In MATLAB there is a function called cov. If I insert a matrix X into cov like this cov(X), then cov will return a square matrix of covariance.
My question is very simple:
How can I, with MATLAB, plot that matrix cov(X) onto a 2D plot like this.
I can see a lot of covariance matrix plots at Google. But how do they create them?
My best guess is that you're trying to add the principal components to the plot. To do that, you could do something like this.
%% generate data points
S_tru = [2 1; 1 1];
N = 1000;
%% compute mean, covariance, principal components
X = mvnrnd([0,0],S_tru,N);
mu = mean(X);
S = cov(X);
[U,D] = eig(S);
%% specify base points/directions for arrows
base = [mu;mu];
vecs = sqrt(D)*U';
vecs = 2 * vecs;
%% plot
plot(X(:,1),X(:,2), 'r.')
axis equal
hold on
quiver(base(:,1),base(:,2),vecs(:,1),vecs(:,2),'blue','LineWidth',2)
Resulting graph:
Related
I am trying to fit a 3D surface polynomial of n-degrees to some data points in 3D space. My system requires the surface to be monotonically increasing in the area of interest, that is the partial derivatives must be non-negative. This can be achieved using Matlab's built in lsqlin function.
So here's what I've done to try and achieve this:
I have a function that takes in four parameters;
x1 and x2 are my explanatory variables and y is my dependent variable. Finally, I can specify order of polynomial fit. First I build the design matrix A using data from x1 and x2 and the degree of fit I want. Next I build the matrix D that is my container for the partial derivatives of my datapoints. NOTE: the matrix D is double the length of matrix A since all datapoints must be differentiated with respect to both x1 and x2. I specify that Dx >= 0 by setting b to be zeroes.
Finally, I call lsqlin. I use "-D" since Matlab defines the function as Dx <= b.
function w_mono = monotone_surface_fit(x1, x2, y, order_fit)
% Initialize design matrix
A = zeros(length(x1), 2*order_fit+2);
% Adjusting for bias term
A(:,1) = ones(length(x1),1);
% Building design matrix
for i = 2:order_fit+1
A(:,(i-1)*2:(i-1)*2+1) = [x1.^(i-1), x2.^(i-1)];
end
% Initialize matrix containing derivative constraint.
% NOTE: Partial derivatives must be non-negative
D = zeros(2*length(y), 2*order_fit+1);
% Filling matrix that holds constraints for partial derivatives
% NOTE: Matrix D will be double length of A since all data points will have a partial derivative constraint in both x1 and x2 directions.
for i = 2:order_fit+1
D(:,(i-1)*2:(i-1)*2+1) = [(i-1)*x1.^(i-2), zeros(length(x2),1); ...
zeros(length(x1),1), (i-1)*x2.^(i-2)];
end
% Limit of derivatives
b = zeros(2*length(y), 1);
% Constrained LSQ fit
options = optimoptions('lsqlin','Algorithm','interior-point');
% Final weights of polynomial
w_mono = lsqlin(A,y,-D,b,[],[],[],[],[], options);
end
So now I get some weights out, but unfortunately they do not at all capture the structure of the data. I've attached an image so you can just how bad it looks. .
I'll give you my plotting script with some dummy data, so you can try it.
%% Plot different order polynomials to data with constraints
x1 = [-5;12;4;9;18;-1;-8;13;0;7;-5;-8;-6;14;-1;1;9;14;12;1;-5;9;-10;-2;9;7;-1;19;-7;12;-6;3;14;0;-8;6;-2;-7;10;4;-5;-7;-4;-6;-1;18;5;-3;3;10];
x2 = [81.25;61;73;61.75;54.5;72.25;80;56.75;78;64.25;85.25;86;80.5;61.5;79.25;76.75;60.75;54.5;62;75.75;80.25;67.75;86.5;81.5;62.75;66.25;78.25;49.25;82.75;56;84.5;71.25;58.5;77;82;70.5;81.5;80.75;64.5;68;78.25;79.75;81;82.5;79.25;49.5;64.75;77.75;70.25;64.5];
y = [-6.52857142857143;-1.04736842105263;-5.18750000000000;-3.33157894736842;-0.117894736842105;-3.58571428571429;-5.61428571428572;0;-4.47142857142857;-1.75438596491228;-7.30555555555556;-8.82222222222222;-5.50000000000000;-2.95438596491228;-5.78571428571429;-5.15714285714286;-1.22631578947368;-0.340350877192983;-0.142105263157895;-2.98571428571429;-4.35714285714286;-0.963157894736842;-9.06666666666667;-4.27142857142857;-3.43684210526316;-3.97894736842105;-6.61428571428572;0;-4.98571428571429;-0.573684210526316;-8.22500000000000;-3.01428571428571;-0.691228070175439;-6.30000000000000;-6.95714285714286;-2.57232142857143;-5.27142857142857;-7.64285714285714;-2.54035087719298;-3.45438596491228;-5.01428571428571;-7.47142857142857;-5.38571428571429;-4.84285714285714;-6.78571428571429;0;-0.973684210526316;-4.72857142857143;-2.84285714285714;-2.54035087719298];
% Used to plot the surface in all points in the grid
X1 = meshgrid(-10:1:20);
X2 = flipud(meshgrid(30:2:90).');
figure;
for i = 1:4
w_mono = monotone_surface_fit(x1, x2, y, i);
y_nr = w_mono(1)*ones(size(X1)) + w_mono(2)*ones(size(X2));
for j = 1:i
y_nr = w_mono(j*2)*X1.^j + w_mono(j*2+1)*X2.^j;
end
subplot(2,2,i);
scatter3(x1, x2, y); hold on;
axis tight;
mesh(X1, X2, y_nr);
set(gca, 'ZDir','reverse');
xlabel('x1'); ylabel('x2');
zlabel('y');
% zlim([-10 0])
end
I think it may have something to do with the fact that I haven't specified anything about the region of interest, but really I don't know. Thanks in advance for any help.
Alright I figured it out.
The main problem was simply an error in the plotting script. The value of y_nr should be updated and not overwritten in the loop.
Also I figured out that the second derivative should be monotonically decreasing. Here's the updated code if anybody is interested.
%% Plot different order polynomials to data with constraints
x1 = [-5;12;4;9;18;-1;-8;13;0;7;-5;-8;-6;14;-1;1;9;14;12;1;-5;9;-10;-2;9;7;-1;19;-7;12;-6;3;14;0;-8;6;-2;-7;10;4;-5;-7;-4;-6;-1;18;5;-3;3;10];
x2 = [81.25;61;73;61.75;54.5;72.25;80;56.75;78;64.25;85.25;86;80.5;61.5;79.25;76.75;60.75;54.5;62;75.75;80.25;67.75;86.5;81.5;62.75;66.25;78.25;49.25;82.75;56;84.5;71.25;58.5;77;82;70.5;81.5;80.75;64.5;68;78.25;79.75;81;82.5;79.25;49.5;64.75;77.75;70.25;64.5];
y = [-6.52857142857143;-1.04736842105263;-5.18750000000000;-3.33157894736842;-0.117894736842105;-3.58571428571429;-5.61428571428572;0;-4.47142857142857;-1.75438596491228;-7.30555555555556;-8.82222222222222;-5.50000000000000;-2.95438596491228;-5.78571428571429;-5.15714285714286;-1.22631578947368;-0.340350877192983;-0.142105263157895;-2.98571428571429;-4.35714285714286;-0.963157894736842;-9.06666666666667;-4.27142857142857;-3.43684210526316;-3.97894736842105;-6.61428571428572;0;-4.98571428571429;-0.573684210526316;-8.22500000000000;-3.01428571428571;-0.691228070175439;-6.30000000000000;-6.95714285714286;-2.57232142857143;-5.27142857142857;-7.64285714285714;-2.54035087719298;-3.45438596491228;-5.01428571428571;-7.47142857142857;-5.38571428571429;-4.84285714285714;-6.78571428571429;0;-0.973684210526316;-4.72857142857143;-2.84285714285714;-2.54035087719298];
% Used to plot the surface in all points in the grid
X1 = meshgrid(-10:1:20);
X2 = flipud(meshgrid(30:2:90).');
figure;
for i = 1:4
w_mono = monotone_surface_fit(x1, x2, y, i);
% NOTE: Should only have 1 bias term
y_nr = w_mono(1)*ones(size(X1));
for j = 1:i
y_nr = y_nr + w_mono(j*2)*X1.^j + w_mono(j*2+1)*X2.^j;
end
subplot(2,2,i);
scatter3(x1, x2, y); hold on;
axis tight;
mesh(X1, X2, y_nr);
set(gca, 'ZDir','reverse');
xlabel('x1'); ylabel('x2');
zlabel('y');
% zlim([-10 0])
end
And here's the updated function
function [w_mono, w] = monotone_surface_fit(x1, x2, y, order_fit)
% Initialize design matrix
A = zeros(length(x1), 2*order_fit+1);
% Adjusting for bias term
A(:,1) = ones(length(x1),1);
% Building design matrix
for i = 2:order_fit+1
A(:,(i-1)*2:(i-1)*2+1) = [x1.^(i-1), x2.^(i-1)];
end
% Initialize matrix containing derivative constraint.
% NOTE: Partial derivatives must be non-negative
D = zeros(2*length(y), 2*order_fit+1);
for i = 2:order_fit+1
D(:,(i-1)*2:(i-1)*2+1) = [(i-1)*x1.^(i-2), zeros(length(x2),1); ...
zeros(length(x1),1), -(i-1)*x2.^(i-2)];
end
% Limit of derivatives
b = zeros(2*length(y), 1);
% Constrained LSQ fit
options = optimoptions('lsqlin','Algorithm','active-set');
w_mono = lsqlin(A,y,-D,b,[],[],[],[],[], options);
w = lsqlin(A,y);
end
Finally a plot of the fitting (Have used a new simulation, but fit also works on given dummy data).
I want to plot circles in Hadamard matrix pattern of order 8,16, and 32. So far, I have a code for plotting 2D arrays of circles.
%Plotting an N by N arrays of circles
clc; clear;
n_circles = 8; % Define the number of circles to be plotted
R = 40; % Define the radius of the basic circle
Len=1024;
M=zeros(Len); % Create the hole mask
% Get the indices of the points inside the basic circle
M0 = zeros(2*R+1); % Initialize the basic mask
I = 1:(2*R+1); % Define the x and y coordinates of the basic mask
x = (I - R)-1;
y = (R - I)+1;
[X,Y] = meshgrid(x,y); % Create the mask
A = (X.^2 + Y.^2 <= R^2);
[xx,yy]=ind2sub(size(M0),find(A == true));
%plot
for ii=1:n_circles
for jj=1:n_circles
MidX=Len/2+(ii-n_circles/2-0.5)*(2*R);
MidY=Len/2+(jj-n_circles/2-0.5)*(2*R);
% [MidX MidY]
M(sub2ind(size(M),MidX+xx-R-1,MidY+yy-R-1))=1;
end
end
figure(1)
imshow(M)
I searched on how to plot a Hadamard matrix, and from the Mathworks documentation, the hadamard matrix function
H = hadamard(n)
returns the Hadamard matrix of order n. How do I incorporate this in my original code so that the final result will generate an image of circles plotted in a Hadamard pattern, where the value of 1 indicates a circle while -1 is null (absence of circle)?
Thanks,
add in th begining
H = hadamard(n_circles);
and inside the loops change to:
M(sub2ind(size(M),MidX+xx-R-1,MidY+yy-R-1))=H(ii,jj);
So suppose you pass some matrix N to hist3 in Matlab, which is a m-by-2 matrix, simply for an example purposes. Where the first column is your variable X and column 2 corresponds to your variable Y.
When you run the cnt = hist3(N, {bins_X bins_Y}), you would get a m-by-m matrix. Rows here are which variable, X or Y?
OP seems to have solved his problem. However, I am leaving a code snippet exemplifying hist3's output indexing in case anyone finds it useful.
% Simulate random 2-column matrix
X = randn(1e5,2);
% Scale x-axis data to see label distinction
X(:,1) = X(:,1)*10;
% Define bins
bin_x = linspace(-30,30,80);
bin_y = linspace(-3,3,100);
% Get frequency grid
cnt = hist3(X,{bin_x,bin_y});
% Plot frequency values with surf
[x,y] = meshgrid(bin_x,bin_y);
figure
surf(x,y,cnt')
title('Original hist3 output')
xlabel('First Column')
ylabel('Second Column')
zlabel('Frequency')
% Access and modify cnt, and plot again
cnt(end,1:10) = 60;
cnt(25:55,1:55)= 0;
figure
surf(x,y,cnt')
title('Modified hist3 output')
xlabel('First Column')
ylabel('Second Column')
zlabel('Frequency')
Question: is it possible to illustrate an image on non-uniform axis?
Details:
I need to illustrate a multidimensional timeseries as an image. But the time grid of this timeseries is very non-uniform. Here is an example:
m = 10;
n = 3;
t = sort(rand(m, 1)); % non-uniform time
values = randn(m, n); % some random values
The figure, plot(t, values); handles it well.
But imagesc() converts t into uniform time between t(1) and t(end) according to documentation:
imagesc(x,y,C) displays C as an image and specifies the bounds of the
x- and y-axis with vectors x and y.
Therefore, the command:
figure, imagesc(t, 1 : n, values'); colorbar;
illustrates the image on uniform time grid.
Edit: It's possible to re-sample the timeseries with higher uniform resolution. But my timeseries is already very large.
There is pcolor function in MATLAB. This function does exactly what you're asking.
m = 10;
n = 3;
t = sort(rand(m, 1)); % non-uniform time
values = randn(m, n); % some random values
figure
plot(t, values);
figure
pcolor(t, 1 : n, values');
colorbar;
try uimagesc from the file exchange.
Solution
Try using surface for non-uniform spacing.
First, create a 3D xyz surface of the same size as your input data:
m = 10;
n = 3;
t = sort(rand(m, 1)); % non-uniform time
values = randn(m, n); % some random values
x = repmat(t,1,n);
y = repmat(1:n,m,1);
z = zeros(size(y));
Then, colormap your values. There is a nice tool posted to the mathworks file exchange, real2rgb, that can do this for you:
cdata = real2rgb(values); % Where size(cdata) = [m n 3]
Lastly, plot the surface. You can even get fancy and set the transparency.
surface(x,y,z,cdata,'EdgeColor','none','FaceColor','texturemap',...
'CDataMapping','direct');
alpha(0.3)
I have 3 vectors of data, X (position), Y (position) both of which are not regularly spaced, and Z(value of interest at each location). I tried contourf, which doesn't work because it needs a matrix for Z input.
You can also use griddata.
%Generate random data
x = rand(30,1);
y = rand(30,1);
z = rand(30,1);
%Create regular grid across data space
[X,Y] = meshgrid(linspace(min(x),max(x),n), linspace(min(y),max(y),n))
%create contour plot
contour(X,Y,griddata(x,y,z,X,Y))
%mark original data points
hold on;scatter(x,y,'o');hold off
For a contour plot you actually need either a matrix of z values, or a set (vector) of z-values evaluated on a grid. You cannot define contours using isolated Z values at (X,Y) points on the grid (i.e. what you claim you have).
You need to have the generating process (or function) provide values for a grid of (x,y) points.
If not, then you can create a surface from nonuniform data as #nate correctly pointed out, and then draw the contours on that surface.
Consider the following (random) example:
N = 64; % point set
x = -2 + 4*rand(N,1); % random x vector in[-2,2]
y = -2 + 4*rand(N,1); % random y vector in[-2,2]
% analytic function, or z-vector
z = x.*exp(-x.^2-y.^2);
% construct the interpolant function
F = TriScatteredInterp(x,y,z);
t = -2:.25:2; % sample uniformly the surface for matrices (qx, qy, qz)
[qx, qy] = meshgrid(t, t);
qz = F(qx, qy);
contour(qx, qy, qz); hold on;
plot(x,y,'bo'); hold off
The circles correspond to the original vector points with values (x,y,z) per point, the contours on the contours of the interpolant surface.