The following is my full code: (Most of it isn't useful for what I'm asking, but I just put in the entire code for context, the part of the code that is causing me trouble is towards the end)
clc
clear
P = xlsread('b3.xlsx', 'P');
d = xlsread('b3.xlsx', 'd');
CM = xlsread('b3.xlsx', 'Cov');
Original_PD = P; %Store original PD
LM_rows = size(P,1)+1; %Expected LM rows
LM_columns = size(P,2); %Expected LM columns
LM_FINAL = zeros(LM_rows,LM_columns); %Dimensions of LM_FINAL
% Start of the outside loop
for k = 1:size(P,2)
P = Original_PD(:,k);
interval = cell(size(P,1)+2,1);
for i = 1:size(P,1)
interval{i,1} = NaN(size(P,1),2);
interval{i,1}(:,1) = -Inf;
interval{i,1}(:,2) = d;
interval{i,1}(i,1) = d(i,1);
interval{i,1}(i,2) = Inf;
end
interval{i+1,1} = [-Inf*ones(size(P,1),1) d];
interval{i+2,1} = [d Inf*ones(size(P,1),1)];
c = NaN(size(interval,1),1);
for i = 1:size(c,1)
c(i,1) = mvncdf(interval{i,1}(:,1),interval{i,1}(:,2),0,CM);
end
c0 = c(size(P,1)+1,1);
f = c(size(P,1)+2,1);
c = c(1:size(P,1),:);
b0 = exp(1);
b = exp(1)*P;
syms x;
eqn = f*x;
for i = 1:size(P,1)
eqn = eqn*(c0/c(i,1)*x + (b(i,1)-b0)/c(i,1));
end
eqn = c0*x^(size(P,1)+1) + eqn - b0*x^size(P,1);
x0 = solve(eqn);
for i = 1:size(x0)
id(i,1) = isreal(x0(i,1));
end
x0 = x0(id,:);
x0 = x0(x0 > 0,:);
clear x;
for i = 1:size(P,1)
x(i,:) = (b(i,1) - b0)./(c(i,1)*x0) + c0/c(i,1);
end
x = [x0'; x];
x = double(x);
x = x(:,sum(x <= 0,1) == 0)
lamda = -log(x);
LM_FINAL(:,k) = lamda;
end
% end of the outside loop
The important part of the above loop is towards the end:
x = x(:,sum(x <= 0,1) == 0)
This condition is sometimes not satisfied and hence the variable x is empty, which means LM_FINAL(:,k) = lamda is also empty. When this happens, I get the error:
x =
Empty matrix: 43-by-0
Improper assignment with rectangular empty matrix.
Error in Solution (line 75)
LM_FINAL(:,k) = lamda;
How can I skip this error so that the column for LM_FINAL remains as empty, but the loop continues (so that the rest of LM_FINAL's columns are filled) rather than terminating?
You can use try and catch phrase to explicitly handle errors inside loop (or elsewhere in your code).
Related
I wrote a program implementing Gaussian Elimination with Complete Pivoting:
function x = gecp(A,b)
x = b;
n = length(A);
p = 1:n;
l = b;
for k = 1:n
[i,j] = find(A(k:n,k:n)==max(abs(A(k:n,k:n)),[],'all'));
i = i+k-1;
j = j+k-1;
[A(k,:),A(i,:)] = deal(A(i,:),A(k,:));
[A(:,j),A(:,k)] = deal(A(:,k),A(:,j));
[b(i),b(k)] = deal(b(k),b(i));
[p(k),p(j)] = deal(p(j),p(k));
temp = (k+1):n;
l(temp) = A(temp,k)/A(k,k);
b(temp) = b(temp)-l(temp).*b(k);
A(temp,temp) = A(temp,temp)-l(temp).*A(k,temp);
end
x(n) = b(n)/A(n,n);
for k = (n-1):-1:1
s = 0;
for h = (k+1):n
s = s+A(k,h)*x(h);
end
x(k) = (b(k)-s)/A(k,k);
end
x(p) = x;
And it is called like this:
N = 5; A = randn(N); b = randn(N,1); x = gecp(A,b)
Unfortunately all lines containing deal function (used for swapping rows of columns of matrices), give me following (or similar) error: "Unable to perform assignment because the size of the left side is 1-by-5 and the size of the right side is 0-by-5."
Unfortunately I have no idead why would the width of these vectors be changed to 0 as I wrote excatly the same thing on both sides.
This is my Approximate entropy Calculator in MATLAB. https://en.wikipedia.org/wiki/Approximate_entropy
I'm not sure why it isn't working. It's returning a negative value.Can anyone help me with this? R1 being the data.
FindSize = size(R1);
N = FindSize(1);
% N = input ('insert number of data values');
%if you want to put your own N in, take away the % from the line above
and
%insert the % before the N = FindSize(1)
%m = input ('insert m: integer representing length of data, embedding
dimension ');
m = 2;
%r = input ('insert r: positive real number for filtering, threshold
');
r = 0.2*std(R1);
for x1= R1(1:N-m+1,1)
D1 = pdist2(x1,x1);
C11 = (D1 <= r)/(N-m+1);
c1 = C11(1);
end
for i1 = 1:N-m+1
s1 = sum(log(c1));
end
phi1 = (s1/(N-m+1));
for x2= R1(1:N-m+2,1)
D2 = pdist2(x2,x2);
C21 = (D2 <= r)/(N-m+2);
c2 = C21(1);
end
for i2 = 1:N-m+2
s2 = sum(log(c2));
end
phi2 = (s2/(N-m+2));
Ap = phi1 - phi2;
Apen = Ap(1)
Following the documentation provided by the Wikipedia article, I developed this small function that calculates the approximate entropy:
function res = approximate_entropy(U,m,r)
N = numel(U);
res = zeros(1,2);
for i = [1 2]
off = m + i - 1;
off_N = N - off;
off_N1 = off_N + 1;
x = zeros(off_N1,off);
for j = 1:off
x(:,j) = U(j:off_N+j);
end
C = zeros(off_N1,1);
for j = 1:off_N1
dist = abs(x - repmat(x(j,:),off_N1,1));
C(j) = sum(~any((dist > r),2)) / off_N1;
end
res(i) = sum(log(C)) / off_N1;
end
res = res(1) - res(2);
end
I first tried to replicate the computation shown the article, and the result I obtain matches the result shown in the example:
U = repmat([85 80 89],1,17);
approximate_entropy(U,2,3)
ans =
-1.09965411068114e-05
Then I created another example that shows a case in which approximate entropy produces a meaningful result (the entropy of the first sample is always less than the entropy of the second one):
% starting variables...
s1 = repmat([10 20],1,10);
s1_m = mean(s1);
s1_s = std(s1);
s2_m = 0;
s2_s = 0;
% datasample will not always return a perfect M and S match
% so let's repeat this until equality is achieved...
while ((s1_m ~= s2_m) && (s1_s ~= s2_s))
s2 = datasample([10 20],20,'Replace',true,'Weights',[0.5 0.5]);
s2_m = mean(s2);
s2_s = std(s2);
end
m = 2;
r = 3;
ae1 = approximate_entropy(s1,m,r)
ae2 = approximate_entropy(s2,m,r)
ae1 =
0.00138568170752751
ae2 =
0.680090884817465
Finally, I tried with your sample data:
fid = fopen('O1.txt','r');
U = cell2mat(textscan(fid,'%f'));
fclose(fid);
m = 2;
r = 0.2 * std(U);
approximate_entropy(U,m,r)
ans =
1.08567461184858
EDIT: The code that I have pasted is too long. Basicaly I dont know how to work with the second code, If I know how calculate alpha from the second code I think my problem will be solved. I have tried a lot of input arguments for the second code but it does not work!
I have written following code to solve a convex optimization problem using Gradient descend method:
function [optimumX,optimumF,counter,gNorm,dx] = grad_descent()
x0 = [3 3]';%'//
terminationThreshold = 1e-6;
maxIterations = 100;
dxMin = 1e-6;
gNorm = inf; x = x0; counter = 0; dx = inf;
% ************************************
f = #(x1,x2) 4.*x1.^2 + 2.*x1.*x2 +8.*x2.^2 + 10.*x1 + x2;
%alpha = 0.01;
% ************************************
figure(1); clf; ezcontour(f,[-5 5 -5 5]); axis equal; hold on
f2 = #(x) f(x(1),x(2));
% gradient descent algorithm:
while and(gNorm >= terminationThreshold, and(counter <= maxIterations, dx >= dxMin))
g = grad(x);
gNorm = norm(g);
alpha = linesearch_strongwolfe(f,-g, x0, 1);
xNew = x - alpha * g;
% check step
if ~isfinite(xNew)
display(['Number of iterations: ' num2str(counter)])
error('x is inf or NaN')
end
% **************************************
plot([x(1) xNew(1)],[x(2) xNew(2)],'ko-')
refresh
% **************************************
counter = counter + 1;
dx = norm(xNew-x);
x = xNew;
end
optimumX = x;
optimumF = f2(optimumX);
counter = counter - 1;
% define the gradient of the objective
function g = grad(x)
g = [(8*x(1) + 2*x(2) +10)
(2*x(1) + 16*x(2) + 1)];
end
end
As you can see, I have commented out the alpha = 0.01; part. I want to calculate alpha via an other code. Here is the code (This code is not mine)
function alphas = linesearch_strongwolfe(f,d,x0,alpham)
alpha0 = 0;
alphap = alpha0;
c1 = 1e-4;
c2 = 0.5;
alphax = alpham*rand(1);
[fx0,gx0] = feval(f,x0,d);
fxp = fx0;
gxp = gx0;
i=1;
while (1 ~= 2)
xx = x0 + alphax*d;
[fxx,gxx] = feval(f,xx,d);
if (fxx > fx0 + c1*alphax*gx0) | ((i > 1) & (fxx >= fxp)),
alphas = zoom(f,x0,d,alphap,alphax);
return;
end
if abs(gxx) <= -c2*gx0,
alphas = alphax;
return;
end
if gxx >= 0,
alphas = zoom(f,x0,d,alphax,alphap);
return;
end
alphap = alphax;
fxp = fxx;
gxp = gxx;
alphax = alphax + (alpham-alphax)*rand(1);
i = i+1;
end
function alphas = zoom(f,x0,d,alphal,alphah)
c1 = 1e-4;
c2 = 0.5;
[fx0,gx0] = feval(f,x0,d);
while (1~=2),
alphax = 1/2*(alphal+alphah);
xx = x0 + alphax*d;
[fxx,gxx] = feval(f,xx,d);
xl = x0 + alphal*d;
fxl = feval(f,xl,d);
if ((fxx > fx0 + c1*alphax*gx0) | (fxx >= fxl)),
alphah = alphax;
else
if abs(gxx) <= -c2*gx0,
alphas = alphax;
return;
end
if gxx*(alphah-alphal) >= 0,
alphah = alphal;
end
alphal = alphax;
end
end
But I get this error:
Error in linesearch_strongwolfe (line 11) [fx0,gx0] = feval(f,x0,d);
As you can see I have written the f function and its gradient manually.
linesearch_strongwolfe(f,d,x0,alpham) takes a function f, Gradient of f, a vector x0 and a constant alpham. is there anything wrong with my declaration of f? This code works just fine if I put back alpha = 0.01;
As I see it:
x0 = [3; 3]; %2-element column vector
g = grad(x0); %2-element column vector
f = #(x1,x2) 4.*x1.^2 + 2.*x1.*x2 +8.*x2.^2 + 10.*x1 + x2;
linesearch_strongwolfe(f,-g, x0, 1); %passing variables
inside the function:
[fx0,gx0] = feval(f,x0,-g); %variable names substituted with input vars
This will in effect call
[fx0,gx0] = f(x0,-g);
but f(x0,-g) is a single 2-element column vector with these inputs. Assingning the output to two variables will not work.
You either have to define f as a proper named function (just like grad) to output 2 variables (one for each component), or edit the code of linesearch_strongwolfe to return a single variable, then slice that into 2 separate variables yourself afterwards.
If you experience a very rare kind of laziness and don't want to define a named function, you can still use an anonymous function at the cost of duplicating code for the two components (at least I couldn't come up with a cleaner solution):
f = #(x1,x2) deal(4.*x1(1)^2 + 2.*x1(1)*x2(1) +8.*x2(1)^2 + 10.*x1(1) + x2(1),...
4.*x1(2)^2 + 2.*x1(2)*x2(2) +8.*x2(2)^2 + 10.*x1(2) + x2(2));
[fx0,gx0] = f(x0,-g); %now works fine
as long as you always have 2 output variables. Note that this is more like a proof of concept, since this is ugly, inefficient, and very susceptible to typos.
I executed this code using Feature Matrix 517*11 and Label Matrix 517*1. But once the dimensions of matrices change the code cant be run. How can I fix this?
The error is:
Subscripted assignment dimension mismatch.
in this line :
edges(k,j) = quantlevels(a);
Here is my code:
function [features,weights] = MI(features,labels,Q)
if nargin <3
Q = 12;
end
edges = zeros(size(features,2),Q+1);
for k = 1:size(features,2)
minval = min(features(:,k));
maxval = max(features(:,k));
if minval==maxval
continue;
end
quantlevels = minval:(maxval-minval)/500:maxval;
N = histc(features(:,k),quantlevels);
totsamples = size(features,1);
N_cum = cumsum(N);
edges(k,1) = -Inf;
stepsize = totsamples/Q;
for j = 1:Q-1
a = find(N_cum > j.*stepsize,1);
edges(k,j) = quantlevels(a);
end
edges(k,j+2) = Inf;
end
S = zeros(size(features));
for k = 1:size(S,2)
S(:,k) = quantize(features(:,k),edges(k,:))+1;
end
I = zeros(size(features,2),1);
for k = 1:size(features,2)
I(k) = computeMI(S(:,k),labels,0);
end
[weights,features] = sort(I,'descend');
%% EOF
function [I,M,SP] = computeMI(seq1,seq2,lag)
if nargin <3
lag = 0;
end
if(length(seq1) ~= length(seq2))
error('Input sequences are of different length');
end
lambda1 = max(seq1);
symbol_count1 = zeros(lambda1,1);
for k = 1:lambda1
symbol_count1(k) = sum(seq1 == k);
end
symbol_prob1 = symbol_count1./sum(symbol_count1)+0.000001;
lambda2 = max(seq2);
symbol_count2 = zeros(lambda2,1);
for k = 1:lambda2
symbol_count2(k) = sum(seq2 == k);
end
symbol_prob2 = symbol_count2./sum(symbol_count2)+0.000001;
M = zeros(lambda1,lambda2);
if(lag > 0)
for k = 1:length(seq1)-lag
loc1 = seq1(k);
loc2 = seq2(k+lag);
M(loc1,loc2) = M(loc1,loc2)+1;
end
else
for k = abs(lag)+1:length(seq1)
loc1 = seq1(k);
loc2 = seq2(k+lag);
M(loc1,loc2) = M(loc1,loc2)+1;
end
end
SP = symbol_prob1*symbol_prob2';
M = M./sum(M(:))+0.000001;
I = sum(sum(M.*log2(M./SP)));
function y = quantize(x, q)
x = x(:);
nx = length(x);
nq = length(q);
y = sum(repmat(x,1,nq)>repmat(q,nx,1),2);
I've run the function several times without getting any error.
I've used as input for "seq1" and "seq2" arrays such as 1:10 and 11:20
Possible error might rise in the loops
for k = 1:lambda1
symbol_count1(k) = sum(seq1 == k);
end
if "seq1" and "seq2" are defined as matrices since sum will return an array while
symbol_count1(k)
is expected to be single value.
Another possible error might rise if seq1 and seq2 are not of type integer since they are used as indexes in
M(loc1,loc2) = M(loc1,loc2)+1;
Hope this helps.
I am currently trying to run a script that calls a particular function, but want to call the function inside a loop that halfs one of the input variables for roughly 4 iterations.
in the code below the function has been replaced for another for loop and the inputs stated above.
the for loop is running an Euler method on the function, and works fine, its just trying to run it with the repeated smaller step size im having trouble with.
any help is welcomed.
f = '3*exp(-x)-0.4*y';
xa = 0;
xb = 3;
ya = 5;
n = 2;
h=(xb-xa)/n;
x = xa:h:xb;
% h = zeros(1,4);
y = zeros(1,length(x));
F = inline(f);
y(1) = ya;
for j = 1:4
hOld = h;
hNew = hOld*0.5;
hOld = subs(y(1),'h',hNew);
for i = 1:(length(x)-1)
k1 = F(x(i),y(i));
y(i+1,j+1) = y(i) + h*k1;
end
end
disp(h)
after your comment, something like this
for j = 1:4
h=h/2;
x = xa:h:xb;
y = zeros(1,length(x));
y(1) = ya;
for i = 1:(length(x)-1)
k1 = F(x(i),y(i));
y(i+1,j+1) = y(i) + h*k1;
end
end