parametric integration and numeric plotting of a 2D function - matlab

I am going to devise a 2D function as a probability density function, is which a function of two variables, i.e. f = f(x,n). Then, as the target is plotting the probability variation, the integration in related to parameter x should be taken into account. The t parameter is the variable planned to be the upper bound of the integration. It is suffice to say that n is the other tuning factor. Finally, with due attention to the considered meshgrid, the probability surface is supposed to be drawn.
My option for the integration process is the symbolic int function. But there is an error: Error using mupadmex
Here is my code:
clear;
syms x;
syms n;
syms t;
sigma = 1;
mu = 0;
[t,n] = meshgrid(0:0.01:20, 1:1:100);
f = (n./(2*sigma*sqrt(pi))).*exp(-((n.*x)./(2.*sigma)).^2);
ff = int(f, x, -inf, t);
mesh(n,t,ff);
And the error trace:
Error using mupadmex
Error in MuPAD command: The argument is invalid. [Dom::Interval::new]
Error in sym/int (line 153)
rSym = mupadmex('symobj::intdef',f.s,x.s,a.s,b.s,options);
Error in field (line 14)
ff = int(f, x, -inf, t);
Would you please helping me to overcome this tie?!
PS. I know that there are some ideas to do this stuff more numerically by integral function, but I am prone to handle this case by int function, if it is possible. Because this code should be used as a service by the other snippets and the generated ff parameter is completely deserving, however it won't be a closed form function.
Thanks in advance.

I have changed several details in your code, Ill try to explain all of them.
No need of defining symbolic variables that are not going to be symbolic.
code:
clear;
syms x;
sigma = 1;
mu = 0; % This is never used!
You want to integrate a function f(n,x) dx for different n. If you create a meshgrid of n (instead of a vector), you will have tons of repeated f(ni,x) that you are not going to use.
Just do:
t=(0:1:20);
n=(1:10:100);
% are you sure you dont want ((n.*x)-mu) here?
f = (n./(2*sigma*sqrt(pi))).*exp(-((n.*x)./(2.*sigma)).^2);
int does not accept a mesh of symbolic functions! (or I haven't managed to make it work...).
So put a couple of for's there!
for ii=1:length(n)
for jj=1:length(t)
ff(ii,jj) = int(f(ii), x, -inf, t(jj));
end
end
Now we DO want a meshgrid for the plot!
Like this:
[t,n] = meshgrid(t, n);
And you want to plot the numerical value, so use double() to convert from symbolic to numerical:
plot!:
mesh(n,t,double(ff));
Result (with low amount of points due to the obvious computational effort needed)

Related

How to numerically solve for the upper bound of a definite integral in Matlab?

Given the equation
For some given function f(x) where gamma is also given, how can you numerically solve for upper bound u in Matlab?
f(x) can be a placeholder for any model.
This is a root-finding and integration problem but with my lack of knowledge in Matlab, I'm still trying to figure out how it is done.
My initial solution is a brute force approach. Let's say we have
and gamma = 0.8, we can find the definite integral from -inf to u by extracting its integral from some very small value u, working our way up until we reach a result gamma = 0.8.
syms f(x)
f(x) = (1/(sqrt(6*pi)))*exp(-(x^2/6));
gamma = 0.8;
u = -10;
res = int(f,x,-Inf,u);
while double(res) <= gamma
u = u+0.1;
res = int(f,x,-Inf,u);
end
fprintf("u is %f", u);
This solution is pretty slow and will definitely not work all the time.
I set u = 10 because looking at the graph of the function, we don't really get anything outside the interval [-5, 5].
You can use MATLAB Symbolic Math Toolbox (an addon you might need to install).
That way you can define yourself a "true" unknow variable x (not an array of x-values) and later integrate from negative infinity:
syms f(x)
f(x) = exp(2*x) % an example function
gamma = int(f,x,-Inf,u)
This yields gamma as the integral from -Inf to u, after defining f(x) as a symbolic function and u as a scalar

Matlab cart2pol function

Does the Matlab's cart2pol() function calculate the value of theta differently? Here's an example i worked out when converting to polar coordinates using cart2pol.
First, i implement it with cart2pol.
N = 8;
x = 1:N; y = x;
[X,Y] = meshgrid(x,y);
[theta,rho] = cart2pol(X-floor(N/2),-(Y-floor(N/2)))
which gives
Now, if i use the equation which is:
Note in Matlab, -1 and +1 is not required
theta = atan2((N-2.*Y),(2.*X-N))
i get:
Why is it that the value 3.1416 is negative for the cart2pol function and positive based on the equation?
As beaker said, the angle is the same. But regarding your comment: You can always use edit <functionname> to see how the Matlab function is implemented. This usually works for .m files, but not for P and MEX files, since these are binary and therefore can't be edited directly. So
edit cart2pol
in this case and you'll see that all cart2poldoes, is just atan2(y,x) to get theta. So this means that the different results are just due to the fact that you call the function using different inputs than the inputs you use in your "formula".
atan2(-(Y-floor(N/2)),X-floor(N/2))
gives exactly the same result as your call of cart2pol.

Plot log(n over k)

I've never used Matlab before and I really don't know how to fix the code. I need to plot log(1000 over k) with k going from 1 to 1000.
y = #(x) log(nchoosek(1000,x));
fplot(y,[1 1000]);
Error:
Warning: Function behaves unexpectedly on array inputs. To improve performance, properly
vectorize your function to return an output with the same size and shape as the input
arguments.
In matlab.graphics.function.FunctionLine>getFunction
In matlab.graphics.function.FunctionLine/updateFunction
In matlab.graphics.function.FunctionLine/set.Function_I
In matlab.graphics.function.FunctionLine/set.Function
In matlab.graphics.function.FunctionLine
In fplot>singleFplot (line 241)
In fplot>#(f)singleFplot(cax,{f},limits,extraOpts,args) (line 196)
In fplot>vectorizeFplot (line 196)
In fplot (line 166)
In P1 (line 5)
There are several problems with the code:
nchoosek does not vectorize on the second input, that is, it does not accept an array as input. fplot works faster for vectorized functions. Otherwise it can be used, but it issues a warning.
The result of nchoosek is close to overflowing for such large values of the first input. For example, nchoosek(1000,500) gives 2.702882409454366e+299, and issues a warning.
nchoosek expects integer inputs. fplot uses in general non-integer values within the specified limits, and so nchoosek issues an error.
You can solve these three issues exploiting the relationship between the factorial and the gamma function and the fact that Matlab has gammaln, which directly computes the logarithm of the gamma function:
n = 1000;
y = #(x) gammaln(n+1)-gammaln(x+1)-gammaln(n-x+1);
fplot(y,[1 1000]);
Note that you get a plot with y values for all x in the specified range, but actually the binomial coefficient is only defined for non-negative integers.
OK, since you've gotten spoilers for your homework exercise anyway now, I'll post an answer that I think is easier to understand.
The multiplicative formula for the binomial coefficient says that
n over k = producti=1 to k( (n+1-i)/i )
(sorry, no way to write proper formulas on SO, see the Wikipedia link if that was not clear).
To compute the logarithm of a product, we can compute the sum of the logarithms:
log(product(xi)) = sum(log(xi))
Thus, we can compute the values of (n+1-i)/i for all i, take the logarithm, and then sum up the first k values to get the result for a given k.
This code accomplishes that using cumsum, the cumulative sum. Its output at array element k is the sum over all input array elements from 1 to k.
n = 1000;
i = 1:1000;
f = (n+1-i)./i;
f = cumsum(log(f));
plot(i,f)
Note also ./, the element-wise division. / performs a matrix division in MATLAB, and is not what you need here.
syms function type reproduces exactly what you want
syms x
y = log(nchoosek(1000,x));
fplot(y,[1 1000]);
This solution uses arrayfun to deal with the fact that nchoosek(n,k) requires k to be a scalar. This approach requires no toolboxes.
Also, this uses plot instead of fplot since this clever answer already addresses how to do with fplot.
% MATLAB R2017a
n = 1000;
fh=#(k) log(nchoosek(n,k));
K = 1:1000;
V = arrayfun(fh,K); % calls fh on each element of K and return all results in vector V
plot(K,V)
Note that for some values of k greater than or equal to 500, you will receive the warning
Warning: Result may not be exact. Coefficient is greater than 9.007199e+15 and is only accurate to 15 digits
because nchoosek(1000,500) = 2.7029e+299. As pointed out by #Luis Mendo, this is due to realmax = 1.7977e+308 which is the largest real floating-point supported. See here for more info.

How to perform indefinite integration of this function in MATLAB?

I need to perform the following operations as shown in the image. I need to calculate the value of function H for different inputs(x) using MATLAB.
I am giving the following command from Symbolic Math Toolbox
syms y t x;
f1=(1-exp(-y))/y;
f2=-t+3*int(f1,[0,t]);
f3=exp(f2);
H=int(f3,[0,x]);
but the value of 2nd integral i.e. integral in the function H can't be calculated and my output is of the form of
H =
int(exp(3*eulergamma - t - 3*ei(-t) + 3*log(t)), t, 0, x)
If any of you guys know how to evaluate this or have a different idea about this, please share it with me.
Directly Finding the Numerical Solution using integral:
Since you want to calculate H for different values of x, so instead of analytical solution, you can go for numerical solution.
Code:
syms y t;
f1=(1-exp(-y))/y; f2=-t+3*int(f1,[0,t]); f3=exp(f2);
H=integral(matlabFunction(f3),0,100) % Result of integration when x=100
Output:
H =
37.9044
Finding the Approximate Analytical Solution using Monte-Carlo Integration:
It probably is an "Elliptic Integral" and cannot be expressed in terms of elementary functions. However, you can find an approximate analytical solution using "Monte-Carlo Integration" according to which:
where f(c) = 1/n Σ f(xᵢ)
Code:
syms x y t;
f1=(1-exp(-y))/y; f2=-t+3*int(f1,[0,t]); f3=exp(f2);
f3a= matlabFunction(f3); % Converting to function handle
n = 1000;
t = x*rand(n,1); % Generating random numbers within the limits (0,x)
MCint(x) = x * mean(f3a(t)); % Integration
H= double(MCint(100)) % Result of integration when x=100
Output:
H =
35.2900
% Output will be different each time you execute it since it is based
% on generation of random numbers
Drawbacks of this approach:
Solution is not exact but approximated.
Greater the value of n, better the result and slower the code execution speed.
Read the documentation of matlabFunction, integral, Random Numbers Within a Specific Range, mean and double for further understanding of the code(s).

Using fzero in Matlab or Octave, avoiding for loop and complex solutions

I'm using fzero function to solve a non-linear equation depending on one parameter
and I'm not satisfied with my method. I have these issues:
1) Can for loop for the parameter be avoided ?
2) In order to avoid complex solutions I first have to pre-compute valid interval for fzero.
Is there is a better solution here ?
If I reduce the parameter step size the execution time becomes slow. If I don’t pre-compute
the interval I get an error "Function values at interval endpoints must be finite and real."
in Matlab and "fzero: not a valid initial bracketing" in Octave.
Here is the code
% solve y = 90-asind(n*(sind(90-asind(sind(a0)/n)-y)))
% set the equation paramaters
n=1.48; a0=0:0.1:60;
% loop over a0
for i = 1:size(a0,2)
% for each a0 find where the argument of outer asind()
% will not give complex solutions, i.e. argument is between 1 and -1
fun1 = #(y) n*(sind(90-asind(sind(a0(i))/n)-y))-0.999;
y1 = fzero(fun1,[0 90]);
fun2 = #(y) n*(sind(90-asind(sind(a0(i))/n)-y))+0.999;
y2 = fzero(fun2,[0 90]);
% use y1, y2 as limits in fzero interval
fun3 = #(y) 90-asind(n*(sind(90-asind(sind(a0(i))/n)-y)))-y;
y(i) = fzero(fun3, [y1 y2]);
end
% plot the result
figure; plot(y); grid minor;
xlabel('Incident ray angle [Deg]');
ylabel('Lens surface tangent angle');
With Matlab, I obtained the plot below with the following simplified loop.
for i = 1:size(a0,2)
fun3 = #(y) sind(90-y) - n*(sind(90-asind(sind(a0(i))/n)-y));
y(i) = fzero(fun3, [0,90]);
end
The difference is in the form of equation: I replaced 90-y = asind(something) with sin(90-y) = something. When "something" is greater than 1 in absolute value, the former version throws an error due to complex value of asind. The latter proceeds normally, recognizing that this is not a solution (sin(90-y) can't be equal to something that is greater than 1).
No precomputing of the bracket was necessary, [0,90] simply worked. Another change I made was in the plot: plot(a0,y) instead of plot(y), to get the correct horizontal axis.
And you can't avoid for loop here, nor should you worry about it. Vectorization means eliminating loops where the content is a low-level operation that can be done en masse by operating on some C array. But fzero is totally not that. If the code takes long to run, it's because solving a bunch of equations takes long, not because there's a for loop.