Recent content by i_a_n
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MATLAB Transforming part of matlab code to Fortran90
I understand this MATLAB code EXACTLY. What I am stuck with is just how to transform it to Fortran. I may read more tutorials (btw, ubound is not a MATLAB function) Thanks anyway.- i_a_n
- Post #9
- Forum: MATLAB, Maple, Mathematica, LaTeX
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MATLAB Transforming part of matlab code to Fortran90
Line 47: S1 = RSS / (n-2*(1:d)) Line 48: F1 = (cumsum(transpose(SSs))/numViews) / (2*(1:d)*S1) Line 49: gMDL = log(S1) + 0.5*((1:d)/n)*log(F1) Line 52: array(cc-1+INDEX1(d+1:ubound(INDEX1))) = 0 Line 53: array(size(C, 1)-cc-INDEX1(d+1:ubound(INDEX1))) = 0 But I don't see a seemingly...- i_a_n
- Post #7
- Forum: MATLAB, Maple, Mathematica, LaTeX
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MATLAB Transforming part of matlab code to Fortran90
So thank you for your reply. Now I modified my code as: program test implicitnoneinteger*4 nxProjPad, cf, numViews, cc, index, indRad, iv, i, INDEX1, d, n real*4 v4, v5, RSS, S1, F1, gMDLreal*4, dimension(:), allocatable :: array, SS, SS1, SSsnxProjPad=185...- i_a_n
- Post #5
- Forum: MATLAB, Maple, Mathematica, LaTeX
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MATLAB Transforming part of matlab code to Fortran90
I modified my code as follow: program test implicitnoneinteger*4 nxProjPad, cf, numViews, cc, index, indRad, iv, i, INDEX1, d, n real*4 v4, v5, RSS, S1, F1, gMDLreal*4, dimension(:), allocatable :: array, sum, cumsum, transpose, log, SS, SS1, SSsnxProjPad=185...- i_a_n
- Post #3
- Forum: MATLAB, Maple, Mathematica, LaTeX
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MATLAB Transforming part of matlab code to Fortran90
Here are my Fortran codes: program test implicitnone integer*4 nxProjPad, cf, numViews, cc, index, indRad, iv, i, INDEX1, d, n real*4 v4, v5, RSS, S1, F1, gMDL real*4, dimension(:), allocatable :: array, sum, cumsum, transpose, log, SS1, SSs nxProjPad=185 numViews=180...- i_a_n
- Thread
- Array Code Fortran90 Functions Matlab Matlab code Variable
- Replies: 8
- Forum: MATLAB, Maple, Mathematica, LaTeX
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MHB Relation within Gauss-Newton method for minimization
If we study model fit on a nonlinear regression model $Y_i=f(z_i,\theta)+\epsilon_i$, $i=1,...,n$, and in the Gauss-Newton method, the update on the parameter $\theta$ from step $t$ to $t+1$ is to minimize the sum of squares...- i_a_n
- Thread
- Method Minimization Relation
- Replies: 1
- Forum: Set Theory, Logic, Probability, Statistics
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Which Negative Stain is Best for Sensitive Large Molecular Complexes in EM?
Yes. But can you help me somehow?- i_a_n
- Post #3
- Forum: Biology and Medical
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Which Negative Stain is Best for Sensitive Large Molecular Complexes in EM?
I have isolated a large molecular complex whose integrity is very sensitive to increasing ionic strength and thus had to be prepared for EM using low ionic strength solutions. And my goal is image this by electron tomography by collecting a dual tilt series of 120 images. Other experimental...- i_a_n
- Thread
- Choice Microscope Negative
- Replies: 3
- Forum: Biology and Medical
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Graduate A question regarding Fourier transform in electron microscop
I have recorded a micrograph of a 2-D array at a magnification of 43,000x on my DE-20 digital camera, which has a 6.4 μm pixel size and a frame size of 5120 × 3840 pixels. This magnification is correct at the position of the camera. I then compute the Fourier transform of the image. What is the...- i_a_n
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- Electron Fourier Fourier transform Microscope Transform
- Replies: 2
- Forum: Electromagnetism
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MHB A math proof within a question about homogeneous Poisson process
We know that a homogeneous Poisson process is a process with a constant intensity $\lambda$. That is, for any time interval $[t, t+\Delta t]$, $P\left \{ k \;\text{events in}\; [t, t+\Delta t] \right \}=\frac{\text{exp}(-\lambda \Delta t)(\lambda \Delta t)^k}{k!}$. And therefore, event count in...- i_a_n
- Thread
- Homogeneous Poisson Poisson process Process Proof
- Replies: 1
- Forum: Set Theory, Logic, Probability, Statistics
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MHB Find the expectation and covariance of a stochastic process
The problem is:Let $W(t)$, $t ≥ 0$, be a standard Wiener process. Define a new stochastic process $Z(t)$ as $Z(t)=e^{W(t)-(1/2)\cdot t}$, $t≥ 0$. Show that $\mathbb{E}[Z(t)] = 1$ and use this result to compute the covariance function of $Z(t)$. I wonder how to compute and start with the...- i_a_n
- Thread
- Covariance Expectation Process Stochastic Stochastic process
- Replies: 2
- Forum: Set Theory, Logic, Probability, Statistics
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MHB Wedge product and change of variables
The question is: Let $\phi:\mathbb{R}^n\rightarrow\mathbb{R}^n$ be a $C^1$ map and let $y=\phi(x)$ be the change of variables. Show that d$y_1\wedge...\wedge $d$y_n$=(detD$\phi(x)$)$\cdot$d$x_1\wedge...\wedge$d$x_n$.Take a look at here and the answer given by Michael Albanese: differential...- i_a_n
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- Change Change of variables Product Variables Wedge
- Replies: 1
- Forum: Topology and Analysis
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MHB Form of symmetric matrix of rank one
The question is:Let $C$ be a symmetric matrix of rank one. Prove that $C$ must have the form $C=aww^T$, where $a$ is a scalar and $w$ is a vector of norm one.(I think we can easily prove that if $C$ has the form $C=aww^T$, then $C$ is symmetric and of rank one. But what about the opposite...- i_a_n
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- Form Matrix rank Symmetric Symmetric matrix
- Replies: 1
- Forum: Linear and Abstract Algebra
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MHB 3 questions about iterated integral
1) Suppose that $f_k$ is integrable on $[a_k,\;b_k]$ for $k=1,...,n$ and set $R=[a_1,\;b_1]\times...\times[a_n,\;b_n]$. Prove that $\int_{R}f_1(x_1)...f_n(x_n)d(x_1,...,x_n)=(\int_{a_1}^{b_1}f_1(x_1)dx_1)...(\int_{a_n}^{b_n}f_n(x_n)dx_n)$2)Compute the value of the improper...- i_a_n
- Thread
- Integral
- Replies: 2
- Forum: Topology and Analysis
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MHB Riemann integrable then J-integrable
Let $E\subset\mathbb{R}^n$ be a closed Jordan domain and $f:E\rightarrow\mathbb{R}$ a bounded function. We adopt the convention that $f$ is extended to $\mathbb{R}^n\setminus E$ by $0$. Let $\jmath$ be a finite set of Jordan domains in $\mathbb{R}^n$ that cover $E$. Define $M_J=sup\left \{...- i_a_n
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- Riemann
- Replies: 1
- Forum: Topology and Analysis