Function handle for gradient and hessian problems MATLAB - matlab

I am having an issue with manipulating the function handles of my gradient and hessian.
I have the following code:
syms x1 x2
x = [x1,x2];
% Define the function phi(x)
phi = #(x1,x2) 10*x1^4 - 20*x1^2*x2 + 10*x2^2 + x1^2 - 2*x1 + 5;
% Define the gradient of the function phi(x)
gradphi = #(x1,x2) jacobian(phi,x).';
% Define the Hessian of phi(x)
hessphi = #(x1,x2) jacobian(gradphi,x);
Now when I input into the command terminal:
phi(1,2)
I get some scalar value.
But when I input
gradphi(1,2)
hessianphi(1,2)
I want the corresponding vector for the gradient evaluated at those points.
For the gradient, I just get
EDU>> gradphi(1,2)
ans =
2*x1 - 40*x1*x2 + 40*x1^3 - 2
- 20*x1^2 + 20*x2
Which is just the grad vector function. But I want the actual numerical result inputting x1 = 1 and x2 = 2.
EDU>> hessphi(1,2)
returns an error.
I am not sure why.

For multiplications and divisions on arrays, you need to use element-wise operators .*, ./, and .^ in the definition of hessianphi and gradphi. Otherwise, Matlab will try do do matrix multiplication/division/power, which won't go well.
/aside: searching for the text of the error message will bring up the most likely causes of the error.

Related

Computing integral with variable bounds in MATLAB

Consider the following MWE in MATLAB:
f = #(t) integral(#(x) x.^2,0,t);
integral(f,0,1);
This yields the error
Error using integral (line 85) A and B must be floating-point scalars.
(and a bit more). How do I fix this? Is this even possible? I think the problem is the variable upper bound.
If you want to use integral then set 'ArrayValued' to true otherwise t would be an invalid end point in integral(#(x) x.^2,0,t). So it would be:
f = #(t) integral(#(x) x.^2,0,t);
integral(f,0,1,'ArrayValued',true)
% ans =
% 0.0833
Alternately, since you're doing double integration, so use the function dedicated for this purpose i.e. integral2. For your example, it would be:
f = #(t,x) x.^2 ;
integral2(f,0,1,0, #(t) t)
% ans =
% 0.0833
If you have Symbolic Math Toolbox, you can also use int as int(expr,var,a,b) but it would be slower. For your case, it would be:
syms x t;
f = x.^2;
req = int(int(f,x,0,t),t,0,1); % It gives 1/12
req = double(req); % Convert to double if required

Equation is returning a solution in WolframAlpha, but giving a logical zero in MATLAB. How can I fix this?

Here is the equation in WolframAlpha returning me the correct answer.
In MATLAB, I've written the following:
mu = 305; %as a temporary example since it's greater than c, which is 300
syms x
eqn = ((1 + (x/(mu + 300)))^((1/2) + (150/mu)))*((1 - (x/(mu - 300)))^((1/2) - (150/mu))) - 0.2 == 0 %matlab shows the answer is -605
solve(eqn,x)
It's the same equation, except MATLAB substitutes for mu for me. MATLAB is returning the following:
eqn = logical 0
ans = x
Am I typing the equation in wrong somehow? Is that why it's showing me a logical zero when I'm not suppressing the equation? How do I get it to result in the same values as WolframAlpha?
I also want to note that Maple seems to hang on this same equation as well.
Unless you have a specific reason for using symbolic expressions, you can solve the equation that you have using fsolve as follows:
%Define your value of mu
mu = 305;
% Define the equation as an anonymous function
fn = #(x) ((1 + (x/(mu + 300)))^((1/2) + (150/mu)))*((1 - (x/(mu - 300)))^((1/2) - (150/mu))) - 0.2;
% Define the initial value for x so that fsolve can find the root nearest to that
x0 = 1;
root_x = fsolve(fn, x0);
This leads to the output root_x = 5.0000 + 0.0000i
You can also change the initial value of x0
x0 = 400;
root_x = fsolve(fn, x0);
This will return the output root_x = -4.9005e+02 - 2.6326e-05i
This method can be used to solve any of the equations that you might have.

How to plot a equation like ay + bx + c = 0 in matlab?

I've already searched it here but I couldn't found it the way I was looking for.
I kind managed to do it using Symbolic Math but I don't understand it quite well. For exemple, after doing that
syms y x
ezplot(-y + x + 1 == 0)
i get a nice graph, but can I use this expression later to calculate its value? like, first I want to plot -y + x + 1 == 0 and at another moment I want to solve f(3) for exemple, where f(x) = x + 1 (same equation).
I know I can write a function to do that, but as a function I don't know how to plot it. In the other way, I know how to plot using symbolic math, but I don't know how to calculate it after.
I'm writing a PLA algorithm and them I need to generate the 'a', 'b' 'c' for the equation, that why I need to know how to plot and solve in a "systematic code" way, and not typing one by one.
Thanks in advance!
The equation you gave us is a straight line, so a polynomial. The coefficients are y= -b/a*x -c/a.
% ay + bx + c = 0 reads y = -b/a*x - c/a*1
a = -1;
b = 1;
c = 1;
p = [-b/a, -c/a]; % polynomial representing your equation
% plot like this
x = linspace(-2,2, 50);
figure
plot(x, polyval(p,x)) % evaluate polynomial p at the positions x
% find the solution
roots(p) # -1
If you need or want to use ezplot, you can put the polyval-expression in an inline function and you can call ezplot with that handle:
f = #(x) polyval(p, x); % the function
ezplot(f)
Just define f to be a function of the symbolic variable x:
>> syms x
>> f = x+1;
Then you can use f as the input to ezplot:
>> ezplot(f)
which produces the graph
On the other hand, to solve the equation f(x)=0 use solve as follows:
>> solve(f)
ans =
-1
ezplot and solve can be used with string inputs as well, but the string has to be different in either case. To plot the graph:
>> ezplot('x+1');
To solve the equation:
>> solve('x+1=0')
ans =
-1

Using MATLAB to write a function that implements Newton's method in two dimensions

I am trying to write a function that implements Newton's method in two dimensions and whilst I have done this, I have to now adjust my script so that the input parameters of my function must be f(x) in a column vector, the Jacobian matrix of f(x), the initial guess x0 and the tolerance where the function f(x) and its Jacobian matrix are in separate .m files.
As an example of a script I wrote that implements Newton's method, I have:
n=0; %initialize iteration counter
eps=1; %initialize error
x=[1;1]; %set starting value
%Computation loop
while eps>1e-10&n<100
g=[x(1)^2+x(2)^3-1;x(1)^4-x(2)^4+x(1)*x(2)]; %g(x)
eps=abs(g(1))+abs(g(2)); %error
Jg=[2*x(1),3*x(2)^2;4*x(1)^3+x(2),-4*x(2)^3+x(1)]; %Jacobian
y=x-Jg\g; %iterate
x=y; %update x
n=n+1; %counter+1
end
n,x,eps %display end values
So with this script, I had implemented the function and the Jacobian matrix into the actual script and I am struggling to work out how I can actually create a script with the input parameters required.
Thanks!
If you don't mind, I'd like to restructure your code so that it is more dynamic and more user friendly to read.
Let's start with some preliminaries. If you want to make your script truly dynamic, then I would recommend that you use the Symbolic Math Toolbox. This way, you can use MATLAB to tackle derivatives of functions for you. You first need to use the syms command, followed by any variable you want. This tells MATLAB that you are now going to treat this variable as "symbolic" (i.e. not a constant). Let's start with some basics:
syms x;
y = 2*x^2 + 6*x + 3;
dy = diff(y); % Derivative with respect to x. Should give 4*x + 6;
out = subs(y, 3); % The subs command will substitute all x's in y with the value 3
% This should give 2*(3^2) + 6*3 + 3 = 39
Because this is 2D, we're going to need 2D functions... so let's define x and y as variables. The way you call the subs command will be slightly different:
syms x, y; % Two variables now
z = 2*x*y^2 + 6*y + x;
dzx = diff(z, 'x'); % Differentiate with respect to x - Should give 2*y^2 + 1
dzy = diff(z, 'y'); % Differentiate with respect to y - Should give 4*x*y + 6
out = subs(z, {x, y}, [2, 3]); % For z, with variables x,y, substitute x = 2, y = 3
% Should give 56
One more thing... we can place equations into vectors or matrices and use subs to simultaneously substitute all values of x and y into each equation.
syms x, y;
z1 = 3*x + 6*y + 3;
z2 = 3*y + 4*y + 4;
f = [z1; z2];
out = subs(f, {x,y}, [2, 3]); % Produces a 2 x 1 vector with [27; 25]
We can do the same thing for matrices, but for brevity I won't show you how to do that. I will defer to the code and you can see it then.
Now that we have that established, let's tackle your code one piece at a time to truly make this dynamic. Your function requires the initial guess x0, the function f(x) as a column vector, the Jacobian matrix as a 2 x 2 matrix and the tolerance tol.
Before you run your script, you will need to generate your parameters:
syms x y; % Make x,y symbolic
f1 = x^2 + y^3 - 1; % Make your two equations (from your example)
f2 = x^4 - y^4 + x*y;
f = [f1; f2]; % f(x) vector
% Jacobian matrix
J = [diff(f1, 'x') diff(f1, 'y'); diff(f2, 'x') diff(f2, 'y')];
% Initial vector
x0 = [1; 1];
% Tolerance:
tol = 1e-10;
Now, make your script into a function:
% To run in MATLAB, do:
% [n, xout, tol] = Jacobian2D(f, J, x0, tol);
% disp('n = '); disp(n); disp('x = '); disp(xout); disp('tol = '); disp(tol);
function [n, xout, tol] = Jacobian2D(f, J, x0, tol)
% Just to be sure...
syms x, y;
% Initialize error
ep = 1; % Note: eps is a reserved keyword in MATLAB
% Initialize counter
n = 0;
% For the beginning of the loop
% Must transpose into a row vector as this is required by subs
xout = x0';
% Computation loop
while ep > tol && n < 100
g = subs(f, {x,y}, xout); %g(x)
ep = abs(g(1)) + abs(g(2)); %error
Jg = subs(J, {x,y}, xout); %Jacobian
yout = xout - Jg\g; %iterate
xout = yout; %update x
n = n + 1; %counter+1
end
% Transpose and convert back to number representation
xout = double(xout');
I should probably tell you that when you're doing computation using the Symbolic Math Toolbox, the data type of the numbers as you're calculating them are a sym object. You probably want to convert these back into real numbers and so you can use double to cast them back. However, if you leave them in the sym format, it displays your numbers as neat fractions if that's what you're looking for. Cast to double if you want the decimal point representation.
Now when you run this function, it should give you what you're looking for. I have not tested this code, but I'm pretty sure this will work.
Happy to answer any more questions you may have. Hope this helps.
Cheers!

Writing a matlab function that implements Euler's method?

I should write a MATLAB function that takes a first order ordinary differential equation in form y’(t) = a*y(t) +b with an initial point y(t0)=y0 as inputs and calculates first 15 points of the solution. Also draws the solution curve for first 15 points.
And the equation that we want to solve is ;y’(t) = 4*y(t)+1 with the initial point y(0)=0.
For this function I wrote the bellowing code but this gives me an error about y. How should I implement the euler function correctly? And also I could not determine how I can draw the solution curves..
function E=euler(f,y)
%Input - f is the function entered as a string 'f'
% - a and b are the left and right endpoints
% - ya is the initial condition y(a)
% - M is the number of steps
%Output - E=[T' Y'] where T is the vector of abscissas and
% Y is the vector of ordinates
h=0.1;
y(0)=0;
for j=0:15
Y(j+1)=Y(j)+h*feval(4*(y(t)+1));
end
Patch:
h = 0.1;
y(1) = 0;
for j = 1:16
Y(j + 1) = Y(j) + h * feval(4 * (y(t - 1) + 1));
end
Well, I am not sure about the mathematical part, but - The indices need to start at "1". Other then e.g. in C, you must not use "0" as an index.