Here I've written a dynamic function as:
function dAx = dynamic(t,x)
global u;
g = 9.8;
l = 0.5;
m = 0.5;
h = 2;
dx(1,1) = x(2);
dx(2,1) = g/l*sin(x(1))-h/(m*l^2)*x(2)+1/(m*l)*cos(x(1))*u(1,1);
dx(3,1) = g*lcos(x(3))-u(2,1);
A = [x(1)*x(2)+10*x(1);10*x(2)-5*x(1);x(3)]
dx = 1e-3
dAx = [(((x(1)+dx)+(x(1)-dx))*((x(2)+dx)+(x(2)-dx)))/(2*dx)+(10*(x(1)+dx)+(x(1)-dx))/(2*dx);
((10*(x(2)+dx)+(x(2)-dx))-5*((x(1)+dx)+(x(1)-dx)))/(2*dx);
((x(3)+dx)+(x(3)-dx))/(2*dx)]; % dA/dx using central derivative method computation
Here there is a matrix A (3*1) and function out put is derivative of matrix A related to system states.
I've tried to use central difference method.Is my derivative matrix calculation correct?
#Lahidj dAx/dx is a matrix of the size of nA by nx. You compute this column by column. Take the first state (eg. x(1)). Increment and decrement it by a small value (dx), like 1e-3. Get the A vectors for increased and decreased values of alpha. Compute the difference between these two vectors and divide it by two times of dx. (A_plus - A_minus)/(2*dx). Repeat this for the rest of the states/columns, you would get dAx/dx.
Related
What I am currently doing is computing the euclidean distance between all elements in a vector (the elements are pixel locations in a 2D image) to see if the elements are close to each other. I create a reference vector that takes on the value of each index within the vector incrementally. The euclidean distance between the reference vector and all the elements in the pixel location vector is computed using the MATLAB function "pdist2" and the result is applied to some conditions; however, upon running the code, this function seems to be taking the longest to compute (i.e. for one run, the function was called upon 27,245 times and contributed to about 54% of the overall program's run time). Is there a more efficient method to do this and speed up the program?
[~, n] = size(xArray); %xArray and yArray are same size
%Pair the x and y coordinates of the interest pixels
pairLocations = [xArray; yArray].';
%Preallocate cells with the max amount (# of interest pixels)
p = cell(1,n);
for i = 1:n
ref = [xArray(i), yArray(i)];
d = pdist2(ref,pairLocations,'euclidean');
d = d < dTh;
d = find(d==1);
[~,k] = size(d);
if (k >= num)
p{1,i} = d;
end
end
For squared Euclidean distance, there is a trick using matrix dot product:
||a-b||² = <a-b, a-b> = ||a||² - 2<a,b> + ||b||²
Let C = [xArray; yArray]; a 2×n matrix of all locations, then
n2 = sum(C.^2); % sq norm of coordinates
D = bsxfun(#plus, n2, n2.') - 2 * C.' * C;
Now D(ii,jj) holds the square distance between point ii and point jj.
Should run quite quickly.
I would like to compute the derivative of a complex-valued function (Holomorphic function) numerically in MATLAB.
I have computed the function in a grid on the complex plane, and I've tried to compute the derivative using the Cauchy–Riemann relations.
Given:
u = real(f), v = imag(f), x = real(point), y = imag(point)
The derivative should be given by: f' = du/dx + i dv/dx = dv/dy - i du/dy
where 'd' is the derivative operator.
I've tried the following code:
stepx = 0.01;
stepy = 0.01;
Nx = 2/stepx +1;
Ny = 2/stepy +1;
[re,im] = meshgrid([-1:stepx:1], [-1:stepy:1]);
cplx = re + 1i*im;
z = cplx.^3;
The derivative should be given by:
f1 = diff(real(z),1,2)/stepx +1i* diff(imag(z),1,2)/stepx;
or
f2 = diff(imag(z),1,1)/stepy - 1i* diff(real(z),1,1)/stepy;
But the two derivatives, which are suppose to be equal, do not match.
What am I doing wrong?
Let's count the number of elements which differs for less than stepx (assuming stepx = stepy):
lm = min(size(f1));
A = f1(1:lm,1:lm);
B = f2(1:lm,1:lm);
sum(sum(abs(A - B) <= stepx))
and using the fix proposed by #A. Donda
f1i = interp1(1 : Ny, f1, 1.5 : Ny);
f2i = interp1(1 : Nx, f2 .', 1.5 : Nx) .';
sum(sum(abs(f1i - f2i) <= stepx))
In the second case they all differ for less than stepx as it should be, while in the first case it's not true.
The problem is that using the two different expressions, discretized for use in Matlab, you are computing the approximate derivatives at different points in the complex plane. Let's say you are at imaginary value y and you compute the differences along the real axis x, then the ith difference estimates the derivative at (x(i) + x(i + 1))/2, i.e. at all the midpoints between two subsequent x-values. The other way around you estimate the derivative at a given x but at all the midpoints between two subsequent y-values.
This also leads to different sizes of the resulting matrices. Using the first formula you get a matrix of size 201x200, the other of size 200x201. That's because in the first variant there are 200 midpoints along x, but 201 y-values, and vice versa.
So the answer is, you are not doing anything wrong, you are just interpreting the result wrongly.
You can solve the problem by interpolating explicitly along the other dimension (the one not used for the derivative):
f1i = interp1(1 : Ny, f1, 1.5 : Ny);
f2i = interp1(1 : Nx, f2 .', 1.5 : Nx) .';
Where f1 is computed according to your first formula and f2 according to the second. Now both derivatives are evaluated at points that are midpoints along both dimensions, which is why both matrices are of size 200x200.
If you compare them now, you will see that they are identical up to numerical error (after all, diff computes only approximate derivatives and interp1 makes interpolation errors). For your stepsize, this error is maximally 1e-4, and it can be further reduced by using a smaller stepsize.
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)
I have found several questions/answers for vectorizing and speeding up routines for multiplying a matrix and a vector in a single loop, but I am trying to do something a little more general, namely multiplying an arbitrary number of matrices together, and then performing that operation an arbitrary number of times.
I am writing a general routine for calculating thin-film reflection from an arbitrary number of layers vs optical frequency. For each optical frequency W each layer has an index of refraction N and an associated 2x2 transfer matrix L and 2x2 interface matrix I which depends on the index of refraction and the thickness of the layer. If n is the number of layers, and m is the number of frequencies, then I can vectorize the index into an n x m matrix, but then in order to calculate the reflection at each frequency, I have to do nested loops. Since I am ultimately using this as part of a fitting routine, anything I can do to speed it up would be greatly appreciated.
This should provide a minimum working example:
W = 1260:0.1:1400; %frequency in cm^-1
N = rand(4,numel(W))+1i*rand(4,numel(W)); %dummy complex index of refraction
D = [0 0.1 0.2 0]/1e4; %thicknesses in cm
[n,m] = size(N);
r = zeros(size(W));
for x = 1:m %loop over frequencies
C = eye(2); % first medium is air
for y = 2:n %loop over layers
na = N(y-1,x);
nb = N(y,x);
%I = InterfaceMatrix(na,nb); % calculate the 2x2 interface matrix
I = [1 na*nb;na*nb 1]; % dummy matrix
%L = TransferMatrix(nb) % calculate the 2x2 transfer matrix
L = [exp(-1i*nb*W(x)*D(y)) 0; 0 exp(+1i*nb*W(x)*D(y))]; % dummy matrix
C = C*I*L;
end
a = C(1,1);
c = C(2,1);
r(x) = c/a; % reflectivity, the answer I want.
end
Running this twice for two different polarizations for a three layer (air/stuff/substrate) problem with 2562 frequencies takes 0.952 seconds while solving the exact same problem with the explicit formula (vectorized) for a three layer system takes 0.0265 seconds. The problem is that beyond 3 layers, the explicit formula rapidly becomes intractable and I would have to have a different subroutine for each number of layers while the above is completely general.
Is there hope for vectorizing this code or otherwise speeding it up?
(edited to add that I've left several things out of the code to shorten it, so please don't try to use this to actually calculate reflectivity)
Edit: In order to clarify, I and L are different for each layer and for each frequency, so they change in each loop. Simply taking the exponent will not work. For a real world example, take the simplest case of a soap bubble in air. There are three layers (air/soap/air) and two interfaces. For a given frequency, the full transfer matrix C is:
C = L_air * I_air2soap * L_soap * I_soap2air * L_air;
and I_air2soap ~= I_soap2air. Thus, I start with L_air = eye(2) and then go down successive layers, computing I_(y-1,y) and L_y, multiplying them with the result from the previous loop, and going on until I get to the bottom of the stack. Then I grab the first and third values, take the ratio, and that is the reflectivity at that frequency. Then I move on to the next frequency and do it all again.
I suspect that the answer is going to somehow involve a block-diagonal matrix for each layer as mentioned below.
Not next to a matlab, so that's only a starter,
Instead of the double loop you can write na*nb as Nab=N(1:end-1,:).*N(2:end,:);
The term in the exponent nb*W(x)*D(y) can be written as e=N(2:end,:)*W'*D;
The result of I*L is a 2x2 block matrix that has this form:
M = [1, Nab; Nab, 1]*[e-, 0;0, e+] = [e- , Nab*e+ ; Nab*e- , e+]
with e- as exp(-1i*e), and e+ as exp(1i*e)'
see kron on how to get the block matrix form, to vectorize the propagation C=C*I*L just take M^n
#Lama put me on the right path by suggesting block matrices, but the ultimate answer ended up being more complicated, and so I put it here for posterity. Since the transfer and interface matrix is different for each layer, I leave in the loop over the layers, but construct a large sparse block matrix where each block represents a frequency.
W = 1260:0.1:1400; %frequency in cm^-1
N = rand(4,numel(W))+1i*rand(4,numel(W)); %dummy complex index of refraction
D = [0 0.1 0.2 0]/1e4; %thicknesses in cm
[n,m] = size(N);
r = zeros(size(W));
C = speye(2*m); % first medium is air
even = 2:2:2*m;
odd = 1:2:2*m-1;
for y = 2:n %loop over layers
na = N(y-1,:);
nb = N(y,:);
% get the reflection and transmission coefficients from subroutines as a vector
% of length m, one value for each frequency
%t = Tab(na, nb);
%r = Rab(na, nb);
t = rand(size(W)); % dummy vector for MWE
r = rand(size(W)); % dummy vector for MWE
% create diagonal and off-diagonal elements. each block is [1 r;r 1]/t
Id(even) = 1./t;
Id(odd) = Id(even);
Io(even) = 0;
Io(odd) = r./t;
It = [Io;Id/2].';
I = spdiags(It,[-1 0],2*m,2*m);
I = I + I.';
b = 1i.*(2*pi*D(n).*nb).*W;
B(even) = -b;
B(odd) = b;
L = spdiags(exp(B).',0,2*m,2*m);
C = C*I*L;
end
a = spdiags(C,0);
a = a(odd).';
c = spdiags(C,-1);
c = c(odd).';
r = c./a; % reflectivity, the answer I want.
With the 3 layer system mentioned above, it isn't quite as fast as the explicit formula, but it's close and probably can get a little faster after some profiling. The full version of the original code clocks at 0.97 seconds, the formula at 0.012 seconds and the sparse diagonal version here at 0.065 seconds.
I'm going to start off by stating that, yes, this is homework (my first homework question on stackoverflow!). But I don't want you to solve it for me, I just want some guidance!
The equation in question is this:
I'm told to take N = 50, phi1 = 300, phi2 = 400, 0<=x<=1, and 0<=y<=1, and to let x and y be vectors of 100 equally spaced points, including the end points.
So the first thing I did was set those variables, and used x = linspace(0,1) and y = linspace(0,1) to make the correct vectors.
The question is Write a MATLAB script file called potential.m which calculates phi(x,y) and makes a filled contour plot versus x and y using the built-in function contourf (see the help command in MATLAB for examples). Make sure the figure is labeled properly. (Hint: the top and bottom portions of your domain should be hotter at about 400 degrees versus the left and right sides which should be at 300 degrees).
However, previously, I've calculated phi using either x or y as a constant. How am I supposed to calculate it where both are variables? Do I hold x steady, while running through every number in the vector of y, assigning that to a matrix, incrementing x to the next number in its vector after running through every value of y again and again? And then doing the same process, but slowly incrementing y instead?
If so, I've been using a loop that increments to the next row every time it loops through all 100 values. If I did it that way, I would end up with a massive matrix that has 200 rows and 100 columns. How would I use that in the linspace function?
If that's correct, this is how I'm finding my matrix:
clear
clc
format compact
x = linspace(0,1);
y = linspace(0,1);
N = 50;
phi1 = 300;
phi2 = 400;
phi = 0;
sum = 0;
for j = 1:100
for i = 1:100
for n = 1:N
sum = sum + ((2/(n*pi))*(((phi2-phi1)*(cos(n*pi)-1))/((exp(n*pi))-(exp(-n*pi))))*((1-(exp(-n*pi)))*(exp(n*pi*y(i)))+((exp(n*pi))-1)*(exp(-n*pi*y(i))))*sin(n*pi*x(j)));
end
phi(j,i) = phi1 - sum;
end
end
for j = 1:100
for i = 1:100
for n = 1:N
sum = sum + ((2/(n*pi))*(((phi2-phi1)*(cos(n*pi)-1))/((exp(n*pi))-(exp(-n*pi))))*((1-(exp(-n*pi)))*(exp(n*pi*y(j)))+((exp(n*pi))-1)*(exp(-n*pi*y(j))))*sin(n*pi*x(i)));
end
phi(j+100,i) = phi1 - sum;
end
end
This is the definition of contourf. I think I have to use contourf(X,Y,Z):
contourf(X,Y,Z), contourf(X,Y,Z,n), and contourf(X,Y,Z,v) draw filled contour plots of Z using X and Y to determine the x- and y-axis limits. When X and Y are matrices, they must be the same size as Z and must be monotonically increasing.
Here is the new code:
N = 50;
phi1 = 300;
phi2 = 400;
[x, y, n] = meshgrid(linspace(0,1),linspace(0,1),1:N)
f = phi1-((2./(n.*pi)).*(((phi2-phi1).*(cos(n.*pi)-1))./((exp(n.*pi))-(exp(-n.*pi)))).*((1-(exp(-1.*n.*pi))).*(exp(n.*pi.*y))+((exp(n.*pi))-1).*(exp(-1.*n.*pi.*y))).*sin(n.*pi.*x));
g = sum(f,3);
[x1,y1] = meshgrid(linspace(0,1),linspace(0,1));
contourf(x1,y1,g)
Vectorize the code. For example you can write f(x,y,n) with:
[x y n] = meshgrid(-1:0.1:1,-1:0.1:1,1:10);
f=exp(x.^2-y.^2).*n ;
f is a 3D matrix now just sum over the right dimension...
g=sum(f,3);
in order to use contourf, we'll take only the 2D part of x,y:
[x1 y1] = meshgrid(-1:0.1:1,-1:0.1:1);
contourf(x1,y1,g)
The reason your code takes so long to calculate the phi matrix is that you didn't pre-allocate the array. The error about size happens because phi is not 100x100. But instead of fixing those things, there's an even better way...
MATLAB is a MATrix LABoratory so this type of equation is pretty easy to compute using matrix operations. Hints:
Instead of looping over the values, rows, or columns of x and y, construct matrices to represent all the possible input combinations. Check out meshgrid for this.
You're still going to need a loop to sum over n = 1:N. But for each value of n, you can evaluate your equation for all x's and y's at once (using the matrices from hint 1). The key to making this work is using element-by-element operators, such as .* and ./.
Using matrix operations like this is The Matlab Way. Learn it and love it. (And get frustrated when using most other languages that don't have them.)
Good luck with your homework!