I am trying to implement the secant method using Octave, and in particular I made a function called secant("function","x0","x1","tolerance"). I used the while-loop for calculate the root of a function and I think the problem is in the loop.
But the result that I get, it is not what I expect. The correct answer is x=0,49438.
My code is the following:
tol = 10.^(-5); # tolerance
x0 = 0.4; # initial point
x1 = 0.6; # initial point
syms x;
fun = #(x) exp(sin(x)) - 2/(1+x.^2); # f(x) = exp(sin(x)) - 2/(1+x^2)
fprintf("Function f(x)\n");
fun
fprintf("\n");
fprintf("initial points: %f\n",x0,x1);
function[raiz,errel,niter] = secant(fun,x0,x1,tol)
niter = 0; # steps number
errel = []; # the vector of relative errors
y0 = fun(x0); # f(x0)
y1 = fun(x1); # f(x1)
ra = 0.0; # ra is the variable of the function's root
while abs(ra-x1)>= tol
niter += 1;
ra = x1 - ((x1-x0)./(y1-y0)).*y0; # formula of the secant method
if abs((ra-x1))<tol
raiz = ra;
return;
endif
x0 = x1; y0 = y1; x1 = ra;
y1 = fun(ra);
errel(niter) = abs(ra-x1)/abs(ra); # Calcule of relative error
endwhile
if abs((ra-x1)/ra)<tol
fprintf ('The method is over\n');
fprintf ('\n');
endif
raiz = ra;
endfunction
[r,er,tot] = secant(fun,x0,x1,tol)
I appreciate the help you can give me
It makes little sense to use the secant root in the loop condition. At first it is not defined, and inside the loop it is shifted into the support points for the next secant. Note that at the end ra and x1 contain the same value, making the loop condition trivial, in a wrong way.
Next, the secant has the equation
y(x) = y1 + (y1-y0)/(x1-x0)*(x-x_1)
check that with this formula y(x0)=y0 and y(x1)=y1. Thus the secant root is to be found at
x = x1 - (x1-x0)/(y1-y0)*y1
Finally, at no point are symbolic expressions used, defining x as symbolic variable is superfluous.
The break-out test inside the loop is also redundant and prevents a coherent state after the loop. Just remove it and remember that x1 contains the last approximation.
With all this I get an execution log as follows:
Function f(x)
fun =
#(x) exp (sin (x)) - 2 / (1 + x .^ 2)
initial points: 0.400000
initial points: 0.600000
The method is over
r = 0.494379048216965
er =
2.182723270633349e-01 3.747373180587413e-03 5.220701832080676e-05 1.899377363987941e-08
tot = 4
Related
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 have to solve the following boundary value problem which is
also it is defined in my Matlab code below, but my code doesn't work. I mean I didn't get the approximate solution of my system.
I want to know where is the problem in my code or just the version of matlab that I have can't compile the kind of function I have used , Thanks
Explanation of method I have used : I have used the finite element method or what we called Galerkin Method based on investigation about assembly matrix and stiffness matrix. I have multiplied the system by weight function which satisfies the boundary condition then I have integrated over elements (integration of elementary matrix over the range ]-1,1[). I have four elementary matrix. For more information about that Method I used please check this paper(page:6,7,8)
Note The error I have got upon the compilation of my code is
The current use of "MatElt2Nd" is inconsistent with it previous use or definition in line 7
Code
function [U] = EquaDiff2(n)
% ----------------------------------
% -d²u/dx² + 6*u = (-4*x^2-6)exp(x^2)
% u(-1) = 0 u(1)= 0
%----------------------------------
function [Ke, Fe] = MatElt2Nd(x1,x2)
% déclaration de la fonction,
% function of computing matrix and elementary matrix (assembly matrix)
% ----------------------------------
x = [-1:2/n:1]'; % modification d1 of bound d’intégration
K = zeros(n+1) ;
F = zeros(n+1,1) ;
for i = 1:n
j = i+1;
t = [i j];
x1 = x(i);
x2 = x(j);
[Ke,Fe] = MatElt2Nd(x1,x2);
K(t,t) = K(t,t) + Ke;
F(t) = F(t) + Fe;
end;
K(1,:) = [];
K(:,1) = [];
F(1) = [];
U = K\F;
U = [0.0;U];
t = 0:0.01:1;
return
%-------------------------------------------
% calculation of matrix Ke and vector Fe
%-------------------------------------------
function [Ke,Fe] = MatElt2Nd0(x1,x2)
% NEWly named nested function is introduced
Ke1 = 1/(x2-x1)*[ 1 -1 % no modification done
-1 1 ] ; % essentiellement que les matrices
Ke2 =(x2-x1)* [ 2 1 % élémentaires
1 2 ] ;
N = [(x-x2)/(x1-x2) (x-x1)/(x2-x1)] % function of form
Fe =simple( int(N' * (-4*x^2-6)*exp(x^2) , x, x1, x2) ) % vecteur Fe ;
Ke = Ke1 + 6*Ke2 ;
return
Edit I have got a general code for that but I can't do changes in the general code to solve my system , Any help ?
General Code
% au'(x)+bu"(x)=0 for 0<=x<=d
% BC: u(0)=0 and u(d)=h
%==============================================================
% ======Example======
% Finding an approximate solution to the following BVP using 4 elements of
% equal length.
% u'(x)-u"(x)=0 : 0<=x<=1
% BC: u(0)=0 and u(1)=1
% Solution:
% >> Galerkin(4,1,-1,1,1)
% ==============================================================
% The output of this program is
% 1- The approximate solution (plotted in blue)
% 2- The exact solution (plotted in red)
% 3- The percentage error (plotted in magenta)
%=======================Program Begin==========================
function Galerkin(ne1,a,b,d,h) % Declare function
clc % Clear workspace
% Define the Coefficients of the exact solution
% The Exact solution is : u(x)=C1+C2*exp(-ax/b)
% where C2=h/(exp(-a*d/b)-1)and C1=-C2
C2=h/((exp(-a*d/b))-1);
C1=-C2;
% Define element length
le = d/ne1;
% Define x matrix
x = zeros (ne1+1,1); %
for i=2:ne1 +1
x(i,1) = x(i-1,1)+le;
end
% K1 matrix corresponding to the diffusion term (u"(x))
K1 = (b/le) * [1,-1;-1,1]
% K2 matrix corresponding to the convection term (u'(x))
K2 = a*[-1/2 1/2;-1/2 1/2]
% Element stiffness Matrix
Ke = K1+K2
% Global stiffness matrix
%********************Begin Assembly***************************
k = zeros(ne1+1);
for i=1:ne1+1
for j=1:ne1 +1
if (i==j)
if(i==1)
k(i,j)=Ke(1,1);
elseif(i==ne1+1)
k(i,j)=Ke(2,2);
else
k(i,j)=Ke(1,1)+Ke(2,2);
end
elseif(i==j+1)
k(i,j)=Ke(1,2);
elseif(j==i+1)
k(i,j)=Ke(2,1);
else
k(i,j)=0;
end
end
end
%********************End Assembly*****************************
%The Global f Matrix
f = zeros(ne1+1,1);
%BC apply u(0) = 0
f(1,1) = 0;
%BC apply u(d) = h
f(ne1+1,1) = h;
% Display the Global stifness matrix before striking row
K_Global=k
%Striking first row (u1=0)
k(1,1) = 1;
for i=2:ne1+1
k(1,i) = 0;
k(ne1+1,i) = 0;
end
k(ne1+1,ne1+1) = 1;
% Display the solvable stifness matrix
K_strike=k
%solving the result and finding the displacement matrix, {u}
u=inv(k)*f
hold on
% ======Calculating Approximate Solution and plotting============
syms X
U_sym=sym(zeros(ne1,1));
dU_sym=sym(zeros(ne1,1));
for i=1:ne1
N1x=1-((X-x(i))/le);
N2x=(X-x(i))/le;
U_X=(u(i)*N1x)+(u(i+1)*N2x);
U_sym(i)=U_X;
dU_sym(i)=diff(U_sym(i));
subplot(3,1,1)
hold on
ezplot(U_sym(i),[x(i) x(i+1)])
subplot(3,1,2)
hold on
% du/dx approximate
ezplot(dU_sym(i),[x(i) x(i+1)])
end
I would like to implement a function duration = timer(n, f, arguments_of_f) that would measure how much time does a method f with arguments arguments_of_f need to run n times. My attempt was the following:
function duration = timer(n, f, arguments_of_f)
duration = 0;
for i=1:n
t0 = cputime;
f(arguments_of_f);
t1 = cputime;
duration += t1 - t0;
end
In another file, I have
function y = f(x)
y = x + 1;
end
The call d1 = timer(100, #f, 3); works as expected.
In another file, I have
function y = g(x1, x2)
y = x1 + x2;
end
but the call d2 = timer(100, #g, 1, 2); gives an error about undefined
argument x2, which is, when I look back, somehow expected, since I pass only
1 to g and 2 is never used.
So, how to implement the function timer in Octave, so that the call like
timer(4, #g, x1, ... , xK) would work? How can one pack the xs together?
So, I am looking for the analogue of Pythons *args trick:
def use_f(f, *args):
f(*args)
works if we define def f(x, y): return x + y and call use_f(f, 3, 4).
You don't need to pack all the arguments together, you just need to tell Octave that there is more than one argument coming and that they are all necessary. This is very easy to do using variadic arguments.
Your original implementation is nearly spot on: the necessary change is minimal. You need to change the variable arguments_to_f to the special name varargin, which is a magical cell array containing all your arbitrary undeclared arguments, and pass it with expansion instead of directly:
function duration = timer(n, f, varargin)
duration = 0;
for i=1:n
t0 = cputime;
f(varargin{:});
t1 = cputime;
duration += t1 - t0;
end
That's it. None of the other functions need to change.
I have a problen in scilab
How can I plot functions containing if and < like
function y = alpha(t)
if (t < 227.8) then
y = 0.75;
elseif (t < 300) then
y = 2.8 - 0.009 .* t;
else
y = 0.1;
end
endfunction
and
function [r]=minus_alpha(t)
r = 1 - alpha(t)
endfunction
When I use
x = linspace(0,300)
plot(x, alpha(x))
I got the error message
WARNING: Transposing row vector X to get compatible dimensions
plot2d: falsche Größe für Eingangsargument: inkompatible Größen.
Error 999 : in plot2d called by plot
Sorry for german mix. Thank you.
You can avoid explicit loop and be more efficient using the followin code
function y = alpha(t)
y=0.1*ones(t);
y(t<227.8)=0.75;
i=t>=227.8&t<300;
y(i)=2.8 - 0.009 .* t(i);
endfunction
It is really sad to see a great majority of Scilab community is not aware of vectorized operations. You can change your function to:
function y = alpha(t)
y = 0.1;
if t < 227.8 then
y = 0.75;
elseif t < 300 then
y = 2.8 - 0.009 * t;
end
y = 1 - y;
endfunction
and then use feval to broadcast the function over the sequence:
x = linspace(0, 300);
plot2d(x, feval(x, alpha));
which results:
rule of thumb if you are using for loop you need to revise your code and if someone is offering you a code where there is unnecessary for loop you shouldn't probably use it.
All the proposed answers are overcomplicated considering that the function alpha in the original demand is piecewise-affine. In Scilab in can be coded that way:
x = linspace(0,400,1000);
plot(x,linear_interpn(x,[227.8 300],[0.75 0.1]))
i.e. you just have to know the nodes coordinates (here abscissae) and value of the function at nodes. The function linear_interpn does also multilinear interpolation, it is worth knowing it guys...
If you check the output of your alpha(x), you will see that it is just a scalar (not a vector). I guess you wanted something like this, so it's necessary to iterate through t to compute each value of y based on the value of t:
clc;
clear;
function y = alpha(t)
for i=1:size(t,"*")
if t(i) < 227.8 then
y(i) = 0.75;
elseif t(i) < 300 then
y(i) = 2.8 - 0.009 * t(i);
else
y(i) = 0.1;
end
end
endfunction
x = linspace(0,300);
plot2d(x,alpha(x));
If you find the answer useful, please do not forget to accept it, so others will see that your problem is solved.
Before your answers (thank you) my workaround was a combination of indicator functions composed with floor and exp( -t^2):
function y = alpha(t)
y = floor(exp(-(t .* (t-T1)) / (T1*T1))) * 0.75
+ floor(exp(-((t-T2) .* (t- T1) / (2000)))) .* (2.8-0.009 .* t)
+ floor(exp(-((t-T2) .* (t-1000) / (200000))))*0.1
endfunction
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.