Second derivative using fft - fft

All, I am trying to take the laplacian of the following function:
g(x,y) = 1/2cx^2+1/2dy2
The laplacian is c + d, which is a constant. Using FFT I should get the same ( in my FFT example I am padding the function to avoid edge effects).
Here is my code:
Define a 2D function
n = 30 # number of points
Lx = 30 # extension in x
Ly = 30 # extension in x
dx = n/Lx # Step in x
dy = n/Ly # Step in x
c=4
d=4
x=np.arange(-Lx/2,Lx/2)
y=np.arange(-Ly/2,Ly/2)
g = np.zeros((Lx,Ly))
lapg = np.zeros((Lx,Ly))
for j in range(Ly):
for i in range(Lx):
g[i,j] = (1/2)*c*x[i]**2 + (1/2)*d*y[j]**2
lapg[i,j] = c + d
kxpad = 2*np.pi*np.fft.fftfreq(2*Lx,d=dx)
#kxpad = (2*np.pi/(2*Lx))*np.arange(-2*Lx/2,2*Lx/2)
#kxpad = np.fft.fftshift(kxpad)
#kypad = (2*np.pi/(2*Ly))*np.arange(-2*Ly/2,2*Ly/2)
#kypad = np.fft.fftshift(kypad)
kypad = 2*np.pi*np.fft.fftfreq(2*Ly,d=dy)
kpad = np.zeros((2*Lx,2*Ly))
for j in range(2*Ly):
for i in range(2*Lx):
kpad[i,j] = math.sqrt(kxpad[i]**2+kypad[j]**2)
kpad = np.fft.fftshift(kpad)
gpad = np.zeros((2*Lx,2*Ly))
gpad[:Lx,:Ly] = g # Filling main part of g in gpad
gpad[:Lx,Ly:] = g[:,-1::-1] # Filling the last 3 columns of gpad with g flipped
gpad[Lx:,:Ly] = g[-1::-1,:]# Filling the last 3 lines of gpad with g flipped
gpad[Lx:,Ly:] = g[-1::-1, -1::-1]# Filling the last 3 lines and last 3 columns of gpad with g flipped in line and column
rdFFT2D = np.zeros((Lx,Ly))
gpadhat = np.fft.fft2(gpad)
dgpadhat = -(kpad**2)*gpadhat #taking the derivative iwFFT(f)
rdpadFFT2D = np.real(np.fft.ifft2(dgpadhat))
rdFFT2D = rdpadFFT2D[:Lx,:Ly]
[
First image is the plot of the original function g(x,y), 2nd image is the analytical laplacian of g and 3rd image is the sugar loaf in Rio de Janeiro( lol ), actually it is the laplacian using FFT. What Am I doing wrong here?
Edit : Commenting on ripple effect.
Cris you mean the ripple effect due to the set_zlimit in the image below?Just to remember you that the result should be 8.
Edit 2 : Using non-symmetrical x and y values, produce the two images.

The padding will not change the boundary condition: You are padding by replicating the function, mirrored, four times. The function is symmetric, so the mirroring doesn't change it. Thus, your padding simply repeats the function four times. The convolution through the DFT (which you're attempting to implement) uses a periodic boundary condition, and thus already sees the input function as periodic. Replicating the function will not improve the convolution results at the edges.
To improve the result at the edges, you would need to implement a different boundary condition, the most effective one (since the input is analytical anyway) is to simply extend your domain and then crop it after applying the convolution. This introduces a boundary extension where the image is padded by seeing more data outside the original domain. It is an ideal boundary extension suitable for an ideal case where we don't have to deal with real-world data.
This implements the Laplace though the DFT with greatly simplified code, where we ignore any boundary extension, as well as the sample spacing (basically setting dx=1 and dy=1):
import numpy as np
import matplotlib.pyplot as pp
n = 30 # number of points
c = 4
d = 4
x = np.arange(-n//2,n//2)
y = np.arange(-n//2,n//2)
g = (1/2)*c*x[None,:]**2 + (1/2)*d*y[:,None]**2
kx = 2 * np.pi * np.fft.fftfreq(n)
ky = 2 * np.pi * np.fft.fftfreq(n)
lapg = np.real(np.fft.ifft2(np.fft.fft2(g) * (-kx[None, :]**2 - ky[:, None]**2)))
fig = pp.figure()
ax = fig.add_subplot(121, projection='3d')
ax.plot_surface(x[None,:], y[:,None], g)
ax = fig.add_subplot(122, projection='3d')
ax.plot_surface(x[None,:], y[:,None], lapg)
pp.show()
Edit: Boundary extension would work as follows:
import numpy as np
import matplotlib.pyplot as pp
n_true = 30 # number of pixels we want to compute
n_boundary = 15 # number of pixels to extend the image in all directions
c = 4
d = 4
# First compute g and lapg including boundary extenstion
n = n_true + n_boundary * 2
x = np.arange(-n//2,n//2)
y = np.arange(-n//2,n//2)
g = (1/2)*c*x[None,:]**2 + (1/2)*d*y[:,None]**2
kx = 2 * np.pi * np.fft.fftfreq(n)
ky = 2 * np.pi * np.fft.fftfreq(n)
lapg = np.real(np.fft.ifft2(np.fft.fft2(g) * (-kx[None, :]**2 - ky[:, None]**2)))
# Now crop the two images to our desired size
x = x[n_boundary:-n_boundary]
y = y[n_boundary:-n_boundary]
g = g[n_boundary:-n_boundary, n_boundary:-n_boundary]
lapg = lapg[n_boundary:-n_boundary, n_boundary:-n_boundary]
# Display
fig = pp.figure()
ax = fig.add_subplot(121, projection='3d')
ax.plot_surface(x[None,:], y[:,None], g)
ax.set_zlim(0, 800)
ax = fig.add_subplot(122, projection='3d')
ax.plot_surface(x[None,:], y[:,None], lapg)
ax.set_zlim(0, 800)
pp.show()
Note that I'm scaling the z-axes of the two plots in the same way to not enhance the effects of the boundary too much. Fourier-domain filtering like this is typically much more sensitive to edge effects than spatial-domain (or temporal-domain) filtering because the filter has an infinitely-long impulse response. If you leave out the set_zlim command, you'll see a ripple effect in the otherwise flat lapg image. The ripples are very small, but no matter how small, they'll look huge on a completely flat function because they'll stretch from the bottom to the top of the plot. The equal set_zlim in the two plots just puts this noise in proportion.

Related

Initialisation of weights for deeplearning model

I am going through a book on deep learning which initializes weights between two layers of neurons as:
w = np.random.randn(layers[i] + 1, layers[i + 1] + 1)
self.W.append(w / np.sqrt(layers[i]))
As per the book, divison by np.sqrt(layers[i]) in second line of code is done for following reason:
scale w by dividing by the square root of the number of nodes in the current layer, thereby
normalizing the variance of each neuron’s output
What does it exactly mean? And how would it impact if we don't do it?
Weights initialization is very important to tackle the vanishing/Explosion Gradients. In order for the output/gradients(reverse direction) to flow properly, the variance of the outputs of each layer to be equal to the variance of its input. Likewise of gradients in the reverse direction. the input and output flow of a layer is called fan-in and fan-out of the layer.
To better explain what I mean above, let me give you an example. Assume that we have a hundred consecutive layers and we apply a feed forward calculation with linear activation (After all it is just matrix multiplication), the data is 500 samples of 100 features:
neurons, features = 100, 100
n_layers = 100
X = np.random.normal(size=(500, features)) # your input
mean, var = 0, 0
for layer in range(n_layers):
W = np.random.normal(size=(features, neurons))
X = np.dot(X, W)
mean = mean + X.mean()
var = var + X.var()
mean/n_layers, np.sqrt(var/n_layers)
# output:
(-4.055498760574568e+95, 8.424477240271639e+98)
You will see that it will have a huge mean and standard deviations. Lets break this problem down; a property of a matrix multiplication of which the result will have a standard deviation very close to the square root of the number of fan in (input) connections. This property can be verified with this snippet of code:
fan_in = 1000 # change it to any number
X = np.random.normal(size=(100, fan_in))
W = np.random.normal(size=(fan_in, 1))
np.dot(X, W).std()
# result:
32.764359213560454
This happens because we sum fan_in (1000 in the above case) products of the element-wise multiplication of one element of inputs X by one column of W. Therefore, if we scaled every weights by the 1/sqrt(fan_in) to maintain the distribution of the flow as seen in the following snippet:
neurons, features = 100, 100
n_layers = 100
X = np.random.normal(size=(500, features)) # your input
mean, var = 0, 0
for layer in range(n_layers):
W = np.random.normal(size=(features, neurons), scale=np.sqrt(1 / neurons)) # scaled the weights with the fan-in
X = np.dot(X, W)
mean = mean + X.mean()
var = var + X.var()
mean/n_layers, np.sqrt(var/n_layers)
# output:
(0.0002608301398189543, 1.021452570914829)
You can read more about kernel initialization in the following blog

Is there a limit in the number of degrees of freedom with the lm_feasible algorithm? If so, what is the limit?

I am developing a finite element software that minimizes the energy of a mechanical structure. Using octave and its optim package, I run into a strange issue: The lm_feasible algorithm doesn't calculate at all when I use more than 300 degrees of freedom (DoF). Another algorithm (sqp) performs the calculation but doesn't work well when I complexify the structure and are out of my test case.
Is there a limit in the number of DoF with lm_feasible algorithm?
If so, how many DoF are maximally possible?
To give an overview and general idea of how the code works:
[x,y] = geometryGenerator()
U = zeros(lenght(x)*2,1);
U(1:2:end-1) = x;
U(2:2:end) = y;
%Non geometric argument are not optimised, and fixed during calculation
fct =#(U)complexFunctionOfEnergyIWrap(U(1:2:end-1),U(2:2:end), variousMaterialPropertiesAndOtherArgs)
para = optimset("f_equc_idx",contEq,"lb",lb,"ub",ub,"objf_grad",dEne,"objf_hessian",d2Ene,"MaxIter",1000);
[U,eneFinale,cvg,outp] = nonlin_min(fct,U,para)
Full example:
clear
pkg load optim
function [x,y] = geometryGenerator(r,elts = 100)
teta = linspace(0,pi,elts = 100);
x = r * cos(teta);
y = r * sin(teta);
endfunction
function ene = complexFunctionOfEnergyIWrap (x,y,E,P, X,Y)
ene = 0;
for i = 1:length(x)-1
ene += E*(x(i)/X(i))^4+ E*(y(i)/Y(i))^4- P *(x(i)^2+(x(i+1)^2)-x(i)*x(i+1))*abs(y(i)-y(i+1));
endfor
endfunction
[x,y] = geometryGenerator(5,100)
%Little distance from axis to avoid division by zero
x +=1e-6;
y +=1e-6;
%Saving initial geometry
X = x;
Y = y;
%Vectorisation of the function
%% Initial vector
U = zeros(length(x)*2,1);
U(1:2:end-1) = linspace(min(x),max(x),length(x));
U(2:2:end) = linspace(min(y),max(y),length(y));
%%Constraints
Aeq = zeros(3,length(U));
%%% Blocked bottom
Aeq(1,1) = 1;
Aeq(2,2) = 1;
%%% Sliding top
Aeq(3,end-1) = 1;
%%%Initial condition
beq = zeros(3,1);
beq(1) = U(1);
beq(2) = U(2);
beq(3) = U(end-1);
contEq = #(U) Aeq * U - beq;
%Parameter
Mat = 0.2e9;
pressure = 50;
%% Vectorized function. Non geometric argument are not optimised, and fixed during calculation
fct =#(U)complexFunctionOfEnergyIWrap(U(1:2:end-1),U(2:2:end), Mat, pressure, X, Y)
para = optimset("Algorithm","lm_feasible","f_equc_idx",contEq,"MaxIter",1000);
[U,eneFinale,cvg,outp] = nonlin_min(fct,U,para)
xFinal = U(1:2:end-1);
yFinal = U(2:2:end);
plot(x,y,';Initial geo;',xFinal,yFinal,'--x;Final geo;')
Finite Element Method is typically formulated as the optimal criteria for the minimization problem, which is equivalent to the Virtual Work Principle (see books like Hughes of Bathe). The Virtual Work, represents a set of linear (or nonlinear) equations which can be solved more efficiently (with fsolve).
If for some motive you must solve the problem as an optimization problem, then, if you are considering linear elasticity, your strain energy is quadratic, thus you could use the qp Octave function.
To use sparse matrices could also be helpful.

How to find area enclosed by points in octave using Quadrature or any other method

I have two sets of coordinates (both positive and negative values, not necessarily in increasing order, and in many cases there are different values of y for the same value of x) which I can load into two row vectors of equal size.
I want to calculate the area enclosed by the curve.
How to do it with octave?
I tried this answer but it does not work because it seems that the area printed (204.64) is too high (see picture).
I tried the code:
function showdata(fName)
M = dlmread(fName);
H = M(2:end, 1); % starting row number is 2
B = M(2:end, 2);
aux = figure();
plot(H, B,'linewidth',2);
xlabel ("Auxilary field H (A/m)");
ylabel ("Magnetic Field B (Tesla)");
area = polyarea(H,B)
axis([min(H), max(H), min(B), max(B)]);
grid on;
grid minor on;
title (area,"fontsize",20);
Then I am calling showdata('data.txt') in Octave.
Picture of Data points:
This is the data file I am using.
There is a function for computing convex hull called "convhull" in Octave. It returns the indices of the points formming convex hull data.
M = dlmread("data.txt"); #I removed the header in data.txt
x = M(:,1);
y = M(:,2);
k = convhull(x,y);
plot (x(k), y(k), "r-", x, y, "b+");
n = rows(k);
x_prime = vertcat(x(k(n)), x(k(1:n-1)));
y_prime = vertcat(y(k(n)), y(k(1:n-1)));
A = .5*abs(x_prime'*y(k)-y_prime'*x(k)); #80.248
polyarea(x(k), y(k)) == A and true
Maybe convex hull is not good estimate of area because the top left and the down-right lines are a little far away from the points. There are other ways to form a polygon from data
, one of which could be alpha shape. However, alpha shape are more complicated and there is no corresponding pre-built function in Octave.
Update:
Each x corresponds to at least one y cordinate. I marked the highest point and lowest point laying on the same x and estimate the area again.
There is the code:
[uni, ~] = sort(unique(x));
n = rows(uni);
outline = [];
for i = 1:n
y_list = y(x==uni(i));
[y_max, ~] = max(y_list);
outline(i, :)= [uni(i), y_max];
[y_min, ~] = min(y_list);
outline(2*n-i+1,:)= [uni(i), y_min];
endfor
figure;
plot (x(k), y(k), "r-", x, y, "b+", outline(:,1), outline(:,2), "g-", "linewidth", 3);
polyarea(outline(:,1), outline(:,2)) #74.856
By the way, if the arguments of function polyarea do not form a close curve function polyarea would return wrong area.
Four point on a unit square:
[(0,0), (1,0), (1,1), (0,1)], [(0,0), (1,1), (1,0), (0,1)]
polyarea([0,1,1,0],[0,0,1,1])!==polyarea([0,1,1,0],[0,1,0,1]).

How to compute Fourier coefficients with MATLAB

I'm trying to compute the Fourier coefficients for a waveform using MATLAB. The coefficients can be computed using the following formulas:
T is chosen to be 1 which gives omega = 2pi.
However I'm having issues performing the integrals. The functions are are triangle wave (Which can be generated using sawtooth(t,0.5) if I'm not mistaking) as well as a square wave.
I've tried with the following code (For the triangle wave):
function [ a0,am,bm ] = test( numTerms )
b_m = zeros(1,numTerms);
w=2*pi;
for i = 1:numTerms
f1 = #(t) sawtooth(t,0.5).*cos(i*w*t);
f2 = #(t) sawtooth(t,0.5).*sin(i*w*t);
am(i) = 2*quad(f1,0,1);
bm(i) = 2*quad(f2,0,1);
end
end
However it's not getting anywhere near the values I need. The b_m coefficients are given for a
triangle wave and are supposed to be 1/m^2 and -1/m^2 when m is odd alternating beginning with the positive term.
The major issue for me is that I don't quite understand how integrals work in MATLAB and I'm not sure whether or not the approach I've chosen works.
Edit:
To clairify, this is the form that I'm looking to write the function on when the coefficients have been determined:
Here's an attempt using fft:
function [ a0,am,bm ] = test( numTerms )
T=2*pi;
w=1;
t = [0:0.1:2];
f = fft(sawtooth(t,0.5));
am = real(f);
bm = imag(f);
func = num2str(f(1));
for i = 1:numTerms
func = strcat(func,'+',num2str(am(i)),'*cos(',num2str(i*w),'*t)','+',num2str(bm(i)),'*sin(',num2str(i*w),'*t)');
end
y = inline(func);
plot(t,y(t));
end
Looks to me that your problem is what sawtooth returns the mathworks documentation says that:
sawtooth(t,width) generates a modified triangle wave where width, a scalar parameter between 0 and 1, determines the point between 0 and 2π at which the maximum occurs. The function increases from -1 to 1 on the interval 0 to 2πwidth, then decreases linearly from 1 to -1 on the interval 2πwidth to 2π. Thus a parameter of 0.5 specifies a standard triangle wave, symmetric about time instant π with peak-to-peak amplitude of 1. sawtooth(t,1) is equivalent to sawtooth(t).
So I'm guessing that's part of your problem.
After you responded I looked into it some more. Looks to me like it's the quad function; not very accurate! I recast the problem like this:
function [ a0,am,bm ] = sotest( t, numTerms )
bm = zeros(1,numTerms);
am = zeros(1,numTerms);
% 2L = 1
L = 0.5;
for ii = 1:numTerms
am(ii) = (1/L)*quadl(#(x) aCos(x,ii,L),0,2*L);
bm(ii) = (1/L)*quadl(#(x) aSin(x,ii,L),0,2*L);
end
ii = 0;
a0 = (1/L)*trapz( t, t.*cos((ii*pi*t)/L) );
% now let's test it
y = ones(size(t))*(a0/2);
for ii=1:numTerms
y = y + am(ii)*cos(ii*2*pi*t);
y = y + bm(ii)*sin(ii*2*pi*t);
end
figure; plot( t, y);
end
function a = aCos(t,n,L)
a = t.*cos((n*pi*t)/L);
end
function b = aSin(t,n,L)
b = t.*sin((n*pi*t)/L);
end
And then I called it like:
[ a0,am,bm ] = sotest( t, 100 );
and I got:
Sweetness!!!
All I really changed was from quad to quadl. I figured that out by using trapz which worked great until the time vector I was using didn't have enough resolution, which led me to believe it was a numerical issue rather than something fundamental. Hope this helps!
To troubleshoot your code I would plot the functions you are using and investigate, how the quad function samples them. You might be undersampling them, so make sure your minimum step size is smaller than the period of the function by at least factor 10.
I would suggest using the FFTs that are built-in to Matlab. Not only is the FFT the most efficient method to compute a spectrum (it is n*log(n) dependent on the length n of the array, whereas the integral in n^2 dependent), it will also give you automatically the frequency points that are supported by your (equally spaced) time data. If you compute the integral yourself (might be needed if datapoints are not equally spaced), you might calculate frequency data that are not resolved (closer spacing than 1/over the spacing in time, i.e. beyond the 'Fourier limit').

how do you reflect a vector over another vector?

I'm using AS3 to program some collision detection for a flash game and am having trouble figuring out how to bounce a ball off of a line. I keep track of a vector that represents the ball's 2D velocity and I'm trying to reflect it over the vector that is perpendicular to the line that the ball's colliding with (aka the normal). My problem is that I don't know how to figure out the new vector (that's reflected over the normal). I figured that you can use Math.atan2 to find the difference between the normal and the ball's vector but I'm not sure how to expand that to solve my problem.
Vector algebra - You want the "bounce" vector:
vec1 is the ball's motion vector and vec2 is the surface/line vector:
// 1. Find the dot product of vec1 and vec2
// Note: dx and dy are vx and vy divided over the length of the vector (magnitude)
var dpA:Number = vec1.vx * vec2.dx + vec1.vy * vec2.dy;
// 2. Project vec1 over vec2
var prA_vx:Number = dpA * vec2.dx;
var prA_vy:Number = dpA * vec2.dy;
// 3. Find the dot product of vec1 and vec2's normal
// (left or right normal depending on line's direction, let's say left)
var dpB:Number = vec1.vx * vec2.leftNormal.dx + vec1.vy * vec2.leftNormal.dy;
// 4. Project vec1 over vec2's left normal
var prB_vx:Number = dpB * vec2.leftNormal.dx;
var prB_vy:Number = dpB * vec2.leftNormal.dy;
// 5. Add the first projection prA to the reverse of the second -prB
var new_vx:Number = prA_vx - prB_vx;
var new_vy:Number = prA_vy - prB_vy;
Assign those velocities to your ball's motion vector and let it bounce.
PS:
vec.leftNormal --> vx = vec.vy; vy = -vec.vx;
vec.rightNormal --> vx = -vec.vy; vy = vec.vx;
The mirror reflection of any vector v from a line/(hyper-)surface with normal n in any dimension can be computed using projection tensors. The parallel projection of v on n is: v|| = (v . n) n = v . nn. Here nn is the outer (or tensor) product of the normal with itself. In Cartesian coordinates it is a matrix with elements: nn[i,j] = n[i]*n[j]. The perpendicular projection is just the difference between the original vector and its parallel projection: v - v||. When the vector is reflected, its parallel projection is reversed while the perpendicular projection is retained. So the reflected vector is:
v' = -v|| + (v - v||) = v - 2 v|| = v . (I - 2 nn) = v . R( n ), where
R( n ) = I - 2 nn
(I is the identity tensor which in Cartesian coordinates is simply the diagonal identity matrix diag(1))
R is called the reflection tensor. In Cartesian coordinates it is a real symmetric matrix with components R[i,j] = delta[i,j] - 2*n[i]*n[j], where delta[i,j] = 1 if i == j and 0 otherwise. It is also symmetric with respect to n:
R( -n ) = I - 2(-n)(-n) = I - 2 nn = R( n )
Hence it doesn't matter if one uses the outward facing or the inward facing normal n - the result would be the same.
In two dimensions and Cartesian coordinates, R (the matrix representation of R) becomes:
[ R00 R01 ] [ 1.0-2.0*n.x*n.x -2.0*n.x*n.y ]
R = [ ] = [ ]
[ R10 R11 ] [ -2.0*n.x*n.y 1.0-2.0*n.y*n.y ]
The components of the reflected vector are then computed as a row-vector-matrix product:
v1.x = v.x*R00 + v.y*R10
v1.y = v.x*R01 + v.y*R11
or after expansion:
k = 2.0*(v.x*n.x + v.y*n.y)
v1.x = v.x - k*n.x
v1.y = v.y - k*n.y
In three dimensions:
k = 2.0*(v.x*n.x + v.y*n.y + v.z*n.z)
v1.x = v.x - k*n.x
v1.y = v.y - k*n.y
v1.z = v.z - k*n.z
Finding the exact point where the ball will hit the line/wall is more involved - see here.
Calculate two components of the vector.
One component will be the projection of your vector onto the reflecting surface the other component will be the projection on to the surface's normal (which you say you already have). Use dot products to get the projections. Add these two components together by summing the two vectors. You'll have your answer.
You can even calculate the second component A2 as being the original vector minus the first component, so: A2 = A - A1. And then the vector you want is A1 plus the reflected A2 (which is simply -A2 since its perpendicular to your surface) or:
Ar = A1-A2
or
Ar = 2A1 - A which is the same as Ar = -(2A2 - A)
If [Ax,Bx] is your balls velocity and [Wx,Wy] is a unit vector representing the wall:
A1x = (Ax*Wx+Ay*Wy)*Wx;
A1y = (Ax*Wx+Ay*Wy)*Wy;
Arx = 2*A1x - Ax;
Ary = 2*A1y - Ay;