Integral approximation with sums - matlab

I want to approximate the integral of the function x*sin(x) from 0 to 1 with:
Left rectangular rule
Right rectangular rule
Midpoint rule
Trapezodial rule
For the first one, I use the following peace of code and it works nicely
n=1000; a=0; b=1; f=#(x)x.*sin(x);
x=linspace(a,b,n+1);
h=(b-a)/n;
q=sum(h*f(x(1:n)))
But I'm stuck on how to proceed. For the first one, they use the formula
For the right rectangular rule, they use
Does the x(1:n) imply f(x_{i-1})? I'm especially lost on how I should handle the qsum for the third point, using the formula
For the 4th problem the formula that is used is
There are probably other ways to do this, but I want to apply the code I made for the first problem, and expand it onto the other problems.

The second problem, right rectangular rule can be computed using the same linspace, but from 2 to n+1. For the midpoint formula, one has to compute the values in between the current linspace, as the formulas quite elegantly show it. For the trapezoid, one has to sum the areas of n semi-rectangles (no idea of the correct term), which are just the area of the rectangles, whose height is the average of the endpoints.

Related

Using matlab to obtain the vector fields and the angles made by the vector field on a closed curve?

Here is the given system I want to plot and obtain the vector field and the angles they make with the x axis. I want to find the index of a closed curve.
I know how to do this theoretically by choosing convenient points and see how the vector looks like at that point. Also I can always use
to compute the angles. However I am having trouble trying to code it. Please don't mark me down if the question is unclear. I am asking it the way I understand it. I am new to matlab. Can someone point me in the right direction please?
This is a pretty hard challenge for someone new to matlab, I would recommend taking on some smaller challenges first to get you used to matlab's conventions.
That said, Matlab is all about numerical solutions so, unless you want to go down the symbolic maths route (and in that case I would probably opt for Mathematica instead), your first task is to decide on the limits and granularity of your simulated space, then define them so you can apply your system of equations to it.
There are lots of ways of doing this - some more efficient - but for ease of understanding I propose this:
Define the axes individually first
xpts = -10:0.1:10;
ypts = -10:0.1:10;
tpts = 0:0.01:10;
The a:b:c syntax gives you the lower limit (a), the upper limit (c) and the spacing (b), so you'll get 201 points for the x. You could use the linspace notation if that suits you better, look it up by typing doc linspace into the matlab console.
Now you can create a grid of your coordinate points. You actually end up with three 3d matrices, one holding the x-coords of your space and the others holding the y and t. They look redundant, but it's worth it because you can use matrix operations on them.
[XX, YY, TT] = meshgrid(xpts, ypts, tpts);
From here on you can perform whatever operations you like on those matrices. So to compute x^2.y you could do
x2y = XX.^2 .* YY;
remembering that you'll get a 3d matrix out of it and all the slices in the third dimension (corresponding to t) will be the same.
Some notes
Matlab has a good builtin help system. You can type 'help functionname' to get a quick reminder in the console or 'doc functionname' to open the help browser for details and examples. They really are very good, they'll help enormously.
I used XX and YY because that's just my preference, but I avoid single-letter variable names as a general rule. You don't have to.
Matrix multiplication is the default so if you try to do XX*YY you won't get the answer you expect! To do element-wise multiplication use the .* operator instead. This will do a11 = b11*c11, a12 = b12*c12, ...
To raise each element of the matrix to a given power use .^rather than ^ for similar reasons. Likewise division.
You have to make sure your matrices are the correct size for your operations. To do elementwise operations on matrices they have to be the same size. To do matrix operations they have to follow the matrix rules on sizing, as will the output. You will find the size() function handy for debugging.
Plotting vector fields can be done with quiver. To plot the components separately you have more options: surf, contour and others. Look up the help docs and they will link to similar types. The plot family are mainly about lines so they aren't much help for fields without creative use of the markers, colours and alpha.
To plot the curve, or any other contour, you don't have to test the values of a matrix - it won't work well anyway because of the granularity - you can use the contour plot with specific contour values.
Solving systems of dynamic equations is completely possible, but you will be doing a numeric simulation and your results will again be subject to the granularity of your grid. If you have closed form solutions, like your phi expression, they may be easier to work with conceptually but harder to get working in matlab.
This kind of problem is tractable in matlab but it involves some non-basic uses which are pretty hard to follow until you've got your head round Matlab's syntax. I would advise to start with a 2d grid instead
[XX, YY] = meshgrid(xpts, ypts);
and compute some functions of that like x^2.y or x^2 - y^2. Get used to plotting them using quiver or plotting the coordinates separately in intensity maps or surfaces.

Solving equations involving dozens of ceil and floor functions in MATLAB?

I am tackling a problem which uses lots of equations in the form of:
where q_i(x) is the only unknown, c_i, C_j, P_j are always positive. We have two cases, the first when c_i, C_j, P_j are integers and the case when they are real. C_j < P_j for all j
How is this type of problems efficently solved in MATLAB especially when the number of iterations N is between 20 - 100?
What I was doing is q_i(x) - c_i(x) must be equal to the summation of integers. So i was doing an exhaustive search for q_i(x) which satisfies both ends of the equation. Clearly this is computationally exhaustive.
What if c_i(x) is a floating point number, this will even make the problem even more difficult to find a real q_i(x)?
MORE INFO: These equations are from the paper "Integrating Preemption Threshold to Fixed Priority DVS Scheduling Algorithms" by Yang and Lin.
Thanks
You can use bisection method to numerically find zeros of almost any well-behavior functions.
Convert your equation problem into a zero-finding problem, by moving all things to one side of the equal sign. Then find x: f(x)=0.
Apply bisection method equation solver.
That's it! Or may be....
If you have specific range(s) where the roots should fall in, then just perform bisection method for each range. If not, you still have to give a maximum estimation (you don't want to try some number larger than that), and make this as the range.
The problem of this method is for each given range it can only find one root, because it's always picking the left (or right) half of the range. That's OK if P_j is integer, as you can always find a minimum step of the function. Say P_j = 1, then only a change in q_i larger than 1 leads to another segment (and thus a possible different root). Otherwise, within each range shorter than 1 there will be at most one solution.
If P_j is an arbitrary number (such as 1e-10), unless you have a lower limit on P_j, most likely you are out of lucky, since you can't tell how fast the function will jump, which essentially means f(x) is not a well-behavior function, making it hard to solve.
The sum is a step function. You can discretize the problem by calculating where the floor function jumps for the next value; this is periodic for every j. Then you overlay the N ''rhythms'' (each has its own speed specified by the Pj) and get all the locations where the sum jumps. Each segment can have exactly 0 or 1 intersection with qi(x). You should visualize the problem for intuitive understanding like this:
f = #(q) 2 + (floor(q/3)*0.5 + floor(q/4)*3 + floor(q/2)*.3);
xx = -10:0.01:10;
plot(xx,f(xx),xx,xx)
For each step, it can be checked analytically if an intersection exists or not.
jumps = unique([0:3:10,0:4:10,0:2:10]); % Vector with position of jumps
lBounds = jumps(1:end-1); % Vector with lower bounds of stairs
uBounds = jumps(2:end); % Vector with upper bounds of stairs
middle = (lBounds+uBounds)/2; % center of each stair
fStep = f(middle); % height of the stairs
intersection = fStep; % Solution of linear function q=fStep
% Check if intersection is within the bounds of the specific step
solutions = intersection(intersection>=lBounds & intersection<uBounds)
2.3000 6.9000

Detect incorrect points in a homogeneous surface

In my project i have hige surfaces of 20.000 points computed by a algorithm. This algorithm, sometimes, has an error, computing 1 or more points in an small area incorrectly.
This error can not be solved in the algorithm, but needs to be detected afterwards.
The error can be seen in the next figure:
As you can see, there is a point wrongly computed that not only breaks the full homogeneous surface, but also destroys the aestetics of the plot (wich is also important in the project.)
Sometimes it can be more than a point, in general no more than 5 or 6. The error is allways the Z axis, so no need to check X and Y
I have been squeezing my mind to find a bit "generic" algorithm to detect this poitns.
I thougth that maybe taking patches of surface and meaning the Z, then detecting the points out of the variance... but I dont think it will work allways.
Any ideas?
NOTE: I dont want someone to write code for me, just an idea.
PD: relevant code for the avobe image:
[x,y] = meshgrid([-2:.07:2]);
Z = x.*exp(-x.^2-y.^2);
subplot(1,2,1)
surf(x,y,Z,gradient(Z))
subplot(1,2,2)
Z(35,35)=Z(35,35)+0.3;
surf(x,y,Z,gradient(Z))
The standard trick is to use a Laplacian, looking for the largest outliers. (This is not unlike what Mohsen posed for an answer, but is actually a bit easier.) You could even probably do it with conv2, so it would be pretty efficient.
I could offer a few ways to implement the idea. A simple one is to use my gridfit tool, found on the File Exchange. (Gridfit essentially uses a Laplacian for its smoothing operation.) Fit the surface with all points included, then look for the single point that was perturbed the most by the fit. Exclude it, then rerun the fit, again looking for the largest outlier. (With gridfit, you can use weights to give points a zero weight, a simple way to exclude a point or list of points.) When the largest perturbation that was needed is small enough, you can decide to stop the process. A nice thing is gridfit will also impute new values for the outliers, filling in all of the holes.
A second approach is to use the Laplacian directly, in more of a filtering approach. Here, you simply compute a value at each point that is the average of each neighbor to the left, right, above, and below. The single value that is most largely in disagreement with its computed average is replaced with a new value. Or, you can use a weighted average of the new value with the old one there. Again, iterate until the process does not generate anything larger than some tolerance. (This is the basis of an old outlier detection and correction scheme that I recall from the Fortran IMSL libraries, but probably dates back to roughly 30 years ago.)
Since your functions seems to vary smoothly these abrupt changes can be detected by looking into the derivatives. You can
Take the derivative in one direction
Calculate mean and standard deviation of derivative
Find the points by looking for points that are further from mean by certain multiple of standard deviation.
Here is the code
U=diff(Z);
V=(U-mean(U(:)))/std(U(:));
surf(x(2:end,:),y(2:end,:),V)
V=[zeros(1,size(V,2)); V];
V(abs(V)<10)=0;
V=sign(V);
W=cumsum(V);
[I,J]=find(W);
outliers = [I, J];
For your example you get this plot for V with a peak at around 21.7 while second peak is at around 1.9528, so maybe a threshold of 10 is ok.
and running the code returns
outliers =
35 35
The need for cumsum is for the cases that you have a patch of points next to each other that are incorrect.

Vertical line fit using polyfit

Its just a basic question. I am fitting lines to scatter points using polyfit.
I have some cases where my scatter points have same X values and polyfit cant fit a line to it. There has to be something that can handle this situation. After all, its just a line fit.
I can try swapping X and Y and then fir a line. Any easier method because I have lots of sets of scatter points and want a general method to check lines.
Main goal is to find good-fit lines and drop non-linear features.
First of all, this happens due to the method of fitting that you are using. When doing polyfit, you are using the least-squares method on Y distance from the line.
(source: une.edu.au)
Obviously, it will not work for vertical lines. By the way, even when you have something close to vertical lines, you might get numerically unstable results.
There are 2 solutions:
Swap x and y, as you said, if you know that the line is almost vertical. Afterwards, compute the inverse linear function.
Use least-squares on perpendicular distance from the line, instead of vertical (See image below) (more explanation in here)
(from MathWorld - A Wolfram Web Resource: wolfram.com)
Polyfit uses linear ordinary least-squares approximation and will not allow repeated abscissa as the resulting Vandermonde matrix will be rank deficient. I would suggest trying to find something of a more statistical nature.
If you wish to research Andreys method it usually goes by the names Total least squares or Orthogonal distance regression http://en.wikipedia.org/wiki/Total_least_squares
I would tentatively also put forward the possibility of detecting when you have simultaneous x values, then rotating your data about the origin, fitting the line and then transform the line back. I could not say how poorly this would perform and only you could decide if it was an option based on your accuracy requirements.

Area of Union of n circles(MATLAB code)

I am trying to calculate the area of union of n circles in a plane when it is known that all circles are of equal radii and their centers are also known(of all n circles). I was trying to follow the set theory approach(inclusion-exclusion principle), where we know the formula for union of n sets. I was just using an operator Ar() which gives the area,i.e. Ar(A) gives me the area of A. I first tried to find out which circle is intersecting with which other circle(s) with the help of D<2R(D=dist between the centers of the two circles), then I was trying to calculate the area of intersection between them pairwise and hence find the area of union. But I am getting stuck for n>4. Can anyone provide a soln to this(soln by the set theory approach is necessary). Thanks in advance
If your problem was just for pairs of circles, you'll use the known result about Circle-Circle intersection areas. The formula for the pairwise area between any two circles, based on a standard parameterization of all circles involved, is given there. But as n gets large, the formulas for these areas are not commonly known. There might be a clever way to use recursion to compute the formulas for the intersection of two circles (n=2), the intersection of two asymmetric lens shapes (n=3), the intersection of two instances of whatever shape is the intersection of two asymmetric lens shapes (n=4), and so on. If you can derive formulas for those areas, you can always use inclusion-exclusion to figure out the intersection. The key insight is that the intersection of n instances of the previous shape is really the intersection of n-1 instances of intersections-of-previous-shape. But like the commenter above has said, that question really belongs at Math Overflow.
Practical Aside
For anyone reading who is interested in a practical way to solve this problem, Monte Carlo integration is an excellent choice. All you need to do is compute a large rectangle that bounds all of the circles, and then draw points uniformly in that rectangle. For each circle, check if the point is inside or outside. If it is ever inside, then increment a counter and break out of doing any more checks. At the end, the proportion of that counter to the total points drawn, multiplied by the area of the rectangle, will give the area.
If we assume that for each n-wise intersection area, we need to do n different O(1) steps (assuming we get an analytical formula that we can just plug the radii and center data straight into, which might be optimistic), then this analytical method is still O(n^2).
Monte Carlo is worse, O(Mn) where M is the number of points we draw, if we make the pessimistic assumption that we have to check against all n circles for every point. For moderate n, while M won't need to be intractably large, it certainly won't be close to n. However, we get the added benefit that our function automatically generalizes to the case of mixed radii (for which the general solution is much harder). From a practitioner's point of view, the analytical solution here is not very useful unless the circles barely overlap and the bounding rectangle contains a large amount of empty space.