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).
Related
I'm trying to add two color gradients between two curves (in this example these are lines).
This is the code for what I've done so far
% the mesh
ns=1000;
t_vec = linspace(0,100,ns);
x_vec = linspace(-120,120,ns);
[N, X] = meshgrid(t_vec, x_vec);
% the curves
x1 = linspace(0,100,ns); x2 = linspace(10,110,ns);
y1 = linspace(-50,50,ns); y2 = linspace(-20,80,ns);
X1 = repmat(x1, [size(N, 1) 1]); X2 = repmat(x2, [size(N, 1) 1]);
Y1 = repmat(y1, [size(N, 1) 1]); Y2 = repmat(y2, [size(N, 1) 1]);
% the gradient function
cc = #(x,x2,x1) ...
1./(1+(exp(-x)./(exp(-x1)-exp(-x2))));
for i=1:ns
CData1(:,i)=cc(x_vec,x2(i),x1(i));
CData2(:,i)=cc(x_vec,y2(i),y1(i));
end
CData=CData1+CData2; % here I've added the two gradients
% mask
mask = true(size(N));
mask((X > Y2 | X < Y1) & (X > X2 | X < X1)) = false;
% finalized data
Z = NaN(size(N));
Z(mask) = CData(mask);
Z = normalize(Z, 1, 'range');
% draw a figure!
figure(1); clf;
ax = axes; % create some axes
sc = imagesc(ax, t_vec, x_vec, Z); % plot the data
colormap('summer')
ax.YDir = 'normal' % set the YDir to normal again, imagesc reverses it by default;
hold on
plot(t_vec,x1,'r',t_vec,x2,'r',t_vec,y1,'k',t_vec,y2,'k')
ylim([-120 120]); xlim([0 100])
the result I get is
As you can see, the gradient stretches between the most lower line to the most upper line.
How can I separate between the two color data and present them in the same image (using imagesc) using a different colormap?
Here is a function called comat (see at the bottom of the answer) that I once made for something similar, I think you might find it useful in your case. Here's an example how to use it:
imagesc(t_vec, x_vec, comat(CData2.*mask,CData1.*mask));
colormap([summer(256).^2;flipud(bone(256).^0.5)]); % and the two colormaps
set(gca,'Ydir','normal')
The result is:
I'm not sure this is what you meant, but you can see how the data of the thin stripe is only visualized using the bone b&w colormap, while the rest is with summer. I also "abused" the colormaps with a ^ factor for emphasizing the range of the gradient.
function z = comat(z1,z2,DR)
% the function combines matrices z1 and z2 for the purpose of
% visualization with 2 different colormaps
% z1,z2 - matrices of the same size
% DR - the dynamic range for visualization (default 256)
%example
%imagesc(comat(z1,z2)); colormap([jet(256);bone(256)]);
%defaults
if (nargin < 3); DR=256; end
%normalize to dynamic range, integer values in the range 0 to DR
z1=double(uint32(DR*(z1-min(z1(:)))./(max(z1(:)-min(z1(:))))));
z2=double(uint32(DR*(z2-min(z2(:)))./(max(z2(:)-min(z2(:))))+DR+1));
thr=DR+2+10; %threshold where data is not important for z2, must be at least DR+2
z=z1.*(z2<thr)+z2.*(z2>thr);
end
I want to plot the field distribution inside a circular structure with radius a.
What I expect to see are circular arrows that from the centre 0 go toward a in the radial direction like this
but I'm obtaining something far from this result. I wrote this
x_np = besselzero(n, p, 1); %toolbox from mathworks.com for the roots
R = 0.1:1:a; PHI = 0:pi/180:2*pi;
for r = 1:size(R,2)
for phi = 1:size(PHI,2)
u_R(r,phi) = -1/2*((besselj(n-1,x_np*R(1,r)/a)-besselj(n+1,x_np*R(1,r)/a))/a)*cos(n*PHI(1,phi));
u_PHI(r,phi) = n*(besselj(n,x_np*R(1,r)/a)/(x_np*R(1,r)))*sin(PHI(1,phi));
end
end
[X,Y] = meshgrid(R);
quiver(X,Y,u_R,u_PHI)
where u_R is supposed to be the radial component and u_PHI the angular component. Supposing the formulas that I'm writing are correct, do you think there is a problem with for cycles? Plus, since R and PHI are not with the same dimension (in this case R is 1x20 and PHI 1X361) I also get the error
The size of X must match the size of U or the number of columns of U.
that I hope to solve it if I figure out which is the problem with the cycles.
This is the plot that I get
The problem has to do with a difference in co-ordinate systems.
quiver expects inputs in a Cartesian co-ordinate system.
The rest of your code seems to be expressed in a polar co-ordinate system.
Here's a snippet that should do what you want. The initial parameters section is filled in with random values because I don't have besselzero or the other details of your problem.
% Define initial parameters
x_np = 3;
a = 1;
n = 1;
% Set up domain (Cartesian)
x = -a:0.1:a;
y = -a:0.1:a;
[X, Y] = meshgrid(x, y);
% Allocate output
U = zeros(size(X));
V = zeros(size(X));
% Loop over each point in domain
for ii = 1:length(x)
for jj = 1:length(y)
% Compute polar representation
r = norm([X(ii,jj), Y(ii,jj)]);
phi = atan2(Y(ii,jj), X(ii,jj));
% Compute polar unit vectors
rhat = [cos(phi); sin(phi)];
phihat = [-sin(phi); cos(phi)];
% Compute output (in polar co-ordinates)
u_R = -1/2*((besselj(n-1, x_np*r/a)-besselj(n+1, x_np*r/a))/a)*cos(n*phi);
u_PHI = n*(besselj(n, x_np*r/a)/(x_np*r))*sin(phi);
% Transform output to Cartesian co-ordinates
U(ii,jj) = u_R*rhat(1) + u_PHI*phihat(1);
V(ii,jj) = u_R*rhat(2) + u_PHI*phihat(2);
end
end
% Generate quiver plot
quiver(X, Y, U, V);
I want to make a grid (Uniform Mapping) in matlab without Meshgrid.
I have make grid with meshgrid but now I just want to make it with a loop or any Second Method (without meshgrid)
This is my code using meshgrid:
figure(6)
[X,Y] = meshgrid(-1:0.1:1, -1:0.1:1)
plot(X,Y,'k-')
hold on
plot(Y,X,'k-');
use repmat, or multiply by ones vectors for even more basic functionality:
x = -1:0.1:1;
y = -1:0.1:1;
% with repmat
X1 = repmat(x(:)',[numel(y),1]);
Y1 = repmat(y(:),[1,numel(x)]);
% multiply with ones
X2 = ones(numel(y),1)*x(:)';
Y2 = y(:)*ones(1,numel(x));
% meshgrid
[X3,Y3] = meshgrid(x, y);
isequal(X1,X2,X3) && isequal(Y1,Y2,Y3) % true
plot(X1,Y1,'k');
hold on
plot(Y1,X1,'k');
I am coding a Gaussian Process regression algorithm. Here is the code:
% Data generating function
fh = #(x)(2*cos(2*pi*x/10).*x);
% range
x = -5:0.01:5;
N = length(x);
% Sampled data points from the generating function
M = 50;
selection = boolean(zeros(N,1));
j = randsample(N, M);
% mark them
selection(j) = 1;
Xa = x(j);
% compute the function and extract mean
f = fh(Xa) - mean(fh(Xa));
sigma2 = 1;
% computing the interpolation using all x's
% It is expected that for points used to build the GP cov. matrix, the
% uncertainty is reduced...
K = squareform(pdist(x'));
K = exp(-(0.5*K.^2)/sigma2);
% upper left corner of K
Kaa = K(selection,selection);
% lower right corner of K
Kbb = K(~selection,~selection);
% upper right corner of K
Kab = K(selection,~selection);
% mean of posterior
m = Kab'*inv(Kaa+0.001*eye(M))*f';
% cov. matrix of posterior
D = Kbb - Kab'*inv(Kaa + 0.001*eye(M))*Kab;
% sampling M functions from from GP
[A,B,C] = svd(Kaa);
F0 = A*sqrt(B)*randn(M,M);
% mean from GP using sampled points
F0m = mean(F0,2);
F0d = std(F0,0,2);
%%
% put together data and estimation
F = zeros(N,1);
S = zeros(N,1);
F(selection) = f' + F0m;
S(selection) = F0d;
% sampling M function from posterior
[A,B,C] = svd(D);
a = A*sqrt(B)*randn(N-M,M);
% mean from posterior GPs
Fm = m + mean(a,2);
Fmd = std(a,0,2);
F(~selection) = Fm;
S(~selection) = Fmd;
%%
figure;
% show what we got...
plot(x, F, ':r', x, F-2*S, ':b', x, F+2*S, ':b'), grid on;
hold on;
% show points we got
plot(Xa, f, 'Ok');
% show the whole curve
plot(x, fh(x)-mean(fh(x)), 'k');
grid on;
I expect to get some nice figure where the uncertainty of unknown data points would be big and around sampled data points small. I got an odd figure and even odder is that the uncertainty around sampled data points is bigger than on the rest. Can someone explain to me what I am doing wrong? Thanks!!
There are a few things wrong with your code. Here are the most important points:
The major mistake that makes everything go wrong is the indexing of f. You are defining Xa = x(j), but you should actually do Xa = x(selection), so that the indexing is consistent with the indexing you use on the kernel matrix K.
Subtracting the sample mean f = fh(Xa) - mean(fh(Xa)) does not serve any purpose, and makes the circles in your plot be off from the actual function. (If you choose to subtract something, it should be a fixed number or function, and not depend on the randomly sampled observations.)
You should compute the posterior mean and variance directly from m and D; no need to sample from the posterior and then obtain sample estimates for those.
Here is a modified version of the script with the above points fixed.
%% Init
% Data generating function
fh = #(x)(2*cos(2*pi*x/10).*x);
% range
x = -5:0.01:5;
N = length(x);
% Sampled data points from the generating function
M = 5;
selection = boolean(zeros(N,1));
j = randsample(N, M);
% mark them
selection(j) = 1;
Xa = x(selection);
%% GP computations
% compute the function and extract mean
f = fh(Xa);
sigma2 = 2;
sigma_noise = 0.01;
var_kernel = 10;
% computing the interpolation using all x's
% It is expected that for points used to build the GP cov. matrix, the
% uncertainty is reduced...
K = squareform(pdist(x'));
K = var_kernel*exp(-(0.5*K.^2)/sigma2);
% upper left corner of K
Kaa = K(selection,selection);
% lower right corner of K
Kbb = K(~selection,~selection);
% upper right corner of K
Kab = K(selection,~selection);
% mean of posterior
m = Kab'/(Kaa + sigma_noise*eye(M))*f';
% cov. matrix of posterior
D = Kbb - Kab'/(Kaa + sigma_noise*eye(M))*Kab;
%% Plot
figure;
grid on;
hold on;
% GP estimates
plot(x(~selection), m);
plot(x(~selection), m + 2*sqrt(diag(D)), 'g-');
plot(x(~selection), m - 2*sqrt(diag(D)), 'g-');
% Observations
plot(Xa, f, 'Ok');
% True function
plot(x, fh(x), 'k');
A resulting plot from this with 5 randomly chosen observations, where the true function is shown in black, the posterior mean in blue, and confidence intervals in green.
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)