Problem with combining ForwardDiff and PyPlot in Julia 1.0.5 - function

In Julia 1.0.5, I have a function f(x::Vector{<:Real}), defined as
f(x::Vector{<:Real}) = (x[1] - 2)^2 + ( x[2] - 1 )^2
The signature is like this, because I would like to use it with the ForwardDiff package, and it works with it just fine. I give the function to ForwardDiff.gradient, and everything works like a charm.
However, I would also like to do some visualizations with PyPlot, using this same function f. Namely, I would like to draw its contour with contourf. For this purpose, I have constructed two vectors X::Vector{<:Real} and Y::Vector{<:Real}, and would like to call the same function f with them to produce the contour.
However, making the call f.([X, Y]) is not broadcasting the vectors as I would like, as I get the error
LoadError: MethodError: no method matching (::getfield(Main, Symbol("#f#1044")))(::Int64)
Closest candidates are:
f(!Matched::Array{#s25,1} where #s25<:Real)
This of course prevents me from using the contourf function, as it needs the values of f on a 2D-grid.
Do I need to define an entirely different f(x::Vector{<:Real}, y::Vector{<:Real}) to be able to plot the contour as I would like, or is there an alternative where I can avoid this?

this problem can be resolved by the power of multiple dispatch:
f(x::Vector{<:Real}) = (x[1] - 2)^2 + ( x[2] - 1 )^2
f(x::Real,y::Real) = f([x,y])
nx = 10
ny = 20
X = rand(nx) #mesh of x points
Y = rand(ny) #mesh of y points
Z = f.(transpose(X),Y) #nx x ny matrix
for the two argument gradient:
two_point_gradient(f,x,y) = ForwardDiff.gradient(f,[x,y])
G = two_point_gradient.(f,transpose(X),Y) #returns a vector of gradients, where G[i..] = gradient(f,X[i..],Y[i...])

Related

Function and surface plot Julia

I want to plot a function using surface in Julia. I manage to plot te desired function:
x = 0:0.1:4
y = 0:0.1:4
f(x,y) = x^0.2 * y^0.8
surface(x, y, f, camera=(10,30),linealpha=0.3, fc=:heat)
However, I would f(*) to be a proper function over which I could also optimize (e.g. utility maximisation in economics). This is my attempt:
function Utility(x1, x2)
u= x.^0.2 .* y.^0.8
return u
end
But it unfortunately does not work. Can anybody help me?
Best
Daniel
I think Benoit's comment really should be the answer, but let me expand a little bit.
First of all, an inline function definition is not any different from a multi-line function definiton (see the first two examples in the docs here). Therefore, doing
utility(x, y) = x^0.2 * y^0.8
will give you a function that works exactly like
function utility(x, y)
x^0.2 * y^0.8
end
However, your Utility function is actually different from your f function - you are defining it with the arguments x1 and x2, but in the function body you are using y rather than x2.
This would ordinarily raise an undefined variable error, except that in the code snippet you posted, y is already defined in global scope as the range 0:0.1:4, so the function will use this:
julia> y = 0:0.1:4
0.0:0.1:4.0
julia> u(x1, x2) = x1 .^ 0.2 * y .^ 0.8
u (generic function with 1 method)
julia> u(2.0, 0.0)
41-element Array{Float64,1}:
0.0
0.18205642030260805
0.3169786384922227
...
this is also where your introduction of broadcasting in the Utility function (the second difference between your two examples as Benoit pointed out) comes back to haunt you: calling the function while relying on it to use the global variable y would error immediately without broadcasting (as you can't exponentiate a range):
julia> u2(x1, x2) = x1^0.2 * y^0.8
u2 (generic function with 1 method)
julia> u2(2.0, 0.0)
ERROR: MethodError: no method matching ^(::StepRangeLen{Float64,Base.TwicePrecision{Float64},Base.TwicePrecision{Float64}}, ::Float64)
with broadcasting, however, this exponentiation works and returns the full range, with every element of the range exponentiated. Thus, your function returns an array rather than a single number (as you can see above from my call to u(2.0, 0.0). This is what Plots complains about - it doesn't know how to plot an array, when it expects to just be plotting a single data point.

administer drug dose at certain time step in octave

I am doing a simple task on ocatve.
I have to administer drug dose at day 1,7,21 and 28..
i wrote a function like that:
function xdot = f (x,t)
a=[1;7;21;28]
drug=0; ### initially drug is zero
if (t==a)
drug=drug+57.947;
else
drug=drug+0;
endif
xdot=(-0.4077)*(x)+ drug; passing the value of drug to differential equation
endfunction
In the main file i called this function in lsode:
t=linspace(0,30,30);
x0=0;
y=lsode(#ex,x0,t); ### ex is the file name where function is written
plot(t,y,'o')
This program doesn't work.. it displays all the time zero value for drug. Can anybody help me that how to administer dug dose with certain time step by manipulating linspace function.
It looks like you have a simple clearance model, and at each time in a, you want the dose to be delivered instantaneously. That is, at each time in a, the amount of drug in the subject increases by 57.947.
If that is the model that you have in mind, implementing it in the formula for xdot will not work well. You would actually need to implement it as a "delta function", and lsode won't work with that.
Instead, I recommend solving the problem in stages, corresponding to the time intervals [0, 1], [1, 7], [7, 21], and [21, 28]. During one stage, the differental equation is simply xdot = -0.4077*x. In the first stage, the initial condition is 0. In the next stage, the initial condition is the final value of the previous stage plus the dosage amount 57.947.
Here's a script:
dose = 57.947;
a = [1 7 21 28 30];
x0 = 0.0;
t0 = 0;
t = [];
y = [];
for t1 = a
tinterval = linspace(t0, t1, 2*(t1 - t0) + 1);
yinterval = lsode(#(x, t) -0.4077*x, x0, tinterval);
t = [t tinterval];
y = [y yinterval'];
t0 = t1;
x0 = yinterval(end) + dose;
end
plot(t, y, "linewidth", 2);
The script creates this plot:
Note that the differential equation xdot = -k*x has the solution x0*exp(-k*(t-t0)), so the call to lsode could be replaced with
yinterval = x0*exp(-0.4077*(tinterval - t0));
If you do this, also remove the transpose from yinterval two lines below:
y = [y yinterval];
If you want to keep the implementation of the administration of the drug dose within the formula for xdot, you'll need to distribute it over a small time interval. It could be implemented as a short rectangular pulse of width w and height 57.974/w. You'll also need to ensure that lsode takes sufficiently small internal time steps (less than w) so that it "sees" the drug dose.
You probably want replace t==a by ismember (t, a). Also, you should erase the else clause as it has no effect on the answer.
UPDATE
Consider rewriting your function as:
function xdot = f (x,t)
xdot = -0.4077*x + 57.947*ismember (t, [1 7 21 28])
endfunction

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').

Error plotting a function of 2 variables

I am trying to plot the function
f(x, y) = (x – 3).^2 – (y – 2).^2.
x is a vector from 2 to 4, and y is a vector from 1 to 3, both with increments of 0.2. However, I am getting the error:
"Subscript indices must either be real positive integers or logicals".
What do I do to fix this error?
I (think) I see what you are trying to achieve. You are writing your syntax like a mathematical function definition. Matlab is interpreting f as a 2-dimensional data type and trying to assign the value of the expression to data indexed at x,y. The values of x and y are not integers, so Matlab complains.
If you want to plot the output of the function (we'll call it z) as a function of x and y, you need to define the function quite differently . . .
f = #(x,y)(x-3).^2 - (y-2).^2;
x=2:.2:4;
y=1:.2:3;
z = f( repmat(x(:)',numel(y),1) , repmat(y(:),1,numel(x) ) );
surf(x,y,z);
xlabel('X'); ylabel('Y'); zlabel('Z');
This will give you an output like this . . .
The f = #(x,y) part of the first line states you want to define a function called f taking variables x and y. The rest of the line is the definition of that function.
If you want to plot z as a function of both x and y, then you need to supply all possible combinations in your range. This is what the line containing the repmat commands is for.
EDIT
There is a neat Matlab function meshgrid that can replace the repmat version of the script as suggested by #bas (welcome bas, please scroll to bas' answer and +1 it!) ...
f = #(x,y)(x-3).^2 - (y-2).^2;
x=2:.2:4;
y=1:.2:3;
[X,Y] = meshgrid(x,y);
surf(x,y,f(X,Y));
xlabel('x'); ylabel('y'); zlabel('z');
I typically use the MESHGRID function. Like so:
x = 2:0.2:4;
y = 1:0.2:3;
[X,Y] = meshgrid(x,y);
F = (X-3).^2-(Y-2).^2;
surf(x,y,F);
xlabel('x');ylabel('y');zlabel('f')
This is identical to the answer by #learnvst. it just does the repmat-ing for you.
Your problem is that the function you are using uses integers, and you are trying to assign a double to it. Integers cannot have decimal places. To fix this, you can make it to where it increases in increments of 1, instead of 0.2

summing functions handles in matlab

Hi
I am trying to sum two function handles, but it doesn't work.
for example:
y1=#(x)(x*x);
y2=#(x)(x*x+3*x);
y3=y1+y2
The error I receive is "??? Undefined function or method 'plus' for input arguments of type 'function_handle'."
This is just a small example, in reality I actually need to iteratively sum about 500 functions that are dependent on each other.
EDIT
The solution by Clement J. indeed works but I couldn't manage to generalize this into a loop and ran into a problem. I have the function s=#(x,y,z)((1-exp(-x*y)-z)*exp(-x*y)); And I have a vector v that contains 536 data points and another vector w that also contains 536 data points. My goal is to sum up s(v(i),y,w(i)) for i=1...536 Thus getting one function in the variable y which is the sum of 536 functions. The syntax I tried in order to do this is:
sum=#(y)(s(v(1),y,z2(1)));
for i=2:536
sum=#(y)(sum+s(v(i),y,z2(i)))
end
The solution proposed by Fyodor Soikin works.
>> y3=#(x)(y1(x) + y2(x))
y3 =
#(x) (y1 (x) + y2 (x))
If you want to do it on multiple functions you can use intermediate variables :
>> f1 = y1;
>> f2 = y2;
>> y3=#(x)(f1(x) + f2(x))
EDIT after the comment:
I'm not sure to understand the problem. Can you define your vectors v and w like that outside the function :
v = [5 4]; % your 536 data
w = [4 5];
y = 8;
s=#(y)((1-exp(-v*y)-w).*exp(-v*y))
s_sum = sum(s(y))
Note the dot in the multiplication to do it element-wise.
I think the most succinct solution is given in the comment by Mikhail. I'll flesh it out in more detail...
First, you will want to modify your anonymous function s so that it can operate on vector inputs of the same size as well as scalar inputs (as suggested by Clement J.) by using element-wise arithmetic operators as follows:
s = #(x,y,z) (1-exp(-x.*y)-z).*exp(-x.*y); %# Note the periods
Then, assuming that you have vectors v and w defined in the given workspace, you can create a new function sy that, for a given scalar value of y, will sum across s evaluated at each set of values in v and w:
sy = #(y) sum(s(v,y,w));
If you want to evaluate this function using an array of values for y, you can add a call to the function ARRAYFUN like so:
sy = #(y) arrayfun(#(yi) sum(s(v,yi,w)),y);
Note that the values for v and w that will be used in the function sy will be fixed to what they were when the function was created. In other words, changing v and w in the workspace will not change the values used by sy. Note also that I didn't name the new anonymous function sum, since there is already a built-in function with that name.