Loop vectorization [closed] - matlab

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I'm applying the filtering function in the frequency domain. Because I am working with large amounts of data, I want to vectorize the for loop shown below. Any help would be appreciated.
N = 2^nextpow2(length(signal));
Y = fft(signal,N);
df=1/(N*dt);
freq=0:df:N/2*df-df;
ff=freq./fccutlow;
H=zeros(1,length(N));
for i=2:length(ff)
H(i)= sqrt((ff(i).^(2*nOrder)))./sqrt(((1+ff(i).^(2*nOrder))));
Y(i)= Y(i).*H(i);
Y(length(Y)-i+2)=Y(length(Y)-i+2).*H(i);
end
Y1= (real(ifft(Y,N)))';
Y1=Y1(1:length(signal));
filt_signal(1,:)=Y1;

For vector arithmetic on whole matrix you do not need any indexing, only use array operators, .*, ./, .^. But when only a part of array is used as operand, you need to use one of indexing methods. Keep in mind that all input and output ranges of arrays should be of compatible sizes.
Check parentheses again, but it is something like this:
H = sqrt((ff.^(2*nOrder)))./sqrt(((1+ff.^(2*nOrder))));
Y= Y.*H;
Y(end-((1:length(ff))+2))=Y(end-((1:length(ff))+2)).*H;
An example: Note that it does not matter if the matrices themselves do not have same sizes, but the operands must have compatible sizes:
A = 1:4; % 1x4
B = magic(3); % 3x3
C = zeros(3, 1); % 3x1
C([1 3]) = A(3:end).*B(1:2, 2)';
Although in this example A, B and C have different sizes, but A(3:end) and B(1:2, 2)' are both 1 by 2 and the code runs with no problem. Try to run it and evaluate different parts of code to see how indexing works.

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Matrix with dynamic dimension in matlab [closed]

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In a do-while loop until its end, in each iteration a new column should be added to a predefined matrix. I couldn't find how to define such a matrix in matlab? is there a standard method for defining such matrix with dynamic dimension?
Note: The do-while loop is simulated by a for loop
A=zeros(100,?);
for i=1:inf
A(:,i)=some computation ;
*condition*
end
Although the code here below works, you may consider #Sardar_Usama suggestion, working with cells. But I'm not too good with those...
A = zeros(100, 20); % initial number of columns is 20, but can grow larger
col = 1;
while(condition)
A(:, col) = result of some computation;
col = col + 1;
end;
matlab dynamically handles matrix sizes. So you can use add new columns or rows easily. However, it can degrade the performance of the algorithm. some examples:
A= ones(10,4);
B = zeros(10,2);
C = rand(3,4);
A = [A B]; % adds two new columns consisting of B to the end of A
A = [C; A];% adds three new rows consisting of C to the beginning of A

Matlab Matrix Dataset Comparison and Certain Output [closed]

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if I have matrices A & B: A=[400(rows)x60(columns)] B=[150x60] (Note:That matrix B has fixed columns=60, but the rows are variable could change from 1-400)
I will enter these two matrices into matlab, matrix A is fixed and uploaded to matlab as an excel file, while matrix B is measured directly from the code.(Note:Both matrices contain numerical values)
Now what I want help with is the following: I want to compare the data I'm getting from matrix B with matrix A CONTINUOUSLY, if the values in B are CLOSE (NOT NECESSARILY EQUAL) to the values of A then the matlab outputs lets say True. If the values in B are NOT CLOSE or completely distant from the values of A, then output False. (Note: I don't know but maybe we should use a certain threshold to determine the range of closeness of values between A and B, if we should have a certain threshold, lets say the threshold should be 70%)
Please if anyone has an answer or could help, I need the program. I'm using Matlab 2014a. Thanks in advance.
Easy!.
Suppose you have your matrix in the file A.xlsx,sheet Sheet1 and the matrix B in matlab already.
Also, let's say that, under this context, that CLOSE is some operator between A and B, up to the m-th row, for example the norm, with m taking any value from 1 to 400.
Norm(A-Bm)=|A-Bm|= SUM_i=1^m SUM_j=1^60 (a(i,j)-bm(i,j))^2
Let's define a threshold, for example 0.1*Norm(An)*Norm(Bn).
Hence, the code for that is the following:
function result=matrixcomparison(Bm)
% Read A Matrix
A=xlsread('A');
[ma,na]=size(A); %ma is always 400, na is always 60
[mb,nb]=size(Bm); %mb is variant, na is always 60
% Make a Projection Matrix
Am=A(1:mb,1:nb);
%Compute the norm
normABm=norm(Am-Bm);
%Compare
if (normABm>0.1*norm(Am)*norm(Bm))
disp('Matrices are different.');
result= 0;
else
disp('Matrices are equal.');
result= 1;
end
You save the above code under the file matrixcomparison.m
Of course, this dont have any 'Continuous' comparison. which you should make on the following sense:
for m=1:400
% Read B
<<Calculate B for m>>
% Calculate Norm
result(m)=matrixcomparison(Bm);
end
% Plot the results
plot(results);
You paste the second above code onto another Script and just run it.
Cheers,...

MATLAB - singularity warning [closed]

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when my matlab code gets to the line:
vE(:,:,i)=(mY(:,:,i))\(-mA*(vIs-mG(:,:,i)*vVs));
The following warning comes up:
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate.
RCOND = 1.682710e-16.
Whats wrong?
Full code:
function [ vE, vV_node, vI_node ] = ...
node_analysis( vIs, vVs, mA, mG, mY )
[A,B,N]=size(mY);
vE=zeros(4,1,N);
for i=1:N
vE(:,:,i)=(mY(:,:,i))\(-mA*(vIs-mG(:,:,i)*vVs));
vV_node(:,:,i)=mA'*vE(:,:,i);
vI_node(:,:,i)=mG(:,:,i)*vV_node(:,:,i)+(vIs-mG(:,:,i)*vVs);
end
end
vE=mY^-1 * (-mA*(cIs-mG*vVs))
vE is (4x1xN) size
mY(4x4xN)
mA(4x9)
vIs(9x1)
mG(9x9xN)
vVs(9x1)
When you use the \ operator with a matrix, MATLAB will try and solve the least squares problem to estimate x given y in the equation y = A*x. Depending on the size and shape of A, solving this equation might be easy, hard, or impossible without additional information. It just depends on your particular problem.
As Oli mentioned the comments, this is because your matrix is close to singular or its singular values are close to zero. MATLAB is properly informing you that the MATRIX likely has either unknown information that is going to screw up the answer or that some of the information in the MATRIX is so small compared to other pieces that the small part is going to make solving for x almost impossible and error prone.
Depending on your math background, you might consider the following cod where I create create a matrix with one value very small. This will reproduce your error:
%% Make some data:
randn('seed', 1982);
n = 3;
A = zeros(n);
for ind = 1:n-1
v = randn(n,1);
A = A + v*v';
end
% Last bit is very tiny compared to the others:
A = A + 1e-14*randn(n,1)*randn(1,n);
%% Try and solve Ax=y for x= 1,2,3...
x = (1:n)';
y = A*x
x_est = A \ y
There are various ways to start trying to fix this, usually by reformulating the problem and/or adding some kind of regularization term. A good first try, though, is so add a simple Tikhonov regularization which bumps up all the small values to something reasonable that MATLAB can work with. This may mess up your data but you can plat with it.
Roughly, try this:
tikk = 1e-12;
x_est2 = (A + tikk * eye(n)) \ y
For larger or smaller values of tikk and you will see the error goes away but the solution is to some degree wrong. You might find this acceptable or not.
Note that in my example the answer is quite wrong because I used n=3. As you increase the problem size n you will be better results.
Finally, to begin exploring what is wrong with your matrix A ((-mA*(vIs-mG(:,:,i)*vVs))), you might consider seeing how fast the values s in s=svd(A) decay. Some of them should be quite close to zero. Also, you might look at Tihkonov regularization and what you can do by actually decomposing the matrix into the SVD and scaling things better.

Matlab exercise: i just don't get it [closed]

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Given the signals:
f1[n] = sinc[n] {1[n+5]-1[n-5]}
f2[n] = 1-rect[n]
f3[n] = 1[n]-1[n-5]
write a programm in matlab in which you will check the following proprieties:
1)sinc[n]:=sin(phi*n)/phi*n;
2)(f1*f2)[n] = (f2*f1)[n];
3)f1[n]*{ f2[n] + f3[n] } = f1[n]*f2[n] + f1[n]*f3[n];
4)(f1*delta)[n] = (delta*f1)[n] = f1[n];
I'm really really grateful for any tips/ideal on how to solve this problem. :)
sinc[n]:=sin(phi*n)/phi*n;
That certainly isn't Matlab syntax, and the ; at the end makes it not look much like a question either. Anyway, you have two options. Either plot the functions to visually assess equivalence or else check the vectors. I'll demonstrate with this one, then you can try for all the others.
Firstly you need to make a sample n vector which will be your domain over which to test equivalence (i.e. the x values of your plot). I'm going to arbitrarily choose:
n = -10:0.01:10;
Also I'm going to assuming by phi you actually meant pi based on the Matlab definition of sinc: http://www.mathworks.com/help/signal/ref/sinc.html
So now we have to functions:
a = sinc(n);
b = sin(n)./n;
a and b are now vectors with a corresponding "y" value for each element of n. You'll also notice I used a . before the /, this means element wise divide i.e. divide each element by each corresponding element rather than matrix division which is inversion followed by matrix multiplication.
Now lets plot them:
plot(n, a, n, b, 'r')
and finally to check numerical equivalence we could do this:
all(a == b)
But (and this is probably a bit out of scope for your question but important to know) you should actually never check for absolute equivalence of floating point numbers like that as you get precision errors due to different truncations in the inner calculations (because of how your computer stores floating point numbers). So instead it is good practice to rather check that the difference between the two numbers is less than some tiny threshold.
all((a - b) < 0.000001)
I'll leave the rest up to you

What is your favourite MATLAB/Octave programming trick? [closed]

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I think everyone would agree that the MATLAB language is not pretty, or particularly consistent. But nevermind! We still have to use it to get things done.
What are your favourite tricks for making things easier? Let's have one per answer so people can vote them up if they agree. Also, try to illustrate your answer with an example.
Using the built-in profiler to see where the hot parts of my code are:
profile on
% some lines of code
profile off
profile viewer
or just using the built in tic and toc to get quick timings:
tic;
% some lines of code
toc;
Directly extracting the elements of a matrix that satisfy a particular condition, using logical arrays:
x = rand(1,50) .* 100;
xpart = x( x > 20 & x < 35);
Now xpart contains only those elements of x which lie in the specified range.
Provide quick access to other function documentation by adding a "SEE ALSO" line to the help comments. First, you must include the name of the function in all caps as the first comment line. Do your usual comment header stuff, then put SEE ALSO with a comma separated list of other related functions.
function y = transmog(x)
%TRANSMOG Transmogrifies a matrix X using reverse orthogonal eigenvectors
%
% Usage:
% y = transmog(x)
%
% SEE ALSO
% UNTRANSMOG, TRANSMOG2
When you type "help transmog" at the command line, you will see all the comments in this comment header, with hyperlinks to the comment headers for the other functions listed.
Turn a matrix into a vector using a single colon.
x = rand(4,4);
x(:)
Vectorizing loops. There are lots of ways to do this, and it is entertaining to look for loops in your code and see how they can be vectorized. The performance is astonishingly faster with vector operations!
Anonymous functions, for a few reasons:
to make a quick function for one-off uses, like 3x^2+2x+7. (see listing below) This is useful for functions like quad and fminbnd that take functions as arguments. It's also convenient in scripts (.m files that don't start with a function header) since unlike true functions you can't include subfunctions.
for closures -- although anonymous functions are a little limiting as there doesn't seem to be a way to have assignment within them to mutate state.
.
% quick functions
f = #(x) 3*x.^2 + 2*x + 7;
t = (0:0.001:1);
plot(t,f(t),t,f(2*t),t,f(3*t));
% closures (linfunc below is a function that returns a function,
% and the outer functions arguments are held for the lifetime
% of the returned function.
linfunc = #(m,b) #(x) m*x+b;
C2F = linfunc(9/5, 32);
F2C = linfunc(5/9, -32*5/9);
Matlab's bsxfun, arrayfun, cellfun, and structfun are quite interesting and often save a loop.
M = rand(1000, 1000);
v = rand(1000, 1);
c = bsxfun(#plus, M, v);
This code, for instance, adds column-vector v to each column of matrix M.
Though, in performance critical parts of your application you should benchmark these functions versus the trivial for-loop because often loops are still faster.
LaTeX mode for formulas in graphs: In one of the recent releases (R2006?) you add the additional arguments ,'Interpreter','latex' at the end of a function call and it will use LaTeX rendering. Here's an example:
t=(0:0.001:1);
plot(t,sin(2*pi*[t ; t+0.25]));
xlabel('t');
ylabel('$\hat{y}_k=sin 2\pi (t+{k \over 4})$','Interpreter','latex');
legend({'$\hat{y}_0$','$\hat{y}_1$'},'Interpreter','latex');
Not sure when they added it, but it works with R2006b in the text(), title(), xlabel(), ylabel(), zlabel(), and even legend() functions. Just make sure the syntax you are using is not ambiguous (so with legend() you need to specify the strings as a cell array).
Using xlim and ylim to draw vertical and horizontal lines. Examples:
Draw a horizontal line at y=10:
line(xlim, [10 10])
Draw vertical line at x=5:
line([5 5], ylim)
Here's a quick example:
I find the comma separated list syntax quite useful for building function calls:
% Build a list of args, like so:
args = {'a', 1, 'b', 2};
% Then expand this into arguments:
output = func(args{:})
Here's a bunch of nonobvious functions that are useful from time to time:
mfilename (returns the name of the currently running MATLAB script)
dbstack (gives you access to the names & line numbers of the matlab function stack)
keyboard (stops execution and yields control to the debugging prompt; this is why there's a K in the debug prompt K>>
dbstop error (automatically puts you in debug mode stopped at the line that triggers an error)
I like using function handles for lots of reasons. For one, they are the closest thing I've found in MATLAB to pointers, so you can create reference-like behavior for objects. There are a few neat (and simpler) things you can do with them, too. For example, replacing a switch statement:
switch number,
case 1,
outargs = fcn1(inargs);
case 2,
outargs = fcn2(inargs);
...
end
%
%can be turned into
%
fcnArray = {#fcn1, #fcn2, ...};
outargs = fcnArray{number}(inargs);
I just think little things like that are cool.
Using nargin to set default values for optional arguments and using nargout to set optional output arguments. Quick example
function hLine=myplot(x,y,plotColor,markerType)
% set defaults for optional paramters
if nargin<4, markerType='none'; end
if nargin<3, plotColor='k'; end
hL = plot(x,y,'linetype','-', ...
'color',plotColor, ...
'marker',markerType, ...
'markerFaceColor',plotColor,'markerEdgeColor',plotColor);
% return handle of plot object if required
if nargout>0, hLine = hL; end
Invoking Java code from Matlab
cellfun and arrayfun for automated for loops.
Oh, and reverse an array
v = 1:10;
v_reverse = v(length(v):-1:1);
conditional arguments in the left-hand side of an assignment:
t = (0:0.005:10)';
x = sin(2*pi*t);
x(x>0.5 & t<5) = 0.5;
% This limits all values of x to a maximum of 0.5, where t<5
plot(t,x);
Know your axis properties! There are all sorts of things you can set to tweak the default plotting properties to do what you want:
set(gca,'fontsize',8,'linestyleorder','-','linewidth',0.3,'xtick',1:2:9);
(as an example, sets the fontsize to 8pt, linestyles of all new lines to all be solid and their width 0.3pt, and the xtick points to be [1 3 5 7 9])
Line and figure properties are also useful, but I find myself using axis properties the most.
Be strict with specifying dimensions when using aggregation functions like min, max, mean, diff, sum, any, all,...
For instance the line:
reldiff = diff(a) ./ a(1:end-1)
might work well to compute relative differences of elements in a vector, however in case the vector degenerates to just one element the computation fails:
>> a=rand(1,7);
>> diff(a) ./ a(1:end-1)
ans =
-0.5822 -0.9935 224.2015 0.2708 -0.3328 0.0458
>> a=1;
>> diff(a) ./ a(1:end-1)
??? Error using ==> rdivide
Matrix dimensions must agree.
If you specify the correct dimensions to your functions, this line returns an empty 1-by-0 matrix, which is correct:
>> diff(a, [], 2) ./ a(1, 1:end-1)
ans =
Empty matrix: 1-by-0
>>
The same goes for a min-function which usually computes minimums over columns on a matrix, until the matrix only consists of one row. - Then it will return the minimum over the row unless the dimension parameter states otherwise, and probably break your application.
I can almost guarantee you that consequently setting the dimensions of these aggregation functions will save you quite some debugging work later on.
At least that would have been the case for me. :)
The colon operator for the manipulation of arrays.
#ScottieT812, mentions one: flattening an array, but there's all the other variants of selecting bits of an array:
x=rand(10,10);
flattened=x(:);
Acolumn=x(:,10);
Arow=x(10,:);
y=rand(100);
firstSix=y(1:6);
lastSix=y(end-5:end);
alternate=y(1:2:end);
In order to be able to quickly test a function, I use nargin like so:
function result = multiply(a, b)
if nargin == 0 %no inputs provided, run using defaults for a and b
clc;
disp('RUNNING IN TEST MODE')
a = 1;
b = 2;
end
result = a*b;
Later on, I add a unit test script to test the function for different input conditions.
Using ismember() to merge data organized by text identfiers. Useful when you are analyzing differing periods when entries, in my case company symbols, come and go.
%Merge B into A based on Text identifiers
UniverseA = {'A','B','C','D'};
UniverseB = {'A','C','D'};
DataA = [20 40 60 80];
DataB = [30 50 70];
MergeData = NaN(length(UniverseA),2);
MergeData(:,1) = DataA;
[tf, loc] = ismember(UniverseA, UniverseB);
MergeData(tf,2) = DataB(loc(tf));
MergeData =
20 30
40 NaN
60 50
80 70
Asking 'why' (useful for jarring me out of a Matlab runtime-fail debugging trance at 3am...)
Executing a Simulink model directly from a script (rather than interactively) using the sim command. You can do things like take parameters from a workspace variable, and repeatedly run sim in a loop to simulate something while varying the parameter to see how the behavior changes, and graph the results with whatever graphical commands you like. Much easier than trying to do this interactively, and it gives you much more flexibility than the Simulink "oscilloscope" blocks when visualizing the results. (although you can't use it to see what's going on in realtime while the simulation is running)
A really important thing to know is the DstWorkspace and SrcWorkspace options of the simset command. These control where the "To Workspace" and "From Workspace" blocks get and put their results. Dstworkspace defaults to the current workspace (e.g. if you call sim from inside a function the "To Workspace" blocks will show up as variables accessible from within that same function) but SrcWorkspace defaults to the base workspace and if you want to encapsulate your call to sim you'll want to set SrcWorkspace to current so there is a clean interface to providing/retrieving simulation input parameters and outputs. For example:
function Y=run_my_sim(t,input1,params)
% runs "my_sim.mdl"
% with a From Workspace block referencing I1 as an input signal
% and parameters referenced as fields of the "params" structure
% and output retrieved from a To Workspace block with name O1.
opt = simset('SrcWorkspace','current','DstWorkspace','current');
I1 = struct('time',t,'signals',struct('values',input1,'dimensions',1));
Y = struct;
Y.t = sim('my_sim',t,opt);
Y.output1 = O1.signals.values;
Contour plots with [c,h]=contour and clabel(c,h,'fontsize',fontsize). I usually use the fontsize parameter to reduce the font size so the numbers don't run into each other. This is great for viewing the value of 2-D functions without having to muck around with 3D graphs.
Vectorization:
function iNeedle = findClosest(hay,needle)
%FINDCLOSEST find the indicies of the closest elements in an array.
% Given two vectors [A,B], findClosest will find the indicies of the values
% in vector A closest to the values in vector B.
[hay iOrgHay] = sort(hay(:)'); %#ok must have row vector
% Use histogram to find indices of elements in hay closest to elements in
% needle. The bins are centered on values in hay, with the edges on the
% midpoint between elements.
[iNeedle iNeedle] = histc(needle,[-inf hay+[diff(hay)/2 inf]]); %#ok
% Reversing the sorting.
iNeedle = iOrgHay(iNeedle);
Using persistent (static) variables when running an online algorithm. It may speed up the code in areas like Bayesian machine learning where the model is trained iteratively for the new samples. For example, for computing the independent loglikelihoods, I compute the loglikelihood initially from scratch and update it by summing this previously computed loglikelihood and the additional loglikelihood.
Instead of giving a more specialized machine learning problem, let me give a general online averaging code which I took from here:
function av = runningAverage(x)
% The number of values entered so far - declared persistent.
persistent n;
% The sum of values entered so far - declared persistent.
persistent sumOfX;
if x == 'reset' % Initialise the persistent variables.
n = 0;
sumOfX = 0;
av = 0;
else % A data value has been added.
n = n + 1;
sumOfX = sumOfX + x;
av = sumOfX / n; % Update the running average.
end
Then, the calls will give the following results
runningAverage('reset')
ans = 0
>> runningAverage(5)
ans = 5
>> runningAverage(10)
ans = 7.5000
>> runningAverage(3)
ans = 6
>> runningAverage('reset')
ans = 0
>> runningAverage(8)
ans = 8
I'm surprised that while people mentioned the logical array approach of indexing an array, nobody mentioned the find command.
e.g. if x is an NxMxO array
x(x>20) works by generating an NxMxO logical array and using it to index x (which can be bad if you have large arrays and are looking for a small subset
x(find(x>20)) works by generating list (i.e. 1xwhatever) of indices of x that satisfy x>20, and indexing x by it. "find" should be used more than it is, in my experience.
More what I would call 'tricks'
you can grow/append to arrays and cell arrays if you don't know the size you'll need, by using end + 1 (works with higher dimensions too, so long as the dimensions of the slice match -- so you'll have to initialize x to something other than [] in that case). Not good for numerics but for small dynamic lists of things (or cell arrays), e.g. parsing files.
e.g.
>> x=[1,2,3]
x = 1 2 3
>> x(end+1)=4
x = 1 2 3 4
Another think many people don't know is that for works on any dim 1 array, so to continue the example
>> for n = x;disp(n);end
1
2
3
4
Which means if all you need is the members of x you don't need to index them.
This also works with cell arrays but it's a bit annoying because as it walks them the element is still wrapped in a cell:
>> for el = {1,2,3,4};disp(el);end
[1]
[2]
[3]
[4]
So to get at the elements you have to subscript them
>> for el = {1,2,3,4};disp(el{1});end
1
2
3
4
I can't remember if there is a nicer way around that.
-You can make a Matlab shortcut to an initialization file called startup.m. Here, I define formatting, precision of the output, and plot parameters for my Matlab session (for example, I use a larger plot axis/font size so that .fig's can be seen plainly when I put them in presentations.) See a good blog post from one of the developers about it http://blogs.mathworks.com/loren/2009/03/03/whats-in-your-startupm/ .
-You can load an entire numerical ascii file using the "load" function. This isn't particularly fast, but gets the job done quickly for prototyping (shouldn't that be the Matlab motto?)
-As mentioned, the colon operator and vectorization are lifesavers. Screw loops.
x=repmat([1:10],3,1); % say, x is an example array of data
l=x>=3; % l is a logical vector (1s/0s) to highlight those elements in the array that would meet a certain condition.
N=sum(sum(l));% N is the number of elements that meet that given condition.
cheers -- happy scripting!