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GNU Octave Beginner's Guide
GNU Octave Beginner's Guide
GNU Octave Beginner's Guide
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GNU Octave Beginner's Guide

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Today, scientific computing and data analysis play an integral part in most scientific disciplines ranging from mathematics and biology to imaging processing and finance. With GNU Octave you have a highly flexible tool that can solve a vast number of such different problems as complex statistical analysis and dynamical system studies.

The GNU Octave Beginner's Guide gives you an introduction that enables you to solve and analyze complicated numerical problems. The book is based on numerous concrete examples and at the end of each chapter you will find exercises to test your knowledge. It's easy to learn GNU Octave, with the GNU Octave Beginner's Guide to hand.

Using real-world examples the GNU Octave Beginner's Guide will take you through the most important aspects of GNU Octave. This practical guide takes you from the basics where you are introduced to the interpreter to a more advanced level where you will learn how to build your own specialized and highly optimized GNU Octave toolbox package. The book starts by introducing you to work variables like vectors and matrices, demonstrating how to perform simple arithmetic operations on these objects before explaining how to use some of the simple functionality that comes with GNU Octave, including plotting. It then goes on to show you how to write new functionality into GNU Octave and how to make a toolbox package to solve your specific problem. Finally, it demonstrates how to optimize your code and link GNU Octave with C and C++ code enabling you to solve even the most computationally demanding tasks. After reading GNU Octave Beginner's Guide you will be able to use and tailor GNU Octave to solve most numerical problems and perform complicated data analysis with ease.

Approach

This is a practical, step-by-step guide that will help you to quickly become a proficient Octave user. The book is packed with clear examples, screenshots, and code to carry out your data analysis without any problems.

Who this book is for

This book is intended for anyone interested in scientific computing and data analysis. The reader should have a good level of mathematics and a basic understanding of programming will be useful, although it is not a prerequisite.

LanguageEnglish
Release dateJun 21, 2011
ISBN9781849513333
GNU Octave Beginner's Guide
Author

Jesper Schmidt Hansen

Jesper Schmidt Hansen holds a Ph.D. in soft-material science and is currently doing research in the field of nanofluidics and dynamics at Roskilde University, Denmark. He has been using GNU Octave on a daily basis for many years, both as a student and later as a researcher. The applications have varied from solving partial and ordinary differential equations, simple data plotting, and data generation for other applications, to dynamical system investigations and advanced data analysis.

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    GNU Octave Beginner's Guide - Jesper Schmidt Hansen

    Table of Contents

    GNU Octave

    Credits

    About the Author

    About the Reviewers

    www.PacktPub.com

    Support files, eBooks, discount offers and more

    Why Subscribe?

    Free Access for Packt account holders

    Preface

    What this book covers

    What you need for this book

    Who this book is for

    Conventions

    Time for action – heading

    What just happened?

    Pop quiz – heading

    Have a go hero – heading

    Reader feedback

    Customer support

    Downloading the example code

    Errata

    Piracy

    Questions

    1. Introducing GNU Octave

    So what is GNU Octave?

    Applications

    Limitations of Octave

    Octave and MATLAB

    The Octave community

    Installing Octave

    Windows

    GNU/Linux

    Building Octave from the source under GNU/Linux

    Time for action – building Octave from source

    What just happened?

    Checking your installation with peaks

    Time for action – testing with peaks

    What just happened?

    Customizing Octave

    Time for action – creating an Octave home directory under Windows

    What just happened?

    Creating your first .octaverc file

    Time for action – editing the .octaverc file

    What just happened?

    More on .octaverc

    Installing additional packages

    Time for action – installing additional packages

    What just happened?

    Uninstalling a package

    Getting help

    The behaviour of the Octave command prompt

    Summary

    2. Interacting with Octave: Variables and Operators

    Simple numerical variables

    Accessing and changing array elements

    More examples

    Time for action – manipulating arrays

    What just happened?

    Complex variables

    Text variables

    Higher-dimensional arrays

    Pop Quiz – working with arrays

    Structures and cell arrays

    Structures

    Time for action – instantiating a structure

    What just happened?

    Accessing structure fields

    Cell arrays

    Time for action – instantiating a cell array

    What just happened?

    Have a go hero – working with structures

    Getting information

    Time for action – using whos

    What just happened?

    Size, rows, columns, and length

    Identifying the variable type

    Deleting variables from the workspace

    Pop Quiz – understanding arrays

    A few things that make life easier

    Basic arithmetic

    Addition and subtraction

    Time for action – doing addition and subtraction operations

    What just happened?

    Matrix multiplication

    Time for action – doing multiplication operations

    What just happened?

    Element-by-element, power, and transpose operations

    Operators for structures and cell arrays

    Solving linear equation systems: left and right division

    Time for action – doing left and right division

    What just happened?

    Basic arithmetic for complex variables

    Summary of arithmetic operators

    Pop Quiz – understanding simple operations

    Have a go hero – doing the dot product

    Comparison operators and precedence rules

    Precedence rules

    Time for action – working with precedence rules

    What just happened?

    Pop Quiz – understanding precedence rules

    A few hints

    Summary

    3. Working with Octave:Functions and Plotting

    Octave functions

    Mathematical functions

    Time for action – using the cos function

    What just happened?

    Polynomials in Octave

    More complicated mathematical functions

    Time for action – putting together mathematical functions

    What just happened?

    Helper functions

    Generating random numbers

    min and max

    Sorting arrays

    find, any, and all

    floor, ceil, round, and fix

    Time for action – trying out floor, ceil, round, and fix

    What just happened?

    sum and prod

    Absolute values

    Complex input arguments

    Operator functions

    Linear algebra

    Time for action – using Octave for advanced linear algebra

    What just happened?

    Polynomials

    Pop Quiz – using simple mathematical functions

    Have a go hero – understanding the find function

    Two-dimensional plotting

    Time for action – making your first plot

    What just happened?

    plot and set

    Time for action – changing the figure properties

    What just happened?

    Adding lines and text to your plot

    Plot styles and colors

    Title and legends

    Ticks

    Grids

    fplot

    Clear the figure window

    Moving on

    Time for action – having multiple graphs in the same figure

    What just happened?

    Multiple figure windows

    Subplots

    Time for action – making an inset

    What just happened?

    Saving your plot

    Pop Quiz – understanding the plotting options

    Have a go hero – making inserts

    Three-dimensional plotting

    Surface plot

    Time for action – making a surface plot

    What just happened?

    view and colormap

    Contour plots

    Three-dimensional parametric plots

    Time for action – plotting parametric curves

    What just happened?

    Have a go hero – revisiting peaks

    Summary

    4. Rationalizing: Octave Scripts

    Writing and executing your first script

    Time for action – making your first script

    What just happened?

    Improving your script: input and disp

    Time for action – interacting with the user

    What just happened?

    Flush please

    Comments

    Very long commands

    Workspace

    For GNU/Linux and MacOS X users

    Pop Quiz – understanding disp and input

    Have a go hero – using scripts for plotting

    Statements

    Prime numbers

    Decision making – the if statement

    Interlude: Boolean operators

    Element-wise Boolean operators

    Short-circuit Boolean operators

    Using Boolean operators with an if statement

    Nested statements

    The switch statement

    Loops

    The for statement

    The while and do statements

    Incremental operators

    Nested loops

    Putting it all together

    Exception handling

    Pop Quiz – understanding statements and Boolean operators

    Added flexibility – C style input and output functions

    printf

    Pop Quiz – printing with printf

    Saving your work

    Loading your work

    Functional forms

    Have a go hero – investigating the prime gab

    Summary

    5. Extensions: Write Your Own Octave Functions

    Your first Octave function

    Time for action – programming the minmax function

    What just happened?

    Scripts versus functions

    Defining functions at the command prompt

    Writing a function help text

    Checking the function call

    The usage, warning, and error functions

    nargin and nargout

    Pop Quiz – understanding functions

    Have a go hero – converting scripts into functions

    Writing and applying user-supplied functions

    Using fsolve

    Providing the Jacobian

    Using lsode – dynamical analysis of the Sel'kov model

    Time for action – using lsode for numerical integration

    What just happened?

    Inline functions

    Pop Quiz – implementing mathematical functions as Octave functions

    Have a go hero – bifurcation in the Sel'kov model

    More advanced function programming: Monte Carlo integration

    The feval function

    Validating the user-supplied function

    Using quad and trapz for numerical integration

    Vectorized programming

    Time for action – vectorizing the Monte Carlo integrator

    What just happened?

    Simple debugging

    Multiple function file

    Pop Quiz – understanding vectorization

    Have a go hero – using the debugger

    Summary

    6. Making Your Own Package: A Poisson Equation Solver

    The Poisson equation – two examples of heat conduction

    One-dimensional heat conduction

    Two-dimensional heat conduction

    The Poisson equation

    The Dirichlet boundary condition

    Pop Quiz – identifying the Poisson equation

    Finite differencing

    From finite difference to a linear equation system

    Interlude: Sparse matrices

    Time for action – instantiating a sparse matrix

    What just happened?

    Memory usage

    Implementation and package functions

    The coefficient matrix for one dimension

    The coefficient matrix for two dimensions

    The conversion function

    Testing the functions

    The coefficient matrices

    Time for action – using imagesc

    What just happened?

    Comparison with analytical solution

    Time for action – comparing with analytical solution

    What just happened?

    Two dimensions

    Time for action – solving a two-dimensional Laplace equation

    What just happened?

    More examples

    Wrapping everything into one function

    Have a go hero – optimizing the usage of the sparse function

    The pois-solv package

    Organizing files into the package directory

    The DESCRIPTION file

    The COPYING file

    The INDEX file

    Building the package

    Limitations and possible extensions to the package

    Summary

    7. More Examples: Data Analysis

    Loading data files

    Simple descriptive statistics

    Histogram and moments

    Sample moments

    Comparing data sets

    The correlation coefficient

    The student t-test

    Function fitting

    Polynomial fitting

    Time for action – using polyfit

    What just happened?

    Goodness of the fit

    Time for action – calculating the correlation coefficient

    What just happened?

    Residual plot

    Non-polynomial fits

    Transforms

    General least squares fitting

    Time for action – using leasqr

    What just happened?

    Have a go hero – calculating the deviation of the Monte Carlo integrator

    Fourier analysis

    The Fourier transform

    Time for action – using the fft function

    What just happened?

    Fourier analysis of currency exchange rate

    Time for action – analysing the exchange rate

    What just happened?

    Inverse Fourier transform and data smoothing

    The Butterworth filter

    Time for action – applying a low pass filter

    What just happened?

    Have a go hero – implementing your own Fourier transform function

    Summary

    8. Need for Speed: Optimization and Dynamically Linked Functions

    A few optimization techniques

    tic, toc

    Time for action – using tic and toc

    What just happened?

    Vectorization

    Initialization of variables

    Looping row-wise versus looping column-wise

    Have a go hero – revision of cmat_1d

    Dynamically linked functions

    The DEFUN_DLD function macro

    Time for action – writing a Hello World program

    What just happened?

    Managing input arguments and outputs

    Time for action – checking user inputs and outputs

    What just happened?

    Retrieving the inputs

    Class types

    Functions as input argument

    Optimization with oct-files

    Time for action – revisiting the Sel'kov model

    What just happened

    Have a go hero – implementing the Euler integrator

    Summary

    A. Pop Quiz Answers

    Chapter 2: Interacting with Octave: Variables and Operators

    Working with arrays

    Understanding arrays

    Understanding simple operations

    Understanding precedence rules

    Chapter 3: Working with Octave: Functions and Plotting

    Using simple mathematical functions

    Understanding the plotting options

    Chapter 4: Rationalizing: Octave Scripts

    Understanding disp and input

    Understanding statements and Boolean operators

    Printing with printf

    Chapter 5: Extensions: Write Your Own Octave Functions

    Understanding functions

    Implementing mathematical functions as Octave functions

    Understanding vectorization

    Chapter 6: Making Your Own Package: A Poisson Equation Solver

    Identifying the Poisson equation

    Index

    GNU Octave

    Beginner's Guide


    GNU Octave

    Beginner's Guide

    Copyright © 2011 Packt Publishing

    All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted in any form or by any means, without the prior written permission of the publisher, except in the case of brief quotations embedded in critical articles or reviews.

    Every effort has been made in the preparation of this book to ensure the accuracy of the information presented. However, the information contained in this book is sold without warranty, either express or implied. Neither the author, nor Packt Publishing, its dealers, and distributors will be held liable for any damages caused or alleged to be caused directly or indirectly by this book.

    Packt Publishing has endeavored to provide trademark information about all of the companies and products mentioned in this book by the appropriate use of capitals. However, Packt Publishing cannot guarantee the accuracy of this information.

    First published: June 2011

    Production Reference: 2150611

    Published by Packt Publishing Ltd.

    32 Lincoln Road

    Olton

    Birmingham, B27 6PA, UK.

    ISBN 978-1-849513-32-6

    www.packtpub.com

    Cover Image by John Quick (<[email protected]>)

    Credits

    Author

    Jesper Schmidt Hansen

    Reviewers

    Piotr Gawron

    Kenneth Geisshirt

    Jordi Gutiérrez Hermoso

    Acquisition Editor

    Usha Iyer

    Development Editor

    Roger D'souza

    Technical Editor

    Dayan Hyames

    Project Coordinator

    Joel Goveya

    Proofreaders

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    Indexers

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    Monica Ajmera Mehta

    Graphics

    Nilesh R. Mohite

    Production Coordinator

    Kruthika Bangera

    Cover Work

    Kruthika Bangera

    About the Author

    Jesper Schmidt Hansen holds a Ph.D. in soft material science and is currently doing research in the field of nanofluidics and dynamics at Roskilde University, Denmark. He has been using GNU Octave on a daily basis for many years, both as a student and later as a researcher. The applications have varied from solving partial and ordinary differential equations, simple data plotting, data generation for other applications, dynamical system investigations, and advanced data analysis.

    Firstly, I wish to thank the reviewers. They have been a great help and their many (at times overwhelmingly many) comments and hints have improved the manuscript considerably.

    I have received encouragement and good ideas from everyone at the Department of Science, Systems and Models, Roskilde University. Especially, I want to thank Professor Jeppe Dyre from the Danish National Research Foundation centre Glass and Time for giving me the opportunity to finish the book in the last phase of the writing.

    Also, I have found Octave's official mailing list very useful. Unlike many other user groups, there is a very constructive and helpful atmosphere here. I thank everyone who has submitted questions and all those that have replied.

    I now realize that having a one year old child, a full time job, as well as writing a book is not really an ideal cocktail. I must thank Signe Anthon for her tremendous support and patience during the writing of this book. When I signed the contract with Packt Publishing, I was happy finally to be able to make a contribution to the open source community—Signe's contribution is just as big as mine!

    About the Reviewers

    Piotr Gawron is a researcher in the field of quantum information processing. His main research topics are quantum programming languages, quantum game theory, and numerical and geometrical methods in quantum information. He works in the Quantum Computer Systems Group of the Institute of Theoretical and Applied Informatics of the Polish Academy of Sciences in Gliwice, Poland. Apart from research in theoretical aspects of computer science, he has gained practical experience in FPGA development and real-time image processing for applications in UAVs working closely with the industry. He is administrator of www.quantiki.org , a portal for the quantum information community. He is a user and strong supporter of free software. He likes hard science-fiction literature, live-action role-playing, and French rock music.

    Kenneth Geisshirt is a chemist by education and a geek by nature. He has been programming for more than 25 years—the last 6 years as a subcontractor. In 1990, Kenneth first met free software, and in 1992 turned to Linux as his primary operating system (officially Linux user no. 573 at the Linux Counter). He has written books about Linux, PAM, and JavaScript—and many articles on open source software for computer magazines. Moreover, Kenneth has been a technical reviewer of books on Linux network administration, the Vim editor, and JavaScript testing.

    Jordi Gutiérrez Hermoso studied mathematics in Canada and Mexico, both pure and applied respectively. He has been programming since the age of seven, when he started to learn about computers while writing silly programs in BASIC. He has been a Debian user since 2001, his first and still preferred GNU/Linux distribution, to which he now occasionally contributes with GNU Octave packaging. Since 2005, he has been an enthusiastic Octave user and started getting more involved with its development in 2010. As of 2011, he resides in Mexico and works in BlueMessaging, where he's responsible for natural language processing and artificial intelligence. An Emacs user at heart, Jordi feels at home in a GNU environment and will gladly share .emacs configurations with anyone who asks.

    I would like to thank my close friends and family for helping me get through difficult times and for celebrating the good ones with me. John W. Eaton, Octave's creator, deserves much recognition for starting and leading the project on which this book is based.

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    Preface

    Using a range of very different examples, this beginner's guide will take you through the most important aspects of GNU Octave. The book starts by introducing how you work with mathematical objects like vectors and matrices, demonstrating how to perform simple arithmetic operations on these objects and explaining how to use some of the simple functionality that comes with GNU Octave, including plotting. It then goes on to show you how to extend and implement new functionality into GNU Octave, how to make a toolbox package to solve your specific problem, and how to use GNU Octave for complicated data analysis. Finally, it demonstrates how to optimize your code and link GNU Octave with C++ code enabling you to solve even the most computational demanding tasks. After reading GNU Octave Beginner's Guide, you will be able to use and tailor GNU Octave to solve most numerical problems and perform complicated data analysis with ease.

    What this book covers

    Chapter 1, Introducing GNU Octave briefly introduces you to GNU Octave. It explains how you can install GNU Octave and test your installation. This first chapter also discusses how to customize the appearance and the behavior of GNU Octave as well as how you install additional packages.

    Chapter 2, Interacting with Octave: Variables and Operators shows you how to interact with GNU Octave through the interactive environment. Learn to instantiate objects of different types, control their values, and perform simple operations on and between them.

    Chapter 3, Working with Octave: Functions and Plotting explains GNU Octave functions and shows several examples of the very useful functionalities that come with GNU Octave. In this chapter, you will see how you can perform two- and three-dimensional plotting, control the graph appearance, how to have multiple plots in the same figure window, and much more.

    Chapter 4, Rationalizing: Octave Scripts looks at how you can rationalize your work using scripts. It will teach you how to control the programming flow in your script and how to perform loops using different statements. At the end of the chapter, you are shown how you can save your work and load it back into GNU Octave's workspace.

    Chapter 5, Extensions: Write Your Own Octave Functions takes a closer look at functions and teaches how you can write your own GNU Octave functions. You will learn how to control and validate user input to the function. The important concept of vectorization is discussed and an example of this is given in the last part of the chapter.

    Chapter 6, Making Your Own Package: A Poisson Equation Solver teaches you how to make your own GNU Octave package from a collection of related functions. The package will be able to solve one- and two-dimensional Poisson equations and is therefore relevant for many problems encountered in science and engineering. In this chapter, you will also learn how to work with sparse matrices in GNU Octave.

    Chapter 7, More Examples: Data Analysis shows you examples of how GNU Octave can be used for data analysis. These examples range from simple statistics, through data fitting, to Fourier analysis and data smoothing.

    Chapter 8, Need for Speed: Optimization and Dynamically Linked Functions discusses how you can optimize your code. This includes vectorization, partial looping, pre-instantiation of variables, and dynamically linked functions. The main part of the chapter shows how to use GNU Octave's C++ library and how to link this to the GNU Octave interactive environment. Special attention is paid to explaining when and when not to consider using dynamically linked functions.

    What you need for this book

    If you use Windows, you basically only need to have a full version of GNU Octave installed on your computer. For GNU/Linux, you may need a plotting program like gnuplot, a Fortran and C/C++ compiler like gcc, and the GNU make utility; fortunately these are standard packages on almost all GNU/Linux distributions. In Chapter 1, it will be shown how you install GNU Octave under Windows and GNU/Linux.

    Who this book is for

    This book is intended for anyone interested in scientific computing and data analysis. The reader should have a good knowledge of mathematics and also a basic understanding of programming will be useful, although it is not a prerequisite.

    Conventions

    In this book, you will find several headings appearing frequently.

    To give clear instructions of how to complete a procedure or task, we use:

    Time for action – heading

    Action 1

    Action 2

    Action 3

    Instructions often need some extra explanation so that they make sense, so they are followed with:

    What just happened?

    This heading explains the working of tasks or instructions that you have just completed.

    You will also find some other learning aids in the book, including:

    Pop quiz – heading

    These are short multiple-choice questions intended to help you test your own understanding.

    Have a go hero – heading

    These set practical challenges and give you ideas for experimenting with what you have learned.

    You will also find a number of styles of text that distinguish between different kinds of information. Here are some examples of these styles, and an explanation of their meaning.

    Code words in text are shown as follows: For example, the inverse of sine is called asin and the inverse hyperbolic of sine is asinh.

    A block of code is set as follows:

    # flush the output stream

    fflush(stdout);

     

    # Get the number of rows and columns from the user

    nr = input(Enter the number of rows in the matrix: );

    nc = input(Enter the number of columns in the matrix: );

    Any command-line input or output is written as follows:

    octave:35> projectile = struct(mass, 10.1, velocity, [1 0 0], type, Cannonball);

    New terms and important words are shown in bold. Words that you see on the screen, in menus or dialog boxes for example, appear in the text like this: Now go to the Octave-Forge web page, find the msh package, and click on Details (to the right of the package name).

    Specific commands entered in Octave are referred to using the relevant command numbers:

    octave:5 > A = [1 2 3; 4 5 6]

     

     

    A =   1  2  3   4  5  6

    Note

    Warnings or important notes appear in a box like this.

    Tip

    Tips and tricks appear like this.

    Reader feedback

    Feedback from our readers is always welcome. Let us know what you think about this book—what you liked or may have disliked. Reader feedback is important for us to develop titles that you really get the most out of.

    To send us general feedback, simply send an e-mail to <[email protected]>, and mention the book title via the subject of your message.

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