Hi I have this function to calculate the coefficient list for the Newton polynomial:
function p = polynom(x,y,c)
m = length(x);
p = c(m)*ones(size(y));
for k = m-1:-1:1
p = p.*(y-x(k)) + c(k);
end
I already have another program that finds the divided differences c correctly. For x=[3 1 5 6], y=[1 -3 2 4] I get c=[1.0000 2.0000 -0.3750 0.1750] which is correct.
But when I use the above function it gives as a result:
p =
-3.0000 -53.6000 -0.1000 1.3500
But the correct answer should be:
p =
0.1750 -1.9500 7.5250 -8.7500
What is wrong with my function?
This is the code I've used. I've used it long time ago, so I'll post whole code. I hope this is what you need.
table.m
%test table
X = [1 1.05 1.10 1.15 1.2 1.25];
Y = [0.68269 0.70628 0.72867 0.74986 0.76986 0.78870];
position.m
%M-file position.m with function position(x)
%that for argument x returns
%value 1 if x<X(2),
%value 2 if x>X(n-1)
%else 0
function position=position(x)
table;
n=length(X);
if x<X(2)
position=1;
else
if x>X(n-1)
position=2;
else position=0;
end
end
Newton.m
function Newton=Newton(x)
table;
%position(x);
n=length(X);
A=zeros(n,n+1);
% table of final differences - upper triangle
for i=1:n
A(i,1)=X(i);
A(i,2)=Y(i);
end
for i=3:n+1
for j=1:(n-i+2)
A(j,i)=A(j+1,i-1)-A(j,i-1);
end
end
%showing matrix of final differences, A
A
h=X(2)-X(1);
q1=(x-X(1))/h;
q2=(x-X(n))/h;
s1=q1;
s2=q2;
%making I Newton polynomial
if (position(x)==1)
p1=A(1,2);
f=1;
for i=1:n-1
f=f*i;
p1=p1+(A(1,i+2)*s1)/f;
s1=s1*(q1-i);
end
Newton=p1;
else
%making II Newton polynomial
if (position(x)==2)
p2=A(n,2);
f1=1;
for i=1:n-1
f1=f1*i;
p2=p2+(A(n-i,i+2)*s2)/f1;
s2=s2*(q2+i);
end
Newton=p2;
%else, printing error
else Newton='There are more suitable methods than Newton(I,II)';
end
end
Related
I'm trying to convert this script from matlab to scilab. I tried the scilab tool for conversion but it crashes with no output so I'm doing it by hand. This is what I got by changing the comments from % to //. #markovprocessfunc refers to another file I was able to convert with the scilab automatic tool.
// Markovprocess
// Main program of the markovprocess simulation
// The system is defined by the generator matrix A
// Ulf Jeppsson, January 2017
global B
// Define the duration of the simulation
disp(' ')
disp('Automation 2017, Markov processes')
disp(' ')
tend = input('Set simulation time = ');
disp(' ')
// Make a new simulation with the same A matrix?
yes = input('Keep the old A matrix? (yes=1, no=0) ');
disp(' ')
if yes>0.9
A
else
disp('Provide the A generator matrix (on the form [ x x .. ; x ...], or give the name of a predefined matrix in the Matlab workspace)')
A = input('A = ')
end
// The generator matrix A is transposed to a matrix B
B = A';
//define the initial condition p(0) (a row vector)
p = input('Define initial condition, p (row) vector (on the form [ x x .. ]) ');
// The row vector p is transposed to a column vector x0
x0 = p';
//Solve the differential equation
[t,x] = ode45(#markovprocessfunc,[0,tend],x0);
// Plot the results
plot(t,x)
grid on;
xlabel('Time')
ylabel('Probabilities')
m=length(A);
if m==2
legend('s1', 's2')
end
if m==3
legend('s1', 's2','s3')
end
if m==4
legend('s1', 's2','s3', 's4')
end
if m==5
legend('s1', 's2','s3', 's4', 's5')
end
if m==6
legend('s1', 's2','s3', 's4', 's5', 's6')
end
if m==7
legend('s1', 's2','s3', 's4', 's5', 's6', 's7')
end
if m==8
legend('s1', 's2','s3', 's4', 's5', 's6', 's7', 's8')
end
title('Markov Process')
m = size(A,1);
aa = A'; //transpose the A matrix
aa(m,:) = 1; //add ones to the last column (can be any column), i.e. the sum all p(i) must equal 1
b = zeros(m,1); //create b-vector with zeros
b(m)=1; //add a 1 to the same row as where you added 1:s to the column of A
c = aa\b; //solve the linear equation system
stationary_solution_vector = c' //transpose the solution vector back to a row vector
e_raised_to_A_times_1000 = expm(A*1000)
eigenvalues_of_A = eig(A)'
I found out that by replacing the line [t,x] = ode45(#markovprocessfunc,[0,tend],x0); with something like
t = [0 1 2 3]
x = [1 2 3 4]
the script works fine (but obviously I get the wrong result). So how do I convert ode45 to scilab? I think that after I get that done everything will work.
About the crash of mfile2sci() code converter, please do not hesitate to post a bug report # https://bugzilla.scilab.org for your user case. Things can't get better without reporting bugs.
Even without converter's crash, the ode45() instruction is not converted. But it could be (let us put this on our todo list ;-). Indeed, an equivalent of
[t,x] = ode45(#markovprocessfunc,[0,tend],x0);
is
n = 100; // or whatever value you wish
t = linspace(0, tend, n);
x = ode("rkf", x0, t(1), t, markovprocessfunc);
The aim is to solve the below equations and plot m with time, i.e. dm/dt
k is unknown and needs to be estimated. For the parameter estimation, the below values for m versus t can be used. This is a dummy dataset, as I would like to get an idea if this problem is solvable. If needed, an initial guesstimate for k can be provided 6e-5 m2/bar.hr.
I have added an initial idea for the code, but not sure if my implementation of the A(H) and P(H) functions in the odes is correct. Also I need a way to estimate for k whilst fitting to the provided m vs t data.
function dydt = diffunTAR(~,y,k, h, A_H, P_H, rho_h, rho_o, wo)
dydt = zeros (2,1);
D = 2.64/1000 %mm/1000 to convert to m
r=D/2
rho_o = 1320 %kg/m3
rho_h = 1000 % kg/m3
wo=648/1000000 %weight component 1 in mg converted to kg
h= 1.5/1000 %1.5mm expressed in m
function A_H= pi*(D/2)^2 + (2/r)*(1+(rho_o/rho_h*y(2)))*(wo/rho_o);
end
function P_H = 5004.6*y(2) + 150.39;
end
%dV/dt
dydt(1)= (k/h)* function A_H* function P_H;
%dH/dt
dydt(2)= (rho_h*k/wo*h)*function A_H*function P_H;
end
tspan = linspace(0,21*24); %time in hrs for 21 days
y0 = [0 6.4800e-04];
[t,y]=ode45(#(t,y) diffunTAR(t,y, k, h, A_H0, rho_h, rho_o, wo), tspan, y0);
updated code after help
function dydt = diffunTAR(~,y,k,h,rho_h,rho_o,wo,L,r)
dydt = zeros (2,1);
%dV/dt
dydt(1)= k/h* AH * PH;
%dH/dt
dydt(2)= (rho_h*k/wo*h) * AH * PH;
AH
PH
function PH
(5004.6*y(2))+150.3;
end
function AH
pi*(r^2)+(2/r)*(1+(rho_o/rho_h*y(2)))*(wo/rho_o);
setInitialConditions (AH, 2*pi*(r)*L+2*pi*(r)^2);
end
end
D = 2.64/1000 %mm/1000 to convert to m
r=D/2
L = 10.6/100 %cm/100 to convert to m
wo=648/1000000 %weight osmotic tablets in mg converted to kg
k=6e-5 %guess for permeability
h= 1.5/1000 %1.5mm expressed in m
rho_o = 1320 %kg/m3
rho_h = 1000 % kg/m3
tspan = linspace(0,21*24); %time in hrs for 21 days
y0 = [0 6.4800e-04];
[t,y]=ode45(#(t,y) diffunTAR(t,y,k,h,rho_h,rho_o,wo,L,r), tspan, y0);
I am trying to approximate and plot the solution to u"(x) = exp(x) in the interval 0-3, with boundary conditions x(0)=1,x(3)=3. I am able to plot the approximate solution vs the exact, but the plot looks a bit off:
% Interval
a=0;
b=3;
n=10;
% Boundary vals
alpha=1;
beta=3;
%grid size
h=(b-a)/(n+1);
%Matrix generation
m = -2;
u = 1;
l = 1;
% Obtained from (y(i-1) -2y(i) + y(i+1)) = h^2 exp(x(i)
M = (1/h^2).*(diag(m*ones(1,n)) + diag(u*ones(1,n-1),1) + diag(l*ones(1,n-1),-1));
B=[];
xjj=[];
for j=1:n
xjj=[xjj,j*h];
if j==1
B=[B,f(j*h)-(alpha/h^2)];
continue
end
if j==n
B=[B,f(j*h)-(beta/h^2)];
continue
else
B=[B,f(j*h)];
end
end
X=M\B';
x=linspace(0,3,101);
plot(xjj',X,'r*')
hold on
plot(x,exp(x),'b-')
I appreciate all the advice and explanation. This is the scheme I am following: http://web.mit.edu/10.001/Web/Course_Notes/Differential_Equations_Notes/node9.html
You could shorten the big loop to simply
x=linspace(a,b,n+2);
B = f(x(2:end-1));
B(1)-=alpha/h^2;
B(n)-=beta/h^2;
The exact solution is u(x)=C*x+D+exp(x), the boundary conditions give D=0 and 3*C+exp(3)=3 <=> C=1-exp(3)/3.
Plotting this exact solution against the numerical solution gives a quite good fit for this large step size:
f=#(x)exp(x)
a=0; b=3;
n=10;
% Boundary vals
alpha=1; beta=3;
%grid
x=linspace(a,b,n+2);
h=x(2)-x(1);
% M*u=B obtained from (u(i-1) -2u(i) + u(i+1)) = h^2 exp(x(i))
M = (1/h^2).*(diag(-2*ones(1,n)) + diag(1*ones(1,n-1),1) + diag(1*ones(1,n-1),-1));
B = f(x(2:end-1));
B(1)-=alpha/h^2; B(n)-=beta/h^2;
U=M\B';
U = [ alpha; U; beta ];
clf;
plot(x',U,'r*')
hold on
x=linspace(0,3,101);
C = 1-exp(3)/3
plot(x,exp(x)+C*x,'b-')
I'm basicaly trying to find the product of an expression that goes like this:
(x-(N-1)/2).....(x+(N-1)/2) for even value of N
x is a value that I will set at the beginning that changes too but that is a different problem...
let's say for the sake of argument that for now x is a constant (ex x=1)
example for N=6
(x-5/2)(x-3/2)(x-1/2)(x+1/2)(x+3/2)*(x+5/2)
the idea was to create a row vector every element of which is each individual term (P(1)=x-5/2) (P(2)=x-3/2)...etc and then calculate its product
N=6;
x=1;
P=ones(1,N);
for k=(-N-1)/2:(N-1)/2
for n=1:N
P(n)=(x-k);
end
end
y=prod(P);
instead this creates a vector that takes only the first value of the epxression and then
repeats the same value at each cell.
there is obviously a fundamental problem with my loop but I just can't see it.
So if anyone can help with that OR suggest a better way to calculate the product I would be grateful.
Use vectorized commands
Why use a loop when you can use vectorized commands like prod?
y = prod(2 * x + [-N + 1 : 2 : N - 1]) / 2;
For convenience, you may want to define an anonymous function for it:
f = #(N,x) reshape(prod(bsxfun(#plus, 2 * x(:), -N + 1 : 2 : N - 1) / 2, 2), size(x));
Note that the function is compatible with a (row or column) vector input x.
Tests in MATLAB's Command Window
>> f(6, [2,2]')
ans =
-14.7656
4.9219
-3.5156
4.9219
-14.7656
>> f(6, [2,2])
ans =
-14.7656 4.9219 -3.5156 4.9219 -14.7656
Benchmark
Here is a comparison of rayreng's approach versus mine. The former emerges as the clear winner... :'( ...at least as N increases.
Varying N, fixed x
Fixed N (= 10), vector x of varying length
Fixed N (= 100), vector x of varying length
Benchmark code
function benchmark
% varying N, fixed x
clear all
n = logspace(2,4,20)';
x = rand(1000,1);
tr = zeros(size(n));
tj = tr;
for k = 1 : numel(n)
% rayreng's approach (poly/polyval)
fr = #() rayreng(n(k), x);
tr(k) = timeit(fr);
% Jubobs's approach (prod/reshape/bsxfun)
fj = #() jubobs(n(k), x);
tj(k) = timeit(fj);
end
figure
hold on
plot(n, tr, 'bo')
plot(n, tj, 'ro')
hold off
xlabel('N')
ylabel('time (s)')
legend('rayreng', 'jubobs')
end
function y = jubobs(N,x)
y = reshape(prod(bsxfun(#plus,...
2 * x(:),...
-N + 1 : 2 : N - 1) / 2,...
2),...
size(x));
end
function y = rayreng(N, x)
p = poly(linspace(-(N-1)/2, (N-1)/2, N));
y = polyval(p, x);
end
function benchmark2
% fixed N, varying x
clear all
n = 100;
nx = round(logspace(2,4,20));
tr = zeros(size(n));
tj = tr;
for k = 1 : numel(nx)
disp(k)
x = rand(nx(k), 1);
% rayreng's approach (poly/polyval)
fr = #() rayreng(n, x);
tr(k) = timeit(fr);
% Jubobs's approach (prod/reshape/bsxfun)
fj = #() jubobs(n, x);
tj(k) = timeit(fj);
end
figure
hold on
plot(nx, tr, 'bo')
plot(nx, tj, 'ro')
hold off
xlabel('number of elements in vector x')
ylabel('time (s)')
legend('rayreng', 'jubobs')
title(['n = ' num2str(n)])
end
function y = jubobs(N,x)
y = reshape(prod(bsxfun(#plus,...
2 * x(:),...
-N + 1 : 2 : N - 1) / 2,...
2),...
size(x));
end
function y = rayreng(N, x)
p = poly(linspace(-(N-1)/2, (N-1)/2, N));
y = polyval(p, x);
end
An alternative
Alternatively, because the terms in your product form an arithmetic progression (each term is greater than the previous one by 1/2), you can use the formula for the product of an arithmetic progression.
I agree with #Jubobs in that you should avoid using for loops for this kind of computation. There are cases where for loops perform fast, but for something as simple as this, avoid using loops if possible.
An alternative approach to what Jubobs has suggested is that you can consider that polynomial equation to be in factored form where each factor denotes a root located at that particular location. You can use poly to convert these factors into a polynomial equation, then use polyval to evaluate the expression at the point you want. First, generate your roots by linspace where the points vary from -(N-1)/2 to (N-1)/2 and there are N of them, then plug this into poly. Finally, for any values of x, put this into polyval with the output of poly. The advantage of this approach is that you can evaluate multiple points of x in a single sweep.
Going with what you have, you would simply do this:
p = poly(linspace(-(N-1)/2, (N-1)/2, N));
out = polyval(p, x);
With your example, supposing that N = 6, this would be the output of the first line:
p =
1.0000 0 -8.7500 0 16.1875 0 -3.5156
As such, this is saying that when we expand out (x-5/2)(x-3/2)(x-1/2)(x+1/2)(x+3/2)(x+5/2), we get:
x^6 - 8.75x^4 + 16.1875x^2 - 3.5156
If we take a look at the roots of this equation, this is what we get:
r = roots(p)
r =
-2.5000
2.5000
-1.5000
1.5000
-0.5000
0.5000
As you can see, each term corresponds to one factor in your polynomial equation, so we do have the right mindset here. Now, all you have to do is use p with your values of x into polyval to obtain your results. For example, if I wanted to evaluate that polynomial from -2 <= x <= 2 where x is an integer, this is the result I get:
polyval(p, -2:2)
ans =
-14.7656 4.9219 -3.5156 4.9219 -14.7656
Therefore, when x = -2, the result is -14.7656 and so on.
Though I would recommend the solution by #Jubobs, it is also good to check what the issue is with your loop.
The first indication that something is wrong, is that you have a nested loop over 2 variables, and only index with one of them to store the result. Probably you just need a single loop.
Here is a loop that you may be interested in that should do roughly what you need:
N=6;
x=1;
k=(-N-1)/2:(N-1)/2
P = ones(size(k));
for n=1:numel(k)
P(n)=(x-k(n));
end
y=prod(P);
I tried to keep the code close to the original, so hopefully it is easy to understand.
I use convolution and for loops (too much for loops) for calculating the interpolation using
Lagrange's method , here's the main code :
function[p] = lagrange_interpolation(X,Y)
L = zeros(n);
p = zeros(1,n);
% computing L matrice, so that each row i holds the polynom L_i
% Now we compute li(x) for i=0....n ,and we build the polynomial
for k=1:n
multiplier = 1;
outputConv = ones(1,1);
for index = 1:n
if(index ~= k && X(index) ~= X(k))
outputConv = conv(outputConv,[1,-X(index)]);
multiplier = multiplier * ((X(k) - X(index))^-1);
end
end
polynimialSize = length(outputConv);
for index = 1:polynimialSize
L(k,n - index + 1) = outputConv(polynimialSize - index + 1);
end
L(k,:) = multiplier .* L(k,:);
end
% continues
end
Those are too much for loops for computing the l_i(x) (this is done before the last calculation of P_n(x) = Sigma of y_i * l_i(x)) .
Any suggestions into making it more matlab formal ?
Thanks
Yeah, several suggestions (implemented in version 1 below): if loop can be combined with for above it (just make index skip k via something like jr(jr~=j) below); polynomialSize is always equal length(outputConv) which is always equal n (because you have n datapoints, (n-1)th polynomial with n coefficients), so the last for loop and next line can be also replaced with simple L(k,:) = multiplier * outputConv;
So I replicated the example on http://en.wikipedia.org/wiki/Lagrange_polynomial (and adopted their j-m notation, but for me j goes 1:n and m is 1:n and m~=j), hence my initialization looks like
clear; clc;
X=[-9 -4 -1 7]; %example taken from http://en.wikipedia.org/wiki/Lagrange_polynomial
Y=[ 5 2 -2 9];
n=length(X); %Lagrange basis polinomials are (n-1)th order, have n coefficients
lj = zeros(1,n); %storage for numerator of Lagrange basis polyns - each w/ n coeff
Lj = zeros(n); %matrix of Lagrange basis polyns coeffs (lj(x))
L = zeros(1,n); %the Lagrange polynomial coefficients (L(x))
then v 1.0 looks like
jr=1:n; %j-range: 1<=j<=n
for j=jr %my j is your k
multiplier = 1;
outputConv = 1; %numerator of lj(x)
mr=jr(jr~=j); %m-range: 1<=m<=n, m~=j
for m = mr %my m is your index
outputConv = conv(outputConv,[1 -X(m)]);
multiplier = multiplier * ((X(j) - X(m))^-1);
end
Lj(j,:) = multiplier * outputConv; %jth Lagrange basis polinomial lj(x)
end
L = Y*Lj; %coefficients of Lagrange polinomial L(x)
which can be further simplified if you realize that numerator of l_j(x) is just a polynomial with specific roots - for that there is a nice command in matlab - poly. Similarly the denominator is just that polyn evaluated at X(j) - for that there is polyval. Hence, v 1.9:
jr=1:n; %j-range: 1<=j<=n
for j=jr
mr=jr(jr~=j); %m-range: 1<=m<=n, m~=j
lj=poly(X(mr)); %numerator of lj(x)
mult=1/polyval(lj,X(j)); %denominator of lj(x)
Lj(j,:) = mult * lj; %jth Lagrange basis polinomial lj(x)
end
L = Y*Lj; %coefficients of Lagrange polinomial L(x)
Why version 1.9 and not 2.0? well, there is probably a way to get rid of this last for loop, and write it all in 1 line, but I can't think of it right now - it's a todo for v 2.0 :)
And, for dessert, if you want to get the same picture as wikipedia:
figure(1);clf
x=-10:.1:10;
hold on
plot(x,polyval(Y(1)*Lj(1,:),x),'r','linewidth',2)
plot(x,polyval(Y(2)*Lj(2,:),x),'b','linewidth',2)
plot(x,polyval(Y(3)*Lj(3,:),x),'g','linewidth',2)
plot(x,polyval(Y(4)*Lj(4,:),x),'y','linewidth',2)
plot(x,polyval(L,x),'k','linewidth',2)
plot(X,Y,'ro','linewidth',2,'markersize',10)
hold off
xlim([-10 10])
ylim([-10 10])
set(gca,'XTick',-10:10)
set(gca,'YTick',-10:10)
grid on
produces
enjoy and feel free to reuse/improve
Try:
X=0:1/20:1; Y=cos(X) and create L and apply polyval(L,1).
polyval(L,1)=0.917483227909543
cos(1)=0.540302305868140
Why there is huge difference?