Julia: how to optimally declare a vector containing interpolations? - function

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.)

Related

Solving a system of equations in Maple

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}

Adding a print statement in a Fortran 90 function this do not work [duplicate]

I'm trying to learn Fortran (unfortunately a necessity for my research group) - one of the tasks I set myself was to package one of the necessary functions (Associated Legendre polynomials) from the Numerical Recipes book into a fortran 03 compliant module. The original program (f77) has some error handling in the form of the following:
if(m.lt.0.or.m.gt.1.or.abs(x).gt.1)pause 'bad arguments in plgndr'
Pause seems to have been deprecated since f77 as using this line gives me a compiling error, so I tried the following:
module sha_helper
implicit none
public :: plgndr, factorial!, ylm
contains
! numerical recipes Associated Legendre Polynomials rewritten for f03
function plgndr(l,m,x) result(res_plgndr)
integer, intent(in) :: l, m
real, intent(in) :: x
real :: res_plgndr, fact, pll, pmm, pmmp1, somx2
integer :: i,ll
if (m.lt.0.or.m.gt.l.or.abs(x).gt.1) then
write (*, *) "bad arguments to plgndr, aborting", m, x
res_plgndr=-10e6 !return a ridiculous value
else
pmm = 1.
if (m.gt.0) then
somx2 = sqrt((1.-x)*(1.+x))
fact = 1.
do i = 1, m
pmm = -pmm*fact*somx2
fact = fact+2
end do
end if
if (l.eq.m) then
res_plgndr = pmm
else
pmmp1 = x*(2*m+1)*pmm
if(l.eq.m+1) then
res_plgndr = pmmp1
else
do ll = m+2, l
pll = (x*(2*ll-1)*pmmp1-(ll+m-1)*pmm)/(ll-m)
pmm = pmmp1
pmmp1 = pll
end do
res_plgndr = pll
end if
end if
end if
end function plgndr
recursive function factorial(n) result(factorial_result)
integer, intent(in) :: n
integer, parameter :: RegInt_K = selected_int_kind(20) !should be enough for the factorials I am using
integer (kind = RegInt_K) :: factorial_result
if (n <= 0) then
factorial_result = 1
else
factorial_result = n * factorial(n-1)
end if
end function factorial
! function ylm(l,m,theta,phi) result(res_ylm)
! integer, intent(in) :: l, m
! real, intent(in) :: theta, phi
! real :: res_ylm, front_block
! real, parameter :: pi = 3.1415926536
! front_block = sqrt((2*l+1)*factorial(l-abs(m))/(4*pi*))
! end function ylm
end module sha_helper
The main code after the else works, but if I execute my main program and call the function with bad values, the program freezes before executing the print statement. I know that the print statement is the problem, as commenting it out allows the function to execute normally, returning -10e6 as the value. Ideally, I would like the program to crash after giving a user readable error message, as giving bad values to the plgndr function is a fatal error for the program. The function plgndr is being used by the program sha_lmc. Currently all this does is read some arrays and then print a value of plgndr for testing (early days). The function ylm in the module sha_helper is also not finished, hence it is commented out. The code compiles using gfortran sha_helper.f03 sha_lmc.f03 -o sha_lmc, and
gfortran --version
GNU Fortran (GCC) 4.8.2
!Spherical Harmonic Bayesian Analysis testbed for Lagrangian Dynamical Monte Carlo
program sha_analysis
use sha_helper
implicit none
!Analysis Parameters
integer, parameter :: harm_order = 6
integer, parameter :: harm_array_length = (harm_order+1)**2
real, parameter :: coeff_lo = -0.1, coeff_hi = 0.1, data_err = 0.01 !for now, data_err fixed rather than heirarchical
!Monte Carlo Parameters
integer, parameter :: run = 100000, burn = 50000, thin = 100
real, parameter :: L = 1.0, e = 1.0
!Variables needed by the program
integer :: points, r, h, p, counter = 1
real, dimension(:), allocatable :: x, y, z
real, dimension(harm_array_length) :: l_index_list, m_index_list
real, dimension(:,:), allocatable :: g_matrix
!Open the file, allocate the x,y,z arrays and read the file
open(1, file = 'Average_H_M_C_PcP_boschi_1200.xyz', status = 'old')
read(1,*) points
allocate(x(points))
allocate(y(points))
allocate(z(points))
print *, "Number of Points: ", points
readloop: do r = 1, points
read(1,*) x(r), y(r), z(r)
end do readloop
!Set up the forwards model
allocate(g_matrix(harm_array_length,points))
!Generate the l and m values of spherical harmonics
hloop: do h = 0, harm_order
ploop: do p = -h,h
l_index_list(counter) = h
m_index_list(counter) = p
counter = counter + 1
end do ploop
end do hloop
print *, plgndr(1,2,0.1)
!print *, ylm(1,1,0.1,0.1)
end program sha_analysis
Your program does what is known as recursive IO - the initial call to plgndr is in the output item list of an IO statement (a print statement) [directing output to the console] - inside that function you then also attempt to execute another IO statement [that outputs to the console]. This is not permitted - see 9.11p2 and p3 of F2003 or 9.12p2 of F2008.
A solution is to separate the function invocation from the io statement in the main program, i.e.
REAL :: a_temporary
...
a_temporary = plgndr(1,2,0.1)
PRINT *, a_temporary
Other alternatives in F2008 (but not F2003 - hence the [ ] parts in the first paragraph) include directing the output from the function to a different logical unit (note that WRITE (*, ... and PRINT ... reference the same unit).
In F2008 you could also replace the WRITE statement with a STOP statement with a message (the message must be a constant - which wouldn't let you report the problematic values).
The potential for inadvertently invoking recursive IO is part of the reason that some programming styles discourage conducting IO in functions.
Try:
if (m.lt.0.or.m.gt.l.or.abs(x).gt.1) then
write (*, *) "bad arguments to plgndr, aborting", m, x
stop
else
...
end if

How to pass variadic arguments in Octave

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.

Double-precision error using Dislin

I get the following error when trying to compile:
call qplot (Z, B, m + 1)
1
Error: Type mismatch in argument 'x' at (1); passed REAL(8) to REAL(4)
Everything seems to be in double precision so I can't help but think it is a Dislin error, especially considering that it appears with reference to a Dislin statement. What am I doing wrong? My code is the following:
program test
use dislin
integer :: i
integer, parameter :: n = 2
integer, parameter :: m = 5000
real (kind = 8) :: X(n + 1), Z(0:m), B(0:m)
X(1) = 1.D0
X(2) = 0.D0
X(3) = 2.D0
do i = 0, m
Z(i) = -1.D0 + (2.D0*i) / m
B(i) = f(Z(i))
end do
call qplot (Z, B, m + 1)
read(*,*)
contains
real (kind = 8) function f(t)
implicit none
real (kind = 8), intent(in) :: t
real (kind = 8), parameter :: pi = Atan(1.D0)*4.D0
f = cos(pi*t)
end function f
end program
From the DISLIN manual I read that qplot requires (single precision) floats:
QPLOT connects data points with lines.
The call is: CALL QPLOT (XRAY, YRAY, N) level 0, 1
or: void qplot (const float *xray, const float *yray, int n);
XRAY, YRAY are arrays that contain X- and Y-coordinates.
N is the number of data points.
So you need to convert Z and B to real:
call qplot (real(Z), real(B), m + 1)
Instead of using fixed numbers for the kind of numbers (which vary between compilers), please consider using the ISO_Fortran_env module and the pre-defined constants REAL32 and REAL64.
The qplot routine requires a default real. You can convert your data
call qplot(real(Z), real(B), m + 1)
I second the remark with kind = 8, it is very ugly, if you insist on 8 at least declare a constant
integer, parameter :: rp = 8
and use
real(rp) ::
As the first two answers explain, the standard versions of the dislin routines require single precision arguments. I find it most convenient to use these since I may have single or double arguments, using the real technique to convert the type of double variables. It seems unlikely that the lost precision will be perceptible on a graph. However, if you wish to work exclusively in double precision, there is an alternative set of routines. They have the same names, but take double precision arguments. To obtain them, link in the library "dislin_d".

After one call to myfun, new parametrization does not affect the result, which conforms to the first call

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.