If I have anonymous function, for example:
a=3;
b=4;
y = #(x) (x)./(a+b+x);
So I easily can find a for x=4, but how can I find an x that will give me y=0.4? I actual looking for an easy way to have x(y) instead of y(x).
One trivial approach is to use a numeric algorithm to find the zero of y(x) - 0.4:
target = 0.4;
x = fzero(#(x) y(x)-target, 0)
Now, x is 4.6667 and y(x) returns 0.4.
Note that this is an easy approach, but it is not cheap computationally. Also, you need a suitable start point, which here I've set to 0. If your function has multiple points where it reaches 0.4, then you will get the one closest to this start point.
One approach is to use MATLAB's interpolation (1D) function interp1, but this works on your function for parameter values that ensure y(x) is a non-decreasing function.
step = .01; % Control precision (smaller = more precise)
Xmax = 50; % Largest x of interest
X = [0:step:Xmax]';
Y = y(X); % Generate discrete approximation of function
yinvh=#(L) interp1(Y,X,L);
Targets = [0.25 0.4 0.75]';
yinvh(Targets)
This matches the results from Cris Luengo's approach.
>> yinvh(Targets)'
ans =
2.3333 4.6667 21.0000
figure, hold on, box on
plot(X,y(X))
plot(zeros(3,1),Targets,'rx')
plot(yinvh(Targets),zeros(3,1),'rx')
for k = 1:length(Targets)
plot([0; yinvh(Targets(k))],Targets(k)*ones(2,1),'k--')
plot(yinvh(Targets(k))*ones(2,1),[0 Targets(k)],'k--')
end
Related
I am trying to plot the rectangular window function Graph in MATLAB for:-
x[n] = u[n] - u[n-5]
I have written the following MATLAB Code for the same:-
x = [ones(1,5), zeros(1,43)]
But, this works only for a specific number of points on a graph (for ex: 48 points for this graph)
I wanted to ask whether there is a better way to plot the rectangular window function plots in MATLAB for a discrete time signals? Thanks for the help:)
Calling your signal y,
x = [ones(1, 5), zeros(1, length(y) - 5)];
You may want to create a function for this:
x=#(n)double(floor(n)==ceil(n)&n>=0&n<=4);
nn=(-4:24)/4;
subplot(211);
stem(nn,x(nn));
subplot(212);
stem(nn,x(nn-1));
Notice that x() returns 0 for non-integer n, which may or may not be sensible depending on how you use the function.
Using Anonymous Functions/Function Handles
To create a discrete plot that has unit step function I usually like to declare the unit step beforehand and use that in larger function. Here I use anonymous functions/function handles which are indicated by the #() holding the input parameters. In this case the only input parameter is n. The vector N can then be passed to x() and it'll plot all the x[n] values respectively. Density can be used to play with the number of stems plotted as well as Start_Index and End_Index.
Start_Index = -10;
End_Index = 10;
Density = 1;
N = (Start_Index:Density:End_Index);
%Unit step function%
u = #(n) 1.0.*(n >= 0);
x = #(n) u(n) - u(n-5);
stem(N,x(N));
title('x[n] = u[n] - u[n-5]');
xlabel('[n]'); ylabel('x[n]');
ylim([0 1.1]);
grid on
My approach
fun = #(y) (1/sqrt(pi))*exp(-(y-1).^2).*log(1 + exp(-4*y))
integral(fun,-Inf,Inf)
This gives NaN.
So I tried plotting it.
y= -10:0.1:10;
plot(y,exp(-(y-1).^2).*log(1 + exp(-4*y)))
Then understood that domain (siginificant part) is from -4 to +4.
So changed the limits to
integral(fun,-10,10)
However I do not want to always plot the graph and then know its limits. So is there any way to know the integral directly from -Inf to Inf.
Discussion
If your integrals are always of the form
I would use a high-order Gauss–Hermite quadrature rule.
It's similar to the Gauss-Legendre-Kronrod rule that forms the basis for quadgk but is specifically tailored for integrals over the real line with a standard Gaussian multiplier.
Rewriting your equation with the substitution x = y-1, we get
.
The integral can then be computed using the Gauss-Hermite rule of arbitrary order (within reason):
>> order = 10;
>> [nodes,weights] = GaussHermiteRule(order);
>> f = #(x) log(1 + exp(-4*(x+1)))/sqrt(pi);
>> sum(f(nodes).*weights)
ans =
0.1933
I'd note that the function below builds a full order x order matrix to compute nodes, so it shouldn't be made too large.
There is a way to avoid this by explicitly computing the weights, but I decided to be lazy.
Besides, event at order 100, the Gaussian multiplier is about 2E-98, so the integrand's contribution is extremely minimal.
And while this isn't inherently adaptive, a high-order rule should be sufficient in most cases ... I hope.
Code
function [nodes,weights] = GaussHermiteRule(n)
% ------------------------------------------------------------------------------
% Find the nodes and weights for a Gauss-Hermite Quadrature integration.
%
if (n < 1)
error('There is no Gauss-Hermite rule of order 0.');
elseif (n < 0) || (abs(n - round(n)) > eps())
error('Given order ''n'' must be a strictly positive integer.');
else
n = round(n);
end
% Get the nodes and weights from the Golub-Welsch function
n = (0:n)' ;
b = n*0 ;
a = b + 0.5 ;
c = n ;
[nodes,weights] = GolubWelsch(a,b,c,sqrt(pi));
end
function [xk,wk] = GolubWelsch(ak,bk,ck,mu0)
%GolubWelsch
% Calculate the approximate* nodes and weights (normalized to 1) of an orthogonal
% polynomial family defined by a three-term reccurence relation of the form
% x pk(x) = ak pkp1(x) + bk pk(x) + ck pkm1(x)
%
% The weight scale factor mu0 is the integral of the weight function over the
% orthogonal domain.
%
% Calculate the terms for the orthonormal version of the polynomials
alpha = sqrt(ak(1:end-1) .* ck(2:end));
% Build the symmetric tridiagonal matrix
T = full(spdiags([[alpha;0],bk,[0;alpha]],[-1,0,+1],length(alpha),length(alpha)));
% Calculate the eigenvectors and values of the matrix
[V,xk] = eig(T,'vector');
% Calculate the weights from the eigenvectors - technically, Golub-Welsch requires
% a normalization, but since MATLAB returns unit eigenvectors, it is omitted.
wk = mu0*(V(1,:).^2)';
end
I've had success with transforming such infinite-bounded integrals using a numerical variable transformation, as explained in Numerical Recipes 3e, section 4.5.3. Basically, you substitute in y=c*tan(t)+b and then numerically integrate over t in (-pi/2,pi/2), which sweeps y from -infinity to infinity. You can tune the values of c and b to optimize the process. This approach largely dodges the question of trying to determine cutoffs in the domain, but for this to work reliably using quadrature you have to know that the integrand does not have features far from y=b.
A quick and dirty solution would be to look for a position, where your function is sufficiently small enough and then taking it as limits. This assumes that for x>0 the function fun decreases montonically and fun(x) is roughly the same size as fun(-x) for all x.
%// A small number
epsilon = eps;
%// Stepsize for searching bound
stepTest = 1;
%// Starting position for searching bound
position = 0;
%// Not yet small enough
smallEnough = false;
%// Search bound
while ~smallEnough
smallEnough = (fun(position) < eps);
position = position + stepTest;
end
%// Calculate integral
integral(fun, -position, position)
If your were happy with plotting the function, deciding by eye where you can cut, then this code will suffice, I guess.
I wish to create a limit cycle in Matlab. A limit cycle looks something like this:
I have no idea how to do it though, I've never done anything like this in Matlab.
The equations to describe the limit cycle are the following:
x_1d=x_2
x_2d=-x_1+x_2-2*(x_1+2*x_2)x_2^2
It is to be centered around the equilibrium which is (0,0)
Can any of you help me?
If you use the partial derivatives of your function to make a vector field, you can then use streamlines to visualize the cycle that you are describing.
For example, the function f = x^2+y^2
Gives me partial derivatives dx = 2x, dy=2y For the visualization, I sample from the partial derivatives over a grid.
[x,y] = meshgrid(0:0.1:1,0:0.1:1);
dx = 2*x;
dy = 2*y;
To visualize the vector field, I use quiver;
figure;
quiver(x, y, dx, dy);
Using streamline, I can visualize the path a particle injected into the vector field would take. In my example, I inject the particle at (0.1, 0.1)
streamline(x,y, dx, dy, 0.1, 0.1);
This produces the following visualization
In your case, you can omit the quiver step to remove the hedgehog arrows at every grid point.
Here's another example that shows the particle converging to an orbit.
Edit: Your function specifically.
So as knedlsepp points out, the function you are interested in is a bit ambiguously stated. In Matlab, * represents the matrix product while .* represents the element-wise multiplication between matrices. Similarly, '^2' represents MM for a matrix M, while .^2 represents taking the element-wise power.
So,
[x_1,x_2] = meshgrid(-4:0.1:4,-4:0.1:4);
dx_1 = x_2;
dx_2 = -x_1+x_2-2*(x_1+2*x_2)*(x_2)^2;
figure; streamline(x_1,x_2, dx_1, dx_2, 0:0.1:4, 0:0.1:4);
Looks like
This function will not show convergence because it doesn't converge.
knedlsepp suggests that the function you are actually interested in is
dx_1 = -1 * x_2;
dx_2 = -1 * -x_1+x_2-2*(x_1+2*x_2).*(x_2).^2;
His post has a nice description of the rest.
This post shows the code to produce the integral lines of your vector field defined by:
dx/dt = y
dy/dt = -x+y-2*(x+2*y)*y^2.
It is important to properly vectorize this function. (i.e. Introducing dots at all the important places)
dxdt = #(x,y) y;
dydt = #(x,y) -x+y-2*(x+2*y).*y.^2;
[X,Y] = meshgrid(linspace(-4,4,100));
[sx,sy] = meshgrid(linspace(-3,3,20));
streamline(stream2(X, Y, ... % Points
dxdt(X,Y), dydt(X,Y),... % Derivatives
sx, sy)); % Starting points
axis equal tight
To get a picture more similar to yours, change the grid size and starting points:
[X,Y] = meshgrid(linspace(-1,1,100));
[sx,sy] = meshgrid(linspace(0,0.75,20),0.2);
I have a function V that is computed from two inputs (X,Y). Since the computation is quite demanding I just perform it on a grid of points and would like to rely on 2d linear interpolation. I now want to inverse that function for fixed Y. So basically my starting point is:
X = [1,2,3];
Y = [1,2,3];
V =[3,4,5;6,7,8;9,10,11];
Is is of course easy to obtain V at any combination of (X,Y), for instance:
Vq = interp2(X,Y,V,1.8,2.5)
gives
Vq =
8.3000
But how would I find X for given V and Y using 2d linear interploation? I will have to perform this task a lot of times, so I would need a quick and easy to implement solution.
Thank you for your help, your effort is highly appreciated.
P.
EDIT using additional info
If not both x and y have to be found, but one of them is given, this problem reduces to finding a minimum in only 1 direction (i.e. in x-direction). A simple approach is formulating this in a problem which can be minizmied by an optimization routine such as fminsearch. Therefore we define the function f which returns the difference between the value Vq and the result of the interpolation. We try to find the x which minimizes this difference, after we give an intial guess x0. Depending on this initial guess the result will be what we are looking for:
% Which x value to choose if yq and Vq are fixed?
xq = 1.8; % // <-- this one is to be found
yq = 2.5; % // (given)
Vq = interp2(X,Y,V,xq,yq); % // 8.3 (given)
% this function will be minimized (difference between Vq and the result
% of the interpolation)
f = #(x) abs(Vq-interp2(X, Y, V, x, yq));
x0 = 1; % initial guess)
x_opt = fminsearch(f, x0) % // solution found: 1.8
Nras, thank you very much. I did something else in the meantime:
function [G_inv] = G_inverse (lambda,U,grid_G_inverse,range_x,range_lambda)
for t = 1:size(U,1)
for i = 1:size(U,2)
xf = linspace(range_x(1), range_x(end),10000);
[Xf,Yf] = meshgrid(xf,lambda);
grid_fine = interp2(range_x,range_lambda,grid_G_inverse',Xf,Yf);
idx = find (abs(grid_fine-U(t,i))== min(min(abs(grid_fine-U(t,i))))); % find min distance point and take x index
G_inv(t,i)=xf(idx(1));
end
end
G_inv is supposed to contain x, U is yq in the above example and grid_G_inverse contains Vq. range_x and range_lambda are the corresponding vectors for the grid axis. What do you think about this solution, also compared to yours? I would guess mine is faster but less accurate. Spped is, however, a major issue in my code.
I have a problem with numerical derivative of a vector that is x: Nx1 with respect to another vector t (time) that is the same size of x.
I do the following (x is chosen to be sine function as an example):
t=t0:ts:tf;
x=sin(t);
xd=diff(x)/ts;
but the answer xd is (N-1)x1 and I figured out that it does not compute derivative corresponding to the first element of x.
is there any other way to compute this derivative?
You are looking for the numerical gradient I assume.
t0 = 0;
ts = pi/10;
tf = 2*pi;
t = t0:ts:tf;
x = sin(t);
dx = gradient(x)/ts
The purpose of this function is a different one (vector fields), but it offers what diff doesn't: input and output vector of equal length.
gradient calculates the central difference between data points. For an
array, matrix, or vector with N values in each row, the ith value is
defined by
The gradient at the end points, where i=1 and i=N, is calculated with
a single-sided difference between the endpoint value and the next
adjacent value within the row. If two or more outputs are specified,
gradient also calculates central differences along other dimensions.
Unlike the diff function, gradient returns an array with the same
number of elements as the input.
I know I'm a little late to the game here, but you can also get an approximation of the numerical derivative by taking the derivatives of the polynomial (cubic) splines that runs through your data:
function dy = splineDerivative(x,y)
% the spline has continuous first and second derivatives
pp = spline(x,y); % could also use pp = pchip(x,y);
[breaks,coefs,K,r,d] = unmkpp(pp);
% pre-allocate the coefficient vector
dCoeff = zeroes(K,r-1);
% Columns are ordered from highest to lowest power. Both spline and pchip
% return 4xn matrices, ordered from 3rd to zeroth power. (Thanks to the
% anonymous person who suggested this edit).
dCoeff(:, 1) = 3 * coefs(:, 1); % d(ax^3)/dx = 3ax^2;
dCoeff(:, 2) = 2 * coefs(:, 2); % d(ax^2)/dx = 2ax;
dCoeff(:, 3) = 1 * coefs(:, 3); % d(ax^1)/dx = a;
dpp = mkpp(breaks,dCoeff,d);
dy = ppval(dpp,x);
The spline polynomial is always guaranteed to have continuous first and second derivatives at each point. I haven not tested and compared this against using pchip instead of spline, but that might be another option as it too has continuous first derivatives (but not second derivatives) at every point.
The advantage of this is that there is no requirement that the step size be even.
There are some options to work-around your issue.
First: you can make your domain larger. Instead of N, use N+1 gridpoints.
Second: depending on the end-point of interest, you can use
Forward difference: F(x + dx) - F(x)
Backward difference: F(x) - F(x - dx)