question about solving system of equations using symbolic math - matlab

I want to use symbolic symbol to solve a system of linear equation. So I prepare the following code.
A=[1,2;3,4];
% syms x
x=sym('x_%d',[2 1]);
eqn=A*x==[1;2];
result=solve(eqn,x)
Interestingly, it works, but when I read the variable result, it gives a 1X1 struct with x_1 and x_2 are 1X1 sym. But what I expect get should be 2 real values, why? Could someone explain it? Remark: do not want to use A^-1*[1;2] to obtain the answer.

If you set the output to single variable solve returns a structure
data type that contains all the solutions, to get each solution use
the dot. assignment, like result.x_1 or result.x_2
The code is as follows
A=[1,2;3,4];
% syms x
x=sym('x_%d',[2 1]);
eqn=A*x==[1;2];
result = solve(eqn,x);
result.x_1
% 0
result.x_2
% 1/2
If you want to have result as an array, use multiple output format, like
result(1) for the first variable, result(2) for the second variable
The code is as follows
A=[1,2;3,4];
% syms x
x=sym('x_%d',[2 1]);
eqn=A*x==[1;2];
[result(1), result(2)] = solve(eqn,x);
result
% result = [0 , 1/2]

Related

How can vector elements with indexing be used in a MATLAB symbolic expression?

I would like to create a MATLAB function with vector inputs. The problem is that the inputs of a function created by matlabFunction() has only scalar inputs.
x = sym('x',[2 1]);
y = sym('y',[2 1]);
f=x(1)+x(2)+y(1)+y(2);
matlabFunction(f,'file','testFunction.m');
matlabFunction(f,'file','testFunction.m','vars',[x,y]); % tried with different options but doesn't work
This is the result (with x1,x2,y1,y2 inputs instead of x,y):
function f = testFunction(x1,x2,y1,y2)
%TESTFUNCTION
% F = TESTFUNCTION(X1,X2,Y1,Y2)
% This function was generated by the Symbolic Math Toolbox version 8.2.
% 10-Apr-2019 21:28:40
f = x1+x2+y1+y2;
Is there a solution to this problem within MATLAB? Or do I need to write a program opening the file as txt and replacing the words...
Update: I managed to solve the problem. For me, the best solution is the odeToVectorField() function.
Manually it is more difficult to give vector inputs to a function created by matlabFunction(). One way is the following:
syms y;
f=str2sym('y(1)+y(2)');
matlabFunction(f,'File','fFunction','Vars',y);
With this method, you need to manipulate the equation as a string (which is possible but not practical...), then re-convert it to symbolic expression.
If you check the result of f=x(1)+x(2)+y(1)+y(2) you will see that it is also scalar. Do simple test:
x = sym('x',[2 1]);
y = sym('y',[2 1]);
f=x(1)+x(2)+y(1)+y(2);
disp(f)
The results is x1 + x2 + y1 + y2. So there's nothing wrong with your matlabFunction expression, it just save what you give. If you need it to be stored in the form x(1)+x(2)+y(1)+y(2) you need to rewrite your f expression so it will be stored in vector form, until passing it to matlabFunction. Or alternatively you can create your file structure manualy using fprintf, look docs.

defining the X values for a code

I have this task to create a script that acts similarly to normcdf on matlab.
x=linspace(-5,5,1000); %values for x
p= 1/sqrt(2*pi) * exp((-x.^2)/2); % THE PDF for the standard normal
t=cumtrapz(x,p); % the CDF for the standard normal distribution
plot(x,t); %shows the graph of the CDF
The problem is when the t values are assigned to 1:1000 instead of -5:5 in increments. I want to know how to assign the correct x values, that is -5:5,1000 to the t values output? such as when I do t(n) I get the same result as normcdf(n).
Just to clarify: the problem is I cannot simply say t(-5) and get result =1 as I would in normcdf(1) because the cumtrapz calculated values are assigned to x=1:1000 instead of -5 to 5.
Updated answer
Ok, having read your comment; here is how to do what you want:
x = linspace(-5,5,1000);
p = 1/sqrt(2*pi) * exp((-x.^2)/2);
cdf = cumtrapz(x,p);
q = 3; % Query point
disp(normcdf(q)) % For reference
[~,I] = min(abs(x-q)); % Find closest index
disp(cdf(I)) % Show the value
Sadly, there is no matlab syntax which will do this nicely in one line, but if you abstract finding the closest index into a different function, you can do this:
cdf(findClosest(x,q))
function I = findClosest(x,q)
if q>max(x) || q<min(x)
warning('q outside the range of x');
end
[~,I] = min(abs(x-q));
end
Also; if you are certain that the exact value of the query point q exists in x, you can just do
cdf(x==q);
But beware of floating point errors though. You may think that a certain range outght to contain a certain value, but little did you know it was different by a tiny roundoff erorr. You can see that in action for example here:
x1 = linspace(0,1,1000); % Range
x2 = asin(sin(x1)); % Ought to be the same thing
plot((x1-x2)/eps); grid on; % But they differ by rougly 1 unit of machine precision
Old answer
As far as I can tell, running your code does reproduce the result of normcdf(x) well... If you want to do exactly what normcdf does them use erfc.
close all; clear; clc;
x = linspace(-5,5,1000);
cdf = normcdf(x); % Result of normcdf for comparison
%% 1 Trapezoidal integration of normal pd
p = 1/sqrt(2*pi) * exp((-x.^2)/2);
cdf1 = cumtrapz(x,p);
%% 2 But error function IS the integral of the normal pd
cdf2 = (1+erf(x/sqrt(2)))/2;
%% 3 Or, even better, use the error function complement (works better for large negative x)
cdf3 = erfc(-x/sqrt(2))/2;
fprintf('1: Mean error = %.2d\n',mean(abs(cdf1-cdf)));
fprintf('2: Mean error = %.2d\n',mean(abs(cdf2-cdf)));
fprintf('3: Mean error = %.2d\n',mean(abs(cdf3-cdf)));
plot(x,cdf1,x,cdf2,x,cdf3,x,cdf,'k--');
This gives me
1: Mean error = 7.83e-07
2: Mean error = 1.41e-17
3: Mean error = 00 <- Because that is literally what normcdf is doing
If your goal is not not to use predefined matlab funcitons, but instead to calculate the result numerically (i.e. calculate the error function) then it's an interesting challange which you can read about for example here or in this stats stackexchange post. Just as an example, the following piece of code calculates the error function by implementing eq. 2 form the first link:
nerf = #(x,n) (-1)^n*2/sqrt(pi)*x.^(2*n+1)./factorial(n)/(2*n+1);
figure(1); hold on;
temp = zeros(size(x)); p =[];
for n = 0:20
temp = temp + nerf(x/sqrt(2),n);
if~mod(n,3)
p(end+1) = plot(x,(1+temp)/2);
end
end
ylim([-1,2]);
title('\Sigma_{n=0}^{inf} ( 2/sqrt(pi) ) \times ( (-1)^n x^{2*n+1} ) \div ( n! (2*n+1) )');
p(end+1) = plot(x,cdf,'k--');
legend(p,'n = 0','\Sigma_{n} 0->3','\Sigma_{n} 0->6','\Sigma_{n} 0->9',...
'\Sigma_{n} 0->12','\Sigma_{n} 0->15','\Sigma_{n} 0->18','normcdf(x)',...
'location','southeast');
grid on; box on;
xlabel('x'); ylabel('norm. cdf approximations');
Marcin's answer suggests a way to find the nearest sample point. It is easier, IMO, to interpolate. Given x and t as defined in the question,
interp1(x,t,n)
returns the estimated value of the CDF at x==n, for whatever value of n. But note that, for values outside the computed range, it will extrapolate and produce unreliable values.
You can define an anonymous function that works like normcdf:
my_normcdf = #(n)interp1(x,t,n);
my_normcdf(-5)
Try replacing x with 0.01 when you call cumtrapz. You can either use a vector or a scalar spacing for cumtrapz (https://www.mathworks.com/help/matlab/ref/cumtrapz.html), and this might solve your problem. Also, have you checked the original x-values? Is the problem with linspace (i.e. you are not getting the correct x vector), or with cumtrapz?

Integral of an integral

Why does the error message of this code return: "Subscript indices must either be real positive integers or logicals.", when I am using ceil for every subscript?
A=1:1:100;
B=1:1:100;
C=1;
D=1:1:100;
E=2;
F=1:1:100;
G=1:1:100;
H=0.1:0.1:10;
fun_1=#(t)integral(#(ti)G(ceil(ti)).*H(ceil(t-ti)),0.1,t-1);
fun_2=#(t)integral(#(ti)G(ceil(ti)).*B(ceil(ti)).*(C.*D(t).^E)./F(t).*...
exp(-integral(#(x)(C.*D(ceil(x)).^E)./F(ceil(x)),ti,5)-K.*(t-ti)),0.1,t-
1,'ArrayValued',true);
I=500;
J=1000;
K=2;
fun_3=#(t)I*integral(#(ti)min(fun_2(ceil(ti)),J).*exp(-(K+I).*(t-ti)),0.1,t-
1);
t=1:1:5;
figure(1)
fplot(fun_1,t);
figure(2)
fplot(fun_2,t);
figure(3)
fplot(fun_3,t);
fplot see documentation Called as fplot(f,xinterval) evaluates your function handle f over the interval xinterval. IT will evaluate f at automatically determined steps along that given interval.
From the docs:
xinterval — Interval for x [–5 5] (default) | two-element vector of
form [xmin xmax]
You seem to be trying to specify exactly where you want your functions evaluated
t=1:1:5;
...
fplot(fun_1,t);
But it doesn't work that way. What is happening is that fplot is evaluating the function from 1 to 2 (the first 2 elements of t). So for example it might feed values of t = 1, 1.05, 1.1,... ,2 into your fun_# functions.
You can tell this because you first function which does work actually plots over the x-range of 1 to 2.
The reason you are getting a subscript indices error is because in fun_2 you have this ...(C.*D(t).^E)./F(t).*... Since fplot is feeding in values for t which are spaced between 1 and 2 (ex. 1.1) that is not a valid index.
If you really just want the values of your functions at t = 1:1:5 The you probably do not want to use fplot and just want evaluate the functions at those times and plot it.
y = feval(fun_1,t);
plot(t,y)
EDIT: The above code doesn't work
You will need to do something like the code below. This is because the 2nd & 3rd trems to the intergral function need to be scalar (1x1). If you feed them an array for t then they crash. So evaluate at each t not all at once.
figure(1)
y_1 = arrayfun(fun_1,t);
plot(t,y_1);
figure(2)
y_2 = arrayfun(fun_2,t);
plot(t,y_2);
figure(3)
y_3 = arrayfun(fun_3,t);
plot(t,y_3);
Note: the Third function still errors ... and I'm not 100% sure why. I didn't really look at it.

How solve a system of ordinary differntial equation with time-dependent parameters

How solve a system of ordinary differential equation ..an initial value problem ....with parameters dependent on time or independent variable?
say the equation I have
Dy(1)/dt=a(t)*y(1)+b(t)*y(2);
Dy(2)/dt=-a(t)*y(3)+b(t)*y(1);
Dy(3)/dt=a(t)*y(2);
where a(t) is a vector and b(t) =c*a(t); where the value of a and b are changing with time not in monotone way and each time step.
I tried to solve this using this post....but when I applied the same principle ...I got the error message
"Error using griddedInterpolant The point coordinates are not
sequenced in strict monotonic order."
Can someone please help me out?
Please read until the end to see whether the first part or second part of the answer is relevant to you:
Part 1:
First create an .m file with a function that describe your calculation and functions that will give a and b. For example: create a file called fun_name.m that will contain the following code:
function Dy = fun_name(t,y)
Dy=[ a(t)*y(1)+b(t)*y(2); ...
-a(t)*y(3)+b(t)*y(1); ...
a(t)*y(2)] ;
end
function fa=a(t);
fa=cos(t); % or place whatever you want to place for a(t)..
end
function fb=b(t);
fb=sin(t); % or place whatever you want to place for b(t)..
end
Then use a second file with the following code:
t_values=linspace(0,10,101); % the time vector you want to use, or use tspan type vector, [0 10]
initial_cond=[1 ; 0 ; 0];
[tv,Yv]=ode45('fun_name',t_values,initial_cond);
plot(tv,Yv(:,1),'+',tv,Yv(:,2),'x',tv,Yv(:,3),'o');
legend('y1','y2','y3');
Of course for the fun_name.m case I wrote you need not use sub functions for a(t) and b(t), you can just use the explicit functional form in Dy if that is possible (like cos(t) etc).
Part 2: If a(t) , b(t) are just vectors of numbers you happen to have that cannot be expressed as a function of t (as in part 1), then you'll need to have also a time vector for which each of them happens, this can be of course the same time you'll use for the ODE, but it need not be, as long as an interpolation will work. I'll treat the general case, when they have different time spans or resolutions. Then you can do something of the following, create the fun_name.m file:
function Dy = fun_name(t, y, at, a, bt, b)
a = interp1(at, a, t); % Interpolate the data set (at, a) at times t
b = interp1(at, b, t); % Interpolate the data set (bt, b) at times t
Dy=[ a*y(1)+b*y(2); ...
-a*y(3)+b*y(1); ...
a*y(2)] ;
In order to use it, see the following script:
%generate bogus `a` ad `b` function vectors with different time vectors `at` and `bt`
at= linspace(-1, 11, 74); % Generate t for a in a generic case where their time span and sampling can be different
bt= linspace(-3, 33, 122); % Generate t for b
a=rand(numel(at,1));
b=rand(numel(bt,1));
% or use those you have, but you also need to pass their time info...
t_values=linspace(0,10,101); % the time vector you want to use
initial_cond=[1 ; 0 ; 0];
[tv,Yv]= ode45(#(t,y) fun_name(t, y, at, a, bt, b), t_values, initial_cond); %
plot(tv,Yv(:,1),'+',tv,Yv(:,2),'x',tv,Yv(:,3),'o');
legend('y1','y2','y3');

MATLAB Function (Solving an Error)

I have one file with the following code:
function fx=ff(x)
fx=x;
I have another file with the following code:
function g = LaplaceTransform(s,N)
g = ff(x)*exp(-s*x);
a=0;
b=1;
If=0;
h=(b-a)/N;
If=If+g(a)*h/2+g(b)*h/2;
for i=1:(N-1)
If=If+g(a+h*i)*h;
end;
If
Whenever I run the second file, I get the following error:
Undefined function or variable 'x'.
What I am trying to do is integrate the function g between 0 and 1 using trapezoidal approximations. However, I am unsure how to deal with x and that is clearly causing problems as can be seen with the error.
Any help would be great. Thanks.
Looks like what you're trying to do is create a function in the variable g. That is, you want the first line to mean,
"Let g(x) be a function that is calculated like this: ff(x)*exp(-s*x)",
rather than
"calculate the value of ff(x)*exp(-s*x) and put the result in g".
Solution
You can create a subfunction for this
function result = g(x)
result = ff(x) * exp(-s * x);
end
Or you can create an anonymous function
g = #(x) ff(x) * exp(-s * x);
Then you can use g(a), g(b), etc to calculate what you want.
You can also use the TRAPZ function to perform trapezoidal numerical integration. Here is an example:
%# parameters
a = 0; b = 1;
N = 100; s = 1;
f = #(x) x;
%# integration
X = linspace(a,b,N);
Y = f(X).*exp(-s*X);
If = trapz(X,Y) %# value returned: 0.26423
%# plot
area(X,Y, 'FaceColor',[.5 .8 .9], 'EdgeColor','b', 'LineWidth',2)
grid on, set(gca, 'Layer','top', 'XLim',[a-0.5 b+0.5])
title('$\int_0^1 f(x) e^{-sx} \,dx$', 'Interpreter','latex', 'FontSize',14)
The error message here is about as self-explanatory as it gets. You aren't defining a variable called x, so when you reference it on the first line of your function, MATLAB doesn't know what to use. You need to either define it in the function before referencing it, pass it into the function, or define it somewhere further up the stack so that it will be accessible when you call LaplaceTransform.
Since you're trying to numerically integrate with respect to x, I'm guessing you want x to take on values evenly spaced on your domain [0,1]. You could accomplish this using e.g.
x = linspace(a,b,N);
EDIT: There are a couple of other problems here: first, when you define g, you need to use .* instead of * to multiply the elements in the arrays (by default MATLAB interprets multiplication as matrix multiplication). Second, your calls g(a) and g(b) are treating g as a function instead of as an array of function values. This is something that takes some getting used to in MATLAB; instead of g(a), you really want the first element of the vector g, which is given by g(1). Similarly, instead of g(b), you want the last element of g, which is given by g(length(g)) or g(end). If this doesn't make sense, I'd suggest looking at a basic MATLAB tutorial to get a handle on how vectors and functions are used.