangle|m\\rangle}\\nonumber\\\\ &\\mapsto& |x_{n-1}\\ldots x_1x_0\\rangle|m_{x_{n-1}}\\rangle...|m_{x_1}\\rangle|m_{x_0}\\rangle=|x\\rangle|M_x\\rangle, \\end{array}$ where xi ∈ {0, 1} Then a superposition αx⟩ + βy evolves as\n\n(αx⟩ + βy⟩)∣M⟩ ↦ αx⟩∣Mx⟩ + βy⟩∣My⟩,\n\nbut now the scalar product MxMy which reduces the off-diagonal elements of the density operator of the whole register and which affects the probabilities in the interference experiment is given by\n\nMxMy⟩ = ⟨mx0my0⟩⟨mx1my1⟩...⟨mxn − 1myn − 1\n\nwhich is of the order of\n\nMxMy⟩ = ⟨m0m1H(x, y),\n\nwhere H(x, y) is the Hamming distance between x and y i.e. the number of binary places in which x and y differ (e.g. the Hamming distance between 101101 and 111101 is 1 because the two binary string differ only in the second binary place). Hence there are some coherences which disappear as m0m1n and therefore in some interference experiments the probability of error may grow exponentially with n\n\nIt is clear that for quantum computation of any reasonable length to ever be physically feasible it will be necessary to incorporate some efficiently realisable stabilisation scheme to combat the effects of decoherence. Deutsch was the first one to discuss this problem. During the Rank Prize Funds Mini--Symposium on Quantum Communication and Cryptography, Broadway, England in 1993 he proposed `recoherence' based on a symmetrisation procedure (for details see BBDEJM). The basic idea is as follows. Suppose we have a quantum system, we prepare it in some initial state ∣Ψi and we want to implement a prescribed unitary evolution ∣Ψ(t)⟩ or just preserve ∣Ψi for some period of time t Now, suppose that instead of a single system we can prepare R copies of ∣Ψi and subsequently we can project the state of the combined system into the symmetric subspace i.e. the subspace containing all states which are invariant under any permutation of the sub-systems. The claim is that frequent projections into the symmetric subspace will reduce errors induced by the environment. The intuition behind this concept is based on the observation that a prescribed error-free storage or evolution of the R independent copies starts in the symmetric sub-space and should remain in that sub-space. Therefore, since the error-free component of any state always lies in the symmetric subspace, upon successful projection it will be unchanged and part of the error will have been removed. Note however that the projected state is generally not error--free since the symmetric subspace contains states which are not of the simple product form ∣Ψ⟩∣Ψ⟩…∣Ψ⟩ Nevertheless it has been shown that the error probability will be suppressed by a factor of 1/R BBDEJM.\n\nMore recently projections on symmetric subspaces were replaced by more complicated projections on carefully selected subspaces. These projections, proposed by Shor Sho95, Calderbank and Shor CS96, Steane Ste96 and others EM96,LMPZ96,Got96,CRSS97,KL96, are constructed on the basis of classical error-correcting methods but represent intrinsically new quantum error-correction and stabilisation schemes; they are the subject of much current study.\n\nLet us illustrate the main idea of recoherence by describing a simple method for protecting an unknown state of a single qubit in a noisy quantum register. Consider the following scenario: we want to store in a computer memory one qubit in an unknown quantum state of the form ϕ⟩ = α∣0⟩ + β∣1⟩ and we know that any single qubit which is stored in a register undergoes a decoherence type entanglement with an environment described by Eq.(\\ref{deco}). To see how the state of the qubit is affected by the environment, we calculate the fidelity of the decohered state at time t with respect to the initial state ϕ\n\nF(t) = ⟨ϕρ(t)∣ϕ⟩,\n\nwhere ρ(t) is given by Eq.~(\\ref{eqdecohere}). It follows that\n\nF(t)=|\\alpha|^4 + |\\beta|^4+2|\\alpha|^2 |\\beta|^2 \\mbox{Re}[\\langle m_0(t)|m_1(t) \\rangle]\\;.\n\nThe expression above depends on the initial state ϕ and clearly indicates that some states are more vulnerable to decoherence than others. In order to get rid of this dependence we consider the average fidelity, calculated under the assumption that any initial state ϕ is equally probable. Taking into account the normalisation constraint the average fidelity is given by\n\n$\\bar F(t)=\\int_0^1 F(t) \\;d\\; |\\alpha|^2= \\frac{1}{3}(2+\\mbox{Re}[\\langle m_0(t)|m_1(t)\\rangle])\\;.$\n\nIf we assume an exponential-type decoherence, where m0(t)∣m1(t)⟩ = e − γt the average fidelity takes the simple form\n\n$\\bar F(t)=\\frac{1}{3}(2+e^{-\\gamma t})\\;.$\n\nIn particular, for times much shorter than the decoherence time td = 1/γ the above fidelity can be approximated as\n\n$\\bar F(t)\\simeq1-\\frac{1}{3}\\gamma t +O(\\gamma^2 t^2)\\;.$\n\nLet us now show how to improve the average fidelity by quantum encoding. Before we place the qubit in the memory register we {\\em encode} it: we can add two qubits, initially both in state ∣0⟩ to the original qubit and then perform an encoding unitary transformation \\begin{array} |000\\rangle&\\mapsto &|\\bar 0\\bar 0\\bar 0\\rangle=(|0\\rangle+|1\\rangle)(|0\\rangle+|1\\rangle)(|0\\rangle+|1\\rangle),\\\\ |100\\rangle&\\mapsto &|\\bar 1\\bar 1\\bar 1\\rangle=(|0\\rangle-|1\\rangle)(|0\\rangle-|1\\rangle)(|0\\rangle-|1\\rangle), \\end{array} generating state $\\alpha|\\bar 0\\bar 0\\bar 0\\rangle+\\beta|\\bar 1\\bar 1\\bar 1\\rangle$ where $|\\bar 0\\rangle = |0\\rangle+|1\\rangle$ and $|\\bar 1\\rangle =|0\\rangle-|1\\rangle$ Now, suppose that only the second stored qubit was affected by decoherence and became entangled with the environment: \\begin{array} && \\alpha (|0\\rangle+|1\\rangle)(|0\\rangle|m_0\\rangle+|1\\rangle|m_1\\rangle)(|0\\rangle+|1\\rangle) +\\nonumber\\\\ && \\beta (|0\\rangle-|1\\rangle)(|0\\rangle|m_0\\rangle-|1\\rangle|m_1\\rangle)(|0\\rangle-|1\\rangle), \\end{array} which can also be written as\n\n$(\\alpha |\\bar 0\\bar 0\\bar 0\\rangle +\\beta|\\bar 1\\bar 1\\bar 1\\rangle)(|m_0\\rangle + |m_1\\rangle)+ (\\alpha |\\bar 0\\bar 1\\bar 0\\rangle +\\beta|\\bar 1\\bar 0\\bar 1\\rangle)(|m_0\\rangle - |m_1\\rangle).$\n\nThe decoding unitary transformation can be constructed using a couple of quantum controlled-NOT gates and the Toffoli gate, thus completing the error-correcting network:\n\nImage:../sites/default/files/wiki_images/6/6c/Img559.png\n\nCareful inspection of the network shows that any single phase-flip $|\\bar 0\\rangle \\leftrightarrow |\\bar 1\\rangle$ will be corrected and the environment will be effectively disentangled from the qubits. In our particular case we obtain\n\n(α∣0⟩ + β∣1⟩) [∣00⟩(∣m0⟩ + ∣m1⟩) + ∣10⟩(∣m0⟩ − ∣m1⟩)].\n\nThe two auxiliary outputs carry information about the error syndrome - 00 means no error, 01 means the phase-flip occurred in the third qubit, 10 means the phase-flip in the second qubit and 11 signals the phase flip in the first qubit.\n\nThus if only one qubit in the encoded triplet decoheres we can recover the original state perfectly. In reality all three qubits decohere simultaneously and, as the result, only partial recovery of the original state is possible. In this case lengthy but straightforward calculations show that the average fidelity of the reconstructed state after the decoding operation for an exponential-type decoherence is\n\n$\\bar F_{\\mbox{ec}}(t)=\\frac{1}{6}[4+3 e^{-\\gamma t}-e^{-3\\gamma t}]\\;.$\n\nFor short times this can be written as\n\n$\\bar F_{\\mbox{ec}}(t)\\simeq 1-\\frac{1}{2}\\gamma^2 t^2 +O(\\gamma^3t^3).$\n\nComparing Eq.~(\\ref{fiwec}) with Eq.~(\\ref{fidec}), we can easily see that for all times t\n\n$\\bar F_{\\mbox{ec}}(t)\\ge \\bar F(t).$\n\nThis is the essence of recoherence via encoding and decoding. There is much more to say (and write) about quantum codes and the reader should be warned that we have barely scratched the surface of the current activities in quantum error correction, neglecting topics such as group theoretical ways of constructing good quantum codes Got96,CRSS97, concatenated codes KL96, quantum fault tolerant computation fault and many others.\n\n## Concluding remarks\n\nResearch in quantum computation and in its all possible variations has become vigorously active and any comprehensive review of the field must be obsolete as soon as it is written. Here we have decided to provide only some very basic knowledge, hoping that this will serve as a good starting point to enter the field. Many interesting papers in these and many related areas can be found at the Los Alamos National Laboratory e-print archive (http://xxx.lanl.gov/archive/quant-ph) and on the web site of the Center for Quantum Computation (www.qubit.org).\n\n## Acknowledgments\n\nThis work was supported in part by the European TMR Research Network ERP-4061PL95-1412, The Royal Society London, and Elsag plc. PH acknowledges the support of the Rhodes Trust.\n\n## Bibliography\n\n[KI04] V. Kabanets and R. Impagliazzo, \"Derandomizing polynomial identity tests means proving circuit lower bounds\", Computational Complexity, 13(1-2), p 1-46, (2004).\n\n[AKS02] M. Agrawal, N. Kayal, and N. Saxena, \"PRIMES is in P\", IIT Kanpur, Preprint of August 8, 2002, http://www.cse.iitk.ac.in/news/primality.html.\n\n[LP05] H. W. Lenstra, Jr. and Carl Pomerance, \"Primality testing with Gaussian periods\", Preliminary version July 20, 2005, http://www.math.dartmouth.edu/~carlp/PDF/complexity12.pdf.\n\n[Sch95] The term was coined by B. Schumacher. See, for example, Phys. Rev. A 51 2738 (1995).\n\n[Deu89] D. Deutsch, Proc.~R.~Soc.~Lond. A 425 73 (1989).\n\n[WZ82] W. K. Wootters and W. H. Zurek, Nature 299 802 (1982).\n\n[BBC95] A. Barenco, C. H. Bennett, R. Cleve, D. P. DiVincenzo, N. Margolus, P. W. Shor, T.Sleator, J. Smolin and H.Weinfurter, Phys. Rev. A 52 3457 (1995).\n\n[DBE95] D. Deutsch, A. Barenco and A. Ekert, Proc. R. Soc. Lond. A 449 669 (1995).\n\n[BDEJ95] A. Barenco, D.Deutsch, A.Ekert and R. Jozsa, Phys. Rev. Lett. 74 4083 (1995).\n\n[DiV95 D. P. DiVincenzo, Phys. Rev. A 51 1015 (1995).\n\n[Llo95] S. Lloyd Phys. Rev. Lett. 75 346 (1995).\n\n[HW79] G. H. Hardy and E. M. Wright, An Introduction to the Theory of Numbers (Oxford University Press, Oxford, 1979).\n\n[Tof81] T. Toffoli, Mathematical Systems Theory 14 13 (1981).\n\n[Cop94] D. Coppersmith, IBM Research report (1994).\n\n[SS77] R. Solovay and V. Strassen SIAM J. Comp. 6 84 (1977).\n\n[MR95] R. Motwani and P. Raghavan, Randomised Algorithms (Cambridge University Press, 1995).\n\n[Sho94] P. W. Shor, \"Algorithms for quantum computation: Discrete logarithms and factoring\" Proc. 35th Annual Symposium on the Foundations of Computer Science, p. 124 Edited by S. Goldwasser (IEEE Computer Society Press, Los Alamitos, CA 1994). Expanded version of this paper is available at LANL quant-ph archive.\n\n[Fey82] R. P. Feynman, International Journal of Theoretical Physics 21 467 (1982).\n\n[CEMM98] R. Cleve, A. Ekert, C. Macchiavello and M. Mosca, ''Proc. R. Soc. Lond. A'# 454 339 (1998).\n\n[Deu85] D. Deutsch, Proc. R. Soc. Lond. A 400 97 (1985).\n\n[Gro96] L. K. Grover, \"A fast quantum mechanical algorithm for database search\", Proc. 28th Annual ACM Symposium on the Theory of Computing (STOC'96) p. 212 (ACM, Philadelphia, Pennsylvania, 1996).\n\n[Boy96] M. Boyer, G. Brassard, P. Hoyer, A. Tapp, Proc. of the Workshop on Physics and Computation (PhysComp96) 36 (1996).\n\n[Hog98] T. Hogg, Physica D120 102 (1998).\n\n[Zal99] C. Zalka, Physical Review A60 2746 (1999).\n\n[Kit95] A. Y. Kitaev, LANL quant-ph archive, quant-ph/9511026 (1995).\n\n[VBE96] V.Vedral, A. Barenco and A. Ekert, Phys. Rev. A 54 147 (1996).\n\n[BCDP96] D. Beckman, A. Chari, S. Devabhaktuni and J. Preskill, Phys. Rev. A 54 1034 (1996).\n\n[EJ96] A. Ekert and R. Jozsa, Rev. Mod. Phys. 68 733 (1996).\n\n[Kah67] D. Kahn, The Codebreakers: The Story of Secret Writing, (Macmillan, New York,1967).\n\n[Sti95] D. Stinson, Cryptography: Theory and Practice (CRC Press, 1995).\n\n[Ver26] G. S. Vernam, J. AIEE 45 109 (1926).\n\n[Sha49] C. E. Shannon, Bell Syst. Tech.J. 28 657 (1949).\n\n[DH76b] W. Diffie and M. E. Hellman, IEEE Transactions on Information Theory 22 644 (1976).\n\n[RSA78] R. L. Rivest, A. Shamir and L. M. Adleman, Communication of the ACM 21 120 (1978).\n\n[Ell70] J. H. Ellis, Tech. report Communications-Electronics Security Group, United Kingdom (1970).\n\n[Coc73] C. Cocks, Tech. report Communications-Electronics Security Group, United Kingdom (1973).\n\n[Wie83] S. Wiesner, Sigact News 15, 78 (1983).\n\n[BB84] C. H. Bennett and G. Brassard, Proc. IEEE Int. Conference on Computers, Systems and Signal Processing (IEEE, New York, 1984).\n\n[Eke91] A. Ekert, Phys. Rev. Lett. 67, 661 (1991).\n\n[Zur91] W. H. Zurek, Phys.Today 44 October p.36 (1991).\n\n[BBDEJM] A. Berthiaume, D. Deutsch and R. Jozsa, Proceedings of the Workshop on the Physics and Computation---PhysComp '94, IEEE Computer Society Press, Dallas, Texas (1994); A. Barenco, A. Berthiaume, D. Deutsch, A. Ekert, R. Jozsa and C. Macchiavello, SIAM J. Comput. 26, 1541 (1997).\n\n[Sho95] P. W. Shor, Phys. Rev. A 52, R2493 (1995).\n\n[CS96] R. Calderbank and P. W. Shor, ''Phys. Rev. A} 54, 1098 (1996).\n\n[Ste96] A. Steane, Phys. Rev. Lett. 77, 793 (1996); A. Steane, Proc. R. Soc. Lond. A 452, 2551 (1996).\n\n[EM96] A. Ekert and C. Macchiavello, Phys. Rev. Lett. 77, 2585 (1996).\n\n[LMPZ96] R. Laflamme, C. Miquel, J.P. Paz and W.H. Zurek, Phys. Rev. Lett. 77, 198 (1996).\n\n[Got96] D. Gottesman, Phys. Rev. A 54, 1862 (1996).\n\n[CRSS97] A.R. Calderbank, E.M. Rains, P.W. Shor and N.J.A. Sloane, Phys. Rev. Lett. 78, 405 (1997).\n\n[KL96] E. Knill and R. Laflamme, e-print quant-ph/9608012 (1996). [fault] P.W. Shor, e-print quant-ph/9605011 (1996); D.P. DiVincenzo and P.W. Shor, Phys. Rev. Lett. 77, 3260 (1996).\n\n[Sol99]R.Solovay, \"Lie groups and quantum circuits\", preprint 1999.\n\nCategory:Introductory Tutorials"
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https://studyqas.com/at-short-company-has-initial-costs-of-800-per-month-and/ | [
"# At short company has initial costs of $800 per month and it costs them$1.50 per shirt. Let y represent the cost to run the company each\n\nAt short company has initial costs of $800 per month and it costs them$1.50 per shirt. Let y represent the cost to run the company each month and x to represent the number of T-shirt's made each month A. Find the linear equation that models the cost of the t shirt company. B. Write a complete sentence explaining the y intercept in this application. C. Write a complete sentence explaining the meaning of the slope in this application.\n\n## This Post Has 3 Comments\n\n1.",
null,
"queenb1416 says:\n\nA. y = $800 +$1.50x\n\nB. The cost to run the company each month = y\n\nC. The initial cost ($800) plus the cost of each t-shirt ($1.50) and the number of t-shirts (x)\n\nStep-by-step explanation:\n\nI hope this helps 🙂\n\n2.",
null,
"Expert says:\n\nNone liner bro because\n$Will give is this a strong positive linear association or something else?$\n\n3.",
null,
"Expert says:\n\nI’m a smart person so that’s why i think it was 6"
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"https://secure.gravatar.com/avatar/",
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"https://secure.gravatar.com/avatar/",
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https://trid.trb.org/view/1517261 | [
"# Development of estimated models of the number of potholes with the statistical optimization method\n\nThe objective of this paper is to determine a predictive model that uses the harmony search algorithm (HSA) based on available the multi-regression equation. The model employs the least squares method to predict the number of potholes in the Seoul metropolitan area. Independent variables were determined, based on traffic and weather data for each month in Seoul. Prior to the development of predictive models, empirical and stochastic factors that affect the occurrence of potholes were determined, resulting in a standardized regression coefficient from multi-linear regression analysis. A best-fit equation was derived from experiments using independent variables obtained from empirical and analytical approaches. The empirically and analytically filtered factors for each road management area in Seoul were used to develop the predictive models for the multiple regression analysis and the HSA. Fourteen predictive models were determined in this study. A performance comparison between these predictive models was conducted using the P-value, the root mean squared error, and the coefficient of determination.\n\n• Record URL:\n• Availability:\n• Supplemental Notes:\n• © Korean Society of Civil Engineers and Springer-Verlag Berlin Heidelberg 2017.\n• Authors:\n• Lee, Sangyum\n• Kim, Dowan\n• Mun, Sungho\n• Publication Date: 2017-11\n\n• English\n\n## Filing Info\n\n• Accession Number: 01679229\n• Record Type: Publication\n• Files: TRIS\n• Created Date: Jun 27 2018 3:22PM"
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http://elizabethmanguino.com.br/viewtopic/o0ook3i.php?tag=892da2-vector-equation-of-a-plane-given-3-points | [
"Let P (x, y, z) be another point on the plane. The equation of such a plane can be found in Vector form and in Cartesian form. Let $\\vec{n} = (a, b, c)$ be a normal vector to our plane $\\Pi$, that is $\\Pi \\perp \\vec{n}$.Instead of using just a single point from the plane, we will instead take a vector that is parallel from the plane. Another way to prevent getting this page in the future is to use Privacy Pass. What is the equation of a plane that passes through three non collinear points? • Consider an arbitrary plane. (b) or a point on the plane and two vectors coplanar with the plane. Cartesian to Spherical coordinates. (b) or a point on the plane and two vectors coplanar with the plane. Spherical to Cylindrical coordinates. Let us determine the equation of plane that will pass through given points (-1,0,1) parallel to the xz plane. The equation of a plane perpendicular to vector $\\langle a, \\quad b, \\quad c \\rangle$ is ax + by + cz = d, so the equation of a plane perpendicular to $\\langle 10, \\quad 34, \\quad -11 \\rangle$ is 10 x +34 y -11 z = d, for some constant, d. 4. If you are on a personal connection, like at home, you can run an anti-virus scan on your device to make sure it is not infected with malware. How do you think that the equation of this plane can be specified? Depending on whether we have the information as in (a) or as in (b), we have two different forms for the equation of the plane. Often this will be written as, $ax + by + cz = d$ where $$d = a{x_0} + b{y_0} + c{z_0}$$. Sometimes it is more appropriate to utilize what is known as the vector form of the equation of plane.. Vector Form Equation of a Plane. Find the vector perpendicular to those two vectors by taking the cross product. It is easy to derive the Cartesian equation of a plane passing through a given point and perpendicular to a given vector from the Vector equation itself. How do you think that the equation of this plane can be specified? • 3. Cylindrical to Cartesian coordinates. Consider an arbitrary plane. The equation of a plane perpendicular to vector $\\langle a, \\quad b, \\quad c \\rangle$ is ax+by+cz=d, so the equation of a plane perpendicular to $\\langle 10, \\quad 34, \\quad -11 \\rangle$ is 10x+34y-11z=d, for some constant, d. 4. We need. Thus, \\begin{align}&\\qquad \\; (\\vec r - \\vec a) \\cdot \\vec n = 0 \\hfill \\\\\\\\& \\Rightarrow \\quad \\boxed{\\vec r \\cdot \\vec n = \\vec a \\cdot \\vec n} \\hfill \\\\ \\end{align}. VECTOR EQUATIONS OF A PLANE. Convince yourself that all (and only) points $$\\vec r$$ lying on the plane will satisfy this relation. Cartesian to Cylindrical coordinates. (a) either a point on the plane and the orientation of the plane (the orientation of the plane can be specified by the orientation of the normal of the plane). Notice that if we are given the equation of a plane in this form we can quickly get a normal vector for the plane. To specify the equation of the plane in non-parametric form, note that for any point $$\\vec r$$ in the plane,$$(\\vec r - \\vec a)$$ lies in the plane of $$\\vec b$$ and $$\\vec c$$ Thus, $$(\\vec r - \\vec a)$$ is perpendicular to $$\\vec b \\times \\vec c:$$, \\begin{align}&\\quad\\quad\\; (\\vec r - \\vec a) \\cdot (\\vec b \\times \\vec c) = 0 \\hfill \\\\\\\\& \\Rightarrow \\quad \\vec r \\cdot (\\vec b \\times \\vec c) = \\vec a \\cdot (\\vec b \\times \\vec c) \\hfill \\\\\\\\& \\Rightarrow \\quad \\boxed{\\left[ {\\vec r\\,\\,\\,\\,\\,\\vec b\\,\\,\\,\\,\\,\\vec c} \\right] = \\left[ {\\vec a\\,\\,\\,\\,\\,\\vec b\\,\\,\\,\\,\\,\\vec c} \\right]} \\hfill \\\\ \\end{align}. Volume of a tetrahedron and a parallelepiped. Cloudflare Ray ID: 5f9abce61bfceda7 We need (a) either a point on the plane and the orientation of the plane (the orientation of the plane can be specified by the orientation of the normal of the plane). Completing the CAPTCHA proves you are a human and gives you temporary access to the web property. If three points are given, you can determine the plane using vector cross products. It is evident that for any point $$\\vec r$$ lying on the plane, the vectors $$(\\vec r - \\vec a)$$ and $$\\vec n$$ are perpendicular. Using the position vectors and the Cartesian product of the vector perpendicular to … Then, we have The equation of the plane determined by three non-collinear points A(x1, y1, z1), B(x2, y2, z2) and C asked Oct 28, 2019 in Mathematics by Rk Roy ( 63.6k points) three dimensional geometry Your IP: 85.236.155.168 VECTOR EQUATIONS OF A PLANE. The vector lying perpendicular to plane containing the points P, Q and R is given by $$\\vec{PQ}$$ × $$\\vec{PR}$$. This is the equation of the plane in parametric form. You may need to download version 2.0 now from the Chrome Web Store. Shortest distance between a point and a plane. Spherical to Cartesian coordinates. Let the given point be $$A (x_1, y_1, z_1)$$ and the vector which is normal to the plane be ax + by + cz. A normal vector is, This is called the scalar equation of plane. (a) Let the plane be such that if passes through the point $$\\vec a$$ and $$\\vec n$$ is a vector perpendicular to the plane. If you are at an office or shared network, you can ask the network administrator to run a scan across the network looking for misconfigured or infected devices. Performance & security by Cloudflare, Please complete the security check to access. The equation of a plane in three-dimensional space can be written in algebraic notation as ax + by + cz = d, where at least one of the real-number constants \"a,\" \"b,\" and \"c\" must not be zero, and \"x\", \"y\" and \"z\" represent the axes of the three-dimensional plane. As we vary $$\\lambda \\,\\,and\\,\\,\\mu ,$$ we get different points lying in the plane. How do you think that the equation of this plane can be specified? Convince yourself that all (and only) points lying on the plane will satisfy this equation. The equation of a plane is easily established if the normal vector of a plane and any one point passing through the plane is given. This second form is often how we are given equations of planes. Normal Vector and a Point. Equation of a Plane Passing Through 3 Three Points - YouTube Download SOLVED Practice Questions of Vector Equations Of Planes for FREE, Examples On Vector Equations Of Planes Set-1, Examples On Vector Equations Of Planes Set-2, Scalar Vector Multiplication and Linear Combinations, Learn from the best math teachers and top your exams, Live one on one classroom and doubt clearing, Practice worksheets in and after class for conceptual clarity, Personalized curriculum to keep up with school. Plane equation given three points. We need (a) either a point on the plane and the orientation of the plane (the orientation of the plane can be specified by the orientation of the normal of the plane). Substitute one of the points (A, B, or C) to get the specific plane required. Since $$\\vec b$$ and $$\\vec c$$ are non-collinear, any vector in the plane of $$\\vec b$$ and $$\\vec c$$ can be written as, $\\lambda \\vec b + \\mu \\vec c,\\qquad\\qquad\\qquad where\\,\\lambda ,\\,\\mu \\in \\mathbb{R}$, Thus, any point lying in the plane can be written in the form, $\\boxed{\\vec r = \\vec a + \\lambda \\vec b + \\mu \\vec c}\\,\\,\\,\\qquad for{\\text{ }}some\\,\\,\\lambda ,\\,\\mu \\in \\mathbb{R}$."
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8689886,"math_prob":0.99965537,"size":7185,"snap":"2021-04-2021-17","text_gpt3_token_len":1912,"char_repetition_ratio":0.19287008,"word_repetition_ratio":0.2029549,"special_character_ratio":0.2803062,"punctuation_ratio":0.12013652,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99994135,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-01-16T11:59:53Z\",\"WARC-Record-ID\":\"<urn:uuid:8acf4f60-d5ae-4020-aad4-d482306bbf06>\",\"Content-Length\":\"18365\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:0db3a8fe-3876-443c-a1d9-754063ce943c>\",\"WARC-Concurrent-To\":\"<urn:uuid:6c081cb0-2a24-47d6-b873-6f6c0b7560b4>\",\"WARC-IP-Address\":\"192.34.59.200\",\"WARC-Target-URI\":\"http://elizabethmanguino.com.br/viewtopic/o0ook3i.php?tag=892da2-vector-equation-of-a-plane-given-3-points\",\"WARC-Payload-Digest\":\"sha1:U5PJNDGK2BLQAUA45TX4L4264QULTJPG\",\"WARC-Block-Digest\":\"sha1:753VHAJPRMBHI6W6HDR5T3TLYTX6G77X\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-04/CC-MAIN-2021-04_segments_1610703506640.22_warc_CC-MAIN-20210116104719-20210116134719-00178.warc.gz\"}"} |
https://plainmath.org/secondary/geometry | [
"",
null,
"# Improve Your Geometry Skills with Practice Problems\n\nRecent questions in Geometry",
null,
"Samara Goodman 2023-03-31\n\n## The distance between the centers of two circles C1 and C2 is equal to 10 cm. The circles have equal radii of 10 cm.",
null,
"",
null,
"Zachariah Ferrell 2023-03-31\n\n## Find an equation of the plane. The plane through the points (2, 1, 2), (3, −8, 6), and (−2, −3, 1), help please",
null,
"Paloma Owens 2023-03-30\n\n## A consumer in a grocery store pushes a cart with a force of 35 N directed at an angle of ${25}^{\\circ }$ below the horizontal. The force is just enough to overcome various frictional forces, so the cart moves at a steady pace. Find the work done by the shopper as she moves down a $50.0-m$ length aisle.??",
null,
"Oswaldo Riley 2023-03-27\n\n## A part of circumference of a circle is called A. Radius B. Segment C. Arc D. Sector",
null,
"Daisy Hatfield 2023-03-27\n\n## What is the derivative of $\\mathrm{arcsin}\\left[{x}^{\\frac{1}{2}}\\right]$?",
null,
"Erik Richard 2023-03-26\n\n## What is the domain and range of $|\\mathrm{cos}x|$?",
null,
"Ressuli422p 2023-03-26\n\n## Determine if the graph is symmetric about the $x$-axis, the $y$-axis, or the origin.$r=4\\mathrm{cos}3\\theta$.",
null,
"Lexi Holmes 2023-03-26\n\n## The transverse axis of a hyperbola is double the conjugate axes. Whats the eccentricity of the hyperbola $A\\right)\\frac{\\sqrt{5}}{4}\\phantom{\\rule{0ex}{0ex}}B\\right)\\frac{\\sqrt{7}}{4}\\phantom{\\rule{0ex}{0ex}}C\\right)\\frac{7}{4}\\phantom{\\rule{0ex}{0ex}}D\\right)\\frac{5}{3}$",
null,
"voluttaio7i7h 2023-03-26\n\n## How to find the value of $\\mathrm{csc}74$?",
null,
"Kobe Dixon 2023-03-26\n\n## How to evaluate $\\mathrm{sec}\\left(\\pi \\right)$?",
null,
"smallcrystalslpxs 2023-03-26\n\n## How to differentiate $1+{\\mathrm{cos}}^{2}\\left(x\\right)$?",
null,
"temujinzujb 2023-03-26\n\n## What is the derivative of $y=\\mathrm{arcsin}\\left(\\frac{3x}{4}\\right)$?",
null,
"Kelton Rogers 2023-03-25\n\n## Find the value of $\\mathrm{sin}{270}^{\\circ }$.",
null,
"LoomiTymnk63x 2023-03-25\n\n## How to find the derivative of $y=\\mathrm{tan}\\left(3x\\right)$?",
null,
"smallcrystalslpxs 2023-03-25\n\n## The perimeter of a basketball court is 108 meters and the length is 6 meters longer than twice the width. What are the length and width?",
null,
"Sonny Malone 2023-03-25\n\n## What is the derivative of $y={\\mathrm{sec}}^{3}\\left(x\\right)$?",
null,
"antaryalgogmad4a7 2023-03-25\n\n## A,B,C are three angles of triangle. If A -B=15, B-C=30. Find A , B, C.",
null,
"contraurerfje 2023-03-25\n\n## Using suitable identity solve (0.99)raised to the power 2.",
null,
"Pieszkowo3gc4 2023-03-25",
null,
"lotejadaialy 2023-03-25"
] | [
null,
"https://plainmath.org/build/images/search.png",
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"https://plainmath.org/build/images/user-picture/user-3.png",
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"https://q2a.s3-us-west-1.amazonaws.com/prod/19610403201.jpg",
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"https://plainmath.org/build/images/user-picture/user-5.png",
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"https://plainmath.org/build/images/user-picture/user-4.png",
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"https://plainmath.org/build/images/user-picture/user-6.png",
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"https://plainmath.org/build/images/user-picture/user-6.png",
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"https://plainmath.org/build/images/user-picture/user-4.png",
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"https://plainmath.org/build/images/user-picture/user-6.png",
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"https://plainmath.org/build/images/user-picture/user-1.png",
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"https://plainmath.org/build/images/user-picture/user-5.png",
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"https://plainmath.org/build/images/user-picture/user-2.png",
null,
"https://plainmath.org/build/images/user-picture/user-5.png",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.96653044,"math_prob":0.9915663,"size":837,"snap":"2023-40-2023-50","text_gpt3_token_len":160,"char_repetition_ratio":0.108043216,"word_repetition_ratio":0.0,"special_character_ratio":0.1911589,"punctuation_ratio":0.06918239,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9837549,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44],"im_url_duplicate_count":[null,null,null,null,null,4,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-10-01T05:27:13Z\",\"WARC-Record-ID\":\"<urn:uuid:46c7a1ca-22b4-4e50-8bbd-efb76698ac5d>\",\"Content-Length\":\"214315\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:a1ab59f7-bb14-4d8a-a27b-083427caae58>\",\"WARC-Concurrent-To\":\"<urn:uuid:fc0d4749-4de9-4a55-a354-de1f83d95c91>\",\"WARC-IP-Address\":\"104.21.86.96\",\"WARC-Target-URI\":\"https://plainmath.org/secondary/geometry\",\"WARC-Payload-Digest\":\"sha1:APTCFSP2COTWAWF6LI7RJ7HTDVE6PV4W\",\"WARC-Block-Digest\":\"sha1:3D4TUEZWW2BLTXZGFON77FZ5H5TI4SPJ\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-40/CC-MAIN-2023-40_segments_1695233510781.66_warc_CC-MAIN-20231001041719-20231001071719-00228.warc.gz\"}"} |
http://imi.cas.sc.edu/events/549/ | [
"IMI Interdisciplinary Mathematics InstituteCollege of Arts and Sciences",
null,
"",
null,
"",
null,
"",
null,
"",
null,
"## Computing Diffusion State Distance using Green's Function and Heat Kernel on Graphs\n\n• April 24, 2015\n• 2:30 p.m.\n• LeConte 312\n\n## Abstract\n\nThe diffusion state distance (DSD) was introduced by Cao-Zhang-Park-Daniels-Crovella-Cowen-Hescott [{\\em PLoS ONE, 2013}] to capture functional similarity in protein-protein interaction networks. They proved the convergence of DSD for non-bipartite graphs. In this paper, we extend the DSD to bipartite graphs using lazy-random walks and consider the general $L _ q$-version of DSD. We discovered the connection between the DSD $L _ q$-distance and Green's function, which was studied by Chung and Yau [{\\em J. Combinatorial Theory (A), 2000}]. Based on that, we computed the DSD $L _ q$-distance for paths, cycles, hypercubes, as well as random graphs $G(n,p)$ and $G(w _ 1,\\ldots, w _ n)$. We also examined the DSD distances of two biological networks. Joint work with Peter Chin (Boston Univ.), Linyuan Lu, and Amit Sinha (Boston Univ.).\n\n© Interdisciplinary Mathematics Institute | The University of South Carolina Board of Trustees | Webmaster",
null,
""
] | [
null,
"http://imi.cas.sc.edu/django/site_media/static/img/imi_banner_symbols.png",
null,
"http://imi.cas.sc.edu/django/site_media/static/img/maincorner_tl.png",
null,
"http://imi.cas.sc.edu/django/site_media/static/img/maincorner_tr.png",
null,
"http://imi.cas.sc.edu/django/site_media/static/img/maincorner_bl.png",
null,
"http://imi.cas.sc.edu/django/site_media/static/img/maincorner_br.png",
null,
"http://imi.cas.sc.edu/django/site_media/static/img/USCLinearLogo.png",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.872452,"math_prob":0.8359883,"size":976,"snap":"2021-43-2021-49","text_gpt3_token_len":272,"char_repetition_ratio":0.11111111,"word_repetition_ratio":0.013513514,"special_character_ratio":0.2602459,"punctuation_ratio":0.13917525,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9671609,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-10-21T01:32:49Z\",\"WARC-Record-ID\":\"<urn:uuid:d0d98d36-843d-4225-9080-c6ea1e9f2315>\",\"Content-Length\":\"11671\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:f55980cb-b9b7-475c-94ea-6bfdf2142437>\",\"WARC-Concurrent-To\":\"<urn:uuid:a1dcff52-83ce-4d0c-9a87-ce1fff5d21f6>\",\"WARC-IP-Address\":\"129.252.83.218\",\"WARC-Target-URI\":\"http://imi.cas.sc.edu/events/549/\",\"WARC-Payload-Digest\":\"sha1:7ZYFG5FFFXOEYRCIUVUTBGLSKYHHRRZW\",\"WARC-Block-Digest\":\"sha1:XUCUHZCMIY43SPD7BQ4E2475BF3QQZOM\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-43/CC-MAIN-2021-43_segments_1634323585380.70_warc_CC-MAIN-20211021005314-20211021035314-00263.warc.gz\"}"} |
https://rdrr.io/cran/ggstatsplot/f/README.md | [
"# README.md In ggstatsplot: 'ggplot2' Based Plots with Statistical Details\n\n## {ggstatsplot}: {ggplot2} Based Plots with Statistical Details\n\n| Status | Usage | Miscellaneous | |---------------------------------------------------------------------------------------------------------------------------------------------------|--------------------------------------------------------------------------------------------------------------------------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------| |",
null,
"|",
null,
"|",
null,
"| |",
null,
"|",
null,
"|",
null,
"|\n\n## Raison d’être",
null,
"“What is to be sought in designs for the display of information is the clear portrayal of complexity. Not the complication of the simple; rather … the revelation of the complex.” - Edward R. Tufte\n\n{ggstatsplot} is an extension of {ggplot2} package for creating graphics with details from statistical tests included in the information-rich plots themselves. In a typical exploratory data analysis workflow, data visualization and statistical modeling are two different phases: visualization informs modeling, and modeling in its turn can suggest a different visualization method, and so on and so forth. The central idea of {ggstatsplot} is simple: combine these two phases into one in the form of graphics with statistical details, which makes data exploration simpler and faster.\n\n## Installation\n\n| Type | Source | Command | |-------------|--------------------------------------------------------------------------------------------------------------------|------------------------------------------| | Release |",
null,
"| install.packages(\"ggstatsplot\") | | Development |",
null,
"| pak::pak(\"IndrajeetPatil/ggstatsplot\") |\n\n## Citation\n\nIf you want to cite this package in a scientific journal or in any other context, run the following code in your R console:\n\ncitation(\"ggstatsplot\")\nTo cite package 'ggstatsplot' in publications use:\n\nPatil, I. (2021). Visualizations with statistical details: The\n'ggstatsplot' approach. Journal of Open Source Software, 6(61), 3167,\ndoi:10.21105/joss.03167\n\nA BibTeX entry for LaTeX users is\n\n@Article{,\ndoi = {10.21105/joss.03167},\nurl = {https://doi.org/10.21105/joss.03167},\nyear = {2021},\npublisher = {{The Open Journal}},\nvolume = {6},\nnumber = {61},\npages = {3167},\nauthor = {Indrajeet Patil},\ntitle = {{Visualizations with statistical details: The {'ggstatsplot'} approach}},\njournal = {{Journal of Open Source Software}},\n}\n\n\n## Acknowledgments\n\nI would like to thank all the contributors to {ggstatsplot} who pointed out bugs or requested features I hadn’t considered. I would especially like to thank other package developers (especially Daniel Lüdecke, Dominique Makowski, Mattan S. Ben-Shachar, Brenton Wiernik, Patrick Mair, Salvatore Mangiafico, etc.) who have patiently and diligently answered my relentless questions and supported feature requests in their projects. I also want to thank Chuck Powell for his initial contributions to the package.\n\nThe hexsticker was generously designed by Sarah Otterstetter (Max Planck Institute for Human Development, Berlin). This package has also benefited from the larger #rstats community on Twitter, LinkedIn, and StackOverflow.\n\nThanks are also due to my postdoc advisers (Mina Cikara and Fiery Cushman at Harvard University; Iyad Rahwan at Max Planck Institute for Human Development) who patiently supported me spending hundreds (?) of hours working on this package rather than what I was paid to do. 😁\n\n## Documentation and Examples\n\nTo see the detailed documentation for each function in the stable CRAN version of the package, see:\n\n## Summary of available plots\n\n| Function | Plot | Description | |:-------------------|:--------------------------|:------------------------------------------------| | ggbetweenstats() | violin plots | for comparisons between groups/conditions | | ggwithinstats() | violin plots | for comparisons within groups/conditions | | gghistostats() | histograms | for distribution about numeric variable | | ggdotplotstats() | dot plots/charts | for distribution about labeled numeric variable | | ggscatterstats() | scatterplots | for correlation between two variables | | ggcorrmat() | correlation matrices | for correlations between multiple variables | | ggpiestats() | pie charts | for categorical data | | ggbarstats() | bar charts | for categorical data | | ggcoefstats() | dot-and-whisker plots | for regression models and meta-analysis |\n\nIn addition to these basic plots, {ggstatsplot} also provides grouped_ versions (see below) that makes it easy to repeat the same analysis for any grouping variable.\n\n## Summary of types of statistical analyses\n\nThe table below summarizes all the different types of analyses currently supported in this package-\n\n| Functions | Description | Parametric | Non-parametric | Robust | Bayesian | |:-------------------------------------|:--------------------------------------------------|:-----------|:---------------|:-------|:---------| | ggbetweenstats() | Between group/condition comparisons | ✅ | ✅ | ✅ | ✅ | | ggwithinstats() | Within group/condition comparisons | ✅ | ✅ | ✅ | ✅ | | gghistostats(), ggdotplotstats() | Distribution of a numeric variable | ✅ | ✅ | ✅ | ✅ | | ggcorrmat | Correlation matrix | ✅ | ✅ | ✅ | ✅ | | ggscatterstats() | Correlation between two variables | ✅ | ✅ | ✅ | ✅ | | ggpiestats(), ggbarstats() | Association between categorical variables | ✅ | ✅ | ❌ | ✅ | | ggpiestats(), ggbarstats() | Equal proportions for categorical variable levels | ✅ | ✅ | ❌ | ✅ | | ggcoefstats() | Regression model coefficients | ✅ | ✅ | ✅ | ✅ | | ggcoefstats() | Random-effects meta-analysis | ✅ | ❌ | ✅ | ✅ |\n\nSummary of Bayesian analysis\n\n| Analysis | Hypothesis testing | Estimation | |:--------------------------------|:-------------------|:-----------| | (one/two-sample) t-test | ✅ | ✅ | | one-way ANOVA | ✅ | ✅ | | correlation | ✅ | ✅ | | (one/two-way) contingency table | ✅ | ✅ | | random-effects meta-analysis | ✅ | ✅ |\n\n## Statistical reporting\n\nFor all statistical tests reported in the plots, the default template abides by the gold standard for statistical reporting. For example, here are results from Yuen’s test for trimmed means (robust t-test):",
null,
"## Summary of statistical tests and effect sizes\n\nStatistical analysis is carried out by {statsExpressions} package, and thus a summary table of all the statistical tests currently supported across various functions can be found in article for that package: https://indrajeetpatil.github.io/statsExpressions/articles/stats_details.html\n\n## Primary functions\n\n### ggbetweenstats()\n\nThis function creates either a violin plot, a box plot, or a mix of two for between-group or between-condition comparisons with results from statistical tests in the subtitle. The simplest function call looks like this-\n\nset.seed(123)\n\nggbetweenstats(\ndata = iris,\nx = Species,\ny = Sepal.Length,\ntitle = \"Distribution of sepal length across Iris species\"\n)",
null,
"Defaults return\n\n✅ raw data + distributions ✅ descriptive statistics ✅ inferential statistics ✅ effect size + CIs ✅ pairwise comparisons ✅ Bayesian hypothesis-testing ✅ Bayesian estimation\n\nA number of other arguments can be specified to make this plot even more informative or change some of the default options. Additionally, there is also a grouped_ variant of this function that makes it easy to repeat the same operation across a single grouping variable:\n\nset.seed(123)\n\ngrouped_ggbetweenstats(\ndata = dplyr::filter(movies_long, genre %in% c(\"Action\", \"Comedy\")),\nx = mpaa,\ny = length,\ngrouping.var = genre,\nggsignif.args = list(textsize = 4, tip_length = 0.01),\npalette = \"default_jama\",\npackage = \"ggsci\",\nplotgrid.args = list(nrow = 1),\nannotation.args = list(title = \"Differences in movie length by mpaa ratings for different genres\")\n)",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggbetweenstats.html\n\nFor more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggbetweenstats.html\n\n### ggwithinstats()\n\nggbetweenstats() function has an identical twin function ggwithinstats() for repeated measures designs that behaves in the same fashion with a few minor tweaks introduced to properly visualize the repeated measures design. As can be seen from an example below, the only difference between the plot structure is that now the group means are connected by paths to highlight the fact that these data are paired with each other.\n\nset.seed(123)\nlibrary(WRS2) ## for data\nlibrary(afex) ## to run ANOVA\n\nggwithinstats(\ndata = WineTasting,\nx = Wine,\ny = Taste,\ntitle = \"Wine tasting\"\n)",
null,
"Defaults return\n\n✅ raw data + distributions ✅ descriptive statistics ✅ inferential statistics ✅ effect size + CIs ✅ pairwise comparisons ✅ Bayesian hypothesis-testing ✅ Bayesian estimation\n\nAs with the ggbetweenstats(), this function also has a grouped_ variant that makes repeating the same analysis across a single grouping variable quicker. We will see an example with only repeated measurements-\n\nset.seed(123)\n\ngrouped_ggwithinstats(\ndata = dplyr::filter(bugs_long, region %in% c(\"Europe\", \"North America\"), condition %in% c(\"LDLF\", \"LDHF\")),\nx = condition,\ny = desire,\ntype = \"np\",\nxlab = \"Condition\",\nylab = \"Desire to kill an artrhopod\",\ngrouping.var = region\n)",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggwithinstats.html\n\nFor more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggwithinstats.html\n\n### gghistostats()\n\nTo visualize the distribution of a single variable and check if its mean is significantly different from a specified value with a one-sample test, gghistostats() can be used.\n\nset.seed(123)\n\ngghistostats(\ndata = ggplot2::msleep,\nx = awake,\ntitle = \"Amount of time spent awake\",\ntest.value = 12,\nbinwidth = 1\n)",
null,
"Defaults return\n\n✅ counts + proportion for bins ✅ descriptive statistics ✅ inferential statistics ✅ effect size + CIs ✅ Bayesian hypothesis-testing ✅ Bayesian estimation\n\nThere is also a grouped_ variant of this function that makes it easy to repeat the same operation across a single grouping variable:\n\nset.seed(123)\n\ngrouped_gghistostats(\ndata = dplyr::filter(movies_long, genre %in% c(\"Action\", \"Comedy\")),\nx = budget,\ntest.value = 50,\ntype = \"nonparametric\",\nxlab = \"Movies budget (in million US$)\", grouping.var = genre, normal.curve = TRUE, normal.curve.args = list(color = \"red\", size = 1), ggtheme = ggthemes::theme_tufte(), ## modify the defaults from {ggstatsplot} for each plot plotgrid.args = list(nrow = 1), annotation.args = list(title = \"Movies budgets for different genres\") )",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/gghistostats.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/gghistostats.html ### ggdotplotstats() This function is similar to gghistostats(), but is intended to be used when the numeric variable also has a label. set.seed(123) ggdotplotstats( data = dplyr::filter(gapminder::gapminder, continent == \"Asia\"), y = country, x = lifeExp, test.value = 55, type = \"robust\", title = \"Distribution of life expectancy in Asian continent\", xlab = \"Life expectancy\" )",
null,
"Defaults return ✅ descriptives (mean + sample size) ✅ inferential statistics ✅ effect size + CIs ✅ Bayesian hypothesis-testing ✅ Bayesian estimation As with the rest of the functions in this package, there is also a grouped_ variant of this function to facilitate looping the same operation for all levels of a single grouping variable. set.seed(123) grouped_ggdotplotstats( data = dplyr::filter(ggplot2::mpg, cyl %in% c(\"4\", \"6\")), x = cty, y = manufacturer, type = \"bayes\", xlab = \"city miles per gallon\", ylab = \"car manufacturer\", grouping.var = cyl, test.value = 15.5, point.args = list(color = \"red\", size = 5, shape = 13), annotation.args = list(title = \"Fuel economy data\") )",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggdotplotstats.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggdotplotstats.html ### ggscatterstats() This function creates a scatterplot with marginal distributions overlaid on the axes and results from statistical tests in the subtitle: ggscatterstats( data = ggplot2::msleep, x = sleep_rem, y = awake, xlab = \"REM sleep (in hours)\", ylab = \"Amount of time spent awake (in hours)\", title = \"Understanding mammalian sleep\" )",
null,
"Defaults return ✅ raw data + distributions ✅ marginal distributions ✅ inferential statistics ✅ effect size + CIs ✅ Bayesian hypothesis-testing ✅ Bayesian estimation There is also a grouped_ variant of this function that makes it easy to repeat the same operation across a single grouping variable. set.seed(123) grouped_ggscatterstats( data = dplyr::filter(movies_long, genre %in% c(\"Action\", \"Comedy\")), x = rating, y = length, grouping.var = genre, label.var = title, label.expression = length > 200, xlab = \"IMDB rating\", ggtheme = ggplot2::theme_grey(), ggplot.component = list(ggplot2::scale_x_continuous(breaks = seq(2, 9, 1), limits = (c(2, 9)))), plotgrid.args = list(nrow = 1), annotation.args = list(title = \"Relationship between movie length and IMDB ratings\") )",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggscatterstats.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggscatterstats.html ### ggcorrmat ggcorrmat makes a correlalogram (a matrix of correlation coefficients) with minimal amount of code. Just sticking to the defaults itself produces publication-ready correlation matrices. But, for the sake of exploring the available options, let’s change some of the defaults. For example, multiple aesthetics-related arguments can be modified to change the appearance of the correlation matrix. set.seed(123) ## as a default this function outputs a correlation matrix plot ggcorrmat( data = ggplot2::msleep, colors = c(\"#B2182B\", \"white\", \"#4D4D4D\"), title = \"Correlalogram for mammals sleep dataset\", subtitle = \"sleep units: hours; weight units: kilograms\" )",
null,
"Defaults return ✅ effect size + significance ✅ careful handling of NAs If there are NAs present in the selected variables, the legend will display minimum, median, and maximum number of pairs used for correlation tests. There is also a grouped_ variant of this function that makes it easy to repeat the same operation across a single grouping variable: set.seed(123) grouped_ggcorrmat( data = dplyr::filter(movies_long, genre %in% c(\"Action\", \"Comedy\")), type = \"robust\", colors = c(\"#cbac43\", \"white\", \"#550000\"), grouping.var = genre, matrix.type = \"lower\" )",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggcorrmat.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggcorrmat.html ### ggpiestats() This function creates a pie chart for categorical or nominal variables with results from contingency table analysis (Pearson’s chi-squared test for between-subjects design and McNemar’s chi-squared test for within-subjects design) included in the subtitle of the plot. If only one categorical variable is entered, results from one-sample proportion test (i.e., a chi-squared goodness of fit test) will be displayed as a subtitle. To study an interaction between two categorical variables: set.seed(123) ggpiestats( data = mtcars, x = am, y = cyl, package = \"wesanderson\", palette = \"Royal1\", title = \"Dataset: Motor Trend Car Road Tests\", legend.title = \"Transmission\" )",
null,
"Defaults return ✅ descriptives (frequency + %s) ✅ inferential statistics ✅ effect size + CIs ✅ Goodness-of-fit tests ✅ Bayesian hypothesis-testing ✅ Bayesian estimation There is also a grouped_ variant of this function that makes it easy to repeat the same operation across a single grouping variable. Following example is a case where the theoretical question is about proportions for different levels of a single nominal variable: set.seed(123) grouped_ggpiestats( data = mtcars, x = cyl, grouping.var = am, label.repel = TRUE, package = \"ggsci\", palette = \"default_ucscgb\" )",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggpiestats.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggpiestats.html ### ggbarstats() In case you are not a fan of pie charts (for very good reasons), you can alternatively use ggbarstats() function which has a similar syntax. N.B. The p-values from one-sample proportion test are displayed on top of each bar. set.seed(123) library(ggplot2) ggbarstats( data = movies_long, x = mpaa, y = genre, title = \"MPAA Ratings by Genre\", xlab = \"movie genre\", legend.title = \"MPAA rating\", ggplot.component = list(ggplot2::scale_x_discrete(guide = ggplot2::guide_axis(n.dodge = 2))), palette = \"Set2\" )",
null,
"Defaults return ✅ descriptives (frequency + %s) ✅ inferential statistics ✅ effect size + CIs ✅ Goodness-of-fit tests ✅ Bayesian hypothesis-testing ✅ Bayesian estimation And, needless to say, there is also a grouped_ variant of this function- ## setup set.seed(123) grouped_ggbarstats( data = mtcars, x = am, y = cyl, grouping.var = vs, package = \"wesanderson\", palette = \"Darjeeling2\" # , # ggtheme = ggthemes::theme_tufte(base_size = 12) )",
null,
"Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggbarstats.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggbarstats.html ### ggcoefstats() The function ggcoefstats() generates dot-and-whisker plots for regression models saved in a tidy data frame. The tidy data frames are prepared using parameters::model_parameters(). Additionally, if available, the model summary indices are also extracted from performance::model_performance(). Although the statistical models displayed in the plot may differ based on the class of models being investigated, there are few aspects of the plot that will be invariant across models: • The dot-whisker plot contains a dot representing the estimate and their confidence intervals (95% is the default). The estimate can either be effect sizes (for tests that depend on the F-statistic) or regression coefficients (for tests with t-,$\\chi^{2}$-, and z-statistic), etc. The function will, by default, display a helpful x-axis label that should clear up what estimates are being displayed. The confidence intervals can sometimes be asymmetric if bootstrapping was used. • The label attached to dot will provide more details from the statistical test carried out and it will typically contain estimate, statistic, and p-value.e • The caption will contain diagnostic information, if available, about models that can be useful for model selection: The smaller the Akaike’s Information Criterion (AIC) and the Bayesian Information Criterion (BIC) values, the “better” the model is. • The output of this function will be a {ggplot2} object and, thus, it can be further modified (e.g. change themes) with {ggplot2} functions. set.seed(123) ## model mod <- stats::lm(formula = mpg ~ am * cyl, data = mtcars) ggcoefstats(mod)",
null,
"Defaults return ✅ inferential statistics ✅ estimate + CIs ✅ model summary (AIC and BIC) Details about underlying functions used to create graphics and statistical tests carried out can be found in the function documentation: https://indrajeetpatil.github.io/ggstatsplot/reference/ggcoefstats.html For more, also read the following vignette: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/ggcoefstats.html ### Extracting expressions and data frames with statistical details {ggstatsplot} also offers a convenience function to extract data frames with statistical details that are used to create expressions displayed in {ggstatsplot} plots. set.seed(123) p <- ggbetweenstats(mtcars, cyl, mpg) # extracting expression present in the subtitle extract_subtitle(p) #> list(italic(\"F\")[\"Welch\"](2, 18.03) == \"31.62\", italic(p) == #> \"1.27e-06\", widehat(omega[\"p\"]^2) == \"0.74\", CI[\"95%\"] ~ #> \"[\" * \"0.53\", \"1.00\" * \"]\", italic(\"n\")[\"obs\"] == \"32\") # extracting expression present in the caption extract_caption(p) #> list(log[e] * (BF[\"01\"]) == \"-14.92\", widehat(italic(R^\"2\"))[\"Bayesian\"]^\"posterior\" == #> \"0.71\", CI[\"95%\"]^HDI ~ \"[\" * \"0.57\", \"0.79\" * \"]\", italic(\"r\")[\"Cauchy\"]^\"JZS\" == #> \"0.71\") # a list of tibbles containing statistical analysis summaries extract_stats(p) #>$subtitle_data\n#> # A tibble: 1 × 14\n#> statistic df df.error p.value\n#> <dbl> <dbl> <dbl> <dbl>\n#> 1 31.6 2 18.0 0.00000127\n#> method effectsize estimate\n#> <chr> <chr> <dbl>\n#> 1 One-way analysis of means (not assuming equal variances) Omega2 0.744\n#> conf.level conf.low conf.high conf.method conf.distribution n.obs expression\n#> <dbl> <dbl> <dbl> <chr> <chr> <int> <list>\n#> 1 0.95 0.531 1 ncp F 32 <language>\n#>\n#> $caption_data #> # A tibble: 6 × 17 #> term pd prior.distribution prior.location prior.scale bf10 #> <chr> <dbl> <chr> <dbl> <dbl> <dbl> #> 1 mu 1 cauchy 0 0.707 3008850. #> 2 cyl-4 1 cauchy 0 0.707 3008850. #> 3 cyl-6 0.780 cauchy 0 0.707 3008850. #> 4 cyl-8 1 cauchy 0 0.707 3008850. #> 5 sig2 1 cauchy 0 0.707 3008850. #> 6 g_cyl 1 cauchy 0 0.707 3008850. #> method log_e_bf10 effectsize estimate std.dev #> <chr> <dbl> <chr> <dbl> <dbl> #> 1 Bayes factors for linear models 14.9 Bayesian R-squared 0.714 0.0503 #> 2 Bayes factors for linear models 14.9 Bayesian R-squared 0.714 0.0503 #> 3 Bayes factors for linear models 14.9 Bayesian R-squared 0.714 0.0503 #> 4 Bayes factors for linear models 14.9 Bayesian R-squared 0.714 0.0503 #> 5 Bayes factors for linear models 14.9 Bayesian R-squared 0.714 0.0503 #> 6 Bayes factors for linear models 14.9 Bayesian R-squared 0.714 0.0503 #> conf.level conf.low conf.high conf.method n.obs expression #> <dbl> <dbl> <dbl> <chr> <int> <list> #> 1 0.95 0.574 0.788 HDI 32 <language> #> 2 0.95 0.574 0.788 HDI 32 <language> #> 3 0.95 0.574 0.788 HDI 32 <language> #> 4 0.95 0.574 0.788 HDI 32 <language> #> 5 0.95 0.574 0.788 HDI 32 <language> #> 6 0.95 0.574 0.788 HDI 32 <language> #> #>$pairwise_comparisons_data\n#> # A tibble: 3 × 9\n#> group1 group2 statistic p.value alternative distribution p.adjust.method\n#> <chr> <chr> <dbl> <dbl> <chr> <chr> <chr>\n#> 1 4 6 -6.67 0.00110 two.sided q Holm\n#> 2 4 8 -10.7 0.0000140 two.sided q Holm\n#> 3 6 8 -7.48 0.000257 two.sided q Holm\n#> test expression\n#> <chr> <list>\n#> 1 Games-Howell <language>\n#> 2 Games-Howell <language>\n#> 3 Games-Howell <language>\n#>\n#> $descriptive_data #> NULL #> #>$one_sample_data\n#> NULL\n#>\n#> $tidy_data #> NULL #> #>$glance_data\n#> NULL\n\n\nNote that all of this analysis is carried out by {statsExpressions} package: https://indrajeetpatil.github.io/statsExpressions/\n\n### Using {ggstatsplot} statistical details with custom plots\n\nSometimes you may not like the default plots produced by {ggstatsplot}. In such cases, you can use other custom plots (from {ggplot2} or other plotting packages) and still use {ggstatsplot} functions to display results from relevant statistical test.\n\nFor example, in the following chunk, we will create our own plot using {ggplot2} package, and use {ggstatsplot} function for extracting expression:\n\n## loading the needed libraries\nset.seed(123)\nlibrary(ggplot2)\n\n## using {ggstatsplot} to get expression with statistical results\nstats_results <- ggbetweenstats(morley, Expt, Speed) %>% extract_subtitle()\n\n## creating a custom plot of our choosing\nggplot(morley, aes(x = as.factor(Expt), y = Speed)) +\ngeom_boxplot() +\nlabs(\ntitle = \"Michelson-Morley experiments\",\nsubtitle = stats_results,\nx = \"Speed of light\",\ny = \"Experiment number\"\n)",
null,
"## Summary of benefits of using {ggstatsplot}\n\n• No need to use scores of packages for statistical analysis (e.g., one to get stats, one to get effect sizes, another to get Bayes Factors, and yet another to get pairwise comparisons, etc.).\n\n• Minimal amount of code needed for all functions (typically only data, x, and y), which minimizes chances of error and makes for tidy scripts.\n\n• Conveniently toggle between statistical approaches.\n\n• Truly makes your figures worth a thousand words.\n\n• No need to copy-paste results to the text editor (MS-Word, e.g.).\n\n• Disembodied figures stand on their own and are easy to evaluate for the reader.\n\n• More breathing room for theoretical discussion and other text.\n\n• No need to worry about updating figures and statistical details separately.\n\n## Misconceptions about {ggstatsplot}\n\nThis package is…\n\n❌ an alternative to learning {ggplot2} ✅ (The better you know {ggplot2}, the more you can modify the defaults to your liking.)\n\n❌ meant to be used in talks/presentations ✅ (Default plots can be too complicated for effectively communicating results in time-constrained presentation settings, e.g. conference talks.)\n\n❌ the only game in town ✅ (GUI software alternatives: JASP and jamovi).\n\n## Extensions\n\nIn case you use the GUI software jamovi, you can install a module called jjstatsplot, which is a wrapper around {ggstatsplot}.\n\n## Contributing\n\nI’m happy to receive bug reports, suggestions, questions, and (most of all) contributions to fix problems and add features. I personally prefer using the GitHub issues system over trying to reach out to me in other ways (personal e-mail, Twitter, etc.). Pull Requests for contributions are encouraged.\n\nHere are some simple ways in which you can contribute (in the increasing order of commitment):\n\n• Read and correct any inconsistencies in the documentation\n• Raise issues about bugs or wanted features\n• Review code\n• Add new functionality (in the form of new plotting functions or helpers for preparing subtitles)\n\nPlease note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.\n\n## Try the ggstatsplot package in your browser\n\nAny scripts or data that you put into this service are public.\n\nggstatsplot documentation built on Sept. 21, 2023, 1:08 a.m."
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https://proofwiki.org/wiki/Complex_Addition/Examples/Travel_2/Proof_2 | [
"An airplane travels:\n\n$150$ kilometres southeast\n\nthen:\n\n$100$ kilometres due west\n\nthen:\n\n$225$ kilometres $30 \\degrees$ north of east\n\nthen:\n\n$323$ kilometres northeast.\n\nAssuming the curvature of Earth to be negligible at this scale, at the end of this travel, the plane is $490$ kilometres in a direction $28.7 \\degrees$ north of east from its starting point.\n\n## Proof\n\nBy plotting the points in a graphics package, or on paper with a ruler and protractor:",
null,
"$\\blacksquare$"
] | [
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"https://proofwiki.org/w/images/thumb/e/e8/Travel_Example_2.png/600px-Travel_Example_2.png",
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https://emis.de/journals/VMJ/eng/current/detail.no522.ab11076.html?ELEMENT_ID=11076&SECTION_ID=522 | [
"",
null,
"",
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"ISSN 1683-3414 (Print) • ISSN 1814-0807 (Online)",
null,
"",
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"",
null,
"",
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"Log in\n\n## Contacts\n\n362025, RNO-A, Russia\nPhone: (8672)23-00-54\nE-mail: rio@smath.ru",
null,
"",
null,
"DOI: 10.46698/s3949-8806-8270-n\n\n# Optimal Control Problem for Systems Modelled by Diffusion-Wave Equation\n\nPostnov, S. S.\nVladikavkaz Mathematical Journal 2022. Vol. 24. Issue 3.\nAbstract:\nThis paper deals with an optimal control problem for a model system defined by a one-dimensional non-homogeneous diffusion-wave equation with a time derivative of fractional-order. In general case we consider both of boundary and distributed controls which are $$p$$-integrable functions (including $$p=\\infty$$). In this case two types of optimal control problem are posed and analyzed: the problem of control norm minimization at given control time and the problem of time-optimal control at given restriction on control norm. The study is based on the use of an exact solution of the diffusion-wave equation, with the help of which the optimal control problem is reduced to an infinite-dimensional $$l$$-moment problem. We also consider a finite-dimensional $$l$$-moment problem obtained in a similar way using an approximate solution of the diffusion-wave equation. Correctness and solvability are analyzed for this problem. Finally, an example of boundary control calculation using a finite-dimensional $$l$$-moment problem is considered.\nKeywords: optimal control, Caputo derivative, diffusion-wave equation, $$l$$-problem of moments\nLanguage: Russian Download the full text",
null,
"For citation: Postnov, S. S. Optimal Control Problem for Systems Modelled by Diffusion-Wave Equation, Vladikavkaz Math. J., 2022, vol. 24, no. 3, pp. 108-119 (in Russian). DOI 10.46698/s3949-8806-8270-n\n\n← Contents of issue\n | Home | Editorial board | Publication ethics | Peer review guidelines | Current | Archive | Rules for authors | Send an article |",
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"© 1999-2022 Южный математический институт"
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.7907851,"math_prob":0.9430508,"size":1746,"snap":"2022-40-2023-06","text_gpt3_token_len":460,"char_repetition_ratio":0.13892078,"word_repetition_ratio":0.033195022,"special_character_ratio":0.2565865,"punctuation_ratio":0.14195584,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99302226,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-02-05T07:52:49Z\",\"WARC-Record-ID\":\"<urn:uuid:a006ce65-ef4e-4642-89fb-712563722aba>\",\"Content-Length\":\"15546\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:6f0b512a-2d06-4536-8df8-ff5b4821f87b>\",\"WARC-Concurrent-To\":\"<urn:uuid:4d00e390-6410-4a7b-87d8-df432e59d22f>\",\"WARC-IP-Address\":\"141.66.194.8\",\"WARC-Target-URI\":\"https://emis.de/journals/VMJ/eng/current/detail.no522.ab11076.html?ELEMENT_ID=11076&SECTION_ID=522\",\"WARC-Payload-Digest\":\"sha1:HAE3JETBXKQHCN24SMEXUHTTGW3TQ7KU\",\"WARC-Block-Digest\":\"sha1:7EXQRMEUJQ4Z6PYCRCOSQNRQIA7NFDWT\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-06/CC-MAIN-2023-06_segments_1674764500250.51_warc_CC-MAIN-20230205063441-20230205093441-00610.warc.gz\"}"} |
https://mammothmemory.net/maths/geometry/circumference-area-and-volume/volume-of-cubes.html | [
"",
null,
"Volume of cubes\n\nThe volume of a cube works on area of the base multiplied by height and some factor.",
null,
"Volume of a cube = Area of base x Height\n\nArea of base = Length x Width\n\nTherefore\n\nVolume of a cube = Length x Width x Height"
] | [
null,
"https://mammothmemory.net/images/mobile-home.svg",
null,
"https://mammothmemory.net/images/user/base/Maths/Geometry/circumference area and volume/volume-of-a-cube.e45152e.jpg",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8933871,"math_prob":0.99919444,"size":449,"snap":"2019-43-2019-47","text_gpt3_token_len":107,"char_repetition_ratio":0.18876405,"word_repetition_ratio":0.95652175,"special_character_ratio":0.22939867,"punctuation_ratio":0.02173913,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99616235,"pos_list":[0,1,2,3,4],"im_url_duplicate_count":[null,null,null,5,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2019-10-19T11:51:50Z\",\"WARC-Record-ID\":\"<urn:uuid:75dd72f2-29b6-4abf-9c2d-08bcfa04c550>\",\"Content-Length\":\"29972\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:58dd476a-ff44-4fa5-a244-be39fd949e3e>\",\"WARC-Concurrent-To\":\"<urn:uuid:63199e85-97e1-4282-9f9b-4278f896afc0>\",\"WARC-IP-Address\":\"176.58.124.133\",\"WARC-Target-URI\":\"https://mammothmemory.net/maths/geometry/circumference-area-and-volume/volume-of-cubes.html\",\"WARC-Payload-Digest\":\"sha1:3PPPD32UBSLCJHCJI4Y5BGXINIEXRVJO\",\"WARC-Block-Digest\":\"sha1:AENYGJNFWGYOOLMOIM7XTMPQU3VDQTW5\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2019/CC-MAIN-2019-43/CC-MAIN-2019-43_segments_1570986693979.65_warc_CC-MAIN-20191019114429-20191019141929-00052.warc.gz\"}"} |
http://www.popflock.com/learn?s=Subtraction | [
"",
null,
"Subtraction\nGet Subtraction essential facts below. View Videos or join the Subtraction discussion. Add Subtraction to your PopFlock.com topic list for future reference or share this resource on social media.\nSubtraction\n\nSubtraction is an arithmetic operation that represents the operation of removing objects from a collection. The result of a subtraction is called a difference. Subtraction is signified by the minus sign, -. For example, in the adjacent picture, there are apples--meaning 5 apples with 2 taken away, resulting in a total of 3 apples. Therefore, the difference of 5 and 2 is 3, that is, . While primarily associated with natural numbers in arithmetic, subtraction can also represent removing or decreasing physical and abstract quantities using different kinds of objects including negative numbers, fractions, irrational numbers, vectors, decimals, functions, and matrices.\n\nSubtraction follows several important patterns. It is anticommutative, meaning that changing the order changes the sign of the answer. It is also not associative, meaning that when one subtracts more than two numbers, the order in which subtraction is performed matters. Because 0 is the additive identity, subtraction of it does not change a number. Subtraction also obeys predictable rules concerning related operations, such as addition and multiplication. All of these rules can be proven, starting with the subtraction of integers and generalizing up through the real numbers and beyond. General binary operations that follow these patterns are studied in abstract algebra.\n\nPerforming subtraction on natural numbers is one of the simplest numerical tasks. Subtraction of very small numbers is accessible to young children. In primary education for instance, students are taught to subtract numbers in the decimal system, starting with single digits and progressively tackling more difficult problems.\n\nIn advanced algebra and in computer algebra, an expression involving subtraction like is generally treated as a shorthand notation for the addition . Thus, contains two terms, namely A and -B. This allows an easier use of associativity and commutativity.\n\n## Notation and terminology",
null,
"Subtraction of numbers 0-10. Line labels = minuend. X axis = subtrahend. Y axis = difference.\n\nSubtraction is usually written using the minus sign \"-\" between the terms; that is, in infix notation. The result is expressed with an equals sign. For example,\n\n$2-1=1$",
null,
"(pronounced as \"two minus one equals one\")\n$4-2=2$",
null,
"(pronounced as \"four minus two equals two\")\n$6-3=3$",
null,
"(pronounced as \"six minus three equals three\")\n$4-6=-2$",
null,
"(pronounced as \"four minus six equals negative two\")\n\nThere are also situations where subtraction is \"understood\", even though no symbol appears:\n\n• A column of two numbers, with the lower number in red, usually indicates that the lower number in the column is to be subtracted, with the difference written below, under a line. This is most common in accounting.\n\nFormally, the number being subtracted is known as the subtrahend, while the number it is subtracted from is the minuend. The result is the difference.\n\nAll of this terminology derives from Latin. \"Subtraction\" is an English word derived from the Latin verb subtrahere, which in turn is a compound of sub \"from under\" and trahere \"to pull\". Thus, to subtract is to draw from below, or to take away. Using the gerundive suffix -nd results in \"subtrahend\", \"thing to be subtracted\".[a] Likewise, from minuere \"to reduce or diminish\", one gets \"minuend\", which means \"thing to be diminished\".\n\n## Of integers and real numbers\n\n### Integers\n\nImagine a line segment of length b with the left end labeled a and the right end labeled c. Starting from a, it takes b steps to the right to reach c. This movement to the right is modeled mathematically by addition:\n\na + b = c.\n\nFrom c, it takes b steps to the left to get back to a. This movement to the left is modeled by subtraction:\n\nc - b = a.\n\nNow, a line segment labeled with the numbers 1, 2, and 3. From position 3, it takes no steps to the left to stay at 3, so . It takes 2 steps to the left to get to position 1, so . This picture is inadequate to describe what would happen after going 3 steps to the left of position 3. To represent such an operation, the line must be extended.\n\nTo subtract arbitrary natural numbers, one begins with a line containing every natural number (0, 1, 2, 3, 4, 5, 6, ...). From 3, it takes 3 steps to the left to get to 0, so . But is still invalid, since it again leaves the line. The natural numbers are not a useful context for subtraction.\n\nThe solution is to consider the integer number line (..., -3, -2, -1, 0, 1, 2, 3, ...). This way, it takes 4 steps to the left from 3 to get to -1:\n\n.\n\n### Natural numbers\n\nSubtraction of natural numbers is not closed: the difference is not a natural number unless the minuend is greater than or equal to the subtrahend. For example, 26 cannot be subtracted from 11 to give a natural number. Such a case uses one of two approaches:\n\n1. Conclude that 26 cannot be subtracted from 11; subtraction becomes a partial function.\n2. Give the answer as an integer representing a negative number, so the result of subtracting 26 from 11 is -15.\n\n### Real numbers\n\nSubtraction of real numbers is defined as addition of signed numbers. Specifically, a number is subtracted by adding its additive inverse, as in the case of . This helps to keep the ring of real numbers \"simple\", by avoiding the introduction of \"new\" operators such as subtraction. Ordinarily, a ring only has two operations defined on it; in the case of the integers, these are addition and multiplication. A ring already has the concept of additive inverses, but it does not have any notion of a separate subtraction operation, so the use of signed addition as subtraction allows for the application of the ring axioms to subtraction-- without needing to prove anything.\n\n## Properties\n\n### Anticommutativity\n\nSubtraction is anti-commutative, meaning that if one reverses the terms in a difference left-to-right, the result is the negative of the original result. Symbolically, if a and b are any two numbers, then\n\na - b = -(b - a).\n\n### Non-associativity\n\nSubtraction is non-associative, which comes up when one tries to define repeated subtraction. In general, the expression\n\n\"a - b - c\"\n\ncan be defined to mean either (a - b) - c or a - (b - c), but these two possibilities lead to different answers. To resolve this issue, one must establish an order of operations, with different orders yielding different results.\n\n### Predecessor\n\nIn the context of integers, subtraction of one also plays a special role: for any integer a, the integer is the largest integer less than a, also known as the predecessor of a.\n\n## Units of measurement\n\nWhen subtracting two numbers with units of measurement such as kilograms or pounds, they must have the same unit. In most cases, the difference will have the same unit as the original numbers.\n\n### Percentages\n\nChanges in percentages can be reported in at least two forms, percentage change and percentage point change. Percentage change represents the relative change between the two quantities as a percentage, while percentage point change is simply the number obtained by subtracting the two percentages.\n\nAs an example, suppose that 30% of widgets made in a factory are defective. Six months later, 20% of widgets are defective. The percentage change is = - = %, while the percentage point change is -10 percentage points.\n\n## In computing\n\nThe method of complements is a technique used to subtract one number from another using only addition of positive numbers. This method was commonly used in mechanical calculators, and is still used in modern computers.\n\nBinary\ndigit\nOnes'\ncomplement\n0 1\n1 0\n\nTo subtract a binary number y (the subtrahend) from another number x (the minuend), the ones' complement of y is added to x and one is added to the sum. The leading digit \"1\" of the result is then discarded.\n\nThe method of complements is especially useful in binary (radix 2) since the ones' complement is very easily obtained by inverting each bit (changing \"0\" to \"1\" and vice versa). And adding 1 to get the two's complement can be done by simulating a carry into the least significant bit. For example:\n\n 01100100 (x, equals decimal 100)\n- 00010110 (y, equals decimal 22)\n\n\nbecomes the sum:\n\n 01100100 (x)\n+ 11101001 (ones' complement of y)\n+ 1 (to get the two's complement)\n--------------------\n101001110\n\n\nDropping the initial \"1\" gives the answer: 01001110 (equals decimal 78)\n\n## The teaching of subtraction in schools\n\nMethods used to teach subtraction to elementary school vary from country to country, and within a country, different methods are adopted at different times. In what is known in the United States as traditional mathematics, a specific process is taught to students at the end of the 1st year (or during the 2nd year) for use with multi-digit whole numbers, and is extended in either the fourth or fifth grade to include decimal representations of fractional numbers.\n\n### In America\n\nAlmost all American schools currently teach a method of subtraction using borrowing or regrouping (the decomposition algorithm) and a system of markings called crutches. Although a method of borrowing had been known and published in textbooks previously, the use of crutches in American schools spread after William A. Brownell published a study--claiming that crutches were beneficial to students using this method. This system caught on rapidly, displacing the other methods of subtraction in use in America at that time.\n\n### In Europe\n\nSome European schools employ a method of subtraction called the Austrian method, also known as the additions method. There is no borrowing in this method. There are also crutches (markings to aid memory), which vary by country.\n\n### Comparing the two main methods\n\nBoth these methods break up the subtraction as a process of one digit subtractions by place value. Starting with a least significant digit, a subtraction of subtrahend:\n\nsjsj-1 ... s1\n\nfrom minuend\n\nmkmk-1 ... m1,\n\nwhere each si and mi is a digit, proceeds by writing down , , and so forth, as long as si does not exceed mi. Otherwise, mi is increased by 10 and some other digit is modified to correct for this increase. The American method corrects by attempting to decrease the minuend digit mi+1 by one (or continuing the borrow leftwards until there is a non-zero digit from which to borrow). The European method corrects by increasing the subtrahend digit si+1 by one.\n\nExample: 704 - 512.\n\n${\\begin{array}{rrrr}&\\color {Red}-1\\\\&C&D&U\\\\&7&0&4\\\\&5&1&2\\\\\\hline &1&9&2\\\\\\end{array}}{\\begin{array}{l}{\\color {Red}\\longleftarrow {\\rm {carry}}}\\\\\\\\\\longleftarrow \\;{\\rm {Minuend}}\\\\\\longleftarrow \\;{\\rm {Subtrahend}}\\\\\\longleftarrow {\\rm {Rest\\;or\\;Difference}}\\\\\\end{array}}$",
null,
"The minuend is 704, the subtrahend is 512. The minuend digits are , and . The subtrahend digits are , and . Beginning at the one's place, 4 is not less than 2 so the difference 2 is written down in the result's one's place. In the ten's place, 0 is less than 1, so the 0 is increased by 10, and the difference with 1, which is 9, is written down in the ten's place. The American method corrects for the increase of ten by reducing the digit in the minuend's hundreds place by one. That is, the 7 is struck through and replaced by a 6. The subtraction then proceeds in the hundreds place, where 6 is not less than 5, so the difference is written down in the result's hundred's place. We are now done, the result is 192.\n\nThe Austrian method does not reduce the 7 to 6. Rather it increases the subtrahend hundred's digit by one. A small mark is made near or below this digit (depending on the school). Then the subtraction proceeds by asking what number when increased by 1, and 5 is added to it, makes 7. The answer is 1, and is written down in the result's hundred's place.\n\nThere is an additional subtlety in that the student always employs a mental subtraction table in the American method. The Austrian method often encourages the student to mentally use the addition table in reverse. In the example above, rather than adding 1 to 5, getting 6, and subtracting that from 7, the student is asked to consider what number, when increased by 1, and 5 is added to it, makes 7.\n\n## Subtraction by hand\n\nExample:\n\nExample:\n\n### American method\n\nIn this method, each digit of the subtrahend is subtracted from the digit above it starting from right to left. If the top number is too small to subtract the bottom number from it, we add 10 to it; this 10 is \"borrowed\" from the top digit to the left, which we subtract 1 from. Then we move on to subtracting the next digit and borrowing as needed, until every digit has been subtracted. Example:\n\nA variant of the American method where all borrowing is done before all subtraction.\n\nExample:\n\n### Partial differences\n\nThe partial differences method is different from other vertical subtraction methods because no borrowing or carrying takes place. In their place, one places plus or minus signs depending on whether the minuend is greater or smaller than the subtrahend. The sum of the partial differences is the total difference.\n\nExample:\n\n### Nonvertical methods\n\n#### Counting up\n\nInstead of finding the difference digit by digit, one can count up the numbers between the subtrahend and the minuend.\n\nExample: 1234 - 567 = can be found by the following steps:\n\nAdd up the value from each step to get the total difference: .\n\n#### Breaking up the subtraction\n\nAnother method that is useful for mental arithmetic is to split up the subtraction into small steps.\n\nExample: 1234 - 567 = can be solved in the following way:\n\n• 1234 - 500 = 734\n• 734 - 60 = 674\n• 674 - 7 = 667\n\n#### Same change\n\nThe same change method uses the fact that adding or subtracting the same number from the minuend and subtrahend does not change the answer. One simply adds the amount needed to get zeros in the subtrahend.\n\nExample:\n\n\"1234 - 567 =\" can be solved as follows:"
] | [
null,
"http://www.popflock.com/images/logo/popflock-logo.gif",
null,
"http://upload.wikimedia.org/wikipedia/commons/thumb/2/29/Subtraction_chart.png/180px-Subtraction_chart.png",
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"https://wikimedia.org/api/rest_v1/media/math/render/svg/8e790a95dd451fdb4c8e2f74f60823807ca50f2b",
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https://planetmath.org/SymmetricInverseSemigroup | [
"# symmetric inverse semigroup\n\nLet $X$ be a set. A partial map on $X$ is an application defined from a subset of $X$ into $X$. We denote by $\\mathfrak{F}(X)$ the set of partial map on $X$. Given $\\alpha\\in\\mathfrak{F}(X)$, we denote by $\\mathrm{dom}(\\alpha)$ and $\\mathrm{ran}(\\alpha)$ respectively the domain and the range of $\\alpha$, i.e.\n\n $\\mathrm{dom}(\\alpha),\\mathrm{ran}{\\alpha}\\subseteq X,\\ \\ \\alpha:\\mathrm{dom}(% \\alpha)\\rightarrow X,\\ \\ \\alpha(\\mathrm{dom}(\\alpha))=\\mathrm{ran}(\\alpha).$\n\nWe define the composition",
null,
"",
null,
"of two partial map $\\alpha,\\beta\\in\\mathfrak{F}(X)$ as the partial map $\\alpha\\circ\\beta\\in\\mathfrak{F}(X)$ with domain\n\n $\\mathrm{dom}(\\alpha\\circ\\beta)=\\beta^{-1}(\\mathrm{ran}(\\beta)\\cap\\mathrm{dom}(% \\alpha))=\\left\\{x\\in\\mathrm{dom}(\\beta)\\,|\\,\\alpha(x)\\in\\mathrm{dom}(\\beta)\\right\\}$\n\ndefined by the common rule\n\n $\\alpha\\circ\\beta(x)=\\alpha(\\beta(x)),\\ \\ \\forall x\\in\\mathrm{dom}{(\\alpha\\circ% \\beta)}.$\n\nIt is easily verified that the $\\mathfrak{F}(X)$ with the composition $\\circ$ is a semigroup.\n\nA partial map $\\alpha\\in\\mathfrak{F}(X)$ is said bijective when it is bijective as a map $\\alpha:\\mathrm{ran}(\\alpha)\\rightarrow\\mathrm{dom}(\\alpha)$. It can be proved that the subset $\\mathfrak{I}(X)\\subseteq\\mathfrak{F}(X)$ of the partial bijective maps on $X$ is an inverse semigroup (with the composition $\\circ$), that is called symmetric inverse semigroup on $X$. Note that the symmetric group",
null,
"",
null,
"",
null,
"on $X$ is a subgroup",
null,
"",
null,
"",
null,
"of $\\mathfrak{I}(X)$.\n\nTitle symmetric inverse semigroup SymmetricInverseSemigroup 2013-03-22 16:11:14 2013-03-22 16:11:14 Mazzu (14365) Mazzu (14365) 6 Mazzu (14365) Definition msc 20M18 partial map composition of partial maps symmetric inverse semigroup"
] | [
null,
"http://mathworld.wolfram.com/favicon_mathworld.png",
null,
"http://planetmath.org/sites/default/files/fab-favicon.ico",
null,
"http://mathworld.wolfram.com/favicon_mathworld.png",
null,
"http://planetmath.org/sites/default/files/fab-favicon.ico",
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"http://planetmath.org/sites/default/files/fab-favicon.ico",
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"http://mathworld.wolfram.com/favicon_mathworld.png",
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"http://planetmath.org/sites/default/files/fab-favicon.ico",
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"http://planetmath.org/sites/default/files/fab-favicon.ico",
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https://magoosh.com/jee/jee-conic-sections-parabola/ | [
"# JEE Conic Sections: Parabola\n\nParabola is the first conic section you’ll encounter when you start studying the conic sections. It is great for developing foundations of the conic sections. Once you’re well-versed with this topic, you won’t be facing much difficulties while studying ellipse and hyperbola.\n\nLet’s start by picturing two lines intersecting each other. Now make one of the lines (called the Generating Line) revolve around the other. We get what is called a double cone. Let another plane now intersect it (obviously, not where the cone’s vertex lies–in which case you get straight lines!!).",
null,
"By Duk, CC BY-SA 3.0, Link\n\nWhat you get on the plane is called a conic section. The following are five conic sections and they are characterized by what is known as eccentricity (often denoted by ‘e’).",
null,
"So let’s get started!\n\n## Basic Definition\n\nWe are given a straight line (directrix) and a point (focus). Then on a plane, the parabola is the set of all points such that they are equidistant from the directrix and the focus. The vertex is the point closest to the directrix. A line parallel to the directrix and passing through the focus cuts a conic section in two points, right? This particular line segment is called the latus rectum.",
null,
"By Melikamp – Own work, CC BY-SA 3.0, Link\n\nTaking the directrix as x + a = 0 and the focus as (a, 0), the equation of a right open horizontal parabola is: y2 = 4 a x",
null,
"Thus, the parametric coordinates are: (at2, 2at)\n\nFor latus rectum, we set x = a and get: l = 4 a\n\n## Chords, Tangents, and Normals",
null,
"It can be easily shown that a point (x1, y1) is an interior point if S1 > 0, lies on the parabola if S1 = 0 and exterior to it if S 1 < 0.\n\nFocal Chord:\nAny chord of the focus of a parabola is called a focal chord. It can be easily proved that if t1 and t2 are the parameters for its endpoints, then t1 t2 = –1.\n\n## Tangent",
null,
"",
null,
"(Complete description using Desmos Graphing Calculator)\n\nThe point of intersection of two tangents (drawn at t1 and t2) is (at1t2, a(t1+t2)).\n\nNow, I am about to tell you something interesting! Just try to think over it. The tangents that are drawn at the end of a focal chord intersect at right angles on the directrix (Hint: t1t2 = –1 and hence m1m2 = –1). This also means that a circle drawn with a focal chord as the diameter touches the directrix! Don’t worry, see a complete proof here.\n\nFor any exterior point (x1, y1), the equation T2 = SS1 gives the tangents to the parabola from the given point. When S1 = 0, the point lies on the parabola and T = 0 which is actually true. Also notice that if S1 < 0, then T2 >0, and hence no tangent exists from the interior of a parabola.\n\nWhen the tangents from an exterior point (x1, y1) are drawn, the points where they touch can be joined to form ‘The Chord of Contact’: T1 = 0\n\nWhen an interior point (x1,y1) is given, then the chord through the point such it is the midpoint is given by:\nT = S1\n\nDon’t worry. The following examples will clear all your doubts.\n\nQuestion 1\nFor the parabola y2 = 16 x, determine the angle between the tangents drawn from (–8,4).\n\na) 37°\nb) 30°\nc) 72°\nd) 90°\n\nSolution:\nFor the parabola y2 = 4 (4) x, a = 4\nPutting (x1, y1) = (–8, 4) in the equation T2 = SS1 gives:\n(4y — 2(4)(x — 8))2 = (y2 — 16x)(42 — 16(–8))\n=> x2 — xy –2y2 + 20x + 8y + 64 = 0\n=> (x + y + 4)(x — 2y + 16) = 0\nHence, the slopes are m1 = ½ and m2 = –1\nThe angle between the tangents is tanθ = mod((m2 — m1)/(1 — m1m2)) = 3\nSince tanθ > 1 => θ > 45o\nAlso, θ < 90o\nChecking the options, the option (c) is the most appropriate.\n\nYou should try more and more problems on this topic. After all, practice makes a man perfect!\n\n## Normal\n\nMoving on, let us study the normal to a parabola!",
null,
"",
null,
"(Visualizing normals using Desmos Graphing Calculator)\n\nThus, if the slope of a normal is given, the equation of the normal can be rewritten as:\n\ny = m x — (a m3 + 2 a m)\n\nMoreover, you can even find the point to which the normal corresponds if its slope is given (using the fact that t = –m).\n\n(at2, 2at) = (am2, –2am)\n\nIf you are given a point (x1, y1), then you can also find the possible slopes for a normal at that point.\n\ny = m x — (am3 + 2am) ⇒ am3 + m (2a — x) + y = 0\n\nInteresting! Through a single point on a parabola, as many as three normal could pass!",
null,
"Reflection property of a parabola: A ray of light parallel to the axis of parabola reflects and passes through the focus. This reflection property is exploited to make spherical mirrors used in physics to remove any spherical aberrations.",
null,
"Image by Wikipedia\n\nIn this blog post, you learnt about some important concepts about Parabola. Hope you found it useful. For more amazing JEE study material, check out Magoosh JEE Product. Happy learning!"
] | [
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"data:image/svg+xml,%3Csvg%20xmlns='http://www.w3.org/2000/svg'%20viewBox='0%200%201024%20569'%3E%3C/svg%3E",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.89131284,"math_prob":0.99608546,"size":4777,"snap":"2021-21-2021-25","text_gpt3_token_len":1368,"char_repetition_ratio":0.12088833,"word_repetition_ratio":0.0065502184,"special_character_ratio":0.28092945,"punctuation_ratio":0.10942249,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9987148,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-05-13T05:55:59Z\",\"WARC-Record-ID\":\"<urn:uuid:f291e0c7-c7fc-4726-b38f-ed27c0a47d15>\",\"Content-Length\":\"95716\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:f72803d0-7405-43f3-a997-d4bac39b65aa>\",\"WARC-Concurrent-To\":\"<urn:uuid:39b12998-d8a4-4f0b-82bb-41c2822ac2d3>\",\"WARC-IP-Address\":\"104.198.154.160\",\"WARC-Target-URI\":\"https://magoosh.com/jee/jee-conic-sections-parabola/\",\"WARC-Payload-Digest\":\"sha1:PEOZ4R5VK2T7O4LDRYQ2IBXSQGLKIXMU\",\"WARC-Block-Digest\":\"sha1:DMQJTW36UQMMEYUX2SWOWVK54UKHAH5K\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-21/CC-MAIN-2021-21_segments_1620243991537.32_warc_CC-MAIN-20210513045934-20210513075934-00267.warc.gz\"}"} |
https://python-graph-gallery.com/254-pandas-stacked-area-chart/ | [
"# #254 Pandas Stacked area chart",
null,
"With pandas, the stacked area charts are made using the plot.area() function. Each column of your data frame will be plotted as an area on the chart.\n\n```\n# library\nimport pandas as pd\nimport numpy as np\nimport matplotlib.pyplot as plt\n\n# Dataset\ndf = pd.DataFrame(np.random.rand(10, 4), columns=['a', 'b', 'c', 'd'])\n\n# plot\ndf.plot.area()\n\n```"
] | [
null,
"http://python-graph-gallery.com/wp-content/uploads/254_pandas_stacked_area_chart2.png",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.67820567,"math_prob":0.87990564,"size":333,"snap":"2021-04-2021-17","text_gpt3_token_len":81,"char_repetition_ratio":0.12158055,"word_repetition_ratio":0.0,"special_character_ratio":0.2822823,"punctuation_ratio":0.2,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9997955,"pos_list":[0,1,2],"im_url_duplicate_count":[null,3,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-01-24T18:35:30Z\",\"WARC-Record-ID\":\"<urn:uuid:68d40903-9c94-47c8-98f5-1861f4d5010b>\",\"Content-Length\":\"46074\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:935cf77c-42be-4612-b936-434bd05b97b7>\",\"WARC-Concurrent-To\":\"<urn:uuid:699f34d8-d17c-432b-8406-0faf2ffc239e>\",\"WARC-IP-Address\":\"213.186.33.186\",\"WARC-Target-URI\":\"https://python-graph-gallery.com/254-pandas-stacked-area-chart/\",\"WARC-Payload-Digest\":\"sha1:LWVOUW2GZYBHUY2WL4AAA5JULITKIPS6\",\"WARC-Block-Digest\":\"sha1:TECP6U36SWX3FM7AGOKXS7SPCT6BUMK7\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-04/CC-MAIN-2021-04_segments_1610703550617.50_warc_CC-MAIN-20210124173052-20210124203052-00637.warc.gz\"}"} |
http://mathcentral.uregina.ca/QQ/database/QQ.02.06/howard1.html | [
"Name: Howard Who is asking: Other Level of the question: Secondary Question: I thought of the following problem which is similar but much simpler than the tethered goat problem: What is the angle(it is more illustrative in degrees)of arc of a unit circle so that the area between the chord it subtends and the arc length is equal to the area of the triangle with opposite side the subtended chord. (Sorry, it would have been easier to state the problem with a diagram).[I don't need the solution, but thought it would be fun for others] Howard, Below is our diagram of your problem.",
null,
"The problem is to find the measure of the angle ACB so that the area of the triangle ACB is equal to the area of the region of the sector ACB that is outside the triangle. To say it in another way, find the measure of the angle ACB if the area of the triangle ACB is half the area of the sector ACB. Let x be the measure of the angle ACB in radians and r be the radius of the circle, then the area of the sector ACB is AS = 1/2 r2 x Let D be the midpoint of AB, b = |AB| and h = |CD| then the area of the triangle ACB is AT = 1/2 b h Using the facts that h = r cos( x/2 ), b = 2r sin( x/2 ) and sin(x) = 2 sin( x/2 ) cos( x/2 ) we get AT = 1/2 r2 sin(x). But AS = 2 AT and hence 2 sin(x) = x Solving this equation is not straightforward. One technique is to use Newton's method to approximate a solution. There is an outline of Newton's method in the answer to a previous problem. Stephen and Penny"
] | [
null,
"http://mathcentral.uregina.ca/QQ/database/QQ.02.06/howard1.1.gif",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8795517,"math_prob":0.996196,"size":946,"snap":"2019-26-2019-30","text_gpt3_token_len":277,"char_repetition_ratio":0.19002123,"word_repetition_ratio":0.10194175,"special_character_ratio":0.29069766,"punctuation_ratio":0.05529954,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99977344,"pos_list":[0,1,2],"im_url_duplicate_count":[null,2,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2019-06-25T19:31:55Z\",\"WARC-Record-ID\":\"<urn:uuid:e9f28d0d-44fd-4f76-b371-2a74cc2e0366>\",\"Content-Length\":\"7474\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:c71f336a-476c-44b6-a8a0-b07f6e0a4aad>\",\"WARC-Concurrent-To\":\"<urn:uuid:74ee5d1b-187c-4b49-b17f-a365570b5746>\",\"WARC-IP-Address\":\"142.3.156.43\",\"WARC-Target-URI\":\"http://mathcentral.uregina.ca/QQ/database/QQ.02.06/howard1.html\",\"WARC-Payload-Digest\":\"sha1:K5QDQJ63K3MX5ZRCY3LVTFCLEPWGW2IN\",\"WARC-Block-Digest\":\"sha1:VOTAPW3UT7K7U3WO2IEVSVGMWTQ5VIAD\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2019/CC-MAIN-2019-26/CC-MAIN-2019-26_segments_1560627999946.25_warc_CC-MAIN-20190625192953-20190625214953-00051.warc.gz\"}"} |
https://iaras.org/iaras/home/caijmcm/necessary-existence-condition-for-equivariant-simple-singularities | [
"## Necessary Existence Condition for Equivariant Simple Singularities\n\n AUTHOR(S): Evgeny Astashov TITLE Necessary Existence Condition for Equivariant Simple Singularities",
null,
"PDF ABSTRACT The concept of an equivariant map naturally arises in the study of manifolds with actions of a fixed group: equivariant maps are maps that commute with group actions on the source and target. An equivariant automorphism of the source of equivariant maps preserves their equivariance. Therefore, the group of equivariant automorphisms of a manifold acts on the space of equivariant maps of this manifold. The structure of orbits of this action is often complicated: it can include discrete (finite or countable) families of orbits as well as continuous ones. An orbit is called equivariant simple if its sufficiently small neighborhood intersects only a finite number of other orbits. In this paper we study singular multivariate holomorphic function germs that are equivariant simple with respect to a pair of actions of a finite cyclic group on the source and target. We present a necessary existence condition for such germs in terms of dimensions of certain vector spaces defined by group actions. As an application of this result, we describe scalar actions of finite cyclic groups for which there exist no equivariant simple singular function germs. KEYWORDS Equivariant topology, singularity theory, classification of singularities, simple singularities REFERENCES V. I. Arnold, Normal forms of functions near degenerate critical points, the Weyl groups Ak;Dk;Ek and Lagrangian singularities, Functional Anal. Appl. 6:4, 1972, pp. 254–272. V. I. Arnold, Indices of singular points of 1- forms on a manifold with boundary, convolution of invariants of reflection groups, and singular projections of smooth surfaces, Russian Math. Surveys 34:1, 1979, pp. 1–42. V. V. Goryunov, Simple Functions on Space Curves, Funktsional. Anal. Appl. 34:2, 2000, PP. 129–132. W. Domitrz, M. Manoel, P. de M. Rios. The Wigner caustic on shell and singularities of odd functions, Journal of Geometry and Physics 71, 2013, pp. 58–72. E. A. Astashov, On the classification of singularities that are equivariant simple with respect to representations of cyclic groups (in Russian), Bulletin of Udmurt University. Mathematics, Mechanics, Computer Science 26:2, 2016, pp. 155-159. E. A. Astashov. On the classification of bivariate function germs singularities that are equivariant simple with respect to the cyclic group of order three (in Russian), Bulletin of Samara University. Natural sciences 3-4, 2016, pp. 7-13. P. Slodowy, Einige Bemerkungen zur Entfaltung symmetrischer Funktionen, Math. Z. 158, 1978, 157–170. J.W. Bruce,A. A. du Plessis, C. T. C. Wall, Determinacy and unipotency, Invent. Math 88, 1987, 521–54. M. Golubitsky, I. Stewart, D. G. Schaeffer, Singularities and Groups in Bifurcation Theory, vol. II, Springer-Verlag, New York, 1988. P. H. Baptistelli, M. G. Manoel, The classification of reversible-equivariant steady-state bifurcations on self-dual spaces, Math. Proc. Cambridge Philos. Soc. 145:2, 2008, pp. 379–401. M. Manoel, I. O. Zeli, Complete transversals of reversible equivariant singularities of vector fields, arXiv:1309.1904 [math.DS], 2013. P. H. Baptistelli, M. Manoel, I. O. Zeli, The classification of reversible-equivariant steady-state bifurcations on self-dual spaces, Bull. Braz. Math. Soc., New Series 47:3, 2016, pp. 935–954. M. Manoel, P. Tempesta, On equivariant binary differential equations, arXiv:1608.05575 [math.DS], 2016. P. H. Baptistelli, M. Manoel, I. O. Zeli, Normal forms of bireversible vector fields, arXiv:1702.04658 [math.DS], 2017. S. Bochner, Compact groups of differentiable transformations, Ann. Math. 2:46, 1945, pp. 372–381. J. W. Milnor, Morse theory, Princeton University Press, 1963. Cite this paper Evgeny Astashov. (2018) Necessary Existence Condition for Equivariant Simple Singularities. International Journal of Mathematical and Computational Methods, 3, 37-42",
null,
"Copyright © 2018 Author(s) retain the copyright of this article.This article is published under the terms of the Creative Commons Attribution License 4.0"
] | [
null,
"https://iaras.org/iaras/images/pdf.gif",
null,
"https://iaras.org/iaras/images/cc.png",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.84779257,"math_prob":0.891028,"size":1738,"snap":"2023-40-2023-50","text_gpt3_token_len":373,"char_repetition_ratio":0.15801615,"word_repetition_ratio":0.0234375,"special_character_ratio":0.19102417,"punctuation_ratio":0.11604095,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.97015095,"pos_list":[0,1,2,3,4],"im_url_duplicate_count":[null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-12-03T13:54:03Z\",\"WARC-Record-ID\":\"<urn:uuid:dfac2301-db73-4a35-8dce-85b1149e3499>\",\"Content-Length\":\"43693\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:3f666317-c8b0-4010-97fb-46b2ed73cd75>\",\"WARC-Concurrent-To\":\"<urn:uuid:b69f38e7-34da-4fa0-ba17-0ee838ce1438>\",\"WARC-IP-Address\":\"45.60.98.184\",\"WARC-Target-URI\":\"https://iaras.org/iaras/home/caijmcm/necessary-existence-condition-for-equivariant-simple-singularities\",\"WARC-Payload-Digest\":\"sha1:J4XFKZCT5BTS7PFCXPLTOUVZKHWRMMPV\",\"WARC-Block-Digest\":\"sha1:EIIK33FISBZIEZWSTMCEW2HQ7ZU5UBQK\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-50/CC-MAIN-2023-50_segments_1700679100508.23_warc_CC-MAIN-20231203125921-20231203155921-00328.warc.gz\"}"} |
https://patchwork.ozlabs.org/project/linux-pwm/patch/1386916910-24832-2-git-send-email-voice.shen@atmel.com/ | [
"# [v9,1/2] PWM: atmel-pwm: add PWM controller driver\n\nMessage ID 1386916910-24832-2-git-send-email-voice.shen@atmel.com Accepted show\n\n## Commit Message\n\nBo Shen Dec. 13, 2013, 6:41 a.m. UTC\n```Add Atmel PWM controller driver based on PWM framework.\n\nThis is the basic function implementation of Atmel PWM controller.\nIt can work with PWM based led and backlight.\n\nSigned-off-by: Bo Shen <voice.shen@atmel.com>\nAcked-by: Alexandre Belloni <alexandre.belloni@free-electrons.com>\nAcked-by: Jean-Christophe PLAGNIOL-VILLARD <plagnioj@jcrosoft.com>\n---\ndrivers/pwm/Kconfig | 9 ++\ndrivers/pwm/Makefile | 1 +\ndrivers/pwm/pwm-atmel.c | 398 +++++++++++++++++++++++++++++++++++++++++++++++\n3 files changed, 408 insertions(+)\ncreate mode 100644 drivers/pwm/pwm-atmel.c\n```\n\n## Patch\n\n```diff --git a/drivers/pwm/Kconfig b/drivers/pwm/Kconfig\nindex eece329..5043572 100644\n--- a/drivers/pwm/Kconfig\n+++ b/drivers/pwm/Kconfig\n@@ -41,6 +41,15 @@ config PWM_AB8500\nTo compile this driver as a module, choose M here: the module\nwill be called pwm-ab8500.\n\n+config PWM_ATMEL\n+\ttristate \"Atmel PWM support\"\n+\tdepends on ARCH_AT91\n+\thelp\n+\t Generic PWM framework driver for Atmel SoC.\n+\n+\t To compile this driver as a module, choose M here: the module\n+\t will be called pwm-atmel.\n+\nconfig PWM_ATMEL_TCB\ntristate \"Atmel TC Block PWM support\"\ndepends on ATMEL_TCLIB && OF\ndiff --git a/drivers/pwm/Makefile b/drivers/pwm/Makefile\nindex 8b754e4..1b99cfb 100644\n--- a/drivers/pwm/Makefile\n+++ b/drivers/pwm/Makefile\n@@ -1,6 +1,7 @@\nobj-\\$(CONFIG_PWM)\t\t+= core.o\nobj-\\$(CONFIG_PWM_SYSFS)\t\t+= sysfs.o\nobj-\\$(CONFIG_PWM_AB8500)\t+= pwm-ab8500.o\n+obj-\\$(CONFIG_PWM_ATMEL)\t\t+= pwm-atmel.o\nobj-\\$(CONFIG_PWM_ATMEL_TCB)\t+= pwm-atmel-tcb.o\nobj-\\$(CONFIG_PWM_BFIN)\t\t+= pwm-bfin.o\nobj-\\$(CONFIG_PWM_EP93XX)\t+= pwm-ep93xx.o\ndiff --git a/drivers/pwm/pwm-atmel.c b/drivers/pwm/pwm-atmel.c\nnew file mode 100644\nindex 0000000..448b380\n--- /dev/null\n+++ b/drivers/pwm/pwm-atmel.c\n@@ -0,0 +1,398 @@\n+/*\n+ * Driver for Atmel Pulse Width Modulation Controller\n+ *\n+ * Copyright (C) 2013 Atmel Corporation\n+ *\t\t Bo Shen <voice.shen@atmel.com>\n+ *\n+ */\n+\n+#include <linux/clk.h>\n+#include <linux/err.h>\n+#include <linux/io.h>\n+#include <linux/module.h>\n+#include <linux/of.h>\n+#include <linux/of_device.h>\n+#include <linux/platform_device.h>\n+#include <linux/pwm.h>\n+#include <linux/slab.h>\n+\n+/* The following is global registers for PWM controller */\n+#define PWM_ENA\t\t\t0x04\n+#define PWM_DIS\t\t\t0x08\n+#define PWM_SR\t\t\t0x0C\n+/* Bit field in SR */\n+#define PWM_SR_ALL_CH_ON\t0x0F\n+\n+/* The following register is PWM channel related registers */\n+#define PWM_CH_REG_OFFSET\t0x200\n+#define PWM_CH_REG_SIZE\t\t0x20\n+\n+#define PWM_CMR\t\t\t0x0\n+/* Bit field in CMR */\n+#define PWM_CMR_CPOL\t\t(1 << 9)\n+#define PWM_CMR_UPD_CDTY\t(1 << 10)\n+\n+/* The following registers for PWM v1 */\n+#define PWMV1_CDTY\t\t0x04\n+#define PWMV1_CPRD\t\t0x08\n+#define PWMV1_CUPD\t\t0x10\n+\n+/* The following registers for PWM v2 */\n+#define PWMV2_CDTY\t\t0x04\n+#define PWMV2_CDTYUPD\t\t0x08\n+#define PWMV2_CPRD\t\t0x0C\n+#define PWMV2_CPRDUPD\t\t0x10\n+\n+/*\n+ * Max value for duty and period\n+ *\n+ * Although the duty and period register is 32 bit,\n+ * however only the LSB 16 bits are significant.\n+ */\n+#define PWM_MAX_DTY\t\t0xFFFF\n+#define PWM_MAX_PRD\t\t0xFFFF\n+#define PRD_MAX_PRES\t\t10\n+\n+struct atmel_pwm_chip {\n+\tstruct pwm_chip chip;\n+\tstruct clk *clk;\n+\tvoid __iomem *base;\n+\n+\tvoid (*config)(struct pwm_chip *chip, struct pwm_device *pwm,\n+\t\t int dty, int prd);\n+};\n+\n+static inline struct atmel_pwm_chip *to_atmel_pwm_chip(struct pwm_chip *chip)\n+{\n+\treturn container_of(chip, struct atmel_pwm_chip, chip);\n+}\n+\n+static inline u32 atmel_pwm_readl(struct atmel_pwm_chip *chip,\n+\t\t\t\t unsigned long offset)\n+{\n+}\n+\n+static inline void atmel_pwm_writel(struct atmel_pwm_chip *chip,\n+\t\t\t\t unsigned long offset, unsigned long val)\n+{\n+\twritel_relaxed(val, chip->base + offset);\n+}\n+\n+static inline u32 atmel_pwm_ch_readl(struct atmel_pwm_chip *chip,\n+\t\t\t\t unsigned int ch, unsigned long offset)\n+{\n+\treturn readl_relaxed(chip->base + PWM_CH_REG_OFFSET +\n+\t\t\tch * PWM_CH_REG_SIZE + offset);\n+}\n+\n+static inline void atmel_pwm_ch_writel(struct atmel_pwm_chip *chip,\n+\t\t\t\t unsigned int ch, unsigned long offset,\n+\t\t\t\t unsigned long val)\n+{\n+\twritel_relaxed(val, chip->base + PWM_CH_REG_OFFSET +\n+\t\t\tch * PWM_CH_REG_SIZE + offset);\n+}\n+\n+static int atmel_pwm_config(struct pwm_chip *chip, struct pwm_device *pwm,\n+\t\tint duty_ns, int period_ns)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = to_atmel_pwm_chip(chip);\n+\tunsigned long clk_rate, prd, dty;\n+\tunsigned long long div;\n+\tunsigned int val;\n+\tint ret = 0, pres = 0;\n+\n+\tclk_rate = clk_get_rate(atmel_pwm->clk);\n+\tdiv = clk_rate;\n+\n+\t/* Calculate the period cycles */\n+\twhile (div > PWM_MAX_PRD) {\n+\t\tdiv = clk_rate / (1 << pres);\n+\t\tdiv = div * period_ns;\n+\t\t/* 1/Hz = 100000000 ns */\n+\t\tdo_div(div, 1000000000);\n+\n+\t\tif (pres++ > PRD_MAX_PRES) {\n+\t\t\tdev_err(chip->dev, \"pres exceeds the maximum value\\n\");\n+\t\t\treturn -EINVAL;\n+\t\t}\n+\t}\n+\n+\t/* Calculate the duty cycles */\n+\tprd = div;\n+\tdiv *= duty_ns;\n+\tdo_div(div, period_ns);\n+\tdty = div;\n+\n+\tret = clk_enable(atmel_pwm->clk);\n+\tif (ret) {\n+\t\tdev_err(chip->dev, \"failed to enable PWM clock\\n\");\n+\t\treturn ret;\n+\t}\n+\n+\tif (test_bit(PWMF_ENABLED, &pwm->flags)) {\n+\t\tval = atmel_pwm_ch_readl(atmel_pwm, pwm->hwpwm, PWMV1_CPRD);\n+\n+\t\tif (val != prd) {\n+\t\t\tdev_err(chip->dev, \"not support runtime change prd\\n\");\n+\t\t\tret = -EBUSY;\n+\t\t\tgoto err_prd;\n+\t\t}\n+\t}\n+\n+\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWM_CMR, pres);\n+\tatmel_pwm->config(chip, pwm, dty, prd);\n+\n+err_prd:\n+\tclk_disable(atmel_pwm->clk);\n+\treturn ret;\n+}\n+\n+static void atmel_pwm_config_v1(struct pwm_chip *chip, struct pwm_device *pwm,\n+\t\t\t\tint dty, int prd)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = to_atmel_pwm_chip(chip);\n+\tunsigned int val;\n+\n+\tif (test_bit(PWMF_ENABLED, &pwm->flags)) {\n+\n+\t\t/*\n+\t\t * If the PWM channel is enabled, using the update register,\n+\t\t * it needs to set bit 10 of CMR to 0\n+\t\t */\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWMV1_CUPD, dty);\n+\n+\t\tval = atmel_pwm_ch_readl(atmel_pwm, pwm->hwpwm, PWM_CMR);\n+\t\tval &= ~PWM_CMR_UPD_CDTY;\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWM_CMR, val);\n+\t} else {\n+\t\t/*\n+\t\t * If the PWM channel is disabled, write value to duty and\n+\t\t * period registers directly.\n+\t\t */\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWMV1_CDTY, dty);\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWMV1_CPRD, prd);\n+\t}\n+}\n+\n+static void atmel_pwm_config_v2(struct pwm_chip *chip, struct pwm_device *pwm,\n+\t\t\t\tint dty, int prd)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = to_atmel_pwm_chip(chip);\n+\n+\tif (test_bit(PWMF_ENABLED, &pwm->flags)) {\n+\t\t/*\n+\t\t * If the PWM channel is enabled, using the duty update register\n+\t\t * to update the value.\n+\t\t */\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWMV2_CDTYUPD, dty);\n+\t} else {\n+\t\t/*\n+\t\t * If the PWM channel is disabled, write value to duty and\n+\t\t * period registers directly.\n+\t\t */\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWMV2_CDTY, dty);\n+\t\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWMV2_CPRD, prd);\n+\t}\n+}\n+\n+static int atmel_pwm_set_polarity(struct pwm_chip *chip, struct pwm_device *pwm,\n+\t\tenum pwm_polarity polarity)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = to_atmel_pwm_chip(chip);\n+\tu32 val;\n+\tint ret;\n+\n+\tval = atmel_pwm_ch_readl(atmel_pwm, pwm->hwpwm, PWM_CMR);\n+\n+\tif (polarity == PWM_POLARITY_NORMAL)\n+\t\tval &= ~PWM_CMR_CPOL;\n+\telse\n+\t\tval |= PWM_CMR_CPOL;\n+\n+\tret = clk_enable(atmel_pwm->clk);\n+\tif (ret) {\n+\t\tdev_err(chip->dev, \"failed to enable pwm clock\\n\");\n+\t\treturn ret;\n+\t}\n+\n+\tatmel_pwm_ch_writel(atmel_pwm, pwm->hwpwm, PWM_CMR, val);\n+\n+\tclk_disable(atmel_pwm->clk);\n+\n+\treturn 0;\n+}\n+\n+static int atmel_pwm_enable(struct pwm_chip *chip, struct pwm_device *pwm)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = to_atmel_pwm_chip(chip);\n+\tint ret;\n+\n+\tret = clk_enable(atmel_pwm->clk);\n+\tif (ret) {\n+\t\tdev_err(chip->dev, \"failed to enable pwm clock\\n\");\n+\t\treturn ret;\n+\t}\n+\n+\tatmel_pwm_writel(atmel_pwm, PWM_ENA, 1 << pwm->hwpwm);\n+\n+\treturn 0;\n+}\n+\n+static void atmel_pwm_disable(struct pwm_chip *chip, struct pwm_device *pwm)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = to_atmel_pwm_chip(chip);\n+\n+\tatmel_pwm_writel(atmel_pwm, PWM_DIS, 1 << pwm->hwpwm);\n+\n+\tclk_disable(atmel_pwm->clk);\n+}\n+\n+static const struct pwm_ops atmel_pwm_ops = {\n+\t.config = atmel_pwm_config,\n+\t.set_polarity = atmel_pwm_set_polarity,\n+\t.enable = atmel_pwm_enable,\n+\t.disable = atmel_pwm_disable,\n+\t.owner = THIS_MODULE,\n+};\n+\n+struct atmel_pwm_data {\n+\tvoid (*config)(struct pwm_chip *chip, struct pwm_device *pwm,\n+\t\t int dty, int prd);\n+};\n+\n+static const struct atmel_pwm_data atmel_pwm_data_v1 = {\n+\t.config = atmel_pwm_config_v1,\n+};\n+\n+static const struct atmel_pwm_data atmel_pwm_data_v2 = {\n+\t.config = atmel_pwm_config_v2,\n+};\n+\n+static const struct platform_device_id atmel_pwm_devtypes[] = {\n+\t{\n+\t\t.name = \"at91sam9rl-pwm\",\n+\t\t.driver_data = (kernel_ulong_t)&atmel_pwm_data_v1,\n+\t}, {\n+\t\t.name = \"sama5d3-pwm\",\n+\t\t.driver_data = (kernel_ulong_t)&atmel_pwm_data_v2,\n+\t}, {\n+\t\t/* sentinel */\n+\t},\n+};\n+MODULE_DEVICE_TABLE(platform, atmel_pwm_devtypes);\n+\n+static const struct of_device_id atmel_pwm_dt_ids[] = {\n+\t{\n+\t\t.compatible = \"atmel,at91sam9rl-pwm\",\n+\t\t.data = &atmel_pwm_data_v1,\n+\t}, {\n+\t\t.compatible = \"atmel,sama5d3-pwm\",\n+\t\t.data = &atmel_pwm_data_v2,\n+\t}, {\n+\t\t/* sentinel */\n+\t},\n+};\n+MODULE_DEVICE_TABLE(of, atmel_pwm_dt_ids);\n+\n+static inline const struct atmel_pwm_data *\n+\tatmel_pwm_get_driver_data(struct platform_device *pdev)\n+{\n+\tif (pdev->dev.of_node) {\n+\t\tconst struct of_device_id *match;\n+\n+\t\tmatch = of_match_device(atmel_pwm_dt_ids, &pdev->dev);\n+\t\tif (!match)\n+\t\t\treturn NULL;\n+\n+\t\treturn match->data;\n+\t} else {\n+\t\tconst struct platform_device_id *id;\n+\n+\t\tid = platform_get_device_id(pdev);\n+\n+\t\treturn (struct atmel_pwm_data *)id->driver_data;\n+\t}\n+}\n+\n+static int atmel_pwm_probe(struct platform_device *pdev)\n+{\n+\tconst struct atmel_pwm_data *data;\n+\tstruct atmel_pwm_chip *atmel_pwm;\n+\tstruct resource *res;\n+\tint ret;\n+\n+\tdata = atmel_pwm_get_driver_data(pdev);\n+\tif (!data)\n+\t\treturn -ENODEV;\n+\n+\tatmel_pwm = devm_kzalloc(&pdev->dev, sizeof(*atmel_pwm), GFP_KERNEL);\n+\tif (!atmel_pwm)\n+\t\treturn -ENOMEM;\n+\n+\tres = platform_get_resource(pdev, IORESOURCE_MEM, 0);\n+\tatmel_pwm->base = devm_ioremap_resource(&pdev->dev, res);\n+\tif (IS_ERR(atmel_pwm->base))\n+\t\treturn PTR_ERR(atmel_pwm->base);\n+\n+\tatmel_pwm->clk = devm_clk_get(&pdev->dev, NULL);\n+\tif (IS_ERR(atmel_pwm->clk))\n+\t\treturn PTR_ERR(atmel_pwm->clk);\n+\n+\tret = clk_prepare(atmel_pwm->clk);\n+\tif (ret) {\n+\t\tdev_err(&pdev->dev, \"failed to prepare PWM clock\\n\");\n+\t\treturn ret;\n+\t}\n+\n+\tatmel_pwm->chip.dev = &pdev->dev;\n+\tatmel_pwm->chip.ops = &atmel_pwm_ops;\n+\n+\tif (pdev->dev.of_node) {\n+\t\tatmel_pwm->chip.of_xlate = of_pwm_xlate_with_flags;\n+\t\tatmel_pwm->chip.of_pwm_n_cells = 3;\n+\t}\n+\n+\tatmel_pwm->chip.base = -1;\n+\tatmel_pwm->chip.npwm = 4;\n+\tatmel_pwm->config = data->config;\n+\n+\tif (ret < 0) {\n+\t\tdev_err(&pdev->dev, \"failed to add PWM chip %d\\n\", ret);\n+\t\tgoto unprepare_clk;\n+\t}\n+\n+\tplatform_set_drvdata(pdev, atmel_pwm);\n+\n+unprepare_clk:\n+\tclk_unprepare(atmel_pwm->clk);\n+\treturn ret;\n+}\n+\n+static int atmel_pwm_remove(struct platform_device *pdev)\n+{\n+\tstruct atmel_pwm_chip *atmel_pwm = platform_get_drvdata(pdev);\n+\n+\tclk_unprepare(atmel_pwm->clk);\n+\n+\treturn pwmchip_remove(&atmel_pwm->chip);\n+}\n+\n+static struct platform_driver atmel_pwm_driver = {\n+\t.driver = {\n+\t\t.name = \"atmel-pwm\",\n+\t\t.of_match_table = of_match_ptr(atmel_pwm_dt_ids),\n+\t},\n+\t.id_table = atmel_pwm_devtypes,\n+\t.probe = atmel_pwm_probe,\n+\t.remove = atmel_pwm_remove,\n+};\n+module_platform_driver(atmel_pwm_driver);\n+\n+MODULE_ALIAS(\"platform:atmel-pwm\");\n+MODULE_AUTHOR(\"Bo Shen <voice.shen@atmel.com>\");\n+MODULE_DESCRIPTION(\"Atmel PWM driver\");"
] | [
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https://niniloos.com/one-and-two-step-equations-worksheet/ | [
"# One and two step equations worksheet information\n\n» » One and two step equations worksheet information\n\nYour One and two step equations worksheet images are ready. One and two step equations worksheet are a topic that is being searched for and liked by netizens today. You can Get the One and two step equations worksheet files here. Find and Download all free photos and vectors.\n\nIf you’re searching for one and two step equations worksheet pictures information linked to the one and two step equations worksheet keyword, you have come to the ideal site. Our website frequently provides you with suggestions for seeing the maximum quality video and image content, please kindly hunt and find more informative video content and graphics that match your interests.\n\nOne And Two Step Equations Worksheet. Add to my workbooks 0 Download file pdf Embed in my website or blog Add to Google Classroom. One-Step Equations Date________________ Period____. One step equations Add to my workbooks 63 Download file pdf Embed in my website or blog Add to Google Classroom. Also a number of exercise pdfs on translating two-step equations MCQs and word problems based on geometric shapes are given here for additional practice for 7th grade and 8th.",
null,
"Solve One Step Equation Addition And Subtraction One Step Equations Solving Algebraic Equations Equations From pinterest.com\n\nOne-Step Equations Date________________ Period____. Infinite Algebra 1 Name___________________________________. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations. One step equations Add to my workbooks 63 Download file pdf Embed in my website or blog Add to Google Classroom. The first step would be to get the constant values of the equation by themselves. This seventh grade math worksheet is a great way for students to practice basic algebra.\n\n### 17012019 All of these sheets contain equations that can be solved in just two steps and each worksheet gets slightly harder and allow students to progress through to equations with bracketed expressions and eventually with squares and roots.\n\n7th grade 1 and 2 step equations displaying top 8 worksheets found for this concept. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations. 7 m 9 13 8 p 6 5. Subtraction Solve each equation and find the value of the variable. As you may very well have guessed from the title our Solving One Step Equations worksheet delivers a range of tasks for KS3 Maths pupils to develop their proficiency in this topic. They are also excellent for one-to-one tuition and interventions.",
null,
"Source: pinterest.com\n\n02122011 The main difference between one-step equationsand two-step equations is that one more. Subtraction Solve each equation and find the value of the variable. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations. Perform the basic arithmetic operations - addition subtraction multiplication and division to solve the equations. Two-step equation worksheets have a huge collection of printable practice pages to solve and verify the equations involving integers fractions and decimals.",
null,
"Source: pinterest.com\n\nFor example using the equation 3x 5 11 we will need to perform two steps to find the value of x. Solving One Step Equations. Some of the worksheets for this concept are Multi step equations date period Solving multi step equations Solving one and two step equations mazes Two step equations integers 1 Solving one step equations 1 Multi step equations notes and ws One step equations with fractions Multi step equations. Subtraction Solve each equation and find the value of the variable. 02122011 The main difference between one-step equationsand two-step equations is that one more.",
null,
"Source: pinterest.com\n\n1 26 8 v 2 3 p 8. 17012019 All of these sheets contain equations that can be solved in just two steps and each worksheet gets slightly harder and allow students to progress through to equations with bracketed expressions and eventually with squares and roots. This basic level worksheet does not have decimals. Subtraction Solve each equation and find the value of the variable. One-Step Equations Date________________ Period____.",
null,
"Source: pinterest.com\n\nSome of the worksheets for this concept are Multi step equations date period Solving multi step equations Solving one and two step equations mazes Two step equations integers 1 Solving one step equations 1 Multi step equations notes and ws One step equations with fractions Multi step equations. This seventh grade math worksheet is a great way for students to practice basic algebra. For example using the equation 3x 5 11 we will need to perform two steps to find the value of x. 09082020 Two step math equations are algebraic problems that require you to make two moves to find the value of the unknown variable. One Step And Two Step Equations.",
null,
"Source: pinterest.com\n\n11012021 The main difference between one step equationsand two step equations is that one more step you need to do in order to solve a two step equation. For those that excel in solving one step equations prepare them for their second step. Solving Two Step Equations - Essential. 11012021 The main difference between one step equationsand two step equations is that one more step you need to do in order to solve a two step equation. 5 m 4 12 6 x 7 13.",
null,
"Source: pinterest.com\n\nOne Step And Two Step Equations. One step equations are equations that can be solved in one step. Infinite Algebra 1 Name___________________________________. Some of the worksheets for this concept are Multi step equations date period Solving multi step equations Solving one and two step equations mazes Two step equations integers 1 Solving one step equations 1 Multi step equations notes and ws One step equations with fractions Multi step equations. The first step would be to get the constant values of the equation by themselves.",
null,
"Source: pinterest.com\n\n09082020 Two step math equations are algebraic problems that require you to make two moves to find the value of the unknown variable. 17012019 Using these worksheets has always allowed my students to progress to two-step equations quickly–Designed for upper primary or early secondary school students the sheets can be used for work in class or as a homework. 11012021 The main difference between one step equationsand two step equations is that one more step you need to do in order to solve a two step equation. One Step And Two Step Equations. Displaying top 8 worksheets found for - One Step And Two Step Equations.",
null,
"Source: pinterest.com\n\nIn this case 5 and 11 are our constants. One step equations are equations that can be solved in one step. The first step would be to get the constant values of the equation by themselves. One Step And Two Step Equations. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations.",
null,
"Source: pinterest.com\n\nAdd to my workbooks 0 Download file pdf Embed in my website or blog Add to Google Classroom. For example using the equation 3x 5 11 we will need to perform two steps to find the value of x. Two step math equations are algebraic problems that require you to make two moves to find the value of the unknown variable. One step equations are equations that can be solved in one step. This worksheet has a two model problems and 12 for students to solve.",
null,
"Source: pinterest.com\n\nOne-Step Equations Date________________ Period____. In this case 5 and 11 are our constants. 7 m 9 13 8 p 6 5. They are also excellent for one-to-one tuition and interventions. Solving one and two step equations worksheet pdf.",
null,
"Source: pinterest.com\n\nOne Step And Two Step Equations - Displaying top 8 worksheets found for this concept. For those that excel in solving one step equations prepare them for their second step. Two Step Equations with Decimals Worksheets These Algebra 1 Equations Worksheets will. One Step And Two Step Equations - Displaying top 8 worksheets found for this concept. 7th grade 1 and 2 step equations displaying top 8 worksheets found for this concept.",
null,
"Source: pinterest.com\n\n1 26 8 v 2 3 p 8. 9 v. O worksheet by kuta software llc. This worksheet has a two model problems and 12 for students to solve. 09082020 Two step math equations are algebraic problems that require you to make two moves to find the value of the unknown variable.",
null,
"Source: pinterest.com\n\nSome of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations. The main difference between one step equationsand two step equations is that one more step you need to do in order to solve a two step equation. They are also excellent for one-to-one tuition and interventions. Perform the basic arithmetic operations - addition subtraction multiplication and division to solve the equations.",
null,
"Source: pinterest.com\n\nAlso a number of exercise pdfs on translating two-step equations MCQs and word problems based on geometric shapes are given here for additional practice for 7th grade and 8th. This seventh grade math worksheet is a great way for students to practice basic algebra. 7 m 9 13 8 p 6 5. Some of the worksheets for this concept are Multi step equations date period Solving multi step equations Solving one and two step equations mazes Two step equations integers 1 Solving one step equations 1 Multi step equations notes and ws One step equations with fractions Multi step equations. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations.",
null,
"Source: pinterest.com\n\nTwo-Step Equations Date_____ Period____ Solve each equation. Two step math equations are algebraic problems that require you to make two moves to find the value of the unknown variable. Infinite Algebra 1 Name___________________________________. The first step would be to get the constant values of the equation by themselves. This worksheet has a two model problems and 12 for students to solve.",
null,
"Source: pinterest.com\n\nThe first step would be to get the constant values of the equation by themselves. Some of the worksheets for this concept are Solving one and two step equations mazes Two step equations date period Two step equations whole numbers 1 Two step equations with integers Two step equations decimals 1 Name Solving equations two step equations Multi step equations. Two step math equations are algebraic problems that require you to make two moves to find the value of the unknown variable. One step equations are equations that can be solved in one step. One Step And Two Step Equations.",
null,
"Source: pinterest.com\n\nSolving One Step Equations. As you may very well have guessed from the title our Solving One Step Equations worksheet delivers a range of tasks for KS3 Maths pupils to develop their proficiency in this topic. Displaying top 8 worksheets found for - One Step And Two Step Equations. Two-Step Equations Date_____ Period____ Solve each equation. One-step equation worksheets have exclusive pages to solve the equations involving fractions integers and decimals.",
null,
"Source: pinterest.com\n\nFor example using the equation 3x 5 11 we will need to perform two steps to find the value of x. 9 v. Some of the worksheets for this concept are Multi step equations date period Solving multi step equations Solving one and two step equations mazes Two step equations integers 1 Solving one step equations 1 Multi step equations notes and ws One step equations with fractions Multi step equations. Two-step equation worksheets have a huge collection of printable practice pages to solve and verify the equations involving integers fractions and decimals. One step equations are equations that can be solved in one step.\n\nThis site is an open community for users to do sharing their favorite wallpapers on the internet, all images or pictures in this website are for personal wallpaper use only, it is stricly prohibited to use this wallpaper for commercial purposes, if you are the author and find this image is shared without your permission, please kindly raise a DMCA report to Us.\n\nIf you find this site good, please support us by sharing this posts to your own social media accounts like Facebook, Instagram and so on or you can also save this blog page with the title one and two step equations worksheet by using Ctrl + D for devices a laptop with a Windows operating system or Command + D for laptops with an Apple operating system. If you use a smartphone, you can also use the drawer menu of the browser you are using. Whether it’s a Windows, Mac, iOS or Android operating system, you will still be able to bookmark this website."
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https://pubs.asahq.org/anesthesiology/article/88/4/1126/36758/Predicting-the-Severity-of-Carbon-Monoxide | [
"To the Editor:-Frink et al. showed that extremely high carboxyhemoglobin (COHb) concentrations can be produced in 25-kg pigs by the inhalation of desflurane through a breathing circuit with dried CO sub 2 absorbents, which produce carbon monoxide (CO) through anesthetic breakdown. These experiments were performed at 40% inspired oxygen, although in clinical practice, inspired oxygen concentrations can vary from less than 25% to nearly 100%, impacting the resultant severity of CO poisoning as measured by COHb concentrations.\n\nWe attempt to exemplify the clinical effect of various inspired oxygen concentrations during the rapidly changing CO concentrations produced by desflurane breakdown by using mathematical modeling to extrapolate the data of Frink et al. We interpolated parts per million CO from the graphic data presented in figures 3 and 4 of the study by Frink et al. and applied these data to the equation developed by Coburn et al., (CFK equation) to determine the COHb concentration. Good experimental fit of this equation has been documented by Peterson et al. We used this equation to calculate the accumulation of COHb as a function of the absorption and elimination of CO through respiration using Microsoft Excel (Microsoft Corporation) for the MacIntosh (Apple Computer, Inc., Cupertino, CA). The implementation of the CFK equation required that assumptions be made to complete the respiratory, profile, as shown in Table 1. We used the CFK equation to calculate the COHb concentration by an iterative method using CO concentrations interpolated from the graphic data of Frink et al. To validate the appropriateness of using the CFK equation, we graphically show the correlation of the calculated COHb data to the measured experimental data of Frink et al. in Figure 1. This results in an r2value of 0.997 for the descending data points and an overall r2value of 0.967. Several possible explanations exist for the slight deviation of the experimental and calculated data during the ascending phase of the curve. It is possible that physiologic parameters (e.g., cardiac output) were severely compromised during this phase of the experiment, and differences reflected changes in circulation in the experimental animals from those for which the CFK equation was developed. Despite these limitations, the CFK equation provides excellent predictions under these extreme conditions.\n\nTable 1. Assumed Values for Experimental Data",
null,
"Figure 1. Shows the concentration of CO (open circles) in parts per million (ppm) interpolated from the graphic data of Frink et al. This figure also compares COHb % calculated at 40% inspired oxygen from these data (small triangles) using the CFK equation for comparison with the experimental COHb % taken from the graphic data of Frink et al. The experimental COHb data correlate well with those predicted by the CFK equation.\n\nFigure 1. Shows the concentration of CO (open circles) in parts per million (ppm) interpolated from the graphic data of Frink et al. This figure also compares COHb % calculated at 40% inspired oxygen from these data (small triangles) using the CFK equation for comparison with the experimental COHb % taken from the graphic data of Frink et al. The experimental COHb data correlate well with those predicted by the CFK equation.\n\nIn Figure 2, we show the results of mathematical modeling using the CFK equation to extrapolate the CO concentration data to different inspired oxygen concentrations (FIO2). These COHb concentrations would be predicted to result from exposure to the CO concentrations interpolated from the data of Frink et al. and also at 100% and 25% oxygen. Predicted results at 100% oxygen yielded smaller COHb concentrations, possibly accounting for the low incidence of CO poisoning detected by clinical signs. Conversely, the predicted results at 25% oxygen suggest that CO toxicity would be enhanced under these conditions. The routine use of an increased FIO2may reduce CO poisoning during anesthesia because of the competitive binding of CO and oxygen, but CO poisoning occurring with low FIO2may be more severe.\n\nFigure 2. Shows the predicted concentration of COHb in % resulting from the use of the CFK equation as a function of time at different inspired oxygen concentrations. The data at 40% O2are identical to those in Figure 1.\n\nFigure 2. Shows the predicted concentration of COHb in % resulting from the use of the CFK equation as a function of time at different inspired oxygen concentrations. The data at 40% O2are identical to those in Figure 1.\n\nHarvey J. Woehlck, M.D.\n\nAssociate Professor of Anesthesiology\n\nMarshall B. Dunning III, Ph.D.\n\nAssistant Professor of Medicine; Medical College of Wisconsin; Milwaukee, Wisconsin 53226\n\n(Accepted for publication December 2, 1997.)\n\n## REFERENCES\n\n1.\nFrink EJ, Nogami WM, Morgan SE, Salmon RC: High carboxyhemoglobin concentrations occur in swine during desflurane anesthesia in the presence of partially dried carbon dioxide absorbents. Anesthesiology 1997; 87(2):308-16.\n2.\nCoburn RF, Forster RE, Kane PB: Considerations of the physiological variables that determine the blood carboxyhemoglobin concentration in man. J Clin Invest 1965; 44(11):1899-910.\n3.\nPeterson JE, Stewart RD: Absorption and elimination of carbon monoxide by inactive young men. Arch Environ Health 1970; 21(2):165-71."
] | [
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"https://asa2.silverchair-cdn.com/asa2/content_public/journal/anesthesiology/88/4/10.1097_00000542-199804000-00042/2/m_42tt1.png",
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https://discuss.codechef.com/t/help-me-in-solving-aocc10-problem/107614 | [
"# Help me in solving AOCC10 problem\n\n### My issue\n\n``````Why am I getting \"wrong answer\"?\n``````\n\n### My code\n\n``````#include <bits/stdc++.h>\nusing namespace std;\n\nint main()\n{\nint t;\ncin >> t;\n\nwhile(t--)\n{\nint N;\ncin >> N;\nint A[N], total_sat_sun=0, total_holiday=0;\nfor(int i=1; i <= N; i++)\n{\ncin >> A[i];\n}\nfor(int i =1; i<=30; i++) // counting total saturday & sunday\n{\nif(i%7 == 0 || i%7 == 6) // checking if it's sunday\n{\ntotal_sat_sun++;\n}\n}\n\nsort(A, A+N); //sorting the festival days\n\ntotal_holiday+=total_sat_sun; //Sundays and Saturdays are also holidays\n\nfor(int j=1; j<=N; j++)\n{\nif(A[j]%7 != 0 && A[j]%7 != 6) //checking if the festival day is saturday/sunday\n{\ntotal_holiday++;\n}\n}\ncout<<total_holiday<<endl;\n}\nreturn 0;\n}\n\n``````\n\nLearning course: Solve Programming problems using C++\nProblem Link: CodeChef: Practical coding for everyone\n\n@sougata20702 here we meet again mate !!\nif(i%7 == 0 || i%7 == 6)\nthis is where your code gets failed the sat present in the question are 6,13,20 &27 and if u divide them by 6 it will not give u correct ans rest everything seems fine to me.\n\ni have pasted my code below\nhope this helps !!\n\ninclude <bits/stdc++.h>\nusing namespace std;\n\nint main()\n{\nint t;\ncin >> t;\n\n``````while(t--)\n{ int count =0;\nint N;\ncin >> N;\nint A[N];\nfor(int i=0; i < N; i++)\n{\ncin >> A[i];\nif(A[i]%7==0||A[i]==6||A[i]==13||A[i]==20||A[i]==27)\n{\ncount++;\n}\n}\nint hol=(N+8)-count;\ncout<<hol<<endl;\n}\n``````\n\n}"
] | [
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https://www.arxiv-vanity.com/papers/1108.3415/ | [
"# Frequency-Hopping Sequence Sets With Low Average and Maximum Hamming Correlation\n\nJin-Ho Chung and Kyeongcheol Yang This work was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0017396).J.-H. Chung and K. Yang are with the Dept. of Electrical Engineering, Pohang University of Science and Technology (POSTECH), Pohang, Kyungbuk 790-784, Korea (e-mail: jinho, ).\n###### Abstract\n\nIn frequency-hopping multiple-access (FHMA) systems, the average Hamming correlation (AHC) among frequency-hopping sequences (FHSs) as well as the maximum Hamming correlation (MHC) is an important performance measure. Therefore, it is a challenging problem to design FHS sets with good AHC and MHC properties for application. In this paper, we analyze the AHC properties of an FHS set, and present new constructions for FHS sets with optimal AHC. We first calculate the AHC of some known FHS sets with optimal MHC, and check their optimalities. We then prove that any uniformly distributed FHS set has optimal AHC. We also present two constructions of FHS sets with optimal AHC based on cyclotomy. Finally, we show that if an FHS set is obtained from another FHS set with optimal AHC by an interleaving, it has optimal AHC.\n\n{keywords}\n\nAverage Hamming correlation, maximum Hamming correlation, frequency-hopping multiple-access, frequency-hopping sequences.\n\n## I Introduction\n\nIn multiple-access communication systems, the receiver is confronted with the interference caused by undesired signals when it attempts to demodulate one of the signals sent from several transmitters. For frequency-hopping multiple-access (FHMA) systems, such a multiple-access interference (MAI) arise mainly from the hits of frequencies assigned to users in each time slot. It is possible to reduce the MAI in multiple-access systems by employing frequency-hopping sequence (FHS) sets with low Hamming correlation. There are two measures on the Hamming correlation of an FHS set used in FHMA systems. The average Hamming correlation (AHC) among FHSs measures its average performance, while the maximum Hamming correlation (MHC) represents its worst-case performance. Therefore, AHC as well as MHC is an important performance measure for an FHS set.\n\nIn general, it is desirable that an FHS set should have a large set size and a low AHC or MHC value, when its length and the number of available frequencies are fixed. There are several known constructions - for FHS sets having optimal MHC with respect to the Peng-Fan bound . On the other hand, only a few constructions for FHS sets with optimal AHC have been known because AHC has been recently considered . Peng et al. in established a bound on the AHC of an FHS set and presented some FHS sets with optimal AHC, which are based on cubic polynomials. By using the theory of generalized cyclotomy , Liu et al. also constructed FHS sets with optimal AHC . Unfortunately, some previously known FHS sets with optimal AHC do not have good MHC properties. Therefore, it is a challenging problem to design FHS sets with optimal AHC and low MHC.\n\nIn this paper, we deal with FHS sets having optimal AHC and low MHC. We check the relation between optimal MHC and AHC by calculating the AHC values of some known optimal FHS sets with respect to the Peng-Fan bound. We also show that any ‘uniformly distributed’ FHS set has optimal AHC, and present some examples with low MHC. We then construct some FHS sets with optimal AHC and low MHC based on cyclotomy, which have lengths or for a prime and a positive integer . Finally, we analyze the optimality of FHS sets constructed by interleaving techniques, and give some new interleaved FHS sets with optimal AHC and low MHC.\n\nThe outline of the paper is as follows. In Section II, some preliminaries on AHC and MHC are presented. We prove that a uniformly distributed FHS set has optimal AHC and give some examples in Section III. In Section IV, we present new constructions for FHS sets with optimal AHC based on cyclotomy. The AHC properties of FHS sets constructed by interleaving techniques are analyzed in Section V. Finally, we give some concluding remarks in Section VI.\n\n## Ii Average Hamming Correlation of FHS Sets\n\nThroughout the paper, we denote by the smallest integer greater than or equal to . We also denote by the least nonnegative residue of modulo for an integer and a positive integer . For an integer , we denote by the set of integers modulo .\n\n### Ii-a Maximum Hamming Correlation\n\nLet be a set of available frequencies. A sequence is called an FHS of length over if for all . For two FHSs and of length over , the periodic Hamming correlation between and is defined as\n\n HX,Y(τ)=N−1∑t=0h[X(t),Y(⟨t+τ⟩N)], 0≤τ≤N−1\n\nwhere\n\n h[x,y]={1,if ~{}x=y0,otherwise.\n\nIf , is called the Hamming autocorrelation of , denoted by . The maximum out-of-phase Hamming autocorrelation of is defined as\n\n H(X)=max1≤τ≤N−1{HX(τ)}.\n\nA well-known bound on it, called the Lempel-Greenberger bound , is given in the following lemma.\n\n###### Lemma 1 ().\n\nFor any FHS of length over with ,\n\n H(X)≥⌈(N−b)(N+b−M)M(N−1)⌉ (1)\n\nwhere .\n\nLet be an -FHS set, that is, an FHS set consisting of FHSs of length over . For any two distinct FHSs and in , let\n\n H(X,Y)=max0≤τ≤N−1{HX,Y(τ)}.\n\nThe maximum out-of-phase Hamming autocorrelation and the maximum Hamming crosscorrelation of are defined as\n\n Ha(U)=maxX∈U{H(X)}, Hc(U)=maxX,Y∈U,X≠Y{H(X,Y)},\n\nrespectively. The maximum Hamming correlation of is also defined as\n\n H(U)=max{Ha(U),Hc(U)}.\n\nPeng and Fan established some bounds on the maximum out-of-phase Hamming autocorrelation and the maximum Hamming crosscorrelation of an FHS set in terms of frequency set size, length, and the number of FHSs .\n\n###### Lemma 2 ().\n\nLet be an -FHS set. Then\n\n M(N−1)Ha(U)+NM(L−1)Hc(U) ≥N(NL−M). (2)\n\nAn FHS set is said to have optimal MHC if , where the integer pair satisfies (2), but does not satisfy (2) for any positive integer . The set is said to have near-optimal MHC if .\n\n### Ii-B Average Hamming Correlation\n\nLet be an -FHS set. For our convenience, let be the sum of all out-of-phase Hamming autocorrelation values in , that is,\n\n Sa(U)=∑X∈UN−1∑τ=1HX(τ).\n\nSimilarly, let be the sum of all Hamming crosscorrelation values in , given by\n\n Sc(U)=∑X,Y∈U,X≠YN−1∑τ=0HX,Y(τ).\n\nThen, the average Hamming autocorrelation and crosscorrelation of are defined by\n\n Aa(U)=Sa(U)L(N−1)\n\nand\n\n Ac(U)=Sc(U)L(L−1)N,\n\nrespectively. Peng et al. established a bound on the AHC of an FHS set .\n\n###### Lemma 3 ().\n\nLet be an -FHS set. Then\n\n Aa(U)N(L−1)+Ac(U)N−1≥NL−MM(N−1)(L−1). (3)\n\nAn FHS set will be said to have optimal AHC if the pair satisfies (3) with equality. Note that an optimal pair satisfying the bound in (3) may consist of rational numbers, while every optimal pair satisfying the Peng-Fan bound is an integer pair. Moreover, AHC is not directly related to MHC from the viewpoints of their definitions. In fact, an optimal FHS set with respect to the Peng-Fan bound is not necessarily optimal with respect to the AHC bound in (3). Therefore, it is interesting to investigate the AHC properties of known FHS sets with optimal MHC. The AHC values of some known FHS sets with optimal MHC are calculated and summarized in Table I.\n\nRemark: In Theorem 2 of , Peng et al. mentioned without a detailed proof that any FHS set with optimal MHC has optimal AHC, assuming that is an integer pair. However, their argument is not true in general since the assumption is not always valid, as discussed above.\n\n## Iii Average Hamming Correlation of Uniformly Distributed FHS Sets\n\nBalancedness is one of the major randomness measures for deterministically generated sequences, since it is closely related to unpredictability . Hence, it is very important to design balanced sequences and analyze their correlation properties for their application to communication systems. In this section, we investigate the AHC properties of a special class of FHS sets, called ‘uniformly distributed’ FHS sets, and present some examples of them which also have low MHC.\n\nGiven an FHS over , let\n\n NX(a)=|{t:X(t)=a, 0≤t≤N−1}|\n\nfor . When for any , we call a balanced FHS. In particular, will be referred to as a perfectly balanced FHS if for any . Note that should be a multiple of the size of if is perfectly balanced. An FHS set consisting of (perfectly) balanced FHSs is called a (perfectly) balanced FHS set.\n\nThe following well-known identity gives a relationship between the distribution of frequencies and the sum of Hamming correlation values between two FHSs. It is very useful in deriving some bounds on the MHC or AHC of an FHS set, including the Peng-Fan bound .\n\n###### Lemma 4.\n\nLet and be two FHSs over . Then\n\n N−1∑τ=0HX,Y(τ)=∑a∈FNX(a)NY(a).\n\nIn particular,\n\n N−1∑τ=0HX(τ)=∑a∈FNX(a)2.\n\nGiven an -FHS set over , define\n\n NX(a)=L−1∑i=0NXi(a)\n\nfor . The FHS set is called a uniformly distributed FHS set if for any . In this case, it is required that . Clearly, an FHS set is uniformly distributed if it is perfectly balanced. The following lemma gives a relation between the sums of Hamming correlation values of and the numbers , .\n\n###### Lemma 5.\n\nLet be an -FHS set over . Then\n\n Sa(X)+Sc(X)=∑a∈FNX(a)⋅(NX(a)−1).\n\nProof. Note that\n\n Sa(X)+Sc(X) = ∑0≤i,j≤L−1N−1∑τ=0HXi,Xj(τ) −∑0≤i≤L−1HXi(0).\n\nBy applying Lemma 4 and the fact that , we obtain\n\n Sa(X)+Sc(X) =∑0≤i,j≤L−1∑a∈FNXi(a)NXj(a) −∑0≤i≤L−1∑a∈FNXi(a) =∑a∈F(∑0≤i≤L−1NXi(a)∑0≤j≤L−1NXj(a) −∑0≤i≤L−1NXi(a)) =∑a∈F(∑0≤i≤L−1NXi(a)) ⋅(∑0≤j≤L−1NXi(a)−1) =∑a∈FNX(a)⋅(NX(a)−1)\n\nwhere the last equality directly comes from the definition of .\n\nBy Lemma 5, it is possible to prove the optimality of a uniformly distributed FHS set.\n\n###### Theorem 6.\n\nLet be a uniformly distributed -FHS set. Then has optimal AHC.\n\nProof. Note that and for all since is a uniformly distributed FHS set. By Lemma 5, we have\n\n Sa(X)+Sc(X) = M⋅NLM⋅(NLM−1) = NL(NL−M)M.\n\nTherefore, the left-hand side (LHS) and the right-hand side (RHS) of (3) are given by\n\n LHS = Sa(X)+Sc(X)NL(N−1)(L−1) = NL−MM(N−1)(L−1)\n\nand\n\n RHS=NL−MM(N−1)(L−1),\n\nrespectively.\n\n###### Corollary 7.\n\nLet be a perfectly balanced -FHS set. Then has optimal AHC.\n\nTheorem 6 and Corollary 7 tell us that any uniformly distributed or perfectly balanced FHS set is optimal with respect to the bound in (3). However, such an FHS set is also required to have good MHC properties if it is applicable to FHMA systems. In the following, we will give three examples of uniformly distributed or perfectly balanced FHS sets with low MHC.\n\n###### Example 8.\n\nLet be an odd prime. For , let , where . Let be the -FHS set defined as where is the FHS over , given by\n\n Xi(t)=⟨pt0t1+pi⟩p2.\n\nIt was proved by Kumar that is optimal with respect to the Peng-Fan bound. Note that is a uniformly distributed FHS set, since for any . Therefore, has optimal AHC by Theorem 6.\n\n###### Example 9.\n\nLet and be two positive integers such that and . Assume that , where is a positive integer, , and . For an integer , let be the FHS over defined as\n\nwhere and . It was shown by Chung et al. that the -FHS set has zero Hamming autocorrelation for any , and zero Hamming crosscorrelation for any , that is, it is a no-hit-zone FHS set. In particular, it is optimal with respect to the bound given in . Note that is a perfectly balanced FHS set, since for any and any . Therefore, has optimal AHC by Corollary 7.\n\n###### Example 10.\n\nLet be an odd prime. For , let and . Let be the -FHS set defined as where and\n\n Xi(t)=⟨(t0+1)⋅t1+i⟩p.\n\nIt was proved in that is optimal with respect to the Peng-Fan bound. Note that is a perfectly balanced FHS set, since for any and any . Therefore, has optimal AHC by Corollary 7.\n\n## Iv FHS Sets With Optimal Average Hamming Correlation Based on Cyclotomy\n\nLet be the finite field of elements and the set of nonzero elements in where is a prime and is a positive integer. For some positive integers and , let . For a primitive element of , is decomposed into disjoint subsets\n\n Cr={αMl+r | 0≤l≤f−1}, r=0,1,…,M−1\n\nwhich are called the cyclotomic classes of of order . For two integers and in , the number defined by\n\n (i,j)M:=|(Ci+1)∩Cj|\n\nis called a cyclotomic number of of order .\n\nThe result in the following lemma was first proven by Sze et al. in and was rediscovered by Chu and Colburn in .\n\n###### Lemma 11 ().\n\nLet be a prime power. Then we have\n\n M−1∑i=0(i+j,i)M={f−1, if j≡0 \\rm mod Mf, if j≠0 \\rm mod M.\n\nIn , Chu and Colburn gave optimal FHSs over or with respect to the Lempel-Greenberger bound as well as an optimal FHS set over with respect to the Peng-Fan bound. Although the FHS set has optimal MHC, it does not have optimal AHC with respect to the bound in (3). In order to get an FHS set with optimal AHC and near-optimal MHC, we modify their construction as follows:\n\nConstruction A: Let be an odd prime for some positive integers and . For , define the FHS as\n\n Xi(0)=i\n\nand\n\n Xi(t)=⟨r+i⟩M if t∈Cr\n\nwhere is a cyclotomic class of of order . Let be the -FHS set defined by\n\n X4={Xi | 0≤i≤M−1}.\n\nBy using the theory of cyclotomy , it is possible to calculate the AHC and MHC values of and check its optimality.\n\n###### Theorem 12.\n\nThe set in Construction A has optimal AHC with respect to the bound in (3). Moreover, it is near-optimal with respect to the Peng-Fan bound.\n\nProof. Clearly, the set is a uniformly distributed FHS set, and so it has optimal AHC by Theorem 6. Let be the Hamming correlation between and . It is obvious that if , and , otherwise. For , we have\n\n Hi,j(τ) = ∑t∈Zp∖{−τ,0}h[Xi(t),Xj(t+τ)] +I(τ∈Ci−j)+I(−τ∈Cj−i) = M−1∑r=0(r,r+(j−i))M +∣∣{τ}∩Ci−j∣∣+∣∣{−τ}∩Cj−i∣∣.\n\nHence,\n\n Ha(X4)=f+1\n\nand\n\n Hc(X4)=f+2\n\nby Lemma 11. It is easily checked that has near-optimal MHC.\n\nRemark: The AHC values of may be easily computed by applying Lemma 4 to and . The average Hamming autocorrelation of is calculated as follows:\n\n Aa(X4) = 1M(p−1)∑X∈X4p−1∑τ=1HX(τ) = 1M2f∑X∈X4[∑a∈FNX(a)2−NX(0)] = M((f+1)2+(M−1)f2−(Mf+1))M2f = f−1+2M.\n\nSimilarly, the average Hamming crosscorrelation is given by\n\n Ac(X4) = 1M(M−1)p∑X,Y∈X4,X≠Yp−1∑τ=0HX,Y(τ) = 1M(M−1)p∑X,Y∈X4,X≠Y∑a∈FNX(a)NY(a) = M(M−1)(2f(f+1)+(M−2)f2)M(M−1)(Mf+1) = Mf2+2fMf+1.\n\nIt is easily checked that the pair satisfies the bound in (3) with equality.\n\nRemark: Each FHS in is optimal with respect to the Lempel-Greenberger bound .\n\nIn , Ding and Yin gave FHS sets of length over or based on the discrete logarithm in for a prime power . Han and Yang observed in that these FHS sets are closely related to Sidel’nikov sequences and some of the results in and are not correct, and made corrections to them. The FHS set over by Ding and Yin can be equivalently represented as follows:\n\nConstruction B: For a prime power such that there exist two integers and such that , let , be the cyclotomic class of order of . Let be the -FHS set over given by\n\n X5={Xi | Xi={Xi(t)}q−2t=0, 0≤i≤M−1}\n\nwhere\n\n Xi(t)={⟨r+i⟩M, if αt+1∈Cri, if αt+1=0.\n###### Theorem 13.\n\nThe set in Construction B has optimal AHC and . In particular, has near-optimal MHC if for all .\n\nProof. Clearly, the set is a perfectly balanced FHS set, and so it has optimal AHC by Theorem 6. Let be the Hamming correlation between and in . It is obvious that if , and , otherwise. For , is given by\n\n Hi,j(τ) = M−1∑r=0(j+τ,i)M+I(1−ατ∈Ci−j) +I(−α−τ(1−ατ∈Cj−i)).\n\nAfter some calculation, it is checked that is a near-optimal FHS set with respect to the Peng-Fan bound when , that is, for all .\n\n## V Average Hamming Correlation of FHS Sets Based on Interleaving Techniques\n\nInterleaving techniques are used to construct a sequence of length from sequences of length , which are not necessarily distinct for some positive integers and . They have been widely employed in the construction of sequences with low correlation , , . In particular, Chung et al. firstly applied the interleaving techniques to the design of FHSs, and presented several FHS sets with optimal MHC. A similar approach was given in to construct no-hit-zone FHS sets. However, these previous works dealt only with the MHC of FHS sets constructed by interleaving techniques. In this section, we will focus on the AHC of such FHS sets. First of all, we will show that the sum of Hamming correlation values and the optimality on the AHC of an FHS set are preserved under any interleaving in the following theorem.\n\n###### Theorem 14.\n\nLet be an -FHS set over and an -FHS set obtained by interleaving such that and the FHS , , is defined as\n\n Yj(s)=Xi(t)\n\nfor some and . Assume that and if and only if and , when and . Then, we have\n\n Sa(X)+Sc(X)=Sa(Y)+Sc(Y). (4)\n\nFurthermore, has optimal AHC if and only if has optimal AHC.\n\nProof. By the assumption on and , we have for all . Hence, by Lemma 5. Let (resp. ) be the left-hand side of (3) for the FHS set (resp. ), and (resp. ) the right-hand side of (3) for (resp. ). By (4) and the assumption that , we have\n\n LHSY = Sa(Y)+Sc(Y)N′L′(N′−1)(L′−1) = Sa(X)+Sc(X)NL(N′−1)(L′−1) = RHSX⋅(N−1)(L−1)(N′−1)(L′−1)\n\nand\n\n RHSY = N′L′−MM(N′−1)(L′−1) = RHSX⋅(N−1)(L−1)(N′−1)(L′−1).\n\nTherefore, has optimal AHC if and only if has optimal AHC.\n\nRemark: The assumption on the indices , and in Theorem 14 guarantees that appears exactly once in through interleaving for any and .\n\nThe most common interleaving is applied to an FHS set in the following construction.\n\nConstruction C: Let be an -FHS set. Let be a positive integer such that and . For , the FHS is defined as\n\n Yi(kt1+t0)=Xki+t0(t1)\n\nwhere and . The set is an -FHS set.\n\n###### Corollary 15.\n\nLet be an FHS set with optimal AHC. Then, in Construction C is an FHS set with optimal AHC.\n\nSeveral FHS sets with low MHC were constructed by interleaving techniques in . Theorem 14 tells us that interleaving techniques may also be a good design tool for optimal AHC. We give a construction example by applying Construction C to in Construction A as follows.\n\n###### Corollary 16.\n\nLet be an odd prime for a positive integer and an odd integer . Let be the -FHS set given in Construction A. For , let be the FHS defined as\n\n Yi(2t1+t0)=X2i+t0(t1)\n\nwhere , . Then is a -FHS set with optimal AHC.\n\nBy extending Construction B1 in , it is also possible to obtain an FHS set with optimal AHC and MHC.\n\n###### Theorem 17.\n\nLet where , for all , and are odd primes. Define as the -FHS set over , where\n\n Xi(t)=⟨(i+1)t⟩N.\n\nfor . For a positive divisor of , let be defined as\n\n Yi(kt1+t0)=Xki+t0(t1)\n\nwhere and . Then, is a -FHS set with optimal AHC and MHC.\n\nProof. Note that is perfectly balanced, since for all and all . This implies that has optimal AHC by Corollary 7. Hence, also has optimal AHC by Corollary 15. The MHC of can be derived from the results of and . In , it was shown that\n\n HXi,Xj(τ)=⎧⎪⎨⎪⎩N,if i=j and % τ=00,if i=j and τ≠01,if i≠j.\n\nBy extending the Proof of Theorem 15 in , we obtain . Therefore, is optimal with respect to the Peng-Fan bound.\n\n## Vi Conclusion\n\nSome known FHS sets with optimal MHC were classified by their AHC properties. It was shown that any uniformly distributed FHS set has optimal AHC. Two FHS constructions with optimal AHC and near-optimal MHC were presented by using the theory of cyclotomy. The optimality of FHS sets obtained by interleaving techniques was analyzed. These results motivate us to find more FHS sets with optimal AHC and low MHC. Furthermore, it may also be a challenging problem to find a necessary and sufficient condition that an FHS set has optimal AHC.\n\n## References\n\n• Specification of the Bluetooth Systems-Core. The Bluetooth Special Interest Group (SIG). [Online]. Available: http://www.bluetooth.com\n• N. C. Beaulieu and D. J. Young, “Designing time-hopping ultrawidebandwidth receivers for multiuser interference environments,” Proc. IEEE, vol. 97, no. 2, pp. 255-284, 2009.\n• T. Vanninen, M. Raustia, H. Saarnisaari, J. Iinatti, “Frequency hopping mobile ad hoc and sensor network synchronization,” Militiary Commun. Conf., 2008, pp. 1-7.\n• M. K. Simon, J. K. Omura, R. A. Scholtz, and B. K. Levitt, Spread Spectrum Communications Handbook (Revised Ed.). McGraw-Hill Inc., 1994.\n• P. Z. Fan and M. Darnell, Sequence Design for Communications Applications. Research Studies Press (RSP), John Wiley Sons, London, UK, 1996.\n• D. Peng and P. Fan, “Lower bounds on the Hamming auto- and cross correlations of frequency-hopping sequences,” IEEE Trans. Inform. Theory, vol. 50, no. 9, pp. 2149-2154, Sept. 2004.\n• A. Lempel and H. Greenberger, “Families of sequences with optimal Hamming correlation properties,” IEEE Trans. Inform. Theory, vol. 20, no. 1, pp. 90-94, Jan. 1974.\n• P. V. Kumar, “Frequency-hopping code sequence designs having large linear span,” IEEE Trans. Inform. Theory, vol. 34, no. 1, pp. 146-151, Jan. 1988.\n• W. Chu and C. J. Colbourn, “Optimal frequency-hopping sequences via cyclotomy,” IEEE Trans. Inform. Theory, vol. 51, no. 3, pp. 1139-1141, Mar. 2005.\n• C. Ding and J. Yin, “Sets of optimal frequency-hopping sequences,” IEEE Trans. Inform. Theory, vol. 54, no. 8, pp. 3741-3745, Aug. 2008.\n• Y. K. Han and K. Yang, “On the Sidel’nikov sequences as frequency-hopping sequences,” IEEE Trans. Inform. Theory, vol. 55, no. 9, pp. 4279-4285, Sept. 2009.\n• J.-H. Chung, Y. K. Han, and K. Yang, “New classes of optimal frequency-hopping sequences by interleaving techniques,” IEEE Trans. Inform. Theory, vol. 55, no. 12, pp. 5783-5791, Dec. 2009.\n• J.-H. Chung and K. Yang, “-fold cyclotomy and its application to frequency-hopping sequences,” IEEE Trans. Inform. Theory, vol. 57, no. 4, pp. 2306-2317, Apr. 2011.\n• D. Peng, X. Niu, and X. Tang, “Average Hamming correlation for the cubic polynomial hopping sequences,” IET Commun., vol. 4, no. 15, pp. 1775-1786, Apr. 2010.\n• A. L. Whiteman, “A family of difference sets,” Illinois J. Math., vol. 6, no. 1, pp. 107-121, Jan. 1962.\n• F. Liu, D. Peng, Z. Zhou, and X. Tang, “Construction of frequency hopping sequence set based upon generalized cyclotomy,” arXiv:1009.3602v1.\n• S. W. Golomb and G. Gong, Signal Design for Good Correlation: for wireless communications, cryptography and radar applications. Cambridge University Press, 2005.\n• J.-H. Chung, Y. K. Han, and K. Yang, “No-hit-zone frequency-hopping sequence sets with optimal Hamming autocorrelation,” IEICE Trans. Fund. Elec. Commun. Comp. Sci., vol. E93-A, no. 11, pp. 2239-2244, Nov. 2010.\n• W. Ye and P. Fan, “Two classes of frequency hopping sequences with no-hit zone,” in Proc. 7th Intl. Symp. Commun. Theory Appl., Ambleside, UK, 2003, pp. 304-306.\n• J.-H. Chung and K. Yang, “Near-perfect nonlinear mappings and their applications,” preprint.\n• T. Storer, Cylotomy and Difference Sets, Lectures in Advanced Mathematics. Chicago, IL: Markham, 1967.\n• T. W. Sze, S. Chanson, C. Ding, T. Helleseth, and M. G. Parker, “Logarithm authentication codes,” Information and Computation, vol. 184, no. 1, pp. 93-108, July 2003.\n• V. M. Sidel’nikov, “Some -valued pseudo-random sequences and nearly equidistant codes,” Probl. Inf. Transm., vol. 5, no. 1, pp. 12-16, 1969.\n• G. Gong, “Theory and applications of -ary interleaved sequences,” IEEE Trans. Inform. Theory, vol. 41, pp. 400-411, Mar. 1995.\n• G. Gong, “New designs for signal sets with low cross correlation, balance property, and large linear span: GF case,” IEEE Trans. Inform. Theory, vol. 48, no. 11, pp. 2847-2867, Nov. 2002.\n• Z. Zhou, X. H. Tang, and G. Gong, “A new class of sequences with zero or low correlation zone based on interleaving technique,” IEEE Trans. Inform. Theory, vol. 54, no. 9, pp. 4267-4273, Sept. 2008.\n• Z. Cao, G. Ge, and Y. Miao, “Combinatorial characterizations of one-coincidence frequency-hopping sequences,” Des. Codes Crypt., vol. 41, no. 2, pp. 177-184, Nov. 2006."
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"# #000c02 Color Information\n\nIn a RGB color space, hex #000c02 is composed of 0% red, 4.7% green and 0.8% blue. Whereas in a CMYK color space, it is composed of 100% cyan, 0% magenta, 83.3% yellow and 95.3% black. It has a hue angle of 130 degrees, a saturation of 100% and a lightness of 2.4%. #000c02 color hex could be obtained by blending #001804 with #000000. Closest websafe color is: #000000.\n\n• R 0\n• G 5\n• B 1\nRGB color chart\n• C 100\n• M 0\n• Y 83\n• K 95\nCMYK color chart\n\n#000c02 color description : Very dark (mostly black) lime green.\n\n# #000c02 Color Conversion\n\nThe hexadecimal color #000c02 has RGB values of R:0, G:12, B:2 and CMYK values of C:1, M:0, Y:0.83, K:0.95. Its decimal value is 3074.\n\nHex triplet RGB Decimal 000c02 `#000c02` 0, 12, 2 `rgb(0,12,2)` 0, 4.7, 0.8 `rgb(0%,4.7%,0.8%)` 100, 0, 83, 95 130°, 100, 2.4 `hsl(130,100%,2.4%)` 130°, 100, 4.7 000000 `#000000`\nCIE-LAB 2.415, -4.574, 2.711 0.142, 0.267, 0.102 0.279, 0.523, 0.267 2.415, 5.317, 149.343 2.415, -2.198, 2.244 5.17, -4.131, 2.455 00000000, 00001100, 00000010\n\n# Color Schemes with #000c02\n\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #0c000a\n``#0c000a` `rgb(12,0,10)``\nComplementary Color\n• #040c00\n``#040c00` `rgb(4,12,0)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #000c08\n``#000c08` `rgb(0,12,8)``\nAnalogous Color\n• #0c0004\n``#0c0004` `rgb(12,0,4)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #08000c\n``#08000c` `rgb(8,0,12)``\nSplit Complementary Color\n• #0c0200\n``#0c0200` `rgb(12,2,0)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #02000c\n``#02000c` `rgb(2,0,12)``\n• #0a0c00\n``#0a0c00` `rgb(10,12,0)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #02000c\n``#02000c` `rgb(2,0,12)``\n• #0c000a\n``#0c000a` `rgb(12,0,10)``\n• #000000\n``#000000` `rgb(0,0,0)``\n• #000000\n``#000000` `rgb(0,0,0)``\n• #000000\n``#000000` `rgb(0,0,0)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #002606\n``#002606` `rgb(0,38,6)``\n• #003f0b\n``#003f0b` `rgb(0,63,11)``\n• #00590f\n``#00590f` `rgb(0,89,15)``\nMonochromatic Color\n\n# Alternatives to #000c02\n\nBelow, you can see some colors close to #000c02. Having a set of related colors can be useful if you need an inspirational alternative to your original color choice.\n\n• #010c00\n``#010c00` `rgb(1,12,0)``\n• #000c00\n``#000c00` `rgb(0,12,0)``\n• #000c01\n``#000c01` `rgb(0,12,1)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #000c03\n``#000c03` `rgb(0,12,3)``\n• #000c04\n``#000c04` `rgb(0,12,4)``\n• #000c05\n``#000c05` `rgb(0,12,5)``\nSimilar Colors\n\n# #000c02 Preview\n\nThis text has a font color of #000c02.\n\n``<span style=\"color:#000c02;\">Text here</span>``\n#000c02 background color\n\nThis paragraph has a background color of #000c02.\n\n``<p style=\"background-color:#000c02;\">Content here</p>``\n#000c02 border color\n\nThis element has a border color of #000c02.\n\n``<div style=\"border:1px solid #000c02;\">Content here</div>``\nCSS codes\n``.text {color:#000c02;}``\n``.background {background-color:#000c02;}``\n``.border {border:1px solid #000c02;}``\n\n# Shades and Tints of #000c02\n\nA shade is achieved by adding black to any pure hue, while a tint is created by mixing white to any pure color. In this example, #000c02 is the darkest color, while #f7fff9 is the lightest one.\n\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #002005\n``#002005` `rgb(0,32,5)``\n• #003309\n``#003309` `rgb(0,51,9)``\n• #00470c\n``#00470c` `rgb(0,71,12)``\n• #005a0f\n``#005a0f` `rgb(0,90,15)``\n• #006e12\n``#006e12` `rgb(0,110,18)``\n• #008216\n``#008216` `rgb(0,130,22)``\n• #009519\n``#009519` `rgb(0,149,25)``\n• #00a91c\n``#00a91c` `rgb(0,169,28)``\n• #00bd1f\n``#00bd1f` `rgb(0,189,31)``\n• #00d023\n``#00d023` `rgb(0,208,35)``\n• #00e426\n``#00e426` `rgb(0,228,38)``\n• #00f729\n``#00f729` `rgb(0,247,41)``\n• #0cff34\n``#0cff34` `rgb(12,255,52)``\n• #20ff45\n``#20ff45` `rgb(32,255,69)``\n• #33ff55\n``#33ff55` `rgb(51,255,85)``\n• #47ff66\n``#47ff66` `rgb(71,255,102)``\n• #5aff76\n``#5aff76` `rgb(90,255,118)``\n• #6eff86\n``#6eff86` `rgb(110,255,134)``\n• #82ff97\n``#82ff97` `rgb(130,255,151)``\n• #95ffa7\n``#95ffa7` `rgb(149,255,167)``\n• #a9ffb7\n``#a9ffb7` `rgb(169,255,183)``\n• #bdffc8\n``#bdffc8` `rgb(189,255,200)``\n• #d0ffd8\n``#d0ffd8` `rgb(208,255,216)``\n• #e4ffe8\n``#e4ffe8` `rgb(228,255,232)``\n• #f7fff9\n``#f7fff9` `rgb(247,255,249)``\nTint Color Variation\n\n# Tones of #000c02\n\nA tone is produced by adding gray to any pure hue. In this case, #060606 is the less saturated color, while #000c02 is the most saturated one.\n\n• #060606\n``#060606` `rgb(6,6,6)``\n• #050705\n``#050705` `rgb(5,7,5)``\n• #050705\n``#050705` `rgb(5,7,5)``\n• #040805\n``#040805` `rgb(4,8,5)``\n• #040804\n``#040804` `rgb(4,8,4)``\n• #030904\n``#030904` `rgb(3,9,4)``\n• #030904\n``#030904` `rgb(3,9,4)``\n• #020a04\n``#020a04` `rgb(2,10,4)``\n• #020a03\n``#020a03` `rgb(2,10,3)``\n• #010b03\n``#010b03` `rgb(1,11,3)``\n• #010b03\n``#010b03` `rgb(1,11,3)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\n• #000c02\n``#000c02` `rgb(0,12,2)``\nTone Color Variation\n\n# Color Blindness Simulator\n\nBelow, you can see how #000c02 is perceived by people affected by a color vision deficiency. This can be useful if you need to ensure your color combinations are accessible to color-blind users.\n\nMonochromacy\n• Achromatopsia 0.005% of the population\n• Atypical Achromatopsia 0.001% of the population\nDichromacy\n• Protanopia 1% of men\n• Deuteranopia 1% of men\n• Tritanopia 0.001% of the population\nTrichromacy\n• Protanomaly 1% of men, 0.01% of women\n• Deuteranomaly 6% of men, 0.4% of women\n• Tritanomaly 0.01% of the population"
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.5148055,"math_prob":0.92852354,"size":3592,"snap":"2020-24-2020-29","text_gpt3_token_len":1560,"char_repetition_ratio":0.14938684,"word_repetition_ratio":0.022058824,"special_character_ratio":0.5634744,"punctuation_ratio":0.2292849,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9877293,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-05-29T14:56:04Z\",\"WARC-Record-ID\":\"<urn:uuid:90953c35-c00e-4825-8884-3fee6f5974b3>\",\"Content-Length\":\"36097\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:40744c45-a21b-4bb0-9c15-6bceafffbe5f>\",\"WARC-Concurrent-To\":\"<urn:uuid:6ccb2fc1-0e7b-4664-8335-2a1be76ae1b5>\",\"WARC-IP-Address\":\"178.32.117.56\",\"WARC-Target-URI\":\"https://www.colorhexa.com/000c02\",\"WARC-Payload-Digest\":\"sha1:7EVNXSEX7CVJ273HIJC2XCQYW4K642VO\",\"WARC-Block-Digest\":\"sha1:RQXQY767TJJT7MQJCXPS5K2KLUADQF4T\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-24/CC-MAIN-2020-24_segments_1590347404857.23_warc_CC-MAIN-20200529121120-20200529151120-00335.warc.gz\"}"} |
http://face2ai.com/Math-Probability-6-4-The-Correction-for-Continuity/ | [
"# 分布连续性修正\n\n## 连续分布近似离散分布 Approximating a Discrete Distribution by a Continuous Distribution\n\n🌰 :",
null,
"",
null,
"$$Pr(a\\leq X\\leq b)=\\sum^{b}_{x=a}f(x)$$\n\n$$Pr(a\\leq Y\\leq b)=\\int^{b}_{a}g(x)dx\\tag{6.4.2}$$\n\n## 近似直方图 Approximating a Bar Chart",
null,
"$$Pr(a-\\frac{1}{2} < Y < b+\\frac{1}{2})=\\int^{b+\\frac{1}{2}}_{a-\\frac{1}{2}}g(x)dx$$",
null,
"## 总结\n\n### 说点什么",
null,
"Subscribe"
] | [
null,
"https://tony4ai-1251394096.cos.ap-hongkong.myqcloud.com/blog_images/Math-Probability-6-4-The-Correction-for-Continuity/6_4.png",
null,
"https://tony4ai-1251394096.cos.ap-hongkong.myqcloud.com/blog_images/Math-Probability-6-4-The-Correction-for-Continuity/6_4_1.png",
null,
"https://tony4ai-1251394096.cos.ap-hongkong.myqcloud.com/blog_images/Math-Probability-6-4-The-Correction-for-Continuity/6_5.png",
null,
"https://tony4ai-1251394096.cos.ap-hongkong.myqcloud.com/blog_images/Math-Probability-6-4-The-Correction-for-Continuity/6_6.png",
null,
"https://secure.gravatar.com/avatar/",
null
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https://pythonexcels.com/python/2009/09/29/basic-excel-driving-with-python | [
"Now it’s getting interesting. Reading and writing spreadsheets with XLRD and XLWT (as discussed in the two previous posts is sufficient for many tasks and you don’t even need a copy of Excel to do it. But to really open up your data and fully extract all the information possible, you’ll need Excel and its powerful set of functions and features like pivot tables and charting.\n\nFor starters, let’s do some simple operations using Python to invoke Excel, add a spreadsheet, insert some data, then save the results to a spreadsheet file. You can play along at home by entering the program text exactly as I’ve described below. I’ve tested this exercise with Python 3.7.3 and Excel 2016, however, this code was originally developed on Python 2.7 and Excel 2007 (the screenshots were taken with Excel 2007) and should run without issue. A prerequisite for this exercise is Python, the pywin32 module, and a copy of Microsoft Excel. See Installing Python for more information on installing both Python and pywin32.\n\nHere is the complete script we’ll be entering using IDLE, the Python interactive development tool. Feel free to copy and paste as you work through this exercise. You can download this script from GitHub at driving.py\n\n``````#\n# driving.py\n#\nimport win32com.client as win32\n\nexcel = win32.gencache.EnsureDispatch('Excel.Application')\nexcel.Visible = True\nws = wb.Worksheets('Sheet1')\nws.Name = 'Built with Python'\nws.Cells(1, 1).Value = 'Hello Excel'\nprint(ws.Cells(1, 1).Value)\nfor i in range(1, 5):\nws.Cells(2, i).Value = i # Don't do this\nws.Range(ws.Cells(3, 1), ws.Cells(3, 4)).Value = [5, 6, 7, 8]\nws.Range(\"A4:D4\").Value = [i for i in range(9, 13)]\nws.Cells(5, 4).Formula = '=SUM(A2:D4)'\nws.Cells(5, 4).Font.Size = 16\nws.Cells(5, 4).Font.Bold = True\n``````\n\nWhat follows is a step-by-step guide to entering this script and monitoring the result.\n\n1. Start IDLE",
null,
"To start IDLE, click the Start button, click “All Programs”, and double-click IDLE within the Python directory. IDLE is the Python IDE built with the tkinter GUI toolkit and gives you an interactive interface to enter, run and save Python programs. IDLE isn’t strictly necessary for this exercise; you could use any shell command window, or even another IDE (Integrated Development Environment) such as PyCharm or Visual Studio Code.\n\n2. Import the win32 module",
null,
"If the import command was successful, you’ll see the “>>>” prompt returned. If there was a problem, such as not having the pywin32 module installed, you’ll see `Import Error: No module named win32com.client`. If you see an error, install the pywin32 module as described in Installing Python.\n\n3. Start Excel\n\nType `excel=win32.gencache.EnsureDispatch('Excel.Application')` at the prompt to start Excel. This command attaches your Python session to a running Excel process or starts Excel if it is not running. If you see the “>>>” prompt, Excel has been started or linked successfully. You won’t see the Excel application yet, but if you check your task manager you can confirm that the process is running.\n\n4. Make Excel Visible\n\nType `excel.Visible = True` to make the application visible. At this point, Excel does not contain any workbooks or worksheets, we’ll add those in the next step. To hide the application, you would type `excel.Visible = False`.\n\n5. Add a workbook, select the sheet “Sheet1” and rename it",
null,
"Excel needs a workbook to serve as a container for the worksheets. A new workbook containing three sheets is added with command ```wb = excel.Workbooks.Add()```. The command `ws=wb.Worksheets('Sheet1')` assigns ws to the sheet named Sheet1, and the command `ws.Name ='Built with Python'` changes the name of Sheet1 to “Built with Python”. Your screen should now look something like this:",
null,
"The setup is now complete and you can add data to the spreadsheet.\n\n6. Add some text into the first cell",
null,
"After typing these commands, you’ll see “Hello Excel” in cell A1 of your Excel worksheet and in your IDLE window.",
null,
"There are several options for addressing cells and blocks of data in Excel; I’ll cover a few of them here. You can address individual cells with the `Cells(row,column).Value` pattern, where row and column are integer values representing the row and column location for the cell. Note that row and column counts begin from one, not zero. Use `.Value` to add text, numbers and date information to the cell and use `.Formula` for entering an Excel formula into the cell location.\n\n7. Populate the second row with data by using a for loop",
null,
"The spreadsheet updates to display the numbers entered by the for loop:",
null,
"In many cases, you’ll have lists of data to insert into or extract from the worksheet. Wrapping the `Cells(row,column).Value` pattern with a loop seems like a natural approach, but in reality, this maximizes the communication overhead between Python and Excel and results in less efficient code. It’s much better to transfer lists than individual elements whenever possible as shown in the next step.\n\n8. Populate the third and fourth rows of data",
null,
"The Excel sheet now looks like this:",
null,
"These commands demonstrate a better approach to populating or extracting blocks of data: the `Range().Value` pattern. With this construct, you can efficiently transfer one- or two-dimensional blocks of data. In the first example, cells (3,1) through (3,4) are assigned to the list [5, 6, 7, 8]. The next line uses the Excel-style cell address specifier “A4:D4” to assign the results of the operation `[i for i in range(9,13)]`. In some cases, it may be more intuitive to use the Excel-style naming.\n\n9. Assign a formula to sum the numbers you inserted",
null,
"Your Excel sheet should now look like the screenshot below.",
null,
"You can insert Excel formulas into cells using the `.Formula` pattern. The formula is the same as if you were to enter it in Excel: `=SUM(A2:D4)`. In this example, the sum of 12 numbers in rows 2, 3, and 4 is generated.\n\n10. Change the formatting of the formula cell",
null,
"",
null,
"To highlight the sum, the font size and face format of the formula cell is changed to point size 16 with a bold typeface. You can change any of dozens of attributes for the various cells in the worksheet with Python.\n\nI hope you did this exercise interactively by typing the commands and monitoring the result in Excel. You can also run this script to generate the result. When the script exits, you’ll be left with an open Excel spreadsheet just as shown in the last screenshot above.\n\n## Source Files and Scripts\n\nSource for the program and data text file are available on GitHub\n\nCore Python Programming\n\nWesley Chun’s book has a chapter on Programming Microsoft Office with Win32 COM"
] | [
null,
"https://pythonexcels.com/assets/images/20190920_startidle.png",
null,
"https://pythonexcels.com/assets/images/20090929_idleimport.png",
null,
"https://pythonexcels.com/assets/images/20090929_idlewbws.png",
null,
"https://pythonexcels.com/assets/images/20090929_excelblank.png",
null,
"https://pythonexcels.com/assets/images/20090929_idlehello.png",
null,
"https://pythonexcels.com/assets/images/20090929_excelhello.png",
null,
"https://pythonexcels.com/assets/images/20090929_idlefor.png",
null,
"https://pythonexcels.com/assets/images/20090929_excelfor.png",
null,
"https://pythonexcels.com/assets/images/20090929_idlerange.png",
null,
"https://pythonexcels.com/assets/images/20090929_excelfourrows.png",
null,
"https://pythonexcels.com/assets/images/20090929_idleformula.png",
null,
"https://pythonexcels.com/assets/images/20090929_excelformula.png",
null,
"https://pythonexcels.com/assets/images/20090929_idleformat.png",
null,
"https://pythonexcels.com/assets/images/20090929_excelformat.png",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8613168,"math_prob":0.5719697,"size":7178,"snap":"2022-40-2023-06","text_gpt3_token_len":1659,"char_repetition_ratio":0.115695566,"word_repetition_ratio":0.0,"special_character_ratio":0.22931178,"punctuation_ratio":0.13082811,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.96823996,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28],"im_url_duplicate_count":[null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null,5,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-02-03T09:49:22Z\",\"WARC-Record-ID\":\"<urn:uuid:43b89286-f9c6-4790-8313-ff332be623db>\",\"Content-Length\":\"20866\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:f102dc16-04c3-49b7-ba21-680d61daae00>\",\"WARC-Concurrent-To\":\"<urn:uuid:4120150b-f0db-4423-a72e-abbf2c8af092>\",\"WARC-IP-Address\":\"34.148.97.127\",\"WARC-Target-URI\":\"https://pythonexcels.com/python/2009/09/29/basic-excel-driving-with-python\",\"WARC-Payload-Digest\":\"sha1:JAPIOXKJ47T6KBA67IRQ4VLEYM3MRD5J\",\"WARC-Block-Digest\":\"sha1:PSWSNZ4FRPL4WZHC44NTMQLF66WNULZE\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-06/CC-MAIN-2023-06_segments_1674764500044.66_warc_CC-MAIN-20230203091020-20230203121020-00029.warc.gz\"}"} |
https://en.formulasearchengine.com/index.php?title=Special:FormulaInfo&pid=264129&eid=math.264129.2 | [
"## General\n\nDisplay information for equation id:math.264129.2 on revision:264129\n\n* Page found: Kirchhoff integral theorem (eq math.264129.2)\n\n(force rerendering)\n\nCannot find the equation data in the database. Fetching from revision text.\n\nOccurrences on the following pages:\n\nHash: ae2eb0830dea7a947e363f1dc11ee143\n\nTeX (original user input):\n\nU_\\omega(r) = \\frac{1}{\\sqrt{2\\pi}} \\int V(r,t) e^{i\\omega t} \\,dt.\n\n\nTeX (checked):\n\nU_{\\omega }(r)={\\frac {1}{\\sqrt {2\\pi }}}\\int V(r,t)e^{i\\omega t}\\,dt.\n\n\n### LaTeXML (experimental; uses MathML) rendering\n\nSVG image empty. Force Re-Rendering\n\nSVG (13.4 KB / 4.796 KB) :\n\n### MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools) rendering\n\nSVG image empty. Force Re-Rendering\n\nSVG (0 B / 8 B) :\n\nPNG (0 B / 8 B) :\n\n$U_{\\omega }(r)={\\frac {1}{\\sqrt {2\\pi }}}\\int V(r,t)e^{i\\omega t}\\,dt.$",
null,
"## Translations to Computer Algebra Systems\n\n### Translation to Maple\n\nIn Maple:\n\n[ERROR] java.lang.IllegalArgumentException: java.lang.ClassCastException@4a2c8a34\n\n### Translation to Mathematica\n\nIn Mathematica:\n\n[ERROR] java.lang.IllegalArgumentException: java.lang.ClassCastException@4a2c8a34\n\n## Similar pages\n\nCalculated based on the variables occurring on the entire Kirchhoff integral theorem page\n\n## Identifiers\n\n• $U_{\\omega }$",
null,
"• $r$",
null,
"• $\\pi$",
null,
"• $V$",
null,
"• $r$",
null,
"• $t$",
null,
"• $e$",
null,
"• $i$",
null,
"• $\\omega$",
null,
"• $t$",
null,
"• $t$",
null,
"### MathML observations\n\n0results\n\n0results\n\nno statistics present please run the maintenance script ExtractFeatures.php\n\n0 results\n\n0 results"
] | [
null,
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null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null,
"https://en.formulasearchengine.com/index.php",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.515082,"math_prob":0.97136295,"size":1297,"snap":"2020-45-2020-50","text_gpt3_token_len":360,"char_repetition_ratio":0.10131477,"word_repetition_ratio":0.06369427,"special_character_ratio":0.26599845,"punctuation_ratio":0.17021276,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9936993,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24],"im_url_duplicate_count":[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-10-23T00:15:12Z\",\"WARC-Record-ID\":\"<urn:uuid:ba3ebd01-e815-4ae0-b546-2c18ed782027>\",\"Content-Length\":\"51019\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:e0539b6d-acde-4dde-8721-a45446a4fe83>\",\"WARC-Concurrent-To\":\"<urn:uuid:056d74f9-5465-4c8b-b4b1-9d8e6c619563>\",\"WARC-IP-Address\":\"132.195.228.228\",\"WARC-Target-URI\":\"https://en.formulasearchengine.com/index.php?title=Special:FormulaInfo&pid=264129&eid=math.264129.2\",\"WARC-Payload-Digest\":\"sha1:QUFPYWZTWVMNPUO6JVN3IUTBA32AZKG3\",\"WARC-Block-Digest\":\"sha1:WYWWLJBXLQOFAJ5HCE3HY4NF2NTIROL2\",\"WARC-Truncated\":\"disconnect\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-45/CC-MAIN-2020-45_segments_1603107880401.35_warc_CC-MAIN-20201022225046-20201023015046-00517.warc.gz\"}"} |
https://tools.carboncollective.co/compound-interest/51022-at-43-percent-in-37-years/ | [
"# What is the compound interest on $51022 at 43% over 37 years? If you want to invest$51,022 over 37 years, and you expect it will earn 43.00% in annual interest, your investment will have grown to become $28,522,715,142.14. If you're on this page, you probably already know what compound interest is and how a sum of money can grow at a faster rate each year, as the interest is added to the original principal amount and recalculated for each period. The actual rate that$51,022 compounds at is dependent on the frequency of the compounding periods. In this article, to keep things simple, we are using an annual compounding period of 37 years, but it could be monthly, weekly, daily, or even continuously compounding.\n\nThe formula for calculating compound interest is:\n\n$$A = P(1 + \\dfrac{r}{n})^{nt}$$\n\n• A is the amount of money after the compounding periods\n• P is the principal amount\n• r is the annual interest rate\n• n is the number of compounding periods per year\n• t is the number of years\n\nWe can now input the variables for the formula to confirm that it does work as expected and calculates the correct amount of compound interest.\n\nFor this formula, we need to convert the rate, 43.00% into a decimal, which would be 0.43.\n\n$$A = 51022(1 + \\dfrac{ 0.43 }{1})^{ 37}$$\n\nAs you can see, we are ignoring the n when calculating this to the power of 37 because our example is for annual compounding, or one period per year, so 37 × 1 = 37.\n\n## How the compound interest on $51,022 grows over time The interest from previous periods is added to the principal amount, and this grows the sum a rate that always accelerating. The table below shows how the amount increases over the 37 years it is compounding: Start Balance Interest End Balance 1$51,022.00 $21,939.46$72,961.46\n2 $72,961.46$31,373.43 $104,334.89 3$104,334.89 $44,864.00$149,198.89\n4 $149,198.89$64,155.52 $213,354.41 5$213,354.41 $91,742.40$305,096.81\n6 $305,096.81$131,191.63 $436,288.44 7$436,288.44 $187,604.03$623,892.47\n8 $623,892.47$268,273.76 $892,166.23 9$892,166.23 $383,631.48$1,275,797.70\n10 $1,275,797.70$548,593.01 $1,824,390.71 11$1,824,390.71 $784,488.01$2,608,878.72\n12 $2,608,878.72$1,121,817.85 $3,730,696.57 13$3,730,696.57 $1,604,199.53$5,334,896.10\n14 $5,334,896.10$2,294,005.32 $7,628,901.42 15$7,628,901.42 $3,280,427.61$10,909,329.03\n16 $10,909,329.03$4,691,011.48 $15,600,340.51 17$15,600,340.51 $6,708,146.42$22,308,486.93\n18 $22,308,486.93$9,592,649.38 $31,901,136.31 19$31,901,136.31 $13,717,488.61$45,618,624.92\n20 $45,618,624.92$19,616,008.72 $65,234,633.64 21$65,234,633.64 $28,050,892.47$93,285,526.11\n22 $93,285,526.11$40,112,776.23 $133,398,302.33 23$133,398,302.33 $57,361,270.00$190,759,572.34\n24 $190,759,572.34$82,026,616.10 $272,786,188.44 25$272,786,188.44 $117,298,061.03$390,084,249.47\n26 $390,084,249.47$167,736,227.27 $557,820,476.74 27$557,820,476.74 $239,862,805.00$797,683,281.74\n28 $797,683,281.74$343,003,811.15 $1,140,687,092.89 29$1,140,687,092.89 $490,495,449.94$1,631,182,542.83\n30 $1,631,182,542.83$701,408,493.42 $2,332,591,036.24 31$2,332,591,036.24 $1,003,014,145.58$3,335,605,181.83\n32 $3,335,605,181.83$1,434,310,228.19 $4,769,915,410.01 33$4,769,915,410.01 $2,051,063,626.30$6,820,979,036.32\n34 $6,820,979,036.32$2,933,020,985.62 $9,754,000,021.93 35$9,754,000,021.93 $4,194,220,009.43$13,948,220,031.36\n36 $13,948,220,031.36$5,997,734,613.49 $19,945,954,644.85 37$19,945,954,644.85 $8,576,760,497.29$28,522,715,142.14\n\nWe can also display this data on a chart to show you how the compounding increases with each compounding period.\n\nAs you can see if you view the compounding chart for $51,022 at 43.00% over a long enough period of time, the rate at which it grows increases over time as the interest is added to the balance and new interest calculated from that figure. ## How long would it take to double$51,022 at 43% interest?\n\nAnother commonly asked question about compounding interest would be to calculate how long it would take to double your investment of $51,022 assuming an interest rate of 43.00%. We can calculate this very approximately using the Rule of 72. The formula for this is very simple: $$Years = \\dfrac{72}{Interest\\: Rate}$$ By dividing 72 by the interest rate given, we can calculate the rough number of years it would take to double the money. Let's add our rate to the formula and calculate this: $$Years = \\dfrac{72}{ 43 } = 1.67$$ Using this, we know that any amount we invest at 43.00% would double itself in approximately 1.67 years. So$51,022 would be worth $102,044 in ~1.67 years. We can also calculate the exact length of time it will take to double an amount at 43.00% using a slightly more complex formula: $$Years = \\dfrac{log(2)}{log(1 + 0.43)} = 1.94\\; years$$ Here, we use the decimal format of the interest rate, and use the logarithm math function to calculate the exact value. As you can see, the exact calculation is very close to the Rule of 72 calculation, which is much easier to remember. Hopefully, this article has helped you to understand the compound interest you might achieve from investing$51,022 at 43.00% over a 37 year investment period."
] | [
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8773983,"math_prob":0.99970603,"size":5263,"snap":"2023-14-2023-23","text_gpt3_token_len":1942,"char_repetition_ratio":0.11922419,"word_repetition_ratio":0.013531799,"special_character_ratio":0.5373361,"punctuation_ratio":0.2721224,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99971217,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-05-31T15:17:13Z\",\"WARC-Record-ID\":\"<urn:uuid:ede11722-3e6f-47e2-9933-f900a88ebbcd>\",\"Content-Length\":\"32512\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:6eb01134-c30d-4459-881f-9019756a7d3f>\",\"WARC-Concurrent-To\":\"<urn:uuid:8399fcdd-2ca1-4674-a567-6512c87114a5>\",\"WARC-IP-Address\":\"138.197.3.89\",\"WARC-Target-URI\":\"https://tools.carboncollective.co/compound-interest/51022-at-43-percent-in-37-years/\",\"WARC-Payload-Digest\":\"sha1:YGDIC7P7SDZQZ25EWQFH4E5IL2BMYF6K\",\"WARC-Block-Digest\":\"sha1:PXHFHLE7LLB36R6DTQRVVNC7SXCKQFCZ\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-23/CC-MAIN-2023-23_segments_1685224646937.1_warc_CC-MAIN-20230531150014-20230531180014-00485.warc.gz\"}"} |
https://www.intmath.com/blog/mathematics/trig-ratios-updated-interactive-8210 | [
"# Trig ratios: updated interactive\n\nBy Murray Bourne, 01 Jul 2013\n\nMath teachers tend to present the trigonometric identities to students and expect instant understanding and acceptance.\n\nIt would be better in many cases to let the students discover for themselves how such identities work. We don't always have the luxury of time for exploration in most math classrooms, but it is something that we should try to do.\n\nI just updated an interactive graph that allows students to explore 2 key trig identities, for any angle θ:",
null,
"and",
null,
"Here it is: Trigonometric Ratios - Interactive Graph\n\nLet me know if it is useful for you, or your students. Your suggestions are always welcome, too.\n\n### 2 Comments on “Trig ratios: updated interactive”\n\n1. greg says:\n\nThanks for the new\n\"Trigonometric Ratios – Interactive Graph\".\npage at:\nhttps://www.intmath.com/analytic-trigonometry/trig-ratios-interactive.php\n\nWould it be possible\nto also show\nthe angle Theta value,\n\n2. Murray says:\n\n@Greg: Possible, and now in place. (You may need to reload the page, Ctrl-F5, to see the updated version.)\n\nHope it helps!\n\n### Comment Preview\n\nHTML: You can use simple tags like <b>, <a href=\"...\">, etc.\n\nTo enter math, you can can either:\n\n1. Use simple calculator-like input in the following format (surround your math in backticks, or qq on tablet or phone):\na^2 = sqrt(b^2 + c^2)\n(See more on ASCIIMath syntax); or\n2. Use simple LaTeX in the following format. Surround your math with $$ and $$.\n$$\\int g dx = \\sqrt{\\frac{a}{b}}$$\n(This is standard simple LaTeX.)\n\nNOTE: You can mix both types of math entry in your comment.\n\n## Subscribe\n\n* indicates required"
] | [
null,
"https://www.intmath.com/images/img_tex2png/trig-ratios-updated-interactive-8210_4119.png",
null,
"https://www.intmath.com/images/img_tex2png/trig-ratios-updated-interactive-8210_4120.png",
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] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8701243,"math_prob":0.8542489,"size":1142,"snap":"2021-43-2021-49","text_gpt3_token_len":275,"char_repetition_ratio":0.10720562,"word_repetition_ratio":0.0,"special_character_ratio":0.23117338,"punctuation_ratio":0.14096916,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9845964,"pos_list":[0,1,2,3,4],"im_url_duplicate_count":[null,5,null,5,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-10-25T18:05:44Z\",\"WARC-Record-ID\":\"<urn:uuid:b55830f1-42ec-4825-8214-9078051c02a4>\",\"Content-Length\":\"98516\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:911847be-6b17-4484-8ce0-5e483a57b05a>\",\"WARC-Concurrent-To\":\"<urn:uuid:a9797c72-2979-470c-9a34-d0aad5009651>\",\"WARC-IP-Address\":\"172.67.217.164\",\"WARC-Target-URI\":\"https://www.intmath.com/blog/mathematics/trig-ratios-updated-interactive-8210\",\"WARC-Payload-Digest\":\"sha1:YKIVSLLJHQ2IELFAVWANUONQXX573CVT\",\"WARC-Block-Digest\":\"sha1:FLKBPJ7ORFI2KE54FIQZTJJKM6PHUMFZ\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-43/CC-MAIN-2021-43_segments_1634323587719.64_warc_CC-MAIN-20211025154225-20211025184225-00468.warc.gz\"}"} |
https://byjusexamprep.com/gate-ece/resistors-in-parallel | [
"",
null,
"",
null,
"# Resistors in Parallel\n\nBy BYJU'S Exam Prep\n\nUpdated on: September 25th, 2023",
null,
"Resistors are connected in series or parallel in a complex network. An important circuit analysis technique involves replacing the resistors in parallel with an equivalent resistance in parallel for simplification. Resistors in parallel are basically current dividers circuits.\n\nThe voltage across the resistors in parallel is the same. Resistors in parallel have multiple paths for the current to flow. This article elaborates on the resistors in parallel and equivalent resistance of resistors in parallel, along with some examples.\n\n## Resistors in Parallel\n\nWhen resistors are in parallel, the current gets divided between the resistors in parallel, and the voltage across all the resistors will be the same. If the resistors in parallel have the same resistance, then the current divides equally among all resistors. Resistors in parallel decrease the equivalent resistance of the circuit.\n\nResistors in parallel are treated as resistance current divider circuits. The power dissipated in the parallel circuit is much less, and maximum power is transmitted through these circuits.\n\n## Need for Parallel Combination of Resistors\n\nIn a parallel combination of resistors, the current gets divided between the resistors in parallel, and the voltage across all resistors is equal to the source voltage. A parallel combination can easily remove a resistor from the circuit without affecting the other resistors. Resistors are said to be in parallel combination when their two terminals are connected to the same two nodes, as shown below:",
null,
"Resistors are connected in parallel for the following purposes:\n\n• To decrease the overall resistance.\n• To divide the source current between all the resistors.\n• Resistors are connected in parallel combinations to deliver maximum power to the load.\n\n## Equivalent Resistance of Resistors in Parallel\n\nFor simplification, let us calculate the equivalent resistance for the two resistors connected in parallel, as shown below:",
null,
"",
null,
"",
null,
"Where Req is the effective resistance of the circuit and can be modeled as:",
null,
"The source current i is divided between R1 and R2. This is known as the principle of current division.\n\nSimilarly, let us calculate the equivalent resistance for the three resistors connected in parallel, as shown below:",
null,
"",
null,
"Where Req is the effective resistance of the circuit and can be modeled as:",
null,
"## Resistors in Parallel Formula\n\nWhen N number of resistors are connected in parallel, then the overall equivalent resistance is given by:",
null,
"The equivalent resistance of resistors in parallel combination is always smaller than the resistance of the smallest resistor present in the circuit.\n\nIf there are N number of resistors connected in parallel and the values of all resistors are the same, i.e., R, then the overall resistance of the circuit is given by:\n\nReq = R/N\n\nIn this case, the current also divides equally between all the resistors. If I am the total current and In is the current across the nth resistor, then:\n\nIn = I/N\n\n## Resistors in Parallel Examples\n\nExample 1: Find the equivalent resistance seen from the terminal ab of the circuit shown below",
null,
"Solution: Resistance 2 Ω and 4 Ω are connected in series so that they will form an equivalent resistance of 6 Ω. The reduced circuitry be,",
null,
"These resistors are in parallel, so",
null,
"Example 2: Find the current i1 and i2 in the circuit shown below,",
null,
"Solution: From the figure, resistance 2 Ω and 3 Ω are connected in series, so the circuit can be reduced as shown below,",
null,
"By using the current division rule,",
null,
"",
null,
"GradeStack Learning Pvt. Ltd.Windsor IT Park, Tower - A, 2nd Floor, Sector 125, Noida, Uttar Pradesh 201303 help@byjusexamprep.com"
] | [
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"https://byjusexamprep.com/liveData/f/2023/1/bep_logo_29.svg",
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"https://bep-wordpress.byjusexamprep.com/wp-content/uploads/2023/08/23141928/external-image-973.jpg",
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null,
"https://gs-post-images.grdp.co/2022/9/equivalent-resistance-of-resistors-in-parallel-img1662711518879-49-rs.png",
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"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel3-img1660113235973-66.png-rs-high-webp.png",
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"https://gs-post-images.grdp.co/2022/9/equivalent-resistance-of-resistors-in-parallel-2-img1662711518835-25-rs.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel5-img1660114390535-56.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/9/three-resistors-connected-in-parallel-img1662711518649-38-rs.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel7-img1660114554008-45.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/9/three-resistors-connected-in-parallel-equivalent-circuit-img1662711518392-80-rs.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel10-img1660114774009-70.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel13-img1660114957416-58.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel14-img1660115013033-89.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel15-img1660115061618-58.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel16-img1660115109467-77.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel17-img1660115165761-62.png-rs-high-webp.png",
null,
"https://gs-post-images.grdp.co/2022/8/resistors-in-parallel18-img1660115215025-91.png-rs-high-webp.png",
null,
"https://grdp.co/cdn-cgi/image/width=145,height=40,quality=80,f=auto/https://gs-post-images.grdp.co/2021/9/group-img1630501108025-27.png-rs-high-webp.png",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.90265304,"math_prob":0.9838007,"size":3895,"snap":"2023-40-2023-50","text_gpt3_token_len":793,"char_repetition_ratio":0.24518119,"word_repetition_ratio":0.13064516,"special_character_ratio":0.18639281,"punctuation_ratio":0.09601182,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9993093,"pos_list":[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38],"im_url_duplicate_count":[null,null,null,null,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,1,null,null,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-09-29T09:56:46Z\",\"WARC-Record-ID\":\"<urn:uuid:f4560f6f-9a69-402e-b7a9-80e9ad981f62>\",\"Content-Length\":\"312354\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:af14a471-2e3b-4b88-86c9-18b436dd4c82>\",\"WARC-Concurrent-To\":\"<urn:uuid:dad15a6a-dd49-415e-a15f-97449457a70f>\",\"WARC-IP-Address\":\"104.18.20.173\",\"WARC-Target-URI\":\"https://byjusexamprep.com/gate-ece/resistors-in-parallel\",\"WARC-Payload-Digest\":\"sha1:BYRMEJJINMKUTRBOS3B6AHCMO4GLASIX\",\"WARC-Block-Digest\":\"sha1:UWWNCPOEN67UF5Z2S34QSW57ZIIHR5HC\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-40/CC-MAIN-2023-40_segments_1695233510501.83_warc_CC-MAIN-20230929090526-20230929120526-00001.warc.gz\"}"} |
https://spectacularsci.com/2021/04/sir-isaac-newtons-second-law-of-motion/ | [
"# Sir Isaac Newton’s Second Law of Motion!\n\nNOTE: Check out the previous post about Isaac Newton’s first law of motion.\n\nWhat is Isaac Newton’s Second Law of Motion?\n\nSir Isaac Newton’s first law of motion is basically an action that Sir Isaac Newton, a famous scientist and mathematician, observed in the universe. The word “law” just means that this statement applies to all thing, not matter what size. The second law of motion states that…\n\nThe force on an object is equal to the size or mass of the object, times acceleration or speed.\n\nThis basically means that in order to move an object, it depends on the size and weight of object and how hard someone or something is pushing (acceleration). Below are some examples of the second law in action!\n\n• Riding a bike (the bike’s size and weight is the mass and your leg muscles produce the acceleration)\n• Pushing or pulling any object!\n• Hitting a baseball or tennis ball with a bat or racket (your muscles are the acceleration and the ball is the mass of the object)"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.9207381,"math_prob":0.8941381,"size":973,"snap":"2023-40-2023-50","text_gpt3_token_len":206,"char_repetition_ratio":0.124871,"word_repetition_ratio":0.011627907,"special_character_ratio":0.21068859,"punctuation_ratio":0.07329843,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.969463,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-09-23T22:23:24Z\",\"WARC-Record-ID\":\"<urn:uuid:cf2b296d-3de2-4d7b-ac36-1496a9ee5e6e>\",\"Content-Length\":\"61682\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:c713d460-80c7-44ce-a5db-889ea3dba4c6>\",\"WARC-Concurrent-To\":\"<urn:uuid:506b75b1-eb8b-4aea-9165-de0f176d0d59>\",\"WARC-IP-Address\":\"159.89.89.24\",\"WARC-Target-URI\":\"https://spectacularsci.com/2021/04/sir-isaac-newtons-second-law-of-motion/\",\"WARC-Payload-Digest\":\"sha1:T6NLRB37VSRHIXD76O2OZLLRDI44D7HZ\",\"WARC-Block-Digest\":\"sha1:OS5GVXZBQIBEOXF2F3ZLIRNWGYP3D6AU\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-40/CC-MAIN-2023-40_segments_1695233506528.3_warc_CC-MAIN-20230923194908-20230923224908-00318.warc.gz\"}"} |
https://metanumbers.com/49983 | [
"## 49983\n\n49,983 (forty-nine thousand nine hundred eighty-three) is an odd five-digits composite number following 49982 and preceding 49984. In scientific notation, it is written as 4.9983 × 104. The sum of its digits is 33. It has a total of 2 prime factors and 4 positive divisors. There are 33,320 positive integers (up to 49983) that are relatively prime to 49983.\n\n## Basic properties\n\n• Is Prime? No\n• Number parity Odd\n• Number length 5\n• Sum of Digits 33\n• Digital Root 6\n\n## Name\n\nShort name 49 thousand 983 forty-nine thousand nine hundred eighty-three\n\n## Notation\n\nScientific notation 4.9983 × 104 49.983 × 103\n\n## Prime Factorization of 49983\n\nPrime Factorization 3 × 16661\n\nComposite number\nDistinct Factors Total Factors Radical ω(n) 2 Total number of distinct prime factors Ω(n) 2 Total number of prime factors rad(n) 49983 Product of the distinct prime numbers λ(n) 1 Returns the parity of Ω(n), such that λ(n) = (-1)Ω(n) μ(n) 1 Returns: 1, if n has an even number of prime factors (and is square free) −1, if n has an odd number of prime factors (and is square free) 0, if n has a squared prime factor Λ(n) 0 Returns log(p) if n is a power pk of any prime p (for any k >= 1), else returns 0\n\nThe prime factorization of 49,983 is 3 × 16661. Since it has a total of 2 prime factors, 49,983 is a composite number.\n\n## Divisors of 49983\n\n1, 3, 16661, 49983\n\n4 divisors\n\n Even divisors 0 4 2 2\nTotal Divisors Sum of Divisors Aliquot Sum τ(n) 4 Total number of the positive divisors of n σ(n) 66648 Sum of all the positive divisors of n s(n) 16665 Sum of the proper positive divisors of n A(n) 16662 Returns the sum of divisors (σ(n)) divided by the total number of divisors (τ(n)) G(n) 223.569 Returns the nth root of the product of n divisors H(n) 2.99982 Returns the total number of divisors (τ(n)) divided by the sum of the reciprocal of each divisors\n\nThe number 49,983 can be divided by 4 positive divisors (out of which 0 are even, and 4 are odd). The sum of these divisors (counting 49,983) is 66,648, the average is 16,662.\n\n## Other Arithmetic Functions (n = 49983)\n\n1 φ(n) n\nEuler Totient Carmichael Lambda Prime Pi φ(n) 33320 Total number of positive integers not greater than n that are coprime to n λ(n) 16660 Smallest positive number such that aλ(n) ≡ 1 (mod n) for all a coprime to n π(n) ≈ 5129 Total number of primes less than or equal to n r2(n) 0 The number of ways n can be represented as the sum of 2 squares\n\nThere are 33,320 positive integers (less than 49,983) that are coprime with 49,983. And there are approximately 5,129 prime numbers less than or equal to 49,983.\n\n## Divisibility of 49983\n\n m n mod m 2 3 4 5 6 7 8 9 1 0 3 3 3 3 7 6\n\nThe number 49,983 is divisible by 3.\n\n## Classification of 49983\n\n• Arithmetic\n• Semiprime\n• Deficient\n\n• Polite\n\n• Square Free\n\n### Other numbers\n\n• LucasCarmichael\n\n## Base conversion (49983)\n\nBase System Value\n2 Binary 1100001100111111\n3 Ternary 2112120020\n4 Quaternary 30030333\n5 Quinary 3044413\n6 Senary 1023223\n8 Octal 141477\n10 Decimal 49983\n12 Duodecimal 24b13\n20 Vigesimal 64j3\n36 Base36 12kf\n\n## Basic calculations (n = 49983)\n\n### Multiplication\n\nn×i\n n×2 99966 149949 199932 249915\n\n### Division\n\nni\n n⁄2 24991.5 16661 12495.8 9996.6\n\n### Exponentiation\n\nni\n n2 2498300289 124872543345087 6241504334017483521 311969111127195878830143\n\n### Nth Root\n\ni√n\n 2√n 223.569 36.8361 14.9522 8.70491\n\n## 49983 as geometric shapes\n\n### Circle\n\n Diameter 99966 314052 7.84864e+09\n\n### Sphere\n\n Volume 5.23065e+14 3.13946e+10 314052\n\n### Square\n\nLength = n\n Perimeter 199932 2.4983e+09 70686.6\n\n### Cube\n\nLength = n\n Surface area 1.49898e+10 1.24873e+14 86573.1\n\n### Equilateral Triangle\n\nLength = n\n Perimeter 149949 1.0818e+09 43286.5\n\n### Triangular Pyramid\n\nLength = n\n Surface area 4.32718e+09 1.47164e+13 40810.9"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.61630046,"math_prob":0.988467,"size":4543,"snap":"2020-24-2020-29","text_gpt3_token_len":1604,"char_repetition_ratio":0.118968934,"word_repetition_ratio":0.02827381,"special_character_ratio":0.45190403,"punctuation_ratio":0.07512953,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99854076,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-07-14T03:58:35Z\",\"WARC-Record-ID\":\"<urn:uuid:44ea17a7-d00c-48a8-9423-0d2b34421893>\",\"Content-Length\":\"48215\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:4f83ea59-0d1c-4843-922f-8097c0b555c9>\",\"WARC-Concurrent-To\":\"<urn:uuid:7c9f103f-58b3-4e56-9cfb-0d2f0fcbf542>\",\"WARC-IP-Address\":\"46.105.53.190\",\"WARC-Target-URI\":\"https://metanumbers.com/49983\",\"WARC-Payload-Digest\":\"sha1:5ONFESN77CHDVQD6A673VDHTYYJWKKXM\",\"WARC-Block-Digest\":\"sha1:GRMIUVPHNWRTLG5RMEKX4POISBKFGNV6\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-29/CC-MAIN-2020-29_segments_1593657147917.99_warc_CC-MAIN-20200714020904-20200714050904-00240.warc.gz\"}"} |
https://www.jmp.com/support/help/en/16.1/jmp/profiler-launch-windows.shtml | [
"Publication date: 05/24/2021\n\n## Profiler Launch Windows\n\nWhen a profiler is invoked as a platform from the Graph menu, rather than through a fitting platform, you provide columns with formulas as the Y, Prediction Formula columns. These formulas could have been saved from the fitting platforms.\n\nFigure 2.3 Profiler Launch Window",
null,
"The columns referenced in the formulas become the X columns (unless the column is also a Y).\n\nY, Prediction Formula\n\nThe response columns containing formulas.\n\nNote: You can also add columns that contain the formula and the values for the standard errors of the corresponding response columns. These columns are used to create confidence intervals. The formula columns must be named PredSE <colname>. After you click OK, specify whether you want to use PredSE <colname> to construct confidence intervals for Pred Formula <colname>. Otherwise, JMP creates a separate profiler plot for PredSE <colname>.\n\nNoise Factors\n\nUsed only in special cases for modeling derivatives. For more information about noise factors, see Noise Factors.\n\nExpand Intermediate Formulas\n\nTells JMP that if an ingredient column to a formula is itself a formula column that refers to other columns, to substitute the original columns into the inner formula. To prevent an ingredient column from expanding, add an Other column property, name it Expand Formula, and assign a value of 0. See Expand Intermediate Formulas.\n\nThe Surface Plot platform is discussed in Surface Plot. The Surface Profiler is very similar to the Surface Plot platform, except Surface Plot has more modes of operation. Neither the Surface Plot platform nor the Surface Profiler have some of the capabilities common to other profilers.\n\n### Expand Intermediate Formulas\n\nThe Profiler launch window has an Expand Intermediate Formulas check box. When this box is checked, the formula that is being profiled is handled differently. If the profiled formula contains another formula column that references other columns, then the original columns are substituted into the inner formula. Therefore, the formula being profiled is profiled with respect to the original columns instead of the intermediate column references. Expand Intermediate Formula also expands formula columns that have the Vector modeling type.\n\nFor example, when Fit Model fits a logistic regression for two levels (A and B), the end formulas (Prob[A] and Prob[B]) are functions of the Lin[x] column, which itself is a function of another column x. If Expand Intermediate Formulas is selected, then when Prob[A] is profiled, it is with reference to x, not Lin[x].\n\nIn addition, using the Expand Intermediate Formulas check box enables the Save Expanded Formulas command in the platform red triangle menu. This creates a new column with a formula, which is the formula being profiled as a function of the end columns, not the intermediate columns."
] | [
null,
"https://www.jmp.com/support/help/en/16.1/jmp/images/LaunchDialog-2.gif",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.82693166,"math_prob":0.8329646,"size":2902,"snap":"2021-31-2021-39","text_gpt3_token_len":563,"char_repetition_ratio":0.17391305,"word_repetition_ratio":0.0,"special_character_ratio":0.18607856,"punctuation_ratio":0.103846155,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9881341,"pos_list":[0,1,2],"im_url_duplicate_count":[null,1,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2021-09-23T09:28:05Z\",\"WARC-Record-ID\":\"<urn:uuid:eb14d669-1a5c-4739-8a73-58e215cf6af5>\",\"Content-Length\":\"9766\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:373b9215-f1b9-42ab-9c32-de34bd9a14b1>\",\"WARC-Concurrent-To\":\"<urn:uuid:c7634d06-f6fb-4aa3-ba00-3820b6139ee2>\",\"WARC-IP-Address\":\"104.104.66.141\",\"WARC-Target-URI\":\"https://www.jmp.com/support/help/en/16.1/jmp/profiler-launch-windows.shtml\",\"WARC-Payload-Digest\":\"sha1:ABHSFYBXNKQQFWMAGM7RNK5IRCVOCSX5\",\"WARC-Block-Digest\":\"sha1:FZGTGZLXZSOE7LCKM72H45UQNLHIPGZM\",\"WARC-Identified-Payload-Type\":\"application/xhtml+xml\",\"warc_filename\":\"/cc_download/warc_2021/CC-MAIN-2021-39/CC-MAIN-2021-39_segments_1631780057417.92_warc_CC-MAIN-20210923074537-20210923104537-00706.warc.gz\"}"} |
https://convertoctopus.com/853-grams-to-kilograms | [
"## Conversion formula\n\nThe conversion factor from grams to kilograms is 0.001, which means that 1 gram is equal to 0.001 kilograms:\n\n1 g = 0.001 kg\n\nTo convert 853 grams into kilograms we have to multiply 853 by the conversion factor in order to get the mass amount from grams to kilograms. We can also form a simple proportion to calculate the result:\n\n1 g → 0.001 kg\n\n853 g → M(kg)\n\nSolve the above proportion to obtain the mass M in kilograms:\n\nM(kg) = 853 g × 0.001 kg\n\nM(kg) = 0.853 kg\n\nThe final result is:\n\n853 g → 0.853 kg\n\nWe conclude that 853 grams is equivalent to 0.853 kilograms:\n\n853 grams = 0.853 kilograms\n\n## Alternative conversion\n\nWe can also convert by utilizing the inverse value of the conversion factor. In this case 1 kilogram is equal to 1.1723329425557 × 853 grams.\n\nAnother way is saying that 853 grams is equal to 1 ÷ 1.1723329425557 kilograms.\n\n## Approximate result\n\nFor practical purposes we can round our final result to an approximate numerical value. We can say that eight hundred fifty-three grams is approximately zero point eight five three kilograms:\n\n853 g ≅ 0.853 kg\n\nAn alternative is also that one kilogram is approximately one point one seven two times eight hundred fifty-three grams.\n\n## Conversion table\n\n### grams to kilograms chart\n\nFor quick reference purposes, below is the conversion table you can use to convert from grams to kilograms\n\ngrams (g) kilograms (kg)\n854 grams 0.854 kilograms\n855 grams 0.855 kilograms\n856 grams 0.856 kilograms\n857 grams 0.857 kilograms\n858 grams 0.858 kilograms\n859 grams 0.859 kilograms\n860 grams 0.86 kilograms\n861 grams 0.861 kilograms\n862 grams 0.862 kilograms\n863 grams 0.863 kilograms"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.7507424,"math_prob":0.99852914,"size":1670,"snap":"2022-40-2023-06","text_gpt3_token_len":449,"char_repetition_ratio":0.23469388,"word_repetition_ratio":0.0,"special_character_ratio":0.32095808,"punctuation_ratio":0.10682493,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.9970604,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2023-02-06T23:18:39Z\",\"WARC-Record-ID\":\"<urn:uuid:2a2d5ba2-3b0a-4d99-b1ba-8b7bb05da790>\",\"Content-Length\":\"25900\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:d04f0634-3c10-4917-931b-30267d899f97>\",\"WARC-Concurrent-To\":\"<urn:uuid:e12826c3-d421-4b99-9d6e-f1851d83c0cb>\",\"WARC-IP-Address\":\"172.67.171.60\",\"WARC-Target-URI\":\"https://convertoctopus.com/853-grams-to-kilograms\",\"WARC-Payload-Digest\":\"sha1:DPXNHC27MROK2EKVYSTUZGTJJU2IKS7S\",\"WARC-Block-Digest\":\"sha1:Z6QRZH25QZOUTPT4IP7C7TIONI7OBNJE\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2023/CC-MAIN-2023-06/CC-MAIN-2023-06_segments_1674764500365.52_warc_CC-MAIN-20230206212647-20230207002647-00673.warc.gz\"}"} |
https://daniellerch.me/ml/sklearn_model_persistence/ | [
"### Description:\n\n• How to save and load SKlearn models into and from files using Joblib.\n\n### Code:\n\nimport numpy as np\nimport joblib\nfrom sklearn import metrics\nfrom sklearn import ensemble\nfrom sklearn import model_selection\n\nseed = 42\n\nX_train, X_valid, y_train, y_valid = \\\nmodel_selection.train_test_split(X, y, test_size=0.10,\nrandom_state=seed)\n\nrf = ensemble.RandomForestClassifier(n_estimators=10, random_state=seed)\nrf.fit(X_train, y_train)\ny_pred = rf.predict(X_valid)\n\nprint(\"Valid accuracy:\", metrics.accuracy_score(y_valid, y_pred))\n\njoblib.dump(rf, \"rf.joblib\")\n\n\nValid accuracy: 0.9649122807017544"
] | [
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.5255788,"math_prob":0.8601639,"size":694,"snap":"2020-10-2020-16","text_gpt3_token_len":183,"char_repetition_ratio":0.13478261,"word_repetition_ratio":0.0,"special_character_ratio":0.25648415,"punctuation_ratio":0.25,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":0.99530596,"pos_list":[0],"im_url_duplicate_count":[null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2020-02-25T00:22:51Z\",\"WARC-Record-ID\":\"<urn:uuid:9bbf77e3-3624-4127-b96b-a8521624578d>\",\"Content-Length\":\"13184\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:c08a6e19-b026-4715-aa24-181c5408885c>\",\"WARC-Concurrent-To\":\"<urn:uuid:fe52e84b-7ebe-456f-8943-415215f66d80>\",\"WARC-IP-Address\":\"185.199.111.153\",\"WARC-Target-URI\":\"https://daniellerch.me/ml/sklearn_model_persistence/\",\"WARC-Payload-Digest\":\"sha1:CGHV67DHOQJBU5GG3SC26W2GFSTWF4EH\",\"WARC-Block-Digest\":\"sha1:QNYUAXYHGZW6H3W24NNN5F5PX3KQQIRC\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2020/CC-MAIN-2020-10/CC-MAIN-2020-10_segments_1581875145989.45_warc_CC-MAIN-20200224224431-20200225014431-00337.warc.gz\"}"} |
https://aakashdigitalsrv1.meritnation.com/ask-answer/question/a-two-digit-number-is-obtained-by-either-multiplying-the-sum/pair-of-linear-equations-in-two-variables/4718407 | [
"A two digit number is obtained by either multiplying the sum of the digits by 8 and then subtracting by 5 or by multiplying the difference of the digits by 16 and then adding 3. Find the number.\n\nlet the unit digit and the ten's digit of the number be x and y respectively.\n\ntherefore the number = 10y + x.\n\nsum of digits = x+y",
null,
"difference of the digits = y-x [if x < y]",
null,
"multiply eq(1) by 3 and subtracting eq(2):",
null,
"substitute x =3 in eq(1):",
null,
"thus the unit digit of the number is 3 and ten's digit is 8.\n\nthus number is 83.\n\nhope this helps you.\n\ncheers!!\n\n• 176\nWhat are you looking for?"
] | [
null,
"https://s3mn.mnimgs.com/img/shared/discuss_editlive/4123606/2013_05_07_14_17_06/mathmlequation5540421367794725197.png",
null,
"https://s3mn.mnimgs.com/img/shared/discuss_editlive/4123606/2013_05_07_14_17_06/mathmlequation6129425600416987951.png",
null,
"https://s3mn.mnimgs.com/img/shared/discuss_editlive/4123606/2013_05_07_14_17_06/mathmlequation8395976408506673186.png",
null,
"https://s3mn.mnimgs.com/img/shared/discuss_editlive/4123606/2013_05_07_14_17_06/mathmlequation618765183686351372.png",
null
] | {"ft_lang_label":"__label__en","ft_lang_prob":0.8507434,"math_prob":0.9999263,"size":545,"snap":"2022-05-2022-21","text_gpt3_token_len":151,"char_repetition_ratio":0.19778189,"word_repetition_ratio":0.0,"special_character_ratio":0.28440368,"punctuation_ratio":0.09016393,"nsfw_num_words":0,"has_unicode_error":false,"math_prob_llama3":1.0000074,"pos_list":[0,1,2,3,4,5,6,7,8],"im_url_duplicate_count":[null,4,null,4,null,4,null,4,null],"WARC_HEADER":"{\"WARC-Type\":\"response\",\"WARC-Date\":\"2022-01-21T08:35:28Z\",\"WARC-Record-ID\":\"<urn:uuid:38a11b71-4bc2-4a83-8ba0-358fdfaef8f5>\",\"Content-Length\":\"48872\",\"Content-Type\":\"application/http; msgtype=response\",\"WARC-Warcinfo-ID\":\"<urn:uuid:48dd0d54-fa93-468d-acc1-ea3eced941b0>\",\"WARC-Concurrent-To\":\"<urn:uuid:d354446f-2213-49f7-a195-866429eea3c4>\",\"WARC-IP-Address\":\"99.84.218.127\",\"WARC-Target-URI\":\"https://aakashdigitalsrv1.meritnation.com/ask-answer/question/a-two-digit-number-is-obtained-by-either-multiplying-the-sum/pair-of-linear-equations-in-two-variables/4718407\",\"WARC-Payload-Digest\":\"sha1:TZTN6OXYXQNIHGNQNSHYJPZRFHGOWCTD\",\"WARC-Block-Digest\":\"sha1:A57ENHFQL3DSSHHSVV4OCGKO5MHOBNBL\",\"WARC-Identified-Payload-Type\":\"text/html\",\"warc_filename\":\"/cc_download/warc_2022/CC-MAIN-2022-05/CC-MAIN-2022-05_segments_1642320302740.94_warc_CC-MAIN-20220121071203-20220121101203-00464.warc.gz\"}"} |
https://lhina.it/sss-triangle-similarity-theorem-proof.html | [
"Pushkar dosha in death\nThoptv install\nMCC9-12.G.SRT.4 Prove theorems about triangles. Theorems include: a line parallel to one side of a triangle divides the other two proportionally, and conversely; the Pythagorean Theorem proved using triangle similarity. MCC9-12.G.SRT.5 Use congruence and similarity criteria for triangles to solve problems and to prove relationships in geometric ...\nS2001a tube\nProve theorems involving similarity MCC9-12.G.SRT.4Prove theorems about triangles. Theorems include: a line parallel to one side of a triangle divides the other two proportionally, and conversely; the Pythagorean Theorem proved using triangle similarity. Similarity Side-Splitter theorem. If a line intersects two sides of a triangle and is parallel to the third side, that line divides the sides it intersects into lengths that form the same ratio. AA similarity. Two triangles are similar to each other if they share two equal angles.\nApa manual 7th edition pdf free\nIsosceles Triangle Theorems Vocabulary 1 – 6 Write isosceles triangle theorems to justify statements 7 – 12 Determine unknown values given isosceles triangle diagrams 13 – 16 Use isosceles triangle theorems to complete two-column proofs 17 – 22 Use isosceles triangle theorems to solve problems 8.4 Inverse, Contrapositive, Direct Proof, and\nThe two triangles on the left are congruent, while the third is similar to them. The last triangle is The related concept of similarity applies if the objects have the same shape but do not necessarily The congruence theorems side-angle-side (SAS) and side-side-side (SSS) also hold on a sphere; in...Theorem. In these triangles, corresponding parts must be congruent. Two triangles are similar by AA Similarity, SSS Similarity, and SAS Similarity. In similar triangles, the sides are proportional and the angles are congruent. Congruent triangles are always similar triangles. imilar triangles are congruent only when the scale factor for the\nThere are ten toppings available to make an ice cream sundae. how many ways can max choose two_\n4-7 Introduction to Coordinate Proof. 4-8 Isosceles and Equilateral Triangles. Properties and Attributes of Triangles. 5-1 Perpendicular and Angle Bisectors. 5-2 Bisectors of Triangles. 5-3 Medians and Altitudes of Triangles. 5-4 The Triangle Midsegment Theorem. 5-5 Indirect Proof and Inequalities in One Triangle. 5-6 Inequalities in Two ...\n4.) Notes: SSS Similarity Shortcut Copy this definition into your notes: The side-side-side criterion for two triangles to be similar is as follows: When all three pairs of corresponding sides are in proportion, we can conclude that the triangles are similar by side-side-side criterion.\nHow to spawn a mansion in minecraft with a command block\nProve theorems about triangles. Theorems include: measures of interior angles of a triangle sum to 180º; base angles of isosceles triangles are congruent; the segment joining midpoints of two sides of a triangle is parallel to the third side and half the length; the medians of a triangle meet at a point. Review/Rewind: Proof: Triangle Sum Theorem\nside lengths of the second triangle. Check your answer using the Pythagorean Theorem. Step 1: Multiply the known values by the SF. X = 3 • 2 = 6 Y = 4 • 2 = 8 Z = 5 • 2 = 10 Step 2: Check your answer using Pythagorean Theorem x a2 + b2 = c2 (6)2 + (8)2 = (10)2 36 + 64 = 100 The Side-Side-Side (SSS) Similarity Theorem states that if the three sides of one triangle are\nEmile henry bread cloche costco\nTriangles Class 10 | Theorem 6.4 | SSS Similarity Criteria | By Pravind sirHi, I am pravind kumar, welcome to our channel Pragya times.About this video-Thank... You can prove that triangles are similar using the SAS~ (Side-Angle-Side) method. SAS~ states that if two sides of one triangle are proportional to two sides of another triangle and the included angles are congruent, then the triangles are congruent. (Given two sides of a triangle, the included angle is the angle formed by the […]\n2018 ford f150 grill lights\nP.2 Similarity statements P .4 Side lengths and angle measures in similar figures P.5 Similar triangles and indirect measurement P. 12 Prove similarity statements P. 13 Prove proportions or angle congruences using similarity P. 14 Proofs involving similarity in right triangles P. 15 Prove the Pythagorean theorem Q.4 Special right triangles Смотрите далее. Areas of similar triangles theorem. Triangles theorem 7.4 SSS congruence rule proof class 9. 2 года назад. Conditions of Similarity.\nA nurse is providing teaching for a client who has a new prescription for nifedipine\nThe AA Similarity Theorem states: If two angles of one triangle are congruent to two angles of another triangle, then the triangles are similar. Below is a visual that was designed to help you prove this theorem true in the case where both triangles have the same orientation. Proving Triangle Similarity. Imagine you've been caught up in a twister that deposits you and your little dog in They may look like the same theorems (in some cases, they even share the same names) The first method of proving similarity is the Side-Side-Side (SSS) Postulate. Here's what it says...\nF5 apm ssl vpn configuration\nSide-Side-Side (SSS) Similarity with Triangles Side-Angle-Side (SAS) Similiarity with Triangles Triangle Proportionality and Its Converse (Side Splitter Theorem) Jun 05, 2019 · Some of the worksheets below are Geometry Postulates and Theorems List with Pictures, Ruler Postulate, Angle Addition Postulate, Protractor Postulate, Pythagorean Theorem, Complementary Angles, Supplementary Angles, Congruent triangles, Legs of an isosceles triangle, …\nRns 510 v17 maps\nTopcon forum"
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http://transitional.info/addition-fluency-worksheets/addition-fluency-worksheets-the-best-worksheets-image-collection-download-and-share-worksheets-addition-fluency-worksheets-the-best-worksheets-image-collection-free-math-fact-fluency-worksheets/ | [
"# Addition Fluency Worksheets The Best Worksheets Image Collection Download And Share Worksheets Addition Fluency Worksheets The Best Worksheets Image Collection Free Math Fact Fluency Worksheets",
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http://cdn.windows7download.com/free-win7-calculus/ | [
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https://math.stackexchange.com/questions/tagged/non-orientable-surfaces?sort=frequent&pageSize=50 | [
"Questions tagged [non-orientable-surfaces]\n\nFor all questions about Möbius bands, Klein bottles, projective planes or surfaces built from these (via surgeries, gluings...), intersection or boundary problems, embeddings...\n\n5 questions\n758 views\n\nTorus/Möbius Band homeomorphism\n\nIs a fattened Möbius Spiral Band homeomorphic to a Torus? (Due to the same Euler Characteristic $\\chi$ ?) Are both non-orientable? Following (3D printable plastic) Torus has a square section that ...\n303 views\n\nFixed points in mapping from Möbius strip to disk [Explanation or reference needed]\n\nOne of the most elegant demonstrations in topology is the proof of the inscribed rectangle problem (a solved variant of the unsolved inscribed square problem) which states that for any plain, closed ...\n70 views\n\nWhen you divide the real projective plane into two subsets, does it always have exactly one non-orientable component?\n\nLet's say you divide the real projective plane into two subsets, are exactly one these subsets non-orientable? In particular, we will require that each subset $S$ is \"nice\" in the sense their common ...\nI need to describe how a 4-genus orientable surface double covers a genus 5-non-orientable surface. I know that in general every non-orientable compact surface of genus $n\\geq 1$ has a two sheeted ...\nI was quite puzzled by the request of classifying all the $4$-covers of the connected sum of $5$ copies of $\\Bbb R P^2$. For oriented covering space, the answer is well known: it's enough to consider ..."
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https://gitlab.kitware.com/bill-hoffman/cmake/-/commit/af3fd6f22f317d4209ff679e4f7c8dd8d2d0f89f | [
"### Performance: Add an index to Change cmLocalGenerator::GeneratorTargets.\n\n```Add an index to Change cmLocalGenerator::GeneratorTargets for faster lookup by\nname.\n\nAlso changed a bunch of uses of cmLocalGenerator::GetGeneratorTargets() to take\nconst references instead of copying the vector.\n\nRepresent generator targets as a map (name -> target) to make name lookups more\nefficient instead of looping through the entire vector to find the desired one.```\nparent c47c011c\n ... ... @@ -161,7 +161,7 @@ void cmComputeTargetDepends::CollectTargets() std::vector const& lgens = this->GlobalGenerator->GetLocalGenerators(); for (unsigned int i = 0; i < lgens.size(); ++i) { const std::vector targets = const std::vector& targets = lgens[i]->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ++ti) { ... ...\n ... ... @@ -296,8 +296,9 @@ void cmExtraCodeBlocksGenerator::CreateNewProjectFile( // and UTILITY targets for (std::vector::const_iterator lg = lgs.begin(); lg != lgs.end(); lg++) { std::vector targets = (*lg)->GetGeneratorTargets(); for (std::vector::iterator ti = targets.begin(); const std::vector& targets = (*lg)->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ti++) { std::string targetName = (*ti)->GetName(); switch ((*ti)->GetType()) { ... ... @@ -359,8 +360,9 @@ void cmExtraCodeBlocksGenerator::CreateNewProjectFile( for (std::vector::const_iterator lg = lgs.begin(); lg != lgs.end(); lg++) { cmMakefile* makefile = (*lg)->GetMakefile(); std::vector targets = (*lg)->GetGeneratorTargets(); for (std::vector::iterator ti = targets.begin(); const std::vector& targets = (*lg)->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ti++) { switch ((*ti)->GetType()) { case cmStateEnums::EXECUTABLE: ... ...\n ... ... @@ -292,8 +292,9 @@ void cmExtraCodeLiteGenerator::CreateNewProjectFile( for (std::vector::const_iterator lg = lgs.begin(); lg != lgs.end(); lg++) { cmMakefile* makefile = (*lg)->GetMakefile(); std::vector targets = (*lg)->GetGeneratorTargets(); for (std::vector::iterator ti = targets.begin(); const std::vector& targets = (*lg)->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ti++) { projectType = CollectSourceFiles(makefile, *ti, cFiles, otherFiles); } ... ...\n ... ... @@ -475,7 +475,7 @@ void cmExtraEclipseCDT4Generator::CreateLinksForTargets(cmXMLWriter& xml) this->GlobalGenerator->GetLocalGenerators().begin(); lgIt != this->GlobalGenerator->GetLocalGenerators().end(); ++lgIt) { cmMakefile* makefile = (*lgIt)->GetMakefile(); const std::vector targets = const std::vector& targets = (*lgIt)->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ... ... @@ -853,8 +853,9 @@ void cmExtraEclipseCDT4Generator::CreateCProjectFile() const for (std::vector::const_iterator it = this->GlobalGenerator->GetLocalGenerators().begin(); it != this->GlobalGenerator->GetLocalGenerators().end(); ++it) { std::vector targets = (*it)->GetGeneratorTargets(); for (std::vector::iterator l = targets.begin(); const std::vector& targets = (*it)->GetGeneratorTargets(); for (std::vector::const_iterator l = targets.begin(); l != targets.end(); ++l) { std::vector includeDirs; std::string config = mf->GetSafeDefinition(\"CMAKE_BUILD_TYPE\"); ... ... @@ -910,7 +911,7 @@ void cmExtraEclipseCDT4Generator::CreateCProjectFile() const for (std::vector::const_iterator it = this->GlobalGenerator->GetLocalGenerators().begin(); it != this->GlobalGenerator->GetLocalGenerators().end(); ++it) { const std::vector targets = const std::vector& targets = (*it)->GetGeneratorTargets(); std::string subdir = (*it)->ConvertToRelativePath( this->HomeOutputDirectory, (*it)->GetCurrentBinaryDirectory()); ... ...\n ... ... @@ -115,7 +115,7 @@ void cmExtraKateGenerator::WriteTargets(const cmLocalGenerator* lg, for (std::vector::const_iterator it = this->GlobalGenerator->GetLocalGenerators().begin(); it != this->GlobalGenerator->GetLocalGenerators().end(); ++it) { const std::vector targets = const std::vector& targets = (*it)->GetGeneratorTargets(); std::string currentDir = (*it)->GetCurrentBinaryDirectory(); bool topLevel = (currentDir == (*it)->GetBinaryDirectory()); ... ...\n ... ... @@ -185,8 +185,9 @@ void cmExtraSublimeTextGenerator::AppendAllTargets( for (std::vector::const_iterator lg = lgs.begin(); lg != lgs.end(); lg++) { cmMakefile* makefile = (*lg)->GetMakefile(); std::vector targets = (*lg)->GetGeneratorTargets(); for (std::vector::iterator ti = targets.begin(); const std::vector& targets = (*lg)->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ti++) { std::string targetName = (*ti)->GetName(); switch ((*ti)->GetType()) { ... ...\n ... ... @@ -2594,9 +2594,9 @@ void cmGlobalGenerator::GetTargetSets(TargetDependSet& projectTargets, continue; } // Get the targets in the makefile std::vector tgts = (*i)->GetGeneratorTargets(); const std::vector& tgts = (*i)->GetGeneratorTargets(); // loop over all the targets for (std::vector::iterator l = tgts.begin(); for (std::vector::const_iterator l = tgts.begin(); l != tgts.end(); ++l) { cmGeneratorTarget* target = *l; if (this->IsRootOnlyTarget(target) && ... ... @@ -2789,9 +2789,9 @@ void cmGlobalGenerator::WriteSummary() cmGeneratedFileStream fout(fname.c_str()); for (unsigned int i = 0; i < this->LocalGenerators.size(); ++i) { std::vector tgts = const std::vector& tgts = this->LocalGenerators[i]->GetGeneratorTargets(); for (std::vector::iterator it = tgts.begin(); for (std::vector::const_iterator it = tgts.begin(); it != tgts.end(); ++it) { if ((*it)->GetType() == cmStateEnums::INTERFACE_LIBRARY) { continue; ... ...\n ... ... @@ -128,8 +128,9 @@ bool cmGlobalKdevelopGenerator::CreateFilelistFile( } // get all sources std::vector targets = (*it)->GetGeneratorTargets(); for (std::vector::iterator ti = targets.begin(); const std::vector& targets = (*it)->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ti++) { std::vector sources; cmGeneratorTarget* gt = *ti; ... ...\n ... ... @@ -382,8 +382,8 @@ void cmGlobalUnixMakefileGenerator3::WriteMainCMakefileLanguageRules( for (unsigned int i = 0; i < lGenerators.size(); ++i) { lg = static_cast(lGenerators[i]); // for all of out targets std::vector tgts = lg->GetGeneratorTargets(); for (std::vector::iterator l = tgts.begin(); const std::vector& tgts = lg->GetGeneratorTargets(); for (std::vector::const_iterator l = tgts.begin(); l != tgts.end(); l++) { if (((*l)->GetType() == cmStateEnums::EXECUTABLE) || ((*l)->GetType() == cmStateEnums::STATIC_LIBRARY) || ... ... @@ -414,8 +414,8 @@ void cmGlobalUnixMakefileGenerator3::WriteDirectoryRule2( // The directory-level rule should depend on the target-level rules // for all targets in the directory. std::vector depends; std::vector targets = lg->GetGeneratorTargets(); for (std::vector::iterator l = targets.begin(); const std::vector& targets = lg->GetGeneratorTargets(); for (std::vector::const_iterator l = targets.begin(); l != targets.end(); ++l) { cmGeneratorTarget* gtarget = *l; int type = gtarget->GetType(); ... ... @@ -547,8 +547,8 @@ void cmGlobalUnixMakefileGenerator3::WriteConvenienceRules( for (i = 0; i < this->LocalGenerators.size(); ++i) { lg = static_cast(this->LocalGenerators[i]); // for each target Generate the rule files for each target. std::vector targets = lg->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = lg->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { cmGeneratorTarget* gtarget = *t; // Don't emit the same rule twice (e.g. two targets with the same ... ... @@ -629,8 +629,8 @@ void cmGlobalUnixMakefileGenerator3::WriteConvenienceRules2( depends.push_back(\"cmake_check_build_system\"); // for each target Generate the rule files for each target. std::vector targets = lg->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = lg->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { cmGeneratorTarget* gtarget = *t; int type = gtarget->GetType(); ... ... @@ -807,7 +807,7 @@ void cmGlobalUnixMakefileGenerator3::InitializeProgressMarks() this->LocalGenerators.begin(); lgi != this->LocalGenerators.end(); ++lgi) { cmLocalGenerator* lg = *lgi; std::vector targets = lg->GetGeneratorTargets(); const std::vector& targets = lg->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { cmGeneratorTarget* gt = *t; ... ... @@ -952,8 +952,9 @@ void cmGlobalUnixMakefileGenerator3::WriteHelpRule( // the targets if (lg2 == lg || lg->IsRootMakefile()) { // for each target Generate the rule files for each target. std::vector targets = lg2->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = lg2->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { cmGeneratorTarget* target = *t; cmStateEnums::TargetType type = target->GetType(); ... ...\n ... ... @@ -420,7 +420,8 @@ int cmGraphVizWriter::CollectAllTargets() for (std::vector::const_iterator lit = this->LocalGenerators.begin(); lit != this->LocalGenerators.end(); ++lit) { std::vector targets = (*lit)->GetGeneratorTargets(); const std::vector& targets = (*lit)->GetGeneratorTargets(); for (std::vector::const_iterator it = targets.begin(); it != targets.end(); ++it) { const char* realTargetName = (*it)->GetName().c_str(); ... ... @@ -445,7 +446,8 @@ int cmGraphVizWriter::CollectAllExternalLibs(int cnt) for (std::vector::const_iterator lit = this->LocalGenerators.begin(); lit != this->LocalGenerators.end(); ++lit) { std::vector targets = (*lit)->GetGeneratorTargets(); const std::vector& targets = (*lit)->GetGeneratorTargets(); for (std::vector::const_iterator it = targets.begin(); it != targets.end(); ++it) { const char* realTargetName = (*it)->GetName().c_str(); ... ...\n ... ... @@ -214,8 +214,8 @@ void cmLocalGenerator::TraceDependencies() this->GlobalGenerator->CreateEvaluationSourceFiles(*ci); } // Generate the rule files for each target. std::vector targets = this->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = this->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { if ((*t)->GetType() == cmStateEnums::INTERFACE_LIBRARY) { continue; ... ... @@ -548,6 +548,8 @@ void cmLocalGenerator::GenerateInstallRules() void cmLocalGenerator::AddGeneratorTarget(cmGeneratorTarget* gt) { this->GeneratorTargets.push_back(gt); this->GeneratorTargetSearchIndex.insert( std::pair(gt->GetName(), gt)); this->GlobalGenerator->IndexGeneratorTarget(gt); } ... ... @@ -581,11 +583,10 @@ private: cmGeneratorTarget* cmLocalGenerator::FindLocalNonAliasGeneratorTarget( const std::string& name) const { std::vector::const_iterator ti = std::find_if(this->GeneratorTargets.begin(), this->GeneratorTargets.end(), NamedGeneratorTargetFinder(name)); if (ti != this->GeneratorTargets.end()) { return *ti; GeneratorTargetMap::const_iterator ti = this->GeneratorTargetSearchIndex.find(name); if (ti != this->GeneratorTargetSearchIndex.end()) { return ti->second; } return CM_NULLPTR; } ... ... @@ -600,8 +601,8 @@ void cmLocalGenerator::ComputeTargetManifest() } // Add our targets to the manifest for each configuration. std::vector targets = this->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = this->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { cmGeneratorTarget* target = *t; if (target->GetType() == cmStateEnums::INTERFACE_LIBRARY) { ... ... @@ -625,8 +626,8 @@ bool cmLocalGenerator::ComputeTargetCompileFeatures() } // Process compile features of all targets. std::vector targets = this->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = this->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { cmGeneratorTarget* target = *t; for (std::vector::iterator ci = configNames.begin(); ... ... @@ -2121,8 +2122,8 @@ void cmLocalGenerator::GenerateTargetInstallRules( { // Convert the old-style install specification from each target to // an install generator and run it. std::vector tgts = this->GetGeneratorTargets(); for (std::vector::iterator l = tgts.begin(); const std::vector& tgts = this->GetGeneratorTargets(); for (std::vector::const_iterator l = tgts.begin(); l != tgts.end(); ++l) { if ((*l)->GetType() == cmStateEnums::INTERFACE_LIBRARY) { continue; ... ...\n ... ... @@ -16,6 +16,7 @@ #include \"cmOutputConverter.h\" #include \"cmPolicies.h\" #include \"cmStateSnapshot.h\" #include \"cm_unordered_map.hxx\" #include \"cmake.h\" class cmComputeLinkInformation; ... ... @@ -353,8 +354,11 @@ protected: std::string::size_type ObjectPathMax; std::set ObjectMaxPathViolations; std::set WarnCMP0063; typedef CM_UNORDERED_MAP GeneratorTargetMap; GeneratorTargetMap GeneratorTargetSearchIndex; std::vector GeneratorTargets; std::set WarnCMP0063; std::vector ImportedGeneratorTargets; std::vector OwnedImportedGeneratorTargets; std::map AliasTargets; ... ...\n ... ... @@ -79,8 +79,8 @@ void cmLocalNinjaGenerator::Generate() } } std::vector targets = this->GetGeneratorTargets(); for (std::vector::iterator t = targets.begin(); const std::vector& targets = this->GetGeneratorTargets(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { if ((*t)->GetType() == cmStateEnums::INTERFACE_LIBRARY) { continue; ... ...\n ... ... @@ -116,10 +116,10 @@ void cmLocalUnixMakefileGenerator3::Generate() this->Makefile->IsOn(\"CMAKE_SKIP_ASSEMBLY_SOURCE_RULES\"); // Generate the rule files for each target. std::vector targets = this->GetGeneratorTargets(); const std::vector& targets = this->GetGeneratorTargets(); cmGlobalUnixMakefileGenerator3* gg = static_cast(this->GlobalGenerator); for (std::vector::iterator t = targets.begin(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { if ((*t)->GetType() == cmStateEnums::INTERFACE_LIBRARY) { continue; ... ... @@ -172,8 +172,8 @@ void cmLocalUnixMakefileGenerator3::ComputeObjectFilenames( void cmLocalUnixMakefileGenerator3::GetLocalObjectFiles( std::map& localObjectFiles) { std::vector targets = this->GetGeneratorTargets(); for (std::vector::iterator ti = targets.begin(); const std::vector& targets = this->GetGeneratorTargets(); for (std::vector::const_iterator ti = targets.begin(); ti != targets.end(); ++ti) { cmGeneratorTarget* gt = *ti; if (gt->GetType() == cmStateEnums::INTERFACE_LIBRARY) { ... ... @@ -382,9 +382,9 @@ void cmLocalUnixMakefileGenerator3::WriteLocalMakefileTargets( // for each target we just provide a rule to cd up to the top and do a make // on the target std::vector targets = this->GetGeneratorTargets(); const std::vector& targets = this->GetGeneratorTargets(); std::string localName; for (std::vector::iterator t = targets.begin(); for (std::vector::const_iterator t = targets.begin(); t != targets.end(); ++t) { if (((*t)->GetType() == cmStateEnums::EXECUTABLE) || ((*t)->GetType() == cmStateEnums::STATIC_LIBRARY) || ... ... @@ -1562,8 +1562,8 @@ void cmLocalUnixMakefileGenerator3::WriteLocalAllRules( this->WriteDivider(ruleFileStream); ruleFileStream << \"# Targets provided globally by CMake.\\n\" << \"\\n\"; std::vector targets = this->GetGeneratorTargets(); std::vector::iterator glIt; const std::vector& targets = this->GetGeneratorTargets(); std::vector::const_iterator glIt; for (glIt = targets.begin(); glIt != targets.end(); ++glIt) { if ((*glIt)->GetType() == cmStateEnums::GLOBAL_TARGET) { std::string targetString = ... ...\nMarkdown is supported\n0% or .\nYou are about to add 0 people to the discussion. 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] | [
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