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The equations can be found here. As you can see it is set of 8 scalar equations closed to 3 matrix ones. In order to let Matlab know that equations are matrix - wise, I declare variable time dependent vector functions as:
syms t p1(t) p2(t) p3(t)
p(t) = symfun([p1(t);p2(t);p3(t)], t);
p = formula(p(t)); % allows indexing for vector p
% same goes for w(t) and m(t)...
Known matrices are declared as follows:
A = sym('A%d%d',[3 3]);
Fq = sym('Fq%d%d',[2 3]);
Im = diag(sym('Im%d%d',[1 3]));
The system is now ready to be modeled according to guide:
eqs = [diff(p) == A*w + Fq'*m,...
diff(w) == -Im*p,...
Fq*w == 0];
vars = [p; w; m];
At this point, when I try to reduce index (since it equals 2), I receive following error:
[DAEs,DAEvars] = reduceDAEIndex(eqs,vars);
Error using sym/reduceDAEIndex (line 95)
Expecting as many equations as variables.
The error would not arise if we had declared all variables as scalars:
syms A Im Fq real p(t) w(t) m(t)
Quoting symfun documentation (tips section):
Symbolic functions are always scalars, therefore, you cannot index into a function.
However it is hard for me to believe that it's not possible to solve these equations matrix - wise. Obviously, one can expand it to 8 scalar equations, but the multi body system concerned here is very simple and the aim is to be able to solve complex ones - hence the question: is it possible to solve matrix DAE in Matlab, and if so - what has to be fixed in order for this to work?
Ps. I have another issue with Matlab DAE solver: input variables (known coefficient functions) for my model are time variant. As far as example is concerned, they are constant in all domain, however for my problem they change in time. This problem has been brought out here. I would be grateful if you referred to it, should you have any solution.
Finally, I managed to find correct syntax for this problem. I made a mistake of treating matrix variables (such as A, Fq) as a single entity. Below I present code that utilizes matrix approach and solves this particular DAE:
% Define symbolic variables.
q = sym('q%d',[3 1]); % state variables
a = sym('a'); k = sym('k'); % constant parameters
t = sym('t','real'); % independent variable
% Define system variables and group them in vectors:
p1(t) = sym('p1(t)'); p2(t) = sym('p2(t)'); p3(t) = sym('p3(t)');
w1(t) = sym('w1(t)'); w2(t) = sym('w2(t)'); w3(t) = sym('w3(t)');
m1(t) = sym('m1(t)'); m2(t) = sym('m2(t)');
pvect = [p1(t); p2(t); p3(t)];
wvect = [w1(t); w2(t); w3(t)];
mvect = [m1(t); m2(t)];
% Define matrices:
mass = diag(sym('ms%d',[1 3]));
Fq = [0 -1 a;
0 0 1];
A = [1 0 0;
0 1 a;
0 a -q(1)*a] * k;
% Define sets of equations and aggregate them into one set:
set1 = diff(pvect,t) == A*wvect + Fq'*mvect;
set2 = mass*diff(wvect,t) == -pvect;
set3 = Fq*wvect == 0;
eqs = [set1; set2; set3];
% Close all system variables in one vector:
vars = [pvect; wvect; mvect];
% Reduce index of the system and remove redundnat equations:
[DAEs,DAEvars] = reduceDAEIndex(eqs,vars);
[DAEs,DAEvars] = reduceRedundancies(DAEs,DAEvars);
[M,F] = massMatrixForm(DAEs,DAEvars);
We receive very simple 2x2 ODE for two variables p1(t) and w1(t). Keep in mind that after reducing redundancies we got rid of all elements from state vector q. This means that all left variables (k and mass(1,1)) are not time dependent. If there had been time dependency of some variables within the system, the case would have been much harder to solve.
% Replace symbolic variables with numeric ones:
M = odeFunction(M, DAEvars,mass(1,1));
F = odeFunction(F, DAEvars, k);
k = 2000; numericMass = 4;
F = #(t, Y) F(t, Y, k);
M = #(t, Y) M(t, Y, numericMass);
% set the solver:
opt = odeset('Mass', M); % Mass matrix of the system
TIME = [1; 0]; % Time boundaries of the simulation (backwards in time)
y0 = [1 0]'; % Initial conditions for left variables p1(t) and w1(t)
% Call the solver
[T, solution] = ode15s(F, TIME, y0, opt);
% Plot results
plot(T,solution(:,1),T,solution(:,2))
In Matlab I am trying to create a cell of size 16 x1 where each entry of this cell is a matrix. I have the following equation
$$W_g = exp^{\frac{j{2\pi m}{N}(n+\frac{g}{G}))} \,\,\,\,\,\,\, m,n=0,1,.....(N-1)$$
for this work assume $N=4$ and the index $g$ is the index that refers to the cell element i.e g=0:1:15
W=cell(16,1);
for g=1:16
for m=1:3
for n=1:3
W{g,m,n}= exp((2*pi*j*m/4)* n+(g-1)/16));
end
end
end
How can I make this work? I have two problems with this, you see g starts from 0 and MATLAB doesnt accept index of zero and how to actually define the matrices within the cell.
Thanks
So if I understand you have this equation:
And you just want the following code:
W=cell(16,1);
n = 1:3;
m = 1:3;
N = 4;
for g=1:16
W{g}= exp((2*pi*j.*m/4*N).*n+(g-1)/16);
end
%or the 1 line version:
W = cellfun(#(g) exp((2*pi*j.*m/4*N).*n+(g-1)/16),num2cell([1:16]),'UniformOutput',0);
With matlab you can use the Element-wise multiplication symbol .*
For example:
%A matrix multiplication
A = [2,3]
B = [1,3]';
result = A * B %result = 11
%An element wise multiplication
A = [2,3]
B = [1,3];
result = A .* B %result = [2,9]
First of all, i is the complex number in matlab (sqrt(-1)) not j, and you are correct, matlab is indexed in 1, so simply start counting g at 1, until 16.
Next, create a zero matrix, and calculate all indices accordingly. Something like this should work just fine :
clc
clear all
W=cell(16,1);
for g=1:16;
temp = zeros(3,3);
for m=1:3
for n=1:3
temp (m,n) = exp((2*pi*1i*m/4)* n+g/16);
end
end
W{g} = temp;
end
if you are considering doing much larger operations, consider using linspace to create your m and n indices and using matrix operations
I am trying to use meshgrid in Matlab together with Chebfun to get rid of double for loops. I first define a quasi-matrix of N functions,
%Define functions of type Chebfun
N = 10; %number of functions
x = chebfun('x', [0 8]); %Domain
psi = [];
for i = 1:N
psi = [psi sin(i.*pi.*x./8)];
end
A sample calculation would be to compute the double sum $\sum_{i,j=1}^10 psi(:,i).*psi(:,j)$. I can achieve this using two for loops in Matlab,
h = 0;
for i = 1:N
for j = 1:N
h = h + psi(:,i).*psi(:,j);
end
end
I then tried to use meshgrid to vectorize in the following way:
[i j] = meshgrid(1:N,1:N);
h = psi(:,i).*psi(:,j);
I get the error "Column index must be a vector of integers". How can I overcome this issue so that I can get rid of my double for loops and make my code a bit more efficient?
BTW, Chebfun is not part of native MATLAB and you have to download it in order to run your code: http://www.chebfun.org/. However, that shouldn't affect how I answer your question.
Basically, psi is a N column matrix and it is your desire to add up products of all combinations of pairs of columns in psi. You have the right idea with meshgrid, but what you should do instead is unroll the 2D matrix of coordinates for both i and j so that they're single vectors. You'd then use this and create two N^2 column matrices that is in such a way where each column corresponds to that exact column numbers specified from i and j sampled from psi. You'd then do an element-wise multiplication between these two matrices and sum across all of the columns for each row. BTW, I'm going to use ii and jj as variables from the output of meshgrid instead of i and j. Those variables are reserved for the complex number in MATLAB and I don't want to overshadow those unintentionally.
Something like this:
%// Your code
N = 10; %number of functions
x = chebfun('x', [0 8]); %Domain
psi = [];
for i = 1:N
psi = [psi sin(i.*pi.*x./8)];
end
%// New code
[ii,jj] = meshgrid(1:N, 1:N);
%// Create two matrices and sum
matrixA = psi(:, ii(:));
matrixB = psi(:, jj(:));
h = sum(matrixA.*matrixB, 2);
If you want to do away with the temporary variables, you can do it in one statement after calling meshgrid:
h = sum(psi(:, ii(:)).*psi(:, jj(:)), 2);
I don't have Chebfun installed, but we can verify that this calculates what we need with a simple example:
rng(123);
N = 10;
psi = randi(20, N, N);
Running this code with the above more efficient solution gives us:
>> h
h =
8100
17161
10816
12100
14641
9216
10000
8649
9025
11664
Also, running the above double for loop code also gives us:
>> h
h =
8100
17161
10816
12100
14641
9216
10000
8649
9025
11664
If you want to be absolutely sure, we can have both codes run with the outputs as separate variables, then check if they're equal:
%// Setup
rng(123);
N = 10;
psi = randi(20, N, N);
%// Old code
h = 0;
for i = 1:N
for j = 1:N
h = h + psi(:,i).*psi(:,j);
end
end
%// New code
[ii,jj] = meshgrid(1:N, 1:N);
hnew = sum(psi(:, ii(:)).*psi(:, jj(:)), 2);
%// Check for equality
eql = isequal(h, hnew);
eql checks if both variables are equal, and we do get them as such:
>> eql
eql =
1
I am trying to write code to get the 'N-dimensional product' of vectors. So for example, if I have 2 vectors of length L, x & y, then the '2-dimensional product' is simply the regular vector product, R=x*y', so that each entry of R, R(i,j) is the product of the i'th element of x and the j'th element of y, aka R(i,j)=x(i)*y(j).
The problem is how to elegantly generalize this in matlab for arbitrary dimensions. This is I had 3 vectors, x,y,z, I want the 3 dimensional array, R, such that R(i,j,k)=x(i)*y(j)*z(k).
Same thing for 4 vectors, x1,x2,x3,x4: R(i1,i2,i3,i4)=x1(i1)*x2(i2)*x3(i3)*x4(i4), etc...
Also, I do NOT know the number of dimensions beforehand. The code must be able to handle an arbitrary number of input vectors, and the number of input vectors corresponds to the dimensionality of the final answer.
Is there any easy matlab trick to do this and avoid going through each element of R specifically?
Thanks!
I think by "regular vector product" you mean outer product.
In any case, you can use the ndgrid function. I like this more than using bsxfun as it's a little more straightforward.
% make some vectors
w = 1:10;
x = w+1;
y = x+1;
z = y+1;
vecs = {w,x,y,z};
nvecs = length(vecs);
[grids{1:nvecs}] = ndgrid(vecs{:});
R = grids{1};
for i=2:nvecs
R = R .* grids{i};
end;
% Check results
for i=1:10
for j=1:10
for k=1:10
for l=1:10
V(i,j,k,l) = R(i,j,k,l) == w(i)*x(j)*y(k)*z(l);
end;
end;
end;
end;
all(V(:))
ans = 1
The built-in function bsxfun is a fast utility that should be able to help. It is designed to perform 2 input functions on a per-element basis for two inputs with mismatching dimensions. Singletons dimensions are expanded, and non-singleton dimensions need to match. (It sounds confusing, but once grok'd it useful in many ways.)
As I understand your problem, you can adjust the dimension shape of each vector to define the dimension that it should be defined across. Then use nested bsxfun calls to perform the multiplication.
Example code follows:
%Some inputs, N-by-1 vectors
x = [1; 3; 9];
y = [1; 2; 4];
z = [1; 5];
%The computation you describe, using nested BSXFUN calls
bsxfun(#times, bsxfun(#times, ... %Nested BSX fun calls, 1 per dimension
x, ... % First argument, in dimension 1
permute(y,2:-1:1) ) , ... % Second argument, permuited to dimension 2
permute(z,3:-1:1) ) % Third argument, permuted to dimension 3
%Result
% ans(:,:,1) =
% 1 2 4
% 3 6 12
% 9 18 36
% ans(:,:,2) =
% 5 10 20
% 15 30 60
% 45 90 180
To handle an arbitrary number of dimensions, this can be expanded using a recursive or loop construct. The loop would look something like this:
allInputs = {[1; 3; 9], [1; 2; 4], [1; 5]};
accumulatedResult = allInputs {1};
for ix = 2:length(allInputs)
accumulatedResult = bsxfun(#times, ...
accumulatedResult, ...
permute(allInputs{ix},ix:-1:1));
end
I am using the matlab code from this book: http://books.google.com/books/about/Probability_Markov_chains_queues_and_sim.html?id=HdAQdzAjl60C
Here is the Code:
function [pi] = GE(Q)
A = Q';
n = size(A);
for i=1:n-1
for j=i+1:n
A(j,i) = -A(j,i)/A(i,i);
end
for j =i+1:n
for k=i+1:n
A(j,k) = A(j,k)+ A(j,i) * A(i,k);
end
end
end
x(n) = 1;
for i = n-1:-1:1
for j= i+1:n
x(i) = x(i) + A(i,j)*x(j);
end
x(i) = -x(i)/A(i,i);
end
pi = x/norm(x,1);
Is there a faster code that I am not aware of? I am calling this functions millions of times, and it takes too much time.
MATLAB has a whole set of built-in linear algebra routines - type help slash, help lu or help chol to get started with a few of the common ways to efficiently solve linear equations in MATLAB.
Under the hood these functions are generally calling optimised LAPACK/BLAS library routines, which are generally the fastest way to do linear algebra in any programming language. Compared with a "slow" language like MATLAB it would not be unexpected if they were orders of magnitude faster than an m-file implementation.
Hope this helps.
Unless you are specifically looking to implement your own, you should use Matlab's backslash operator (mldivide) or, if you want the factors, lu. Note that mldivide can do more than Gaussian elimination (e.g., it does linear least squares, when appropriate).
The algorithms used by mldivide and lu are from C and Fortran libraries, and your own implementation in Matlab will never be as fast. If, however, you are determined to use your own implementation and want it to be faster, one option is to look for ways to vectorize your implementation (maybe start here).
One other thing to note: the implementation from the question does not do any pivoting, so its numerical stability will generally be worse than an implementation that does pivoting, and it will even fail for some nonsingular matrices.
Different variants of Gaussian elimination exist, but they are all O(n3) algorithms. If any one approach is better than another depends on your particular situation and is something you would need to investigate more.
function x = naiv_gauss(A,b);
n = length(b); x = zeros(n,1);
for k=1:n-1 % forward elimination
for i=k+1:n
xmult = A(i,k)/A(k,k);
for j=k+1:n
A(i,j) = A(i,j)-xmult*A(k,j);
end
b(i) = b(i)-xmult*b(k);
end
end
% back substitution
x(n) = b(n)/A(n,n);
for i=n-1:-1:1
sum = b(i);
for j=i+1:n
sum = sum-A(i,j)*x(j);
end
x(i) = sum/A(i,i);
end
end
Let's assume Ax=d
Where A and d are known matrices.
We want to represent "A" as "LU" using "LU decomposition" function embedded in matlab thus:
LUx = d
This can be done in matlab following:
[L,U] = lu(A)
which in terms returns an upper triangular matrix in U and a permuted lower triangular matrix in L such that A = LU. Return value L is a product of lower triangular and permutation matrices. (https://www.mathworks.com/help/matlab/ref/lu.html)
Then if we assume Ly = d where y=Ux.
Since x is Unknown, thus y is unknown too, by knowing y we find x as follows:
y=L\d;
x=U\y
and the solution is stored in x.
This is the simplest way to solve system of linear equations providing that the matrices are not singular (i.e. the determinant of matrix A and d is not zero), otherwise, the quality of the solution would not be as good as expected and might yield wrong results.
if the matrices are singular thus cannot be inversed, another method should be used to solve the system of the linear equations.
For the naive approach (aka without row swapping) for an n by n matrix:
function A = naiveGauss(A)
% find's the size
n = size(A);
n = n(1);
B = zeros(n,1);
% We have 3 steps for a 4x4 matrix so we have
% n-1 steps for an nxn matrix
for k = 1 : n-1
for i = k+1 : n
% step 1: Create multiples that would make the top left 1
% printf("multi = %d / %d\n", A(i,k), A(k,k), A(i,k)/A(k,k) )
for j = k : n
A(i,j) = A(i,j) - (A(i,k)/A(k,k)) * A(k,j);
end
B(i) = B(i) - (A(i,k)/A(k,k)) * B(k);
end
end
function Sol = GaussianElimination(A,b)
[i,j] = size(A);
for j = 1:i-1
for i = j+1:i
Sol(i,j) = Sol(i,:) -( Sol(i,j)/(Sol(j,j)*Sol(j,:)));
end
end
disp(Sol);
end
I think you can use the matlab function rref:
[R,jb] = rref(A,tol)
It produces a matrix in reduced row echelon form.
In my case it wasn't the fastest solution.
The solution below was faster in my case by about 30 percent.
function C = gauss_elimination(A,B)
i = 1; % loop variable
X = [ A B ];
[ nX mX ] = size( X); % determining the size of matrix
while i <= nX % start of loop
if X(i,i) == 0 % checking if the diagonal elements are zero or not
disp('Diagonal element zero') % displaying the result if there exists zero
return
end
X = elimination(X,i,i); % proceeding forward if diagonal elements are non-zero
i = i +1;
end
C = X(:,mX);
function X = elimination(X,i,j)
% Pivoting (i,j) element of matrix X and eliminating other column
% elements to zero
[ nX mX ] = size( X);
a = X(i,j);
X(i,:) = X(i,:)/a;
for k = 1:nX % loop to find triangular form
if k == i
continue
end
X(k,:) = X(k,:) - X(i,:)*X(k,j);
end