Stopping criteria matlab iteration - matlab

I want to add an While-loop to my matlab-code so that it will stop when the iteration is good enough. With some kind of tolerance, eg. 1e-6.
This is my code now. So i need to add some kind of stopping criteria, i have tried several times now but it won't work... I appreciate all of ur help!
x(1)=1;
iterations = 0;
tolerance = 1e-6;
% Here should the while be....
for i=1:N
x(i+1)=x(i);
for j=1:N
x(i+1)=F(x(i),x(i+1));
end
end
iter= iter + 1;

Well, somehow you need to compute the 'error' you are doing in each iteration. In your case it would be something like this:
iter = 0;
tolerance = 1e-6;
error=1;
x=F(x);
while(error>tolerance)
x2=x;
x=F(x);
error = x-x2;
iter= iter + 1;
end
Note how at the beginning the error is set to 1 so we make sure it goes inside the loop. We also compute the first instance of x outside the loop. F(x) will be your function to evaluate, change it for whatever you need.
Inside the loop assign the old value of x to x2, then compute the new x and finally compute the error. Here I compute the error as x-x2 but you might need to compute this error in another way.
The loop will exit whenever the error is lower than the tolerance.

Related

Bisection doesn't return a value

The function below, bisection, is supposed to find a root given three inputs: a function f, and an interval defined using the two parameters a and b. The intention is that the value of a and b are changed within the function to approach a common point, as long as their signs are different.
When I call my function like this:
bisection( #(x)x-1 ,-2,3)
no output is returned. What am I doing wrong?
function X = bisection(f,a,b)
if ge((f(a)*f(b)),0)
disp('Wrong')
return;
end
X = (a+b)/2;
while abs(X)>0.01
if f(X)*f(a)>0
X=a;
else
X=b;
end
end
Enter the Infinite!
Well done! You've written your first (and not last, believe me) infinite loop. The problem is threefold. Firstly your stop condition was abs(X) and should have been abs(f(X)) - you don't care for X to be zero, you want f(X) to be zeros. Secondly you don't update your your X correctly so your break condition is never hit (unless you are lucky to give this function symmetrical a,b bounds around the zero of the function). You could see this easily by adding a line like disp(f(X)); pause(0.5); somewhere in the while-loop.
In general try to avoid infinite loops with some explicit stop condition. In my code below I've put in the interaction limit past which the algorithm will just stop (it would be more elegant to catch that condition and warn the user of hitting the iteration limit...).
function x0 = bisection(f,a,b)
assert(f(a)*f(b)<0,'Invalid f(x) range. f(a)*f(b) >= 0');
tol = 0.00001; % Tolerance
iter_limit = 10000; % Limit of number of iterations
iter = 0;
x0 = (a+b)/2; % Midpoint
while abs(f(x0)) > tol && iter < iter_limit
if f(x0)*f(a) > 0
a = x0; % Zero to the right of the midpoint
else
b = x0; % Zero to the left
end
x0 = (a+b)/2; % Recalculate midpoint
iter = iter + 1;
end
end
This should work no problem with
f = #(x)x-1;
bisection(f,-2,3);
I get something like 0.999992370... which is within specified tolerance from the actual answer (1).

Implementing forward Euler method in matlab

I'm trying to implement the forward Euler method using matlab, but don't understand the error I'm getting. This is what I have written:
function y = ForwardEulerMethod(f,y0,T,N)
h=T/N;
t=zeros(N+1,1);
for i=0:N
t(i)=i.*h; %line 5
end
y=zeros(N+1,1);
y(0)=y0;
for i=1:N
y(i)=y(i-1)+h.*f(t(i-1),y(i-1));
end
end
My error is with line 5 and says, "Subscript indices must either be real positive integers or logicals." I am familiar with this rule, but don't see how I'm breaking it. I'm just trying to replace a zero at each location in t with a numerical value. What am I missing?
Agree with #vijoc above. You are indexing with 0 at multiple places. You could either change how you are indexing the values or get rid of the for loop altogether, like below:
function y = ForwardEulerMethod(f,y0,T,N)
h=T/N;
t=0:N .* h; % this takes the place of the first for-loop
y=zeros(N+1,1);
y(1)=y0;
for i=2:N+1
y(i)=y(i-1)+h.*f(t(i-1),y(i-1));
end
end
You could even replace the second loop if the function f takes vector inputs like so:
y(1) = y0;
y(2:end) = y(1:end-1) + h .* f(t(1:end-1), y(1:end-1));
You're iterating over i = 0:N and using it as t(i)=i.*h, so you're trying to access t(0) during the first iteration. Matlab indexing starts from 1, hence the error.
You also have other lines which will cause the same error, once the execution gets that far.

Solving for the square root by Newton's Method

yinitial = x
y_n approaches sqrt(x) as n->infinity
If theres an x input and tol input. Aslong as the |y^2-x| > tol is true compute the following equation of y=0.5*(y + x/y). How would I create a while loop that will stop when |y^2-x| <= tol. So every time through the loop the y value changes. In order to get this answer--->
>>sqrtx = sqRoot(25,100)
sqrtx =
7.4615
I wrote this so far:
function [sqrtx] = sqrRoot(x,tol)
n = 0;
x=0;%initialized variables
if x >=tol %skips all remaining code
return
end
while x <=tol
%code repeated during each loop
x = x+1 %counting code
end
That formula is using a modified version of Newton's method to determine the square root. y_n is the previous iteration and y_{n+1} is the current iteration. You just need to keep two variables for each, then when the criteria of tolerance is satisfied, you return the current iteration's output. You also are incrementing the wrong value. It should be n, not x. You also aren't computing the tolerance properly... read the question more carefully. You take the current iteration's output, square it, subtract with the desired value x, take the absolute value and see if the output is less than the tolerance.
Also, you need to make sure the tolerance is small. Specifying the tolerance to be 100 will probably not allow the algorithm to iterate and give you the right answer. It may also be useful to see how long it took to converge to the right answer. As such, return n as a second output to your function:
function [sqrtx,n] = sqrRoot(x,tol) %// Change
%// Counts total number of iterations
n = 0;
%// Initialize the previous and current value to the input
sqrtx = x;
sqrtx_prev = x;
%// Until the tolerance has been met...
while abs(sqrtx^2 - x) > tol
%// Compute the next guess of the square root
sqrtx = 0.5*(sqrtx_prev + (x/sqrtx_prev));
%// Increment the counter
n = n + 1;
%// Set for next iteration
sqrtx_prev = sqrtx;
end
Now, when I run this code with x=25 and tol=1e-10, I get this:
>> [sqrtx, n] = sqrRoot(25, 1e-10)
sqrtx =
5
n =
7
The square root of 25 is 5... at least that's what I remember from maths class back in the day. It also took 7 iterations to converge. Not bad.
Yes, that is exactly what you are supposed to do: Iterate using the equation for y_{n+1} over and over again.
In your code you should have a loop like
while abs(y^2 - x) > tol
%// Calculate new y from the formula
end
Also note that tol should be small, as told in the other answer. The parameter tol actually tells you how inaccurate you want your solution to be. Normally you want more or less accurate solutions, so you set tol to a value near zero.
The correct way to solve this..
function [sqrtx] = sqRoot(x,tol)
sqrtx = x;%output = x
while abs((sqrtx.^2) - x) > tol %logic expression to test when it should
end
sqrtx = 0.5*((sqrtx) + (x/sqrtx)); %while condition prove true calculate
end
end

Order of convergence Newton

Hello I have written this to determine a root using Newton's method. The algorithm works. I also tried to implement an Experimental order of convergence EOC. It also works but I get the result that the order of convergence for Newton's method is 1 when in fact it is 2.
function [x,y,eoc,k]=newnew(f,df,x0,xe,eps,kmax)
x = x0;
y = feval(f,x);
for m=1:kmax
z = -y/feval(df,x);
x = x + z;
y = feval(f,x);
k = m;
for n=m
Ek=abs(x-xe);
end
for n=m+1
Ekp=abs(x-xe);
end
eoc=log(Ek)/log(Ekp);
if abs(y)<eps
return
end
end
disp('no convergence');
end
what is wrong?
When you say Ek=abs(x-xe) and Exp=abs(x-xe), they are exactly the same thing! That's why eoc evaluates to 1 every time.
Notice that you have no n in those equations. In fact, you don't need those extra for n=m loops either. Inside the for m=1:kmax loop, m is a single value not an array.
eoc needs to be calculated by comparing the previous loop iteration to the current one (since it doesn't make much sense to compare to a future loop iteration which hasn't happened yet). Because this looks like homework, I won't give you any code.. but this is a very strong hint.

Fixed Point Iteration

I am new to Matlab and I have to use fixed point iteration to find the x value for the intersection between y = x and y = sqrt(10/x+4), which after graphing it, looks to be around 1.4. I'm using an initial guess of x1 = 0. This is my current Matlab code:
f = #(x)sqrt(10./(x+4));
x1 = 0;
xArray(10) = [];
for i = 1:10
x2 = f(x1);
xArray(i) = x2;
x1 = x1 + 1;
end
plot(xArray);
fprintf('%15.8e\n',xArray);
Now when I run this it seems like my x is approaching 0.8. Can anyone tell me what I am doing wrong?
Well done. You've made a decent start at this.
Lets look at the graphical solution. BTW, this is how I'd have done the graphical part:
ezplot(#(x) x,[-1 3])
hold on
ezplot(#(x) sqrt(10./(x+4)),[-1 3])
grid on
Or, I might subtract the two functions, then looking for a zero of the difference, so where it crosses the x axis.
This is what the fixed point iteration does anyway, trying to solve for x, such that
x = sqrt(10/(x+4))
So how would I change your code to fix it? First of all, I'd want to use more descriptive names for the variables. You don't get charged by the character, and making your code easier to read & follow will pay off greatly in the future for you.
There were a couple of code issues. To initialize a vector, use a form like one of these:
xArray = zeros(1,10);
xArray(1,10) = 0;
Note that if xArray was ALREADY defined because you have been working on this problem, the latter form will only zero out that single element. So the first form is best by a large margin. It affirmatively creates an array, or overwrites an existing array if it is already present in your workspace.
Finally, I like to initialize an array like this with something special, rather than zero, so we can see when an element was overwritten. NaNs are good for this.
Next, there was no need to add one to x1 in your code. Again, I'd strongly suggest using better variable names. It is also a good idea to use comments. Be liberal.
I'd suggest the idea of a convergence tolerance. You can also have an iteration counter.
f = #(x)sqrt(10./(x+4));
% starting value
xcurrent = 0;
% count the iterations, setting a maximum in maxiter, here 25
iter = 0;
maxiter = 25;
% initialize the array to store our iterations
xArray = NaN(1,maxiter);
% convergence tolerance
xtol = 1e-8;
% before we start, the error is set to be BIG. this
% just lets our while loop get through that first iteration
xerr = inf;
% the while will stop if either criterion fails
while (iter < maxiter) && (xerr > xtol)
iter = iter + 1;
xnew = f(xcurrent);
% save each iteration
xArray(iter) = xnew;
% compute the difference between successive iterations
xerr = abs(xnew - xcurrent);
xcurrent = xnew;
end
% retain only the elements of xArray that we actually generated
xArray = xArray(1:iter);
plot(xArray);
fprintf('%15.8e\n',xArray);
What was the result?
1.58113883e+00
1.33856229e+00
1.36863563e+00
1.36479692e+00
1.36528512e+00
1.36522300e+00
1.36523091e+00
1.36522990e+00
1.36523003e+00
1.36523001e+00
1.36523001e+00
For a little more accuracy to see how well we did...
format long g
xcurrent
xcurrent =
1.36523001364783
f(xcurrent)
ans =
1.36523001338436
By the way, it is a good idea to know why the loop terminated. Did it stop for insufficient iterations?
The point of my response here was NOT to do your homework, since you were close to getting it right anyway. The point is to show some considerations on how you might improve your code for future work.
There is no need to add 1 to x1. your output from each iteration is input for next iteration. So, x2 from output of f(x1) should be the new x1. The corrected code would be
for i = 1:10
x2 = f(x1);
xArray(i) = x2;
x1 = x2;
end
f(x)x^3+4*x^2-10 in [1,2] find an approximate root