This is my code for finding the centered coefficients for lagrange polynomial interpolation:
% INPUT
% f f scalar - valued function
% interval interpolation interval [a, b]
% n interpolation order
%
% OUTPUT
% coeff centered coefficients of Lagrange interpolant
function coeff = lagrangeInterp (f, interval , n)
a = interval(1);
b = interval(2);
x = linspace(a,b,n+1);
y = f(x);
coeff(1,:) = polyfit(x,y,n);
end
Which is called in the following script
%Plot lagrangeInterp and sin(x) together
hold on
x = 0:0.1*pi:2*pi;
for n = 1:1:4
coeff = lagrangeInterp(#(x)sin(x),[0,2*pi],n);
plot(x,polyval(coeff,x,'-'));
end
y = sin(x);
plot(x,y);
legend('1st order','2nd order','3rd order','4th order','sin(x)');
To check for stability I would like to perturb the function (eg g(x) = f(x) + epsilon). How would I go about this?
Well, a little trick for you.
You know randn([m,n]) in matlab generate a m*n random matrix. The point is to generate a random vector, and interp1 to a function of x. Like this:
x = linspace(a,b,n+1); % Your range of input
g = #(ep,xx)f(xx)+interp1(x,ep*randn([length(x),1]),xx);
Related
I have 2 vectors and a scalar:
grid which is (N x 1);
Value which is (N x 1);
sval which is (1,1);
If I want to interpolate sval on grid I know that I can simply do:
intervalue = interp1(grid, Value, sval, 'PCHIP');
What if now I want the derivatives, i.e. the slope of the function Value at that particular point sval?
As mentioned in the comments, you can approximate the derivative by forward finite difference approximation:
slope = diff(Value) ./ diff(grid);
Alternatively:
slope = gradient(Value(1:end-1),grid);
This is a simple method of numerical differentiation. For a detailed guide on numerical differentiation in MATALB, see this answer.
Here is an example of the finite difference method with the desired interpolation:
% Define function y = x^3
grid = 1:100;
Value = grid .^ 3;
% Approximate derivative via the local slope
slope = diff(Value) ./ diff(grid);
% Or: slope = gradient(Value(1:end-1),grid);
slope_grid = grid(1:end-1);
% Interpolate derivative
sval = 33.5;
sval_slope = interp1(slope_grid, slope, sval, 'PCHIP');
We can visualize the result:
figure;
plot(grid, 3*grid.^2)
hold on
plot(slope_grid, slope)
legend('Reference', 'Approximation', 'Location', 'NorthWest')
I want to write an m-file function demoTaylorlog(x0,dx) that does the equivalent but for the Taylor series representation of f(x) = ln(x).
This is what I have, but it does not work. I am not sure if it is the right code. How should I fix it?
function demoTaylorlog(x0,dx)
% demoTaylor Taylor Series approximations for f(x) = 1/(1-x)
%Synopsis:
% demoTaylorlog(x0,dx)
% Input: x0 = (optional) point about which the Taylor Series expansion is
% made. Default: x0 = 1.6;
% dx = (optional) size of neighborhood over which the expansion
% is evaluated. Default: dx = 0.8
% Output: a plot of f(x) and its Taylor Series approximations
if nargin<2, x0 = 1.6; dx = 0.8; end
x = linspace(x0-dx/2,x0+dx/2,20);
% x-values at which f(x) is evaluated
f(x)= log(x);
% Exact f(x); notice the array operator
h = x - x0;
% Avoid recomputing intermediate values,
t = 1/(1-x0);
% h and t p1x = t*ones(size(x)) + h*t^2;
% First order Taylor polynomial p2x = p1x+ (h.^2)*t^3;
% Second order " " " p3x = p2x + (h.^3)*t^4;
% Third
plot(x,fx,'-',x,p1x,'o-',x,p2x,'^-',x,p3x,'s-');
legend('exact','P_1(x)','P_2(x)','P_3(x)',4);
xlabel('x');
ylabel('Approximations to f(x) = 1/(1-x)');
end
In the statement f(x)= log(x); f is a vector and log is a function. Suppose that your x vector is [0.12 0.24 0.36] then the statement with the error is equivalent to:
f(0.12) = log(0.12);
f(0.24) = log(0.24);
f(0.36) = log(0.36);
But if fis a vector the assignment to f(0.12) has no sense because .12 is not a positive integer or a logical value (as the error says).
You should write f = log(x);
Given a system of the form y' = A*y(t) with solution y(t) = e^(tA)*y(0), where e^A is the matrix exponential (i.e. sum from n=0 to infinity of A^n/n!), how would I use matlab to compute the solution given the values of matrix A and the initial values for y?
That is, given A = [-2.1, 1.6; -3.1, 2.6], y(0) = [1;2], how would I solve for y(t) = [y1; y2] on t = [0:5] in matlab?
I try to use something like
t = 0:5
[y1; y2] = expm(A.*t).*[1;2]
and I'm finding errors in computing the multiplication due to dimensions not agreeing.
Please note that matrix exponential is defined for square matrices. Your attempt to multiply the attenuation coefs with the time vector doesn't give you what you'd want (which should be a 3D matrix that should be exponentiated slice by slice).
One of the simple ways would be this:
A = [-2.1, 1.6; -3.1, 2.6];
t = 0:5;
n = numel(t); %'number of samples'
y = NaN(2, n);
y(:,1) = [1;2];
for k =2:n
y(:,k) = expm(t(k)*A) * y(:,1);
end;
figure();
plot(t, y(1,:), t, y(2,:));
Please note that in MATLAB array are indexed from 1.
I am trying to write a function that implements Newton's method in two dimensions and whilst I have done this, I have to now adjust my script so that the input parameters of my function must be f(x) in a column vector, the Jacobian matrix of f(x), the initial guess x0 and the tolerance where the function f(x) and its Jacobian matrix are in separate .m files.
As an example of a script I wrote that implements Newton's method, I have:
n=0; %initialize iteration counter
eps=1; %initialize error
x=[1;1]; %set starting value
%Computation loop
while eps>1e-10&n<100
g=[x(1)^2+x(2)^3-1;x(1)^4-x(2)^4+x(1)*x(2)]; %g(x)
eps=abs(g(1))+abs(g(2)); %error
Jg=[2*x(1),3*x(2)^2;4*x(1)^3+x(2),-4*x(2)^3+x(1)]; %Jacobian
y=x-Jg\g; %iterate
x=y; %update x
n=n+1; %counter+1
end
n,x,eps %display end values
So with this script, I had implemented the function and the Jacobian matrix into the actual script and I am struggling to work out how I can actually create a script with the input parameters required.
Thanks!
If you don't mind, I'd like to restructure your code so that it is more dynamic and more user friendly to read.
Let's start with some preliminaries. If you want to make your script truly dynamic, then I would recommend that you use the Symbolic Math Toolbox. This way, you can use MATLAB to tackle derivatives of functions for you. You first need to use the syms command, followed by any variable you want. This tells MATLAB that you are now going to treat this variable as "symbolic" (i.e. not a constant). Let's start with some basics:
syms x;
y = 2*x^2 + 6*x + 3;
dy = diff(y); % Derivative with respect to x. Should give 4*x + 6;
out = subs(y, 3); % The subs command will substitute all x's in y with the value 3
% This should give 2*(3^2) + 6*3 + 3 = 39
Because this is 2D, we're going to need 2D functions... so let's define x and y as variables. The way you call the subs command will be slightly different:
syms x, y; % Two variables now
z = 2*x*y^2 + 6*y + x;
dzx = diff(z, 'x'); % Differentiate with respect to x - Should give 2*y^2 + 1
dzy = diff(z, 'y'); % Differentiate with respect to y - Should give 4*x*y + 6
out = subs(z, {x, y}, [2, 3]); % For z, with variables x,y, substitute x = 2, y = 3
% Should give 56
One more thing... we can place equations into vectors or matrices and use subs to simultaneously substitute all values of x and y into each equation.
syms x, y;
z1 = 3*x + 6*y + 3;
z2 = 3*y + 4*y + 4;
f = [z1; z2];
out = subs(f, {x,y}, [2, 3]); % Produces a 2 x 1 vector with [27; 25]
We can do the same thing for matrices, but for brevity I won't show you how to do that. I will defer to the code and you can see it then.
Now that we have that established, let's tackle your code one piece at a time to truly make this dynamic. Your function requires the initial guess x0, the function f(x) as a column vector, the Jacobian matrix as a 2 x 2 matrix and the tolerance tol.
Before you run your script, you will need to generate your parameters:
syms x y; % Make x,y symbolic
f1 = x^2 + y^3 - 1; % Make your two equations (from your example)
f2 = x^4 - y^4 + x*y;
f = [f1; f2]; % f(x) vector
% Jacobian matrix
J = [diff(f1, 'x') diff(f1, 'y'); diff(f2, 'x') diff(f2, 'y')];
% Initial vector
x0 = [1; 1];
% Tolerance:
tol = 1e-10;
Now, make your script into a function:
% To run in MATLAB, do:
% [n, xout, tol] = Jacobian2D(f, J, x0, tol);
% disp('n = '); disp(n); disp('x = '); disp(xout); disp('tol = '); disp(tol);
function [n, xout, tol] = Jacobian2D(f, J, x0, tol)
% Just to be sure...
syms x, y;
% Initialize error
ep = 1; % Note: eps is a reserved keyword in MATLAB
% Initialize counter
n = 0;
% For the beginning of the loop
% Must transpose into a row vector as this is required by subs
xout = x0';
% Computation loop
while ep > tol && n < 100
g = subs(f, {x,y}, xout); %g(x)
ep = abs(g(1)) + abs(g(2)); %error
Jg = subs(J, {x,y}, xout); %Jacobian
yout = xout - Jg\g; %iterate
xout = yout; %update x
n = n + 1; %counter+1
end
% Transpose and convert back to number representation
xout = double(xout');
I should probably tell you that when you're doing computation using the Symbolic Math Toolbox, the data type of the numbers as you're calculating them are a sym object. You probably want to convert these back into real numbers and so you can use double to cast them back. However, if you leave them in the sym format, it displays your numbers as neat fractions if that's what you're looking for. Cast to double if you want the decimal point representation.
Now when you run this function, it should give you what you're looking for. I have not tested this code, but I'm pretty sure this will work.
Happy to answer any more questions you may have. Hope this helps.
Cheers!
I'm trying to get Matlab to take this as a function of x_1 through x_n and y_1 through y_n, where k_i and r_i are all constants.
So far my idea was to take n from the user and make two 1×n vectors called x and y, and for the x_i just pull out x(i). But I don't know how to make an arbitrary sum in MATLAB.
I also need to get the gradient of this function, which I don't know how to do either. I was thinking maybe I could make a loop and add that to the function each time, but MATLAB doesn't like that.
I don't believe a loop is necessary for this calculation. MATLAB excels at vectorized operations, so would something like this work for you?
l = 10; % how large these vectors are
k = rand(l,1); % random junk values to work with
r = rand(l,1);
x = rand(l,1);
y = rand(l,1);
vals = k(1:end-1) .* (sqrt(diff(x).^2 + diff(y).^2) - r(1:end-1)).^2;
sum(vals)
EDIT: Thanks to #Amro for correcting the formula and simplifying it with diff.
You can solve for the gradient symbolically with:
n = 10;
k = sym('k',[1 n]); % Create n variables k1, k2, ..., kn
x = sym('x',[1 n]); % Create n variables x1, x2, ..., xn
y = sym('y',[1 n]); % Create n variables y1, y2, ..., yn
r = sym('r',[1 n]); % Create n variables r1, r2, ..., rn
% Symbolically sum equation
s = sum((k(1:end-1).*sqrt((x(2:end)-x(1:end-1)).^2+(y(2:end)-y(1:end-1)).^2)-r(1:end-1)).^2)
grad_x = gradient(s,x) % Gradient with respect to x vector
grad_y = gradient(s,y) % Gradient with respect to y vector
The symbolic sum and gradients can be evaluated and converted to floating point with:
% n random data values for k, x, y, and r
K = rand(1,n);
X = rand(1,n);
Y = rand(1,n);
R = rand(1,n);
% Substitute in data for symbolic variables
S = double(subs(s,{[k,x,y,r]},{[K,X,Y,R]}))
GRAD_X = double(subs(grad_x,{[k,x,y,r]},{[K,X,Y,R]}))
GRAD_Y = double(subs(grad_y,{[k,x,y,r]},{[K,X,Y,R]}))
The gradient function is the one overloaded for symbolic variables (type help sym/gradient) or see the more detailed documentation online).
Yes, you could indeed do this with a loop, considering that x, y, k, and r are already defined.
n = length(x);
s = 0;
for j = 2 : n
s = s + k(j-1) * (sqrt((x(j) - x(j-1)).^2 + (y(j) - y(j-1)).^2) - r(j-1)).^2
end
You should derive the gradient analytically and then plug in numbers. It should not be too hard to expand these terms and then find derivatives of the resulting polynomial.
Vectorized solution is something like (I wonder why do you use sqrt().^2):
is = 2:n;
result = sum( k(is - 1) .* abs((x(is) - x(is-1)).^2 + (y(is) - y(is-1)).^2 - r(is-1)));
You can either compute gradient symbolically or rewrite this code as a function and make a standard +-eps calculation. If you need a gradient to run optimization (you code looks like a fitness function) you could use algorithms that calculate them themselves, for example, fminsearch can do this