I have a system of n equations and n unknown variables under symbol sum. I want to create a loop to solve this system of equations when inputting n.
y := s -> 1/6cos(3s);
A := (k, s) -> piecewise(k <> 0, 1/2exp(ksI)/abs(k), k = 0, ln(2)exp(s0I) - sin(s));
s := (j, n) -> 2jPi/(2*n + 1);
n := 1;
for j from -n to n do
eqn[j] := sum((A(k, s(j, n))) . (a[k]), k = -n .. n) = y(s(j, n));
end do;
eqs := seq(eqn[i], i = -n .. n);
solve({eqs}, {a[i]});
enter image description here
Please help me out!
I added some missing multiplication symbols to your plaintext code, to reproduce it.
restart;
y:=s->1/6*cos(3*s):
A:=(k,s)->piecewise(k<>0,1/2*exp(k*s*I)/abs(k),
k=0,ln(2)*exp(s*I*0)-sin(s)):
s:=(j,n)->2*j*Pi/(2*n+1):
n:=1:
for j from -n to n do
eqn[j]:=add((A(k,s(j,n)))*a[k],k=-n..n)=y(s(j,n));
end do:
eqs:=seq(eqn[i],i=-n..n);
(-1/4+1/4*I*3^(1/2))*a[-1]+(ln(2)+1/2*3^(1/2))*a[0]+(-1/4-1/4*I*3^(1/2))*a[1] = 1/6,
1/2*a[-1]+ln(2)*a[0]+1/2*a[1] = 1/6,
(-1/4-1/4*I*3^(1/2))*a[-1]+(ln(2)-1/2*3^(1/2))*a[0]+(-1/4+1/4*I*3^(1/2))*a[1] = 1/6
You can pass the set of names (for which to solve) as an optional argument. But that has to contain the actual names, and not just the abstract placeholder a[i] as you tried it.
solve({eqs},{seq(a[i],i=-n..n)});
{a[-1] = 1/6*I/ln(2),
a[0] = 1/6/ln(2),
a[1] = -1/6*I/ln(2)}
You could also omit the indeterminate names here, as optional argument to solve (since you wish to solve for all of them, and no other names are present).
solve({eqs});
{a[-1] = 1/6*I/ln(2),
a[0] = 1/6/ln(2),
a[1] = -1/6*I/ln(2)}
For n:=3 and n:=4 it helps solve to get a result quicker here if exp calls are turned into trig calls. Ie,
solve(evalc({eqs}),{seq(a[i],i=-n..n)});
If n is higher than 4 you might have to wait long for an exact (symbolic) result. But even at n:=10 a floating-point result was fast for me. That is, calling fsolve instead of solve.
fsolve({eqs},{seq(a[i],i=-n..n)});
But even that might be unnecessary, as it seems that the following is a solution for n>=3. Here all the variables are set to zero, except a[-3] and a[3] which are both set to 1/2.
cand:={seq(a[i]=0,i=-n..-4),seq(a[i]=0,i=-2..2),
seq(a[i]=0,i=4..n),seq(a[i]=1/2,i=[-3,3])}:
simplify(eval((rhs-lhs)~({eqs}),cand));
{0}
Related
I'm an economics student slowly switching from MATLAB to Julia.
Currently, my problem is that I don't know how to declare (preallocate) a vector that could store interpolations.
Specifically, when I execute something close to:
function MyFunction(i)
# x, y vectors are some functions of 'i' defined here
f = LinearInterpolation(x,y,extrapolation_bc=Line())
return f
end
g = Vector{Function}(undef, N)
for i = 1:N
g[i] = MyFunction(i)
end
I get:
ERROR: LoadError: MethodError: Cannot `convert` an object of type Interpolations.Extrapolation{Float64,1,Interpolations.GriddedInterpolation{Float64,1,Float64,Gridded{Linear},Tuple{Array{Float64,1}}},Gridded{Linear},Line{Nothing}} to an object of type Function
If I, instead of g=Vector{Function}(undef, N), declare g=zeros(N), I get a similar error message (ending with with ...Float64 rather than with ... Function).
When I, instead, declare:
g = Interpolations.Extrapolation{Float64,1,Interpolations.GriddedInterpolation{Float64,1,Float64,Gridded{Linear},Tuple{Array{Float64,1}}},Gridded{Linear},Line{Nothing}}(N)
I get:
LoadError: MethodError: no method matching Interpolations.Extrapolation{Float64,1,Interpolations.GriddedInterpolation{Float64,1,Float64,Gridded{Linear},Tuple{Array{Float64,1}}},Gridded{Linear},Line{Nothing}}(::Int64) Closest candidates are: Interpolations.Extrapolation{Float64,1,Interpolations.GriddedInterpolation{Float64,1,Float64,Gridded{Linear},Tuple{Array{Float64,1}}},Gridded{Linear},Line{Nothing}}(::Any, !Matched::Any) where {T, N, ITPT, IT, ET}
When I don't declare "g" at all, then I get:
ERROR: LoadError: UndefVarError: g not defined
Finally, when I declare:
g = Vector{Any}(undef, N)
the code works, though I'm afraid this might induce some type-change of a variable g, thereby slowing down my performance-sensitive code.
How, ideally then, should I declare g in this case?
EDIT:
In reality, my problem is a bit more complex, more like the following:
function MyFunction(i)
# x, y vectors are some functions of 'i' defined here
f = LinearInterpolation(x,y,extrapolation_bc=Line())
h = is a T-vector of some functions of x,y
A = is some matrix depending on x,y
return h, A, f
end
h = Matrix{Function}(undef, T, N)
A = zeros(T,I,N)
g = Vector{Any}(undef, N)
for i = 1:N
h[:,i], A[:,:,i], g[i] = MyFunction(i)
end
So, when I use either comprehension or broadcasting (like h, A, g = [MyFunction(i) for i in 1:N] or h, A, g = MyFunction.(1:N)), as users Benoit and DNS suggested below, the outputs of my function are 3 tuples, h, A, g, each containing {h[i], A[i], g[i]} for i=1,2,3. If I use only 1 output variable on the LHS, instead, i.e.: MyOutput = [MyFunction(i) for i in 1:N] or MyOutput[i] = MyFunction.(1:N), then MyOutput becomes a vector with N tuple entries, every tuple consisting of {h[i], A[i], g[i]} i=1,2,3,...,N. I bet there's a way of extracting these elements from the tuples in MyOutput and filling them inside h[:,i], A[:,:,i], g[i], but that seems a bit cumbersome and slow.
You could do
f = MyFunction(1)
g = Vector{typeof(f)}(undef, N)
g[1] = f
for i = 2:N
g[i] = MyFunction(i)
end
I think also map should figure out the type:
map(MyFunction, 1:N)
A simple solution is to use a comprehension:
g = [MyFunction(i) for i in 1:N]
or elegantly use the dot syntax:
g = MyFunction.(1:N)
(Credit to DNF for the dot-syntax solution suggested in the comments.)
I have a simple model where I want to minimize the RMSE between my dependent variable y and my model values. The model is: y = alpha + beta'*x.
For minimization, I am using Matlab's fmincon function and am struggling with multiplying my parameter p(2) by x.
MWE:
% data
y = [5.072, 7.1588, 7.263, 4.255, 6.282, 6.9118, 4.044, 7.2595, 6.898, 4.8744, 6.5179, 7.3434, 5.4316, 3.38, 5.464, 5.90, 6.80, 6.193, 6.070, 5.737]
x = [18.3447, 79.86538, 85.09788, 10.5211, 44.4556, 69.567, 8.960, 86.197, 66.857, 16.875, 52.2697, 93.971, 24.35, 5.118, 25.126, 34.037, 61.4445, 42.704, 39.531, 29.988]
% initial values
p_initial = [0, 0];
% function: SEE BELOW
objective = #(p) sqrt(mean((y - y_mod(p)).^2));
% optimization
[param_opt, fval] = fmincon(objective, p_initial)
If I specify my function as follows then it works.
y_mod = #(p) p(1) + p(2).*x
However, it does not work if I use the following code. How can I multiply p(2) with x? Where x is not optimized, because the values are given.
function f = y_mod(p)
f = p(1) + p(2).*x
end
Here is the output from a script that has the function declaration:
>> modelFitExample2a
RMS Error=0.374, intercept=4.208, slope=0.0388
And here is code for the above. It has many commented lines because it includes alternate ways to fit the data: an inline declaration of y_mod(), or a multi-line declaration of y_mod(), or no y_mod() at all. This version uses the multi-line declaration of y_mod().
%modelFitExample2a.m WCR 2021-01-19
%Reply to stack exchange question on parameter fitting
clear;
global x %need this if define y_mod() separately, and in that case y_mod() must declare x global
% data
y = [5.0720, 7.1588, 7.2630, 4.2550, 6.2820, 6.9118, 4.0440, 7.2595, 6.8980, 4.8744...
6.5179, 7.3434, 5.4316, 3.3800, 5.4640, 5.9000, 6.8000, 6.1930, 6.0700, 5.7370];
x = [18.3447,79.8654,85.0979,10.5211,44.4556,69.5670, 8.9600,86.1970,66.8570,16.8750,...
52.2697,93.9710,24.3500, 5.1180,25.1260,34.0370,61.4445,42.7040,39.5310,29.9880];
% initial values
p_initial = [0, 0];
%predictive model with parameter p
%y_mod = #(p) p(1) + p(2)*x;
% objective function
%If you use y_mod(), then you must define it somewhere
objective = #(p) sqrt(mean((y - y_mod(p)).^2));
%objective = #(p) sqrt(mean((y-p(1)-p(2)*x).^2));
% optimization
options = optimset('Display','Notify');
[param_opt, fval] = fmincon(objective,p_initial,[],[],[],[],[],[],[],options);
% display results
fprintf('RMS Error=%.3f, intercept=%.3f, slope=%.4f\n',...
fval,param_opt(1),param_opt(2));
%function declaration: predictive model
%This is an alternative to the inline definition of y_mod() above.
function f = y_mod(p)
global x
f = p(1) + p(2)*x;
end
carl,
The second method, in which you declare y_mod() explicitly (at the end of your script, or in a separate file y_mod.m), does not work because y_mod() does not know what x is. Fix it by declaring x global in the main program at the top, and declare x global in y_mod().
%function declaration
function f = y_mod(p)
global x
f = p(1) + p(2)*x;
end
Of course you don't need y_mod() at all. The code also works if you use the following, and in this case, no global x is needed:
% objective function
objective = #(p) sqrt(mean((y-p(1)-p(2)*x).^2));
By the way, you don't need to multiply with .* in y_mod. You may use *, because you are multiplying a scalar by a vector.
I am new to Octave although I can say I am an expert Matlab user. I am running Octave on a Linux server (Red Hat) remotely through PuTTY, from a windows machine.
I am observing a very strange behavior in Octave. I call myfun(a) which performs as expected giving the sought results. Now, if I run, say, myfun(b) with b!=a, I get again myfun(a). Clear -f does not solve the problem. I need to reboot octave to change the parameters.
What am I doing wrong?
Thanks a lot
Francesco
This is the code for the function I mentioned:
function [a, v, obj, infos, iter] = mle_garch( p )
#{
% this function estimates the GARCH(1,1) parameters
% it is assumed we pass the adjusted price level p
#}
global y = (diff(log(p))-mean(diff(log(p))))*100;
global h = zeros(size(y));
a0 = [var(y)*0.9; 0.8; 0.1];
[a, obj, infos, iter] = sqp(a0, #loglike_garch, [], #loglike_con, [], [], 1000);
v = sqrt(h * 260);
endfunction
function g = loglike_garch( a )
global y h
n = length(y);
h(1) = var(y);
for i = 2 : n,
h(i) = a(1) + a(2) * h(i-1) + a(3) * y(i-1)^2;
endfor
g = 0.5 * ( sum(log(h)) + sum(y.^2./h) ) / n;
endfunction
function f = loglike_con( a )
f = [1;0;0;0] + [0 -1 -1;eye(3)] * a;
endfunction
I'm assuming the myfun you mentioned is mle_garch. The problem is the way you're initializing the global h and v variables (do you really need them to be global?). When you have a piece of code like this
global y = (diff(log(p))-mean(diff(log(p))))*100;
global h = zeros(size(y));
the values of y and h are defined the first time only. You can change their values later on, but this specific lines will never be ran again. Since your code only uses the input argument to define these two variables, the value which you use to run the function the first time will be used every single other time. If you really want to keep those variables global, replace it with the following:
global y;
global h;
y = (diff(log(p))-mean(diff(log(p))))*100;
h = zeros(size(y));
But I don't see any reason to keep them global so just don't make them global.
Also, you mentioned this code worked fine in Matlab. I was under the impression that you couldn't initialize global and persistent variables in Matlab which would make your code illegal in Matlab.
I am a new user of MATLAB. I want to find the value that makes f(x) = 0, using the Newton-Raphson method. I have tried to write a code, but it seems that it's difficult to implement Newton-Raphson method. This is what I have so far:
function x = newton(x0, tolerance)
tolerance = 1.e-10;
format short e;
Params = load('saved_data.mat');
theta = pi/2;
zeta = cos(theta);
I = eye(Params.n,Params.n);
Q = zeta*I-Params.p*Params.p';
% T is a matrix(5,5)
Mroot = Params.M.^(1/2); %optimization
T = Mroot*Q*Mroot;
% Find the eigenvalues
E = real(eig(T));
% Find the negative eigenvalues
% Find the smallest negative eigenvalue
gamma = min(E);
% Now solve for lambda
M_inv = inv(Params.M); %optimization
zm = Params.zm;
x = x0;
err = (x - xPrev)/x;
while abs(err) > tolerance
xPrev = x;
x = xPrev - f(xPrev)./dfdx(xPrev);
% stop criterion: (f(x) - 0) < tolerance
err = f(x);
end
% stop criterion: change of x < tolerance % err = x - xPrev;
end
The above function is used like so:
% Calculate the functions
Winv = inv(M_inv+x.*Q);
f = #(x)( zm'*M_inv*Winv*M_inv*zm);
dfdx = #(x)(-zm'*M_inv*Winv*Q*M_inv*zm);
x0 = (-1/gamma)/2;
xRoot = newton(x0,1e-10);
The question isn't particularly clear. However, do you need to implement the root finding yourself? If not then just use Matlab's built in function fzero (not based on Newton-Raphson).
If you do need your own implementation of the Newton-Raphson method then I suggest using one of the answers to Newton Raphsons method in Matlab? as your starting point.
Edit: The following isn't answering your question, but is just a note on coding style.
It is useful to split your program up into reusable chunks. In this case your root finding should be separated from your function construction. I recommend writing your Newton-Raphson method in a separate file and call this from the script where you define your function and its derivative. Your source would then look some thing like:
% Define the function (and its derivative) to perform root finding on:
Params = load('saved_data.mat');
theta = pi/2;
zeta = cos(theta);
I = eye(Params.n,Params.n);
Q = zeta*I-Params.p*Params.p';
Mroot = Params.M.^(1/2);
T = Mroot*Q*Mroot; %T is a matrix(5,5)
E = real(eig(T)); % Find the eigen-values
gamma = min(E); % Find the smallest negative eigen value
% Now solve for lambda (what is lambda?)
M_inv = inv(Params.M);
zm = Params.zm;
Winv = inv(M_inv+x.*Q);
f = #(x)( zm'*M_inv*Winv*M_inv*zm);
dfdx = #(x)(-zm'*M_inv*Winv*Q*M_inv*zm);
x0 = (-1./gamma)/2.;
xRoot = newton(f, dfdx, x0, 1e-10);
In newton.m you would have your implementation of the Newton-Raphson method, which takes as arguments the function handles you define (f and dfdx). Using your code given in the question, this would look something like
function root = newton(f, df, x0, tol)
root = x0; % Initial guess for the root
MAXIT = 20; % Maximum number of iterations
for j = 1:MAXIT;
dx = f(root) / df(root);
root = root - dx
% Stop criterion:
if abs(dx) < tolerance
return
end
end
% Raise error if maximum number of iterations reached.
error('newton: maximum number of allowed iterations exceeded.')
end
Notice that I avoided using an infinite loop.
I was reading Joel's book where he was suggesting as interview question:
Write a program to reverse the "ON" bits in a given byte.
I only can think of a solution using C.
Asking here so you can show me how to do in a Non C way (if possible)
I claim trick question. :) Reversing all bits means a flip-flop, but only the bits that are on clearly means:
return 0;
What specifically does that question mean?
Good question. If reversing the "ON" bits means reversing only the bits that are "ON", then you will always get 0, no matter what the input is. If it means reversing all the bits, i.e. changing all 1s to 0s and all 0s to 1s, which is how I initially read it, then that's just a bitwise NOT, or complement. C-based languages have a complement operator, ~, that does this. For example:
unsigned char b = 102; /* 0x66, 01100110 */
unsigned char reverse = ~b; /* 0x99, 10011001 */
What specifically does that question mean?
Does reverse mean setting 1's to 0's and vice versa?
Or does it mean 00001100 --> 00110000 where you reverse their order in the byte? Or perhaps just reversing the part that is from the first 1 to the last 1? ie. 00110101 --> 00101011?
Assuming it means reversing the bit order in the whole byte, here's an x86 assembler version:
; al is input register
; bl is output register
xor bl, bl ; clear output
; first bit
rcl al, 1 ; rotate al through carry
rcr bl, 1 ; rotate carry into bl
; duplicate above 2-line statements 7 more times for the other bits
not the most optimal solution, a table lookup is faster.
Reversing the order of bits in C#:
byte ReverseByte(byte b)
{
byte r = 0;
for(int i=0; i<8; i++)
{
int mask = 1 << i;
int bit = (b & mask) >> i;
int reversedMask = bit << (7 - i);
r |= (byte)reversedMask;
}
return r;
}
I'm sure there are more clever ways of doing it but in that precise case, the interview question is meant to determine if you know bitwise operations so I guess this solution would work.
In an interview, the interviewer usually wants to know how you find a solution, what are you problem solving skills, if it's clean or if it's a hack. So don't come up with too much of a clever solution because that will probably mean you found it somewhere on the Internet beforehand. Don't try to fake that you don't know it neither and that you just come up with the answer because you are a genius, this is will be even worst if she figures out since you are basically lying.
If you're talking about switching 1's to 0's and 0's to 1's, using Ruby:
n = 0b11001100
~n
If you mean reverse the order:
n = 0b11001100
eval("0b" + n.to_s(2).reverse)
If you mean counting the on bits, as mentioned by another user:
n = 123
count = 0
0.upto(8) { |i| count = count + n[i] }
♥ Ruby
I'm probably misremembering, but I
thought that Joel's question was about
counting the "on" bits rather than
reversing them.
Here you go:
#include <stdio.h>
int countBits(unsigned char byte);
int main(){
FILE* out = fopen( "bitcount.c" ,"w");
int i;
fprintf(out, "#include <stdio.h>\n#include <stdlib.h>\n#include <time.h>\n\n");
fprintf(out, "int bitcount[256] = {");
for(i=0;i<256;i++){
fprintf(out, "%i", countBits((unsigned char)i));
if( i < 255 ) fprintf(out, ", ");
}
fprintf(out, "};\n\n");
fprintf(out, "int main(){\n");
fprintf(out, "srand ( time(NULL) );\n");
fprintf(out, "\tint num = rand() %% 256;\n");
fprintf(out, "\tprintf(\"The byte %%i has %%i bits set to ON.\\n\", num, bitcount[num]);\n");
fprintf(out, "\treturn 0;\n");
fprintf(out, "}\n");
fclose(out);
return 0;
}
int countBits(unsigned char byte){
unsigned char mask = 1;
int count = 0;
while(mask){
if( mask&byte ) count++;
mask <<= 1;
}
return count;
}
The classic Bit Hacks page has several (really very clever) ways to do this, but it's all in C. Any language derived from C syntax (notably Java) will likely have similar methods. I'm sure we'll get some Haskell versions in this thread ;)
byte ReverseByte(byte b)
{
return b ^ 0xff;
}
That works if ^ is XOR in your language, but not if it's AND, which it often is.
And here's a version directly cut and pasted from OpenJDK, which is interesting because it involves no loop. On the other hand, unlike the Scheme version I posted, this version only works for 32-bit and 64-bit numbers. :-)
32-bit version:
public static int reverse(int i) {
// HD, Figure 7-1
i = (i & 0x55555555) << 1 | (i >>> 1) & 0x55555555;
i = (i & 0x33333333) << 2 | (i >>> 2) & 0x33333333;
i = (i & 0x0f0f0f0f) << 4 | (i >>> 4) & 0x0f0f0f0f;
i = (i << 24) | ((i & 0xff00) << 8) |
((i >>> 8) & 0xff00) | (i >>> 24);
return i;
}
64-bit version:
public static long reverse(long i) {
// HD, Figure 7-1
i = (i & 0x5555555555555555L) << 1 | (i >>> 1) & 0x5555555555555555L;
i = (i & 0x3333333333333333L) << 2 | (i >>> 2) & 0x3333333333333333L;
i = (i & 0x0f0f0f0f0f0f0f0fL) << 4 | (i >>> 4) & 0x0f0f0f0f0f0f0f0fL;
i = (i & 0x00ff00ff00ff00ffL) << 8 | (i >>> 8) & 0x00ff00ff00ff00ffL;
i = (i << 48) | ((i & 0xffff0000L) << 16) |
((i >>> 16) & 0xffff0000L) | (i >>> 48);
return i;
}
pseudo code..
while (Read())
Write(0);
I'm probably misremembering, but I thought that Joel's question was about counting the "on" bits rather than reversing them.
Here's the obligatory Haskell soln for complementing the bits, it uses the library function, complement:
import Data.Bits
import Data.Int
i = 123::Int
i32 = 123::Int32
i64 = 123::Int64
var2 = 123::Integer
test1 = sho i
test2 = sho i32
test3 = sho i64
test4 = sho var2 -- Exception
sho i = putStrLn $ showBits i ++ "\n" ++ (showBits $complement i)
showBits v = concatMap f (showBits2 v) where
f False = "0"
f True = "1"
showBits2 v = map (testBit v) [0..(bitSize v - 1)]
If the question means to flip all the bits, and you aren't allowed to use C-like operators such as XOR and NOT, then this will work:
bFlipped = -1 - bInput;
I'd modify palmsey's second example, eliminating a bug and eliminating the eval:
n = 0b11001100
n.to_s(2).rjust(8, '0').reverse.to_i(2)
The rjust is important if the number to be bitwise-reversed is a fixed-length bit field -- without it, the reverse of 0b00101010 would be 0b10101 rather than the correct 0b01010100. (Obviously, the 8 should be replaced with the length in question.) I just got tripped up by this one.
Asking here so you can show me how to do in a Non C way (if possible)
Say you have the number 10101010. To change 1s to 0s (and vice versa) you just use XOR:
10101010
^11111111
--------
01010101
Doing it by hand is about as "Non C" as you'll get.
However from the wording of the question it really sounds like it's only turning off "ON" bits... In which case the answer is zero (as has already been mentioned) (unless of course the question is actually asking to swap the order of the bits).
Since the question asked for a non-C way, here's a Scheme implementation, cheerfully plagiarised from SLIB:
(define (bit-reverse k n)
(do ((m (if (negative? n) (lognot n) n) (arithmetic-shift m -1))
(k (+ -1 k) (+ -1 k))
(rvs 0 (logior (arithmetic-shift rvs 1) (logand 1 m))))
((negative? k) (if (negative? n) (lognot rvs) rvs))))
(define (reverse-bit-field n start end)
(define width (- end start))
(let ((mask (lognot (ash -1 width))))
(define zn (logand mask (arithmetic-shift n (- start))))
(logior (arithmetic-shift (bit-reverse width zn) start)
(logand (lognot (ash mask start)) n))))
Rewritten as C (for people unfamiliar with Scheme), it'd look something like this (with the understanding that in Scheme, numbers can be arbitrarily big):
int
bit_reverse(int k, int n)
{
int m = n < 0 ? ~n : n;
int rvs = 0;
while (--k >= 0) {
rvs = (rvs << 1) | (m & 1);
m >>= 1;
}
return n < 0 ? ~rvs : rvs;
}
int
reverse_bit_field(int n, int start, int end)
{
int width = end - start;
int mask = ~(-1 << width);
int zn = mask & (n >> start);
return (bit_reverse(width, zn) << start) | (~(mask << start) & n);
}
Reversing the bits.
For example we have a number represented by 01101011 . Now if we reverse the bits then this number will become 11010110. Now to achieve this you should first know how to do swap two bits in a number.
Swapping two bits in a number:-
XOR both the bits with one and see if results are different. If they are not then both the bits are same otherwise XOR both the bits with XOR and save it in its original number;
Now for reversing the number
FOR I less than Numberofbits/2
swap(Number,I,NumberOfBits-1-I);