MATLAB: Vectors, Sequential Elements and rand - matlab

This question is from chegg.com.
Given a vector a of N elements a_{n},n =1,2,...,N, the simple moving average of m sequential elements of this vector is defined as
mu(j) = mu(j-1) + (a(m+j-1)-a(j-1))/m for j = 2,3,...,(N-m+1)
where
mu(1) = sum(a(k))/m for k = 1,2,...,m
Write a script that computes these moving averages when a is given by a=5*(1+rand(N,1)), where rand generates uniformly distributed random numbers. Assume that N=100 and m=6. Plot the results using plot(j,mu(j)) for j=1,2,...,N-m+1.
My current code is below, but I'm not sure where to go from here or if it's even right.
close all
clear all
clc
N = 100;
m = 6;
a = 5*(1+rand(N,1));
mu = zeros(N-m+1,1);
mu(1) = sum(a(1:m));
for j=2
mu(j) = mu(j-1) + (a-a)/m
end
plot(1:N-m+1,mu)

I'll step you through the modifications.
Firstly, mu(1) was not fully defined. The equation given is slightly incorrect, but this is what it should be:
mu(1) = sum(a(1:m))/m;
then the for loop has to go from j=2 to j=N-m+1
for j=2:N-m+1
and at each step, mu(j) is given by this formula, the same as given in the question
mu(j) = mu(j-1) + (a(m+j-1)-a(j-1))/m
And that's all you need to change!

Related

How can I exploit parallelism when defining values in a sparse matrix?

The following MATLAB code loops through all elements of a matrix with size 2IJ x 2IJ.
for i=1:(I-2)
for j=1:(J-2)
ij1 = i*J+j+1; % row
ij2 = i*J+j+1 + I*J; % col
D1(ij1,ij1) = 2;
D1(ij1,ij2) = -1;
end
end
Is there any way I can parallelize it use MATLAB's parfor command? You can assume any element not defined is 0. So this matrix ends up being sparse (mostly 0s).
Before using parfor it is recommended to read the guidelines related to decide when to use parfor. Specially this:
Generally, if you want to make code run faster, first try to vectorize it.
Here vectorization can be used effectively to compute indices of the nonzero elements. Those indices are used in function sparse. For it you need to define one of i or j to be a column vector and another a row vector. Implicit expansion takes effect and indices are computed.
I = 300;
J = 300;
i = (1:I-2).';
j = 1:J-2;
ij1 = i*J+j+1;
ij2 = i*J+j+1 + I*J;
D1 = sparse(ij1, ij1, 2, 2*I*J, 2*I*J) + sparse(ij1, ij2, -1, 2*I*J, 2*I*J);
However for the comparison this can be a way of using parfor (not tested):
D1 = sparse (2*I*J, 2*I*J);
parfor i=1:(I-2)
for j=1:(J-2)
ij1 = i*J+j+1;
ij2 = i*J+j+1 + I*J;
D1 = D1 + sparse([ij1;ij1], [ij1;ij2], [2;-1], 2*I*J, 2*I*J) ;
end
end
Here D1 used as reduction variable.

Matlab Vectorize

I have a probability matrix(glcm) of size 256x256x20. I have reshaped the matrix to
65536x20, so that I can eliminate one loop (along the 3rd dimension).
I want to do the following calculation.
for y = 1:256
for x = 1:256
if (ismember((x + y),(2:2*256)))
p_xplusy((x+y),:) = p_xplusy((x+y),:) + glcm(((y-1)*256+x),:);
end
end
end
So the p_xplusy will be a 511x20 matrix which each element is the sum of the diagonal of nxn sub matrix (where n belongs to 1:256) of the original 256x256x20 matrix.
This code block is making my program inefficient and I want to vectorize this loop. Any help would be appreciated.
Since your if statement is just checking whether x+y is less than or equal to 256, just force it to always be, and remove excess loops:
for y = 1:256
for x = 1:256-y
p_xplusy((x+y),:) = p_xplusy((x+y),:) + glcm(((y-1)*256+x),:);
end
end
This should provide a noticeable speed-up to your code.
You can reduce the complexity from O(n^2) to O(2*n) and thus improve runtime efficiency -
N = 256;
for k1 = 1:N
idx_glcm = k1:N-1:N*(k1-1)+1;
p_xplusy(k1+1,:) = p_xplusy(k1+1,:) + sum(glcm(idx_glcm,:),1);
end
for k1 = 2:N
idx_glcm = k1*N:N-1:N*(N-1)+k1;
p_xplusy(N+k1,:) = p_xplusy(N+k1,:) + sum(glcm(idx_glcm,:),1);
end
Some quick runtime tests seem to confirm our efficiency theory too.

Integration via trapezoidal sums in MATLAB

I need help finding an integral of a function using trapezoidal sums.
The program should take successive trapezoidal sums with n = 1, 2, 3, ...
subintervals until there are two neighouring values of n that differ by less than a given tolerance. I want at least one FOR loop within a WHILE loop and I don't want to use the trapz function. The program takes four inputs:
f: A function handle for a function of x.
a: A real number.
b: A real number larger than a.
tolerance: A real number that is positive and very small
The problem I have is trying to implement the formula for trapezoidal sums which is
Δx/2[y0 + 2y1 + 2y2 + … + 2yn-1 + yn]
Here is my code, and the area I'm stuck in is the "sum" part within the FOR loop. I'm trying to sum up 2y2 + 2y3....2yn-1 since I already accounted for 2y1. I get an answer, but it isn't as accurate as it should be. For example, I get 6.071717974723753 instead of 6.101605982576467.
Thanks for any help!
function t=trapintegral(f,a,b,tol)
format compact; format long;
syms x;
oldtrap = ((b-a)/2)*(f(a)+f(b));
n = 2;
h = (b-a)/n;
newtrap = (h/2)*(f(a)+(2*f(a+h))+f(b));
while (abs(newtrap-oldtrap)>=tol)
oldtrap = newtrap;
for i=[3:n]
dx = (b-a)/n;
trapezoidsum = (dx/2)*(f(x) + (2*sum(f(a+(3:n-1))))+f(b));
newtrap = trapezoidsum;
end
end
t = newtrap;
end
The reason why this code isn't working is because there are two slight errors in your summation for the trapezoidal rule. What I am precisely referring to is this statement:
trapezoidsum = (dx/2)*(f(x) + (2*sum(f(a+(3:n-1))))+f(b));
Recall the equation for the trapezoidal integration rule:
Source: Wikipedia
For the first error, f(x) should be f(a) as you are including the starting point, and shouldn't be left as symbolic. In fact, you should simply get rid of the syms x statement as it is not useful in your script. a corresponds to x1 by consulting the above equation.
The next error is the second term. You actually need to multiply your index values (3:n-1) by dx. Also, this should actually go from (1:n-1) and I'll explain later. The equation above goes from 2 to N, but for our purposes, we are going to go from 1 to N-1 as you have your code set up like that.
Remember, in the trapezoidal rule, you are subdividing the finite interval into n pieces. The ith piece is defined as:
x_i = a + dx*i; ,
where i goes from 1 up to N-1. Note that this starts at 1 and not 3. The reason why is because the first piece is already taken into account by f(a), and we only count up to N-1 as piece N is accounted by f(b). For the equation, this goes from 2 to N and by modifying the code this way, this is precisely what we are doing in the end.
Therefore, your statement actually needs to be:
trapezoidsum = (dx/2)*(f(a) + (2*sum(f(a+dx*(1:n-1))))+f(b));
Try this and let me know if you get the right answer. FWIW, MATLAB already implements trapezoidal integration by doing trapz as #ADonda already pointed out. However, you need to properly structure what your x and y values are before you set this up. In other words, you would need to set up your dx before hand, then calculate your x points using the x_i equation that I specified above, then use these to generate your y values. You then use trapz to calculate the area. In other words:
dx = (b-a) / n;
x = a + dx*(0:n);
y = f(x);
trapezoidsum = trapz(x,y);
You can use the above code as a reference to see if you are implementing the trapezoidal rule correctly. Your implementation and using the above code should generate the same results. All you have to do is change the value of n, then run this code to generate the approximation of the area for different subdivisions underneath your curve.
Edit - August 17th, 2014
I figured out why your code isn't working. Here are the reasons why:
The for loop is unnecessary. Take a look at the for loop iteration. You have a loop going from i = [3:n] yet you don't reference the i variable at all in your loop. As such, you don't need this at all.
You are not computing successive intervals properly. What you need to do is when you compute the trapezoidal sum for the nth subinterval, you then increment this value of n, then compute the trapezoidal rule again. This value is not being incremented properly in your while loop, which is why your area is never improving.
You need to save the previous area inside the while loop, then when you compute the next area, that's when you determine whether or not the difference between the areas is less than the tolerance. We can also get rid of that code at the beginning that tries and compute the area for n = 2. That's not needed, as we can place this inside your while loop. As such, this is what your code should look like:
function t=trapintegral(f,a,b,tol)
format long; %// Got rid of format compact. Useless
%// n starts at 2 - Also removed syms x - Useless statement
n = 2;
newtrap = ((b-a)/2)*(f(a) + f(b)); %// Initialize
oldtrap = 0; %// Initialize to 0
while (abs(newtrap-oldtrap)>=tol)
oldtrap = newtrap; %//Save the old area from the previous iteration
dx = (b-a)/n; %//Compute width
%//Determine sum
trapezoidsum = (dx/2)*(f(a) + (2*sum(f(a+dx*(1:n-1))))+f(b));
newtrap = trapezoidsum; % //This is the new sum
n = n + 1; % //Go to the next value of n
end
t = newtrap;
end
By running your code, this is what I get:
trapezoidsum = trapintegral(#(x) (x+x.^2).^(1/3),1,4,0.00001)
trapezoidsum =
6.111776299189033
Caveat
Look at the way I defined your function. You must use element-by-element operations as the sum command inside the loop will be vectorized. Take a look at the ^ operations specifically. You need to prepend a dot to the operations. Once you do this, I get the right answer.
Edit #2 - August 18th, 2014
You said you want at least one for loop. This is highly inefficient, and whoever specified having one for loop in the code really doesn't know how MATLAB works. Nevertheless, you can use the for loop to accumulate the sum term. As such:
function t=trapintegral(f,a,b,tol)
format long; %// Got rid of format compact. Useless
%// n starts at 3 - Also removed syms x - Useless statement
n = 3;
%// Compute for n = 2 first, then proceed if we don't get a better
%// difference tolerance
newtrap = ((b-a)/2)*(f(a) + f(b)); %// Initialize
oldtrap = 0; %// Initialize to 0
while (abs(newtrap-oldtrap)>=tol)
oldtrap = newtrap; %//Save the old area from the previous iteration
dx = (b-a)/n; %//Compute width
%//Determine sum
%// Initialize
trapezoidsum = (dx/2)*(f(a) + f(b));
%// Accumulate sum terms
%// Note that we multiply each term by (dx/2), but because of the
%// factor of 2 for each of these terms, these cancel and we thus have dx
for n2 = 1 : n-1
trapezoidsum = trapezoidsum + dx*f(a + dx*n2);
end
newtrap = trapezoidsum; % //This is the new sum
n = n + 1; % //Go to the next value of n
end
t = newtrap;
end
Good luck!

Writing a matlab program for combinations of large numbers

Because for combinations of large numbers at times matlab replies NaN, the assignment is to write a program to compute combinations of 200 objects taken 90 at a time. Once this works we are to make it into a function y = comb(n,k).
This is what I have so far based on an example we were given of the probability that 2 people in a class have the same birthday.
This is the example:
nMax = 70; %maximum number of people in classroom
nArray = 1:nMax;
prevPnot = 1; %initialize probability
for iN = 1:nMax
Pnot = prevPnot*(365-iN+1)/365; %probability that no birthdays are the same
P(iN) = 1-Pnot; %probability that at least two birthdays are the same
prevPnot = Pnot;
end
plot(nArray, P, '.-')
xlabel('nb. of people')
ylabel('prob. that at least two have same birthday')
grid on
At this point I'm having trouble because I'm more familiar with java. This is what I have so far, and it isn't coming out at all.
k = 90;
n = 200;
nArray = 1:k;
prevPnot = 1;
for counter = 1:k
Pnot = (n-counter+1)/(prevPnot*(n-k-counter+1);
P(iN) = Pnot;
prevPnot = Pnot;
end
The point of the loop I wrote is to separate out each term
i.e. n/k*(n-k), times (n-counter)/(k-counter)*(n-k-counter), and so forth.
I'm also not entirely sure how to save a loop as a function in matlab.
To compute the number of combinations of n objects taken k at a time, you can use gammaln to compute the logarithm of the factorials in order to avoid overflow:
result = exp(gammaln(n+1)-gammaln(k+1)-gammaln(n-k+1));
Another approach is to remove terms that will cancel and then compute the result:
result = prod((n-k+1:n)./(1:k));

How to make a graph from function output in matlab

I'm completely lost at this using MATLAB functions, so here is the case:
lets assume I have SUM=0, and
I have a constant probability P that the user gives me, and I have to compare this constant P, with other M (also user gives M) random probabilities, if P is larger I add 1 to SUM, if P is smaller I add -1 to SUM... and at the end I want print on the screen the graph of the process.
I managed till now to make only one stage with this code:
function [result] = ex1(p)
if (rand>=p) result=1;
else result=-1;
end
(its like M=1)
How do You suggest I can modify this code in order to make it work the way I described it before (including getting a graph) ?
Or maybe I'm getting the logic wrong? the question says I get 1 with probability P, and -1 with probability (1-P), and the SUM is the same
Many thanks
I'm not sure how you achieve your input, but this should get you on the way:
p = 0.5; % Constant probability
m = 10;
randoms = rand(m,1) % Random probabilities
results = ones(m,1);
idx = find(randoms < p)
results(idx) = -1;
plot(cumsum(results))
For m = 1000:
You can do it like this:
p = 0.25; % example data
M = 20; % example data
random = rand(M,1); % generate values
y = cumsum(2*(random>=p)-1); % compute cumulative sum of +1/-1
plot(y) % do the plot
The important function here is cumsum, which does the cumulative sum on the sequence of +1/-1 values generated by 2*(random>=p)-1.
Example graph with p=0.5, M=2000: