Finding the odd point in a dataset without using loops - matlab

I am given a set of points (p1,q1) (p2,q2) ... (p20,q20) which satisfy the function q = 1/(ap + b)^2 except that one of these does not satisfy the given relation. The values of a and b are not given to me. All I have with me is two inputs p and q as arrays. I need to find the index of the point which does not satisfy the given relation.
The way I proceeded to solve is to find the values of a and b using the first two pairs (p1,q1) and (p2,q2) and check if the remaining points satisfy the function for the solved values of a and b. The results will be stored in a logical matrix. I wish to make use of the logical matrix to pick out the odd pair, but unable to proceed further.
Specifically, the challenge is to make use of vectorization in MATLAB to find the odd point, instead of resorting to for-loops. I think that I will have to first search for the only logical zero in any of the row. In that case, the column index of that zero will fetch me the odd point. But, if there are more than one zeros in all 4 rows, then the odd point is either of the first two pairs. I need help in translating this to efficient code in MATLAB.
Please note that vectors p and q have been named as x and y in the below code.
function [res, sol] = findThePair(x, y)
N = length(x);
syms a b
vars = [a,b];
eqns = [y(1) - 1/(a*x(1) + b)^2 == 0; y(2) - 1/(a*x(2) + b)^2];
[solA, solB] = solve(eqns,vars);
sol = [double(solA) double(solB)]; %solution of a & b (total 4 possibilites)
xTest = x(3:end); % performing check on remaining points
yTest = y(3:end);
res = zeros(4, N-2); % logical matrix to store the results of equality check
for i = 1:4
A = sol(i,1); B = sol(i, 2);
res(i, :) = [yTest == 1./(A*xTest + B).^2]; % perform equality check on remaining points
end

Let's do some maths up front, to avoid needing loops or vectorisation. At most this leaves us with half a dozen function evaluations, and we only need 5 points.
q = 1 / (a*p + b)^2
% ->
sqrt(q) * ( a*p + b ) = 1
% ->
a = ( 1 - b*sqrt(q) ) / ( p * sqrt(q) )
% Sub in some points (1 and 2) ->
a1 = ( 1 - b*sqrt(q1) ) / ( p1 * sqrt(q1) )
a2 = ( 1 - b*sqrt(q2) ) / ( p2 * sqrt(q2) )
% a1 and a2 should be the same ->
( 1 - b*sqrt(q1) ) * ( p2 * sqrt(q2) ) = ( 1 - b*sqrt(q2) ) * ( p1 * sqrt(q1) )
% Rearrange ->
b = ( p2*sqrt(q2) - p1*sqrt(q1) ) / ( (p2-p1)*sqrt(q1)*sqrt(q2) )
We have two unknowns, a and b. All we need are two points to create simultaneous equations. I'll use the following logic
Choose (pm, qm) and (pn, qn) with any m ~= n.
Calculate a and b using the above equation.
test whether (pr, qr) fits with the calculated a and b.
If it fits, we know all three of these must be on the curve, and we have a and b.
If it doesn't fit, we know either point m, n, or r is the outlier. Return to step (1) with two other points, the calculated a and b must be correct, as we've not fitted to the outlier.
Here is some code to implement this:
% Random coeffs, keep things unknown
a = rand*10;
b = rand*10;
% Set up our data
p = 1:20;
q = 1 ./ (a*p + b).^2;
% Create an outlier
q( 3 ) = q( 3 ) + 1;
% Steps as described
% 1.
p1 = p(1); p2 = p(2);
q1 = q(1); q2 = q(2);
% 2.
bGuess = ( p2*sqrt(q2) - p1*sqrt(q1) ) / ( (p2-p1)*sqrt(q1)*sqrt(q2) );
aGuess = ( 1 - bGuess*sqrt(q1) ) / ( p1 * sqrt(q1) );
% 3.
p3 = p(3);
q3Guess = 1 / ( aGuess*p3 + bGuess )^2;
tol = 1e-7; % Use tolerance rather than == comparison to avoid float issues
if abs( q3Guess - q(3) ) < tol
% success
aFit = aGuess;
bFit = bGuess;
else
% p1, p2 or p3 is an outlier! Repeat using other points
% If there's known to be only one outlier, this should give the result
p1 = p(4); p2 = p(5);
q1 = q(4); q2 = q(5);
bFit = ( p2*sqrt(q2) - p1*sqrt(q1) ) / ( (p2-p1)*sqrt(q1)*sqrt(q2) );
aFit = ( 1 - bFit*sqrt(q1) ) / ( p1 * sqrt(q1) );
end
% Validate
fprintf( 'a is valid: %d, b is valid: %d\n', abs(a-aFit)<tol, abs(b-bFit)<tol )

I don't really understand how you were trying to solve this and what do syms (i.e. symbolic variables) have to do with this, so I'll show you how I would solve this problem.
Since we're essentially looking for an outlier, we might as well convert the problem to something that's easier to work with. For this reason, instead of using q as-is, I'm going to invert it: this way, we'd be dealing with an equation of a parabola - which is easy.
Next, knowing that our points should lie on a parabola, we can fit the equation of the parabola (or equivalently - find the coefficients of the polynomial that describes the relation of the input to the output). The polynomial is a^2*x^2+2*a*b*x+b^2, and so the coefficients are {a^2, 2*a*b, b^2}.
Since the majority of the points (19 out of 20) lie on the same parabola, the outlier will always have a larger error, which would make it stand out, no matter how close it is to the parabola (within the limitations of machine precision) - you can see an extreme example of this in the code below.
Fitting of a parabola is performed using polynomial interpolation (see also: Vandermonde matrix).
function I = q55241683()
%% Generate the ground truth:
TRUE_A = 2.3;
TRUE_B = -pi;
IDX_BAD = 5;
p = 1:0.04:1.76;
q = (TRUE_A * p + TRUE_B).^-2;
q(IDX_BAD) = (1-1E-10)*q(IDX_BAD); % notice just how close this is to being valid
%% Visualize dataset:
% figure(); plot(p,q.^-1);
%% Solve
I = findThePair(p, q.^-1);
%% Test
if IDX_BAD == I
disp('Great success!');
else
disp('Complete failure!');
end
end
function I = findThePair(x,y)
% Fit a parabola to {x vs. y^-1}
P = x(:).^(2:-1:0)\y(:); %alternatively: P = polyfit(x,y.^-1,2)
% Estimate {a,b} (or {-a,-b})
est_A = sqrt(P(1));
est_B = P(2)/(2*est_A);
% Compute the distances of the points from the fit (residuals), find the biggest:
[~,I] = max( abs(y - (est_A*x + est_B).^2) );
end

Related

Laguerre's method to obtain poly roots (Matlab)

I must write using Laguerre's method a piece of code to find the real and complex roots of poly:
P=X^5-5*X^4-6*X^3+6*X^2-3*X+1
I have little doubt. I did the algorithm in the matlab, but 3 out of 5 roots are the same and I don't think that is correct.
syms X %Declearing x as a variabl
P=X^5-5*X^4-6*X^3+6*X^2-3*X+1; %Equation we interest to solve
n=5; % The eq. order
Pd1 = diff(P,X,1); % first differitial of f
Pd2 = diff(P,X,2); %second differitial of f
err=0.00001; %Answear tollerance
N=100; %Max. # of Iterations
x(1)=1e-3; % Initial Value
for k=1:N
G=double(vpa(subs(Pd1,X,x(k))/subs(P,X,x(k))));
H=G^2 - double(subs(Pd2,X,x(k))) /subs(P,X,x(k));
D1= (G+sqrt((n-1)*(n*H-G^2)));
D2= (G-sqrt((n-1)*(n*H-G^2)));
D = max(D1,D2);
a=n/D;
x(k+1)=x(k)-a
Err(k) = abs(x(k+1)-x(k));
if Err(k) <=err
break
end
end
output (roots of polynomial):
x =
0.0010 + 0.0000i 0.1434 + 0.4661i 0.1474 + 0.4345i 0.1474 + 0.4345i 0.1474 + 0.4345i
What you actually see are all the values x(k) which arose in the loop. The last one, 0.1474 + 0.4345i is the end result of this loop - the approximation of the root which is in your given tolerance threshold. The code
syms X %Declaring x as a variable
P = X^5 - 5 * X^4 - 6 * X^3 + 6 * X^2 - 3 * X + 1; %Polynomial
n=5; %Degree of the polynomial
Pd1 = diff(P,X,1); %First derivative of P
Pd2 = diff(P,X,2); %Second derivative of P
err = 0.00001; %Answer tolerance
N = 100; %Maximal number of iterations
x(1) = 0; %Initial value
for k = 1:N
G = double(vpa(subs(Pd1,X,x(k)) / subs(P,X,x(k))));
H = G^2 - double(subs(Pd2,X,x(k))) / subs(P,X,x(k));
D1 = (G + sqrt((n-1) * (n * H-G^2)));
D2 = (G - sqrt((n-1) * (n * H-G^2)));
D = max(D1,D2);
a = n/D;
x(k+1) = x(k) - a;
Err(k) = abs(x(k+1)-x(k));
if Err(k) <=err
fprintf('Initial value %f, result %f%+fi', x(1), real(x(k)), imag(x(k)))
break
end
end
results in
Initial value -2.000000, result -1.649100+0.000000i
If you want to get other roots, you have to use other initial values. For example one can obtain
Initial value 10.000000, result 5.862900+0.000000i
Initial value -2.000000, result -1.649100+0.000000i
Initial value 3.000000, result 0.491300+0.000000i
Initial value 0.000000, result 0.147400+0.434500i
Initial value 1.000000, result 0.147400-0.434500i
These are all zeros of the polynomial.
A method for calculating the next root when you have found another one would be that you divide through the corresponding linear factor and use your loop for the resulting new polynomial. Note that this is in general not very easy to handle since rounding errors can have a big influence on the result.
Problems with the existing code
You do not implement the Laguerre method properly as a method in complex numbers. The denominator candidates D1,D2 are in general complex numbers, it is inadvisable to use the simple max which only has sensible results for real inputs. The aim is to have a=n/D be the smaller of both variants, so that one has to look for the D in [D1,D2] with the larger absolute value. If there were a conditional assignment as in C, this would look like
D = (abs(D_1)>abs(D2)) ? D1 : D2;
As that does not exist, one has to use commands with a similar result
D = D1; if (abs(D_1)<abs(D2)) D=D2; end
The resulting sequence of approximation points is
x(0) = 0.0010000
x(1) = 0.143349512707684+0.466072958423667i
x(2) = 0.164462212064089+0.461399841949893i
x(3) = 0.164466373475316+0.461405404094130i
There is a point where one can not expect the (residual) polynomial value at the root approximation to substantially decrease. The value close to zero is obtained by adding and subtracting rather large terms in the sum expression of the polynomial. The accuracy lost in these catastrophic cancellation events can not be recovered.
The threshold for polynomial values that are effectively zero can be estimated as the machine constant of the double type times the polynomial value where all coefficients and the evaluation point are replaced by their absolute values. This test serves in the code primarily to avoid divisions by zero or near-zero.
Finding all roots
One approach is to apply the method to a sufficiently large number of initial points along some circle containing all the roots, with some strict rules for early termination at too slow convergence. One would have to make the list of the roots found unique, but keep the multiplicity,...
The other standard method is to apply deflation, that is, divide out the linear factor of the root found. This works well in low degrees.
There is no need for the slower symbolic operations as there are functions that work directly on the coefficient array, such as polyval and polyder. Deflation by division with remainder can be achieved using the deconv function.
For real polynomials, we know that the complex conjugate of a root is also a root. Thus initialize the next iteration with the deflated polynomial with it.
Other points:
There is no point in the double conversions as at no point there is a conversion into the single type.
If you don't do anything with it, it makes no sense to create an array, especially not for Err.
Roots of the example
Implementing all this I get a log of
x(0) = 0.001000000000000+0.000000000000000i, |Pn(x(0))| = 0.99701
x(1) = 0.143349512707684+0.466072958423667i, |dx|= 0.48733
x(2) = 0.164462212064089+0.461399841949893i, |dx|=0.021624
x(3) = 0.164466373475316+0.461405404094130i, |dx|=6.9466e-06
root found x=0.164466373475316+0.461405404094130i with value P0(x)=-2.22045e-16+9.4369e-16i
Deflation
x(0) = 0.164466373475316-0.461405404094130i, |Pn(x(0))| = 2.1211e-15
root found x=0.164466373475316-0.461405404094130i with value P0(x)=-2.22045e-16-9.4369e-16i
Deflation
x(0) = 0.164466373475316+0.461405404094130i, |Pn(x(0))| = 4.7452
x(1) = 0.586360702193454+0.016571894375927i, |dx|= 0.61308
x(2) = 0.562204173408499+0.000003168181059i, |dx|=0.029293
x(3) = 0.562204925474889+0.000000000000000i, |dx|=3.2562e-06
root found x=0.562204925474889+0.000000000000000i with value P0(x)=2.22045e-16-1.33554e-17i
Deflation
x(0) = 0.562204925474889-0.000000000000000i, |Pn(x(0))| = 7.7204
x(1) = 3.332994579372812-0.000000000000000i, |dx|= 2.7708
root found x=3.332994579372812-0.000000000000000i with value P0(x)=6.39488e-14-3.52284e-15i
Deflation
x(0) = 3.332994579372812+0.000000000000000i, |Pn(x(0))| = 5.5571
x(1) = -2.224132251798332+0.000000000000000i, |dx|= 5.5571
root found x=-2.224132251798332+0.000000000000000i with value P0(x)=-3.33067e-14+1.6178e-15i
for the modified code
P = [1, -2, -6, 6, -3, 1];
P0 = P;
deg=length(P)-1; % The eq. degree
err=1e-05; %Answer tolerance
N=10; %Max. # of Iterations
x=1e-3; % Initial Value
for n=deg:-1:1
dP = polyder(P); % first derivative of P
d2P = polyder(dP); %second derivative of P
fprintf("x(0) = %.15f%+.15fi, |Pn(x(0))| = %8.5g\n", real(x),imag(x), abs(polyval(P,x)));
for k=1:N
Px = polyval(P,x);
dPx = polyval(dP,x);
d2Px = polyval(d2P,x);
if abs(Px) < 1e-14*polyval(abs(P),abs(x))
break % if value is zero in relative accuracy
end
G = dPx/Px;
H=G^2 - d2Px / Px;
D1= (G+sqrt((n-1)*(n*H-G^2)));
D2= (G-sqrt((n-1)*(n*H-G^2)));
D = D1;
if abs(D2)>abs(D1) D=D2; end % select the larger denominator
a=n/D;
x=x-a;
fprintf("x(%d) = %.15f%+.15fi, |dx|=%8.5g\n",k,real(x),imag(x), abs(a));
if abs(a) < err*(err+abs(x))
break
end
end
y = polyval(P0,x); % check polynomial value of the original polynomial
fprintf("root found x=%.15f%+.15fi with value P0(x)=%.6g%+.6gi\n", real(x),imag(x),real(y),imag(y));
disp("Deflation");
[ P,R ] = deconv(P,[1,-x]); % division with remainder
x = conj(x); % shortcut for conjugate pairs and clustered roots
end

Left matrix divide with vectors

How explicitly does Matlab solve the rightmost equation in c1, specifically ((x-1)\y)?
I am well aware what happens when you use a matrix, e.g. A\b (where A is a matrix and b is a column vector), but what happens when you use backslash on two vectors with equal rows?
The problem:
x = (1:3)';
y = ones(3,1);
c1 = ((x-1)\y) % why does this =0.6?
You're doing [0;1;2]\[1;1;1]. Essentially x=0.6 is the least-squares solution to
[0;1;2]*x=[1;1;1]
The case you have from the documentation is the following:
If A is a rectangular m-by-n matrix with m ~= n, and B is a matrix with m rows, then A\B returns a least-squares solution to the system of equations A*x= B.
(Specifically, you have m=3, n=1).
A = (1:3).' - 1; % = [0;1;2]
B = ones(3,1); % = [1;1;1]
x = A\B; % = 0.6
Algebraically, it's easy to see this is the solution to the least-squares minimisation
% Calculate least squares
leastSquares = sum( ((A*x) - B).^2 )
= sum( ([0;1;2]*x - [1;1;1]).^2 )
= sum( [-1; x-1; 2x-1].^2 )
= 1 + (x-1)^2 + (2x-1)^2
= 1 + x^2 - 2*x + 1 + 4*x^2 - 4*x + 1
= 5*x^2 - 6*x + 3
% Minimum least squares -> derivative = 0
d(leastSquares)/dx = 10*x - 6 = 0
10*x = 6
x = 0.6
I have no doubt that MATLAB uses a more sophisticated algorithm to come to the same conclusion, but this lays out the mathematics in a fairly plain way.
You can see experimentally that there is no better solution by testing the following for various values of x... 0.6 gives the smallest error:
sum( ([0;1;2]*x - [1;1;1]).^2 )

How integral image influence the result of local binary pattern or center symmetric local binary pattern

I know this looks somehow not related to code errors and development but
I want to know if someone can understand these codes of
integral image and local binary pattern, and tell me how they affect the resulting histograms.
Before the use of integral image the output histogram is normal, but after applying the integral image method I found that most of the histogram changed to zeros. To clarify things, the expected benefit from the use of an integral image is to speed up the process of lbp method. In fact, I haven't seen this before because I'm trying it for the first time. Does anybody who knows about this may help me please?
These are the codes of every method:
Integral image
function [outimg] = integral( image )
[y,x] = size(image);
outimg = zeros(y+1,x+1);
disp(y);
for a = 1:y+1
for b = 1:x+1
rx = b-1;
ry = a-1;
while ry>=1
while rx>=1
outimg(a,b) = outimg(a,b)+image(ry,rx);
rx = rx-1;
end
rx = b-1;
ry = ry-1;
end
% outimg(a,b) = outimg(a,b)-image(a,b);
end
end
% outimg(1,1) = image(1,1);
disp('end loop');
end
CS-LBP
function h = CSLBP(I)
%% this function takes patch or image as input and return Histogram of
%% CSLBP operator.
h = zeros(1,16);
[y,x] = size(I);
T = 0.1; % threshold given by authors in their paper
for i = 2:y-1
for j = 2:x-1
% keeping I(j,i) as center we compute CSLBP
% N0 - N4
a = ((I(i,j+1) - I(i, j-1) > T ) * 2^0 );
b = ((I(i+1,j+1) - I(i-1, j-1) > T ) * 2^1 );
c = ((I(i+1,j) - I(i-1, j) > T ) * 2^2 );
d = ((I(i+1,j-1) - I(i - 1, j + 1) > T ) * 2^3 );
e = a+b+c+d;
h(e+1) = h(e+1) + 1;
end
end
end
Matlab has an inbuilt function for creating integral images, integralimage(). If you don't want to use the computer vision system toolbox you can achieve the same result by calling:
IntIm = cumsum(cumsum(double(I)),2);
Possibly adding padding if needed. You should check out that the image is not saturated, they do that sometimes. Calculating the cumulative sum goes to integers way above the range of uint8 and uint16 quickly, I even had it happen with a double once!

Code wont produce the value of a definite integral in MATLAB

I've had problems with my code as I've tried to make an integral compute, but it will not for the power, P2.
I've tried using anonymous function handles to use the integral() function on MATLAB as well as just using int(), but it will still not compute. Are the values too small for MATLAB to integrate or am I just missing something small?
Any help or advice would be appreciated to push me in the right direction. Thanks!
The problem in the code is in the bottom of the section labelled "Power Calculations". My integral also gets quite messy if that makes a difference.
%%%%%%%%%%% Parameters %%%%%%%%%%%%
n0 = 1; %air
n1 = 1.4; %layer 1
n2 = 2.62; %layer 2
n3 = 3.5; %silicon
L0 = 650*10^(-9); %centre wavelength
L1 = 200*10^(-9): 10*10^(-9): 2200*10^(-9); %lambda from 200nm to 2200nm
x = ((pi./2).*(L0./L1)); %layer phase thickness
r01 = ((n0 - n1)./(n0 + n1)); %reflection coefficient 01
r12 = ((n1 - n2)./(n1 + n2)); %reflection coefficient 12
r23 = ((n2 - n3)./(n2 + n3)); %reflection coefficient 23
t01 = ((2.*n0)./(n0 + n1)); %transmission coefficient 01
t12 = ((2.*n1)./(n1 + n2)); %transmission coefficient 12
t23 = ((2.*n2)./(n2 + n3)); %transmission coefficient 23
Q1 = [1 r01; r01 1]; %Matrix Q1
Q2 = [1 r12; r12 1]; %Matrix Q2
Q3 = [1 r23; r23 1]; %Matrix Q3
%%%%%%%%%%%% Graph of L vs R %%%%%%%%%%%
R = zeros(size(x));
for i = 1:length(x)
P = [exp(j.*x(i)) 0; 0 exp(-j.*x(i))]; %General Matrix P
T = ((1./(t01.*t12.*t23)).*(Q1*P*Q2*P*Q3)); %Transmission
T11 = T(1,1); %T11 value
T21 = T(2,1); %T21 value
R(i) = ((abs(T21./T11))^2).*100; %Percent reflectivity
end
plot(L1,R)
title('Percent Reflectance vs. wavelength for 2 Layers')
xlabel('Wavelength (m)')
ylabel('Reflectance (%)')
%%%%%%%%%%% Power Calculation %%%%%%%%%%
syms L; %General lamda
y = ((pi./2).*(L0./L)); %Layer phase thickness with variable Lamda
P1 = [exp(j.*y) 0; 0 exp(-j.*y)]; %Matrix P with variable Lambda
T1 = ((1./(t01.*t12.*t23)).*(Q1*P1*Q2*P1*Q3)); %Transmittivity matrix T1
I = ((6.16^(15))./((L.^(5)).*exp(2484./L) - 1)); %Blackbody Irradiance
Tf11 = T1(1,1); %New T11 section of matrix with variable Lambda
Tf2 = (((abs(1./Tf11))^2).*(n3./n0)); %final transmittivity
P1 = Tf2.*I; %Power before integration
L_initial = 200*10^(-9); %Initial wavelength
L_final = 2200*10^(-9); %Final wavelength
P2 = int(P1, L, L_initial, L_final) %Power production
I've refactored your code
to make it easier to read
to improve code reuse
to improve performance
to make it easier to understand
Why do you use so many unnecessary parentheses?!
Anyway, there's a few problems I saw in your code.
You used i as a loop variable, and j as the imaginary unit. It was OK for this one instance, but just barely so. In the future it's better to use 1i or 1j for the imaginary unit, and/or m or ii or something other than i or j as the loop index variable. You're helping yourself and your colleagues; it's just less confusing that way.
Towards the end, you used the variable name P1 twice in a row, and in two different ways. Although it works here, it's confusing! Took me a while to unravel why a matrix-producing function was producing scalars instead...
But by far the biggest problem in your code is the numerical problems with the blackbody irradiance computation. The term
L⁵ · exp(2484/L) - 1
for λ₀ = 200 · 10⁻⁹ m will require computing the quantity
exp(1.242 · 10¹⁰)
which, needless to say, is rather difficult for a computer :) Actually, the problem with your computation is two-fold. First, the exponentiation is definitely out of range of 64 bit IEEE-754 double precision, and will therefore result in ∞. Second, the parentheses are wrong; Planck's law should read
C/L⁵ · 1/(exp(D) - 1)
with C and D the constants (involving Planck's constant, speed of light, and Boltzmann constant), which you've presumably precomputed (I didn't check the values. I do know choice of units can mess these up, so better check).
So, aside from the silly parentheses error, I suspect the main problem is that you simply forgot to rescale λ to nm. Changing everything in the blackbody equation to nm and correcting those parentheses gives the code
I = 6.16^(15) / ( (L*1e+9)^5 * (exp(2484/(L*1e+9)) - 1) );
With this, I got a finite value for the integral of
P2 = 1.052916498836486e-010
But, again, you'd better double-check everything.
Note that I used quadgk(), because it's one of the better ones available on R2010a (which I'm stuck with), but you can just as easily replace this with integral() available on anything newer than R2012a.
Here's the code I ended up with:
function pwr = my_fcn()
% Parameters
n0 = 1; % air
n1 = 1.4; % layer 1
n2 = 2.62; % layer 2
n3 = 3.5; % silicon
L0 = 650e-9; % centre wavelength
% Reflection coefficients
r01 = (n0 - n1)/(n0 + n1);
r12 = (n1 - n2)/(n1 + n2);
r23 = (n2 - n3)/(n2 + n3);
% Transmission coefficients
t01 = (2*n0) / (n0 + n1);
t12 = (2*n1) / (n1 + n2);
t23 = (2*n2) / (n2 + n3);
% Quality factors
Q1 = [1 r01; r01 1];
Q2 = [1 r12; r12 1];
Q3 = [1 r23; r23 1];
% Initial & Final wavelengths
L_initial = 200e-9;
L_final = 2200e-9;
% plot reflectivity for selected lambda range
plot_reflectivity(L_initial, L_final, 1000);
% Compute power production
pwr = quadgk(#power_production, L_initial, L_final);
% Helper functions
% ========================================
% Graph of lambda vs reflectivity
function plot_reflectivity(L_initial, L_final, N)
L = linspace(L_initial, L_final, N);
R = zeros(size(L));
for ii = 1:numel(L)
% Transmission
T = transmittivity(L(ii));
% Percent reflectivity
R(ii) = 100 * abs(T(2,1)/T(1,1))^2 ;
end
plot(L, R)
title('Percent Reflectance vs. wavelength for 2 Layers')
xlabel('Wavelength (m)')
ylabel('Reflectance (%)')
end
% Compute transmittivity matrix for a single wavelength
function T = transmittivity(L)
% Layer phase thickness with variable Lamda
y = pi/2 * L0/L;
% Matrix P with variable Lambda
P1 = [exp(+1j*y) 0
0 exp(-1j*y)];
% Transmittivity matrix T1
T = 1/(t01*t12*t23) * Q1*P1*Q2*P1*Q3;
end
% Power for a specific wavelength. Note that this function
% accepts vector-valued wavelengths; needed for quadgk()
function pwr = power_production(L)
pwr = zeros(size(L));
for ii = 1:numel(L)
% Transmittivity matrix
T1 = transmittivity(L(ii));
% Blackbody Irradiance
I = 6.16^(15) / ( (L(ii)*1e+9)^5 * (exp(2484/(L(ii)*1e+9)) - 1) );
% final transmittivity
Tf2 = abs(1/T1(1))^2 * n3/n0;
% Power before integration
pwr(ii) = Tf2 * I;
end
end
end

Matlab/CUDA: ocean wave simulation

I've studied "Simulating Ocean Water" article by Jerry Tessendorf and tried to program the Statistical Wave Model but I didn't get correct result and I don't understand why.
In my program I tried only to create a wave height field at time t = 0 without any further changes in time. After execution of my program I got not what I was expecting:
Here's my source code:
clear all; close all; clc;
rng(11); % setting seed for random numbers
meshSize = 64; % field size
windDir = [1, 0]; % ||windDir|| = 1
patchSize = 64;
A = 1e+4;
g = 9.81; % gravitational constant
windSpeed = 1e+2;
x1 = linspace(-10, 10, meshSize+1); x = x1(1:meshSize);
y1 = linspace(-10, 10, meshSize+1); y = y1(1:meshSize);
[X,Y] = meshgrid(x, y);
H0 = zeros(size(X)); % height field at time t = 0
for i = 1:meshSize
for j = 1:meshSize
kx = 2.0 * pi / patchSize * (-meshSize / 2.0 + x(i)); % = 2*pi*n / Lx
ky = 2.0 * pi / patchSize * (-meshSize / 2.0 + y(j)); % = 2*pi*m / Ly
P = phillips(kx, ky, windDir, windSpeed, A, g); % phillips spectrum
H0(i,j) = 1/sqrt(2) * (randn(1) + 1i * randn(1)) * sqrt(P);
end
end
H0 = H0 + conj(H0);
surf(X,Y,abs(ifft(H0)));
axis([-10 10 -10 10 -10 10]);
And the phillips function:
function P = phillips(kx, ky, windDir, windSpeed, A, g)
k_sq = kx^2 + ky^2;
L = windSpeed^2 / g;
k = [kx, ky] / sqrt(k_sq);
wk = k(1) * windDir(1) + k(2) * windDir(2);
P = A / k_sq^2 * exp(-1.0 / (k_sq * L^2)) * wk^2;
end
Is there any matlab ocean simulation source code which could help me to understand my mistakes? Fast google search didn't get any results.
Here's a "correct" result I got from "CUDA FFT Ocean Simulation". I didn't achieve this behavior in Matlab yet but I've ploted "surf" in matlab using data from "CUDA FFT Ocean Simulation". Here's what it looks like:
I've made an experiment and got an interesting result:
I've taken generated h0 from "CUDA FFT Ocean Simulation". So I have to do ifft to transform from frequency domain to spatial domain to plot the graph. I've done it for the same h0 using matlab ifft and using cufftExecC2C from CUDA library. Here's the result:
CUDA ifft:
Matlab ifft:
Either I don't understand some aspects of realization of cufftExecC2C or cufftExecC2C and matlab ifft are different algorithms with different results.
By the way parameters for generating such surface are:
meshSize = 32
A = 1e-7
patchSize = 80
windSpeed = 10
Well that was definitely a funny exercise. This is a completely rewritten answer since you found the issues you were asking about by yourself.
Instead of deleting my answer, there is still merit in posting to help you vectorize and/or explain a few bits of code.
I completely rewrote the GUI I gave in my former answer in order to incorporate your changes and add a couple of options. It started to grew arms and legs so I won't put the listing here but you can find the full file there:
ocean_simulator.m.
This is completely self contained and it includes all the calculating functions I vectorized and list separately below.
The GUI will allow you to play with the parameters, animate the waves, export GIF file (and a few other options like the "preset", but they are not too ironed out yet). A few examples of what you can achieve:
Basic
This is what you get with the quick default settings, and a couple of rendering options. This uses a small grid size and a fast time step, so it runs pretty quickly on any machine.
I am quite limited at home (Pentium E2200 32bit), so I could only practice with limited settings. The gui will run even with the settings maxed but it will become to slow to really enjoy.
However, with a quick run of ocean_simulator at work (I7 64 bit, 8 cores, 16GB ram, 2xSSD in Raid), it makes it much more fun! Here are a few examples:
Although done on a much better machine, I didn't use any parallel functionality nor any GPU calculations, so Matlab was only using a portion of these specs, which means it could probably run just as good on any 64bit system with decent RAM
Windy lake
This is a rather flat water surface like a lake. Even high winds do not produce high amplitude waves (but still a lot of mini wavelets). If you're a wind surfer looking at that from your window on top of the hill, your heart is going to skip a beat and your next move is to call Dave "Man! gear up. Meet you in five on the water!"
Swell
This is you looking from the bridge of your boat on the morning, after having battled with the storm all night. The storm has dissipated and the long large waves are the last witness of what was definitely a shaky night (people with sailing experience will know ...).
T-Storm
And this was what you were up to the night before...
second gif done at home, hence the lack of detail ... sorry
To the bottom:
Finally, the gui will let you add a patch around the water domain. In the gui it is transparent so you could add objects underwater or a nice ocean bottom. Unfortunately, the GIF format cannot include an alpha channel so no transparency here (but if you export in a video then you should be ok).
Moreover, the export to GIF degrade the image, the joint between the domain border and the water surface is flawless if you run that in Matlab. In some case it also make Matlab degrade the rendering of the lighting, so this is definitely not the best option for export, but it allows more things to play within matlab.
Now onto the code:
Instead of listing the full GUI, which would be super long (this post is long enough already), I will just list here the re-written version of your code, and explain the changes.
You should notice a massive increase of speed execution (orders of magnitude), thanks to the remaining vectorization, but mostly for two reasons:
(i) A lot of calculations were repeated. Caching values and reusing them is much faster than recalculating full matrices in loops (during the animation part).
(ii) Note how I defined the surface graphic object. It is defined only once (empty even), then all the further calls (in the loop) only update the underlying ZData of the surface object (instead of re-creating a surface object at each iteration.
Here goes:
%% // clear workspace
clear all; close all; clc;
%% // Default parameters
param.meshsize = 128 ; %// main grid size
param.patchsize = 200 ;
param.windSpeed = 100 ; %// what unit ? [m/s] ??
param.winddir = 90 ; %// Azimuth
param.rng = 13 ; %// setting seed for random numbers
param.A = 1e-7 ; %// Scaling factor
param.g = 9.81 ; %// gravitational constant
param.xLim = [-10 10] ; %// domain limits X
param.yLim = [-10 10] ; %// domain limits Y
param.zLim = [-1e-4 1e-4]*2 ;
gridSize = param.meshsize * [1 1] ;
%% // Define the grid X-Y domain
x = linspace( param.xLim(1) , param.xLim(2) , param.meshsize ) ;
y = linspace( param.yLim(1) , param.yLim(2) , param.meshsize ) ;
[X,Y] = meshgrid(x, y);
%% // get the grid parameters which remain constants (not time dependent)
[H0, W, Grid_Sign] = initialize_wave( param ) ;
%% // calculate wave at t0
t0 = 0 ;
Z = calc_wave( H0 , W , t0 , Grid_Sign ) ;
%% // populate the display panel
h.fig = figure('Color','w') ;
h.ax = handle(axes) ; %// create an empty axes that fills the figure
h.surf = handle( surf( NaN(2) ) ) ; %// create an empty "surface" object
%% // Display the initial wave surface
set( h.surf , 'XData',X , 'YData',Y , 'ZData',Z )
set( h.ax , 'XLim',param.xLim , 'YLim',param.yLim , 'ZLim',param.zLim )
%% // Change some rendering options
axis off %// make the axis grid and border invisible
shading interp %// improve shading (remove "faceted" effect)
blue = linspace(0.4, 1.0, 25).' ; cmap = [blue*0, blue*0, blue]; %'// create blue colormap
colormap(cmap)
%// configure lighting
h.light_handle = lightangle(-45,30) ; %// add a light source
set(h.surf,'FaceLighting','phong','AmbientStrength',.3,'DiffuseStrength',.8,'SpecularStrength',.9,'SpecularExponent',25,'BackFaceLighting','unlit')
%% // Animate
view(75,55) %// no need to reset the view inside the loop ;)
timeStep = 1./25 ;
nSteps = 2000 ;
for time = (1:nSteps)*timeStep
%// update wave surface
Z = calc_wave( H0,W,time,Grid_Sign ) ;
h.surf.ZData = Z ;
pause(0.001);
end
%% // This block of code is only if you want to generate a GIF file
%// be carefull on how many frames you put there, the size of the GIF can
%// quickly grow out of proportion ;)
nFrame = 55 ;
gifFileName = 'MyDancingWaves.gif' ;
view(-70,40)
clear im
f = getframe;
[im,map] = rgb2ind(f.cdata,256,'nodither');
im(1,1,1,20) = 0;
iframe = 0 ;
for time = (1:nFrame)*.5
%// update wave surface
Z = calc_wave( H0,W,time,Grid_Sign ) ;
h.surf.ZData = Z ;
pause(0.001);
f = getframe;
iframe= iframe+1 ;
im(:,:,1,iframe) = rgb2ind(f.cdata,map,'nodither');
end
imwrite(im,map,gifFileName,'DelayTime',0,'LoopCount',inf)
disp([num2str(nFrame) ' frames written in file: ' gifFileName])
You'll notice that I changed a few things, but I can assure you the calculations are exactly the same. This code calls a few subfunctions but they are all vectorized so if you want you can just copy/paste them here and run everything inline.
The first function called is initialize_wave.m
Everything calculated here will be constant later (it does not vary with time when you later animate the waves), so it made sense to put that into a block on it's own.
function [H0, W, Grid_Sign] = initialize_wave( param )
% function [H0, W, Grid_Sign] = initialize_wave( param )
%
% This function return the wave height coefficients H0 and W for the
% parameters given in input. These coefficients are constants for a given
% set of input parameters.
% Third output parameter is optional (easy to recalculate anyway)
rng(param.rng); %// setting seed for random numbers
gridSize = param.meshsize * [1 1] ;
meshLim = pi * param.meshsize / param.patchsize ;
N = linspace(-meshLim , meshLim , param.meshsize ) ;
M = linspace(-meshLim , meshLim , param.meshsize ) ;
[Kx,Ky] = meshgrid(N,M) ;
K = sqrt(Kx.^2 + Ky.^2); %// ||K||
W = sqrt(K .* param.g); %// deep water frequencies (empirical parameter)
[windx , windy] = pol2cart( deg2rad(param.winddir) , 1) ;
P = phillips(Kx, Ky, [windx , windy], param.windSpeed, param.A, param.g) ;
H0 = 1/sqrt(2) .* (randn(gridSize) + 1i .* randn(gridSize)) .* sqrt(P); % height field at time t = 0
if nargout == 3
Grid_Sign = signGrid( param.meshsize ) ;
end
Note that the initial winDir parameter is now expressed with a single scalar value representing the "azimuth" (in degrees) of the wind (anything from 0 to 360). It is later translated to its X and Y components thanks to the function pol2cart.
[windx , windy] = pol2cart( deg2rad(param.winddir) , 1) ;
This insure that the norm is always 1.
The function calls your problematic phillips.m separately, but as said before it works even fully vectorized so you can copy it back inline if you like. (don't worry I checked the results against your versions => strictly identical). Note that this function does not output complex numbers so there was no need to compare the imaginary parts.
function P = phillips(Kx, Ky, windDir, windSpeed, A, g)
%// The function now accept scalar, vector or full 2D grid matrix as input
K_sq = Kx.^2 + Ky.^2;
L = windSpeed.^2 ./ g;
k_norm = sqrt(K_sq) ;
WK = Kx./k_norm * windDir(1) + Ky./k_norm * windDir(2);
P = A ./ K_sq.^2 .* exp(-1.0 ./ (K_sq * L^2)) .* WK.^2 ;
P( K_sq==0 | WK<0 ) = 0 ;
end
The next function called by the main program is calc_wave.m. This function finishes the calculations of the wave field for a given time. It is definitely worth having that on its own because this is the mimimun set of calculations which will have to be repeated for each given time when you want to animate the waves.
function Z = calc_wave( H0,W,time,Grid_Sign )
% Z = calc_wave( H0,W,time,Grid_Sign )
%
% This function calculate the wave height based on the wave coefficients H0
% and W, for a given "time". Default time=0 if not supplied.
% Fourth output parameter is optional (easy to recalculate anyway)
% recalculate the grid sign if not supplied in input
if nargin < 4
Grid_Sign = signGrid( param.meshsize ) ;
end
% Assign time=0 if not specified in input
if nargin < 3 ; time = 0 ; end
wt = exp(1i .* W .* time ) ;
Ht = H0 .* wt + conj(rot90(H0,2)) .* conj(wt) ;
Z = real( ifft2(Ht) .* Grid_Sign ) ;
end
The last 3 lines of calculations require a bit of explanation as they received the biggest changes (all for the same result but a much better speed).
Your original line:
Ht = H0 .* exp(1i .* W .* (t * timeStep)) + conj(flip(flip(H0,1),2)) .* exp(-1i .* W .* (t * timeStep));
recalculate the same thing too many times to be efficient:
(t * timeStep) is calculated twice on the line, at each loop, while it is easy to get the proper time value for each line when time is initialised at the beginning of the loop for time = (1:nSteps)*timeStep.
Also note that exp(-1i .* W .* time) is the same than conj(exp(1i .* W .* time)). Instead of doing 2*m*n multiplications to calculate them each, it is faster to calculate one once, then use the conj() operation which is much faster.
So your single line would become:
wt = exp(1i .* W .* time ) ;
Ht = H0 .* wt + conj(flip(flip(H0,1),2)) .* conj(wt) ;
Last minor touch, flip(flip(H0,1),2)) can be replaced by rot90(H0,2) (also marginally faster).
Note that because the function calc_wave is going to be repeated extensively, it is definitely worth reducing the number of calculations (as we did above), but also by sending it the Grid_Sign parameter (instead of letting the function recalculate it every iteration). This is why:
Your mysterious function signCor(ifft2(Ht),meshSize)), simply reverse the sign of every other element of Ht. There is a faster way of achieving that: simply multiply Ht by a matrix the same size (Grid_Sign) which is a matrix of alternated +1 -1 ... and so on.
so signCor(ifft2(Ht),meshSize) becomes ifft2(Ht) .* Grid_Sign.
Since Grid_Sign is only dependent on the matrix size, it does not change for each time in the loop, you only calculate it once (before the loop) then use it as it is for every other iteration. It is calculated as follow (vectorized, so you can also put it inline in your code):
function sgn = signGrid(n)
% return a matrix the size of n with alternate sign for every indice
% ex: sgn = signGrid(3) ;
% sgn =
% -1 1 -1
% 1 -1 1
% -1 1 -1
[x,y] = meshgrid(1:n,1:n) ;
sgn = ones( n ) ;
sgn(mod(x+y,2)==0) = -1 ;
end
Lastly, you will notice a difference in how the grids [Kx,Ky] are defined between your version and this one. They do produce slightly different result, it's just a matter of choice.
To explain with a simple example, let's consider a small meshsize=5. Your way of doing things will split that into 5 values, equally spaced, like so:
Kx(first line)=[-1.5 -0.5 0.5 1.5 2.5] * 2 * pi / patchSize
while my way of producing the grid will produce equally spaced values, but also centered on the domain limits, like so:
Kx(first line)=[-2.50 -1.25 0.0 1.25 2.50] * 2 * pi / patchSize
It seems to respect more your comment % = 2*pi*n / Lx, -N/2 <= n < N/2 on the line where you define it.
I tend to prefer symmetric solutions (plus it is also slightly faster but it is only calculated once so it is not a big deal), so I used my vectorized way, but it is purely a matter of choice, you can definitely keep your way, it only ever so slightly "offset" the whole result matrix, but it doesn't perturbate the calculations per se.
last remains of the first answer
Side programming notes:
I detect you come from the C/C++ world or family. In Matlab you do not need to define decimal number with a coma (like 2.0, you used that for most of your numbers). Unless specifically defined otherwise, Matlab by default cast any number to double, which is a 64 bit floating point type. So writing 2 * pi is enough to get the maximum precision (Matlab won't cast pi as an integer ;-)), you do not need to write 2.0 * pi. Although it will still work if you don't want to change your habits.
Also, (one of the great benefit of Matlab), adding . before an operator usually mean "element-wise" operation. You can add (.+), substract (.-), multiply (.*), divide (./) full matrix element wise this way. This is how I got rid of all the loops in your code. This also work for the power operator: A.^2 will return a matrix the same size as A with every element squared.
Here's the working program.
First of all - source code:
clear all; close all; clc;
rng(13); % setting seed for random numbers
meshSize = 128; % field size
windDir = [0.1,1];
patchSize = 200;
A = 1e-7;
g = 9.81; % gravitational constant
windSpeed = 100;
timeStep = 1/25;
x1 = linspace(-10, 10, meshSize+1); x = x1(1:meshSize);
y1 = linspace(-10, 10, meshSize+1); y = y1(1:meshSize);
[X,Y] = meshgrid(x,y); % wave field
i = 1:meshSize; j = 1:meshSize; % indecies
[I,J] = meshgrid(i,j); % field of indecies
Kx = 2.0 * pi / patchSize * (-meshSize / 2.0 + I); % = 2*pi*n / Lx, -N/2 <= n < N/2
Ky = 2.0 * pi / patchSize * (-meshSize / 2.0 + J); % = 2*pi*m / Ly, -M/2 <= m < M/2
K = sqrt(Kx.^2 + Ky.^2); % ||K||
W = sqrt(K .* g); % deep water frequencies (empirical parameter)
P = zeros(size(X)); % Cant compute P without loops
for i = 1:meshSize
for j = 1:meshSize
P(i,j) = phillips(Kx(i,j), Ky(i,j), windDir, windSpeed, A, g); % phillips spectrum
end
end
H0 = 1/sqrt(2) .* (randn(size(X)) + 1i .* randn(size(X))) .* sqrt(P); % height field at time t = 0
rotate3d on;
for t = 1:10000 % 10000 * timeStep (sec)
Ht = H0 .* exp(1i .* W .* (t * timeStep)) + ...
conj(flip(flip(H0,1),2)) .* exp(-1i .* W .* (t * timeStep));
[az,el] = view;
surf(X,Y,real(signCor(ifft2(Ht),meshSize)));
axis([-10 10 -10 10 -1e-4 1e-4]); view(az,el);
blue = linspace(0.4, 1.0, 25)'; map = [blue*0, blue*0, blue];
%shading interp; % improve shading (remove "faceted" effect)
colormap(map);
pause(1/60);
end
phillips.m: (I've tried to vectorize the computation of Phillips spectrum but I faced with a difficulty which I'll show further)
function P = phillips(kx, ky, windDir, windSpeed, A, g)
k_sq = kx^2 + ky^2;
if k_sq == 0
P = 0;
else
L = windSpeed^2 / g;
k = [kx, ky] / sqrt(k_sq);
wk = k(1) * windDir(1) + k(2) * windDir(2);
P = A / k_sq^2 * exp(-1.0 / (k_sq * L^2)) * wk^2;
if wk < 0
P = 0;
end
end
end
signCor.m: (This function is an absolutely mystery for me... I've copied it from "CUDA FFT Ocean Simulation" realization. Simulation works much worse without it. And again I don't know how to vectorize this function.)
function H = signCor(H1, meshSize)
H = H1;
for i = 1:meshSize
for j = 1:meshSize
if mod(i+j,2) == 0
sign = -1; % works fine if we change signs vice versa
else
sign = 1;
end
H(i,j) = H1(i,j) * sign;
end
end
end
The biggest mistake that I've done is that I used ifft instead of using ifft2, that's why CUDA ifft and Matlab ifft didn't match.
My second mistake was in this lines of code:
kx = 2.0 * pi / patchSize * (-meshSize / 2.0 + x(i)); % = 2*pi*n / Lx
ky = 2.0 * pi / patchSize * (-meshSize / 2.0 + y(j)); % = 2*pi*m / Ly
I should've write:
kx = 2.0 * pi / patchSize * (-meshSize / 2.0 + i); % = 2*pi*n / Lx
ky = 2.0 * pi / patchSize * (-meshSize / 2.0 + j); % = 2*pi*m / Ly
I've played a bit with parameters A, meshSize, patchSize and I came to the conclusion that:
Somehow plausible parameter of wave amplitude is A * (patchSize / meshSize), where A is nothing but a scaling factor.
For 'calm' patchSize / meshSize <= 0.5.
For 'tsunami' patchSize / meshSize >= 3.0.
Difficulty with a vectorization of Phillips spectrum:
I have 2 functions:
% non-vectorized spectrum
function P = phillips1(kx, ky, windDir, windSpeed, A, g)
k_sq = kx^2 + ky^2;
if k_sq == 0
P = 0;
else
L = windSpeed^2 / g;
k = [kx, ky] / sqrt(k_sq);
wk = k(1) * windDir(1) + k(2) * windDir(2);
P = A / k_sq^2 * exp(-1.0 / (k_sq * L^2)) * wk^2;
if wk < 0
P = 0;
end
end
end
% vectorized spectrum
function P = phillips2(Kx, Ky, windDir, windSpeed, A, g)
K_sq = Kx .^ 2 + Ky .^ 2;
L = -g^2 / windSpeed^4;
WK = (Kx ./ K_sq) .* windDir(1) + (Ky ./ K_sq) .* windDir(2);
P = (A ./ (K_sq .^ 2)) .* ( exp(L ./ K_sq) .* (WK .^ 2) );
P(K_sq == 0) = 0;
P(WK < 0) = 0;
P(isinf(P)) = 0;
end
After I compute P1 using phillips1 and P2 using phillips2 I plot their difference:
subplot(2,1,1); surf(X,Y,real(P2-P1)); title('Difference in real part');
subplot(2,1,2); surf(X,Y,imag(P2-P1)); title('Difference in imaginary part');
It perfectly illustrates that there's a huge difference between this 2 spectrums in real part.