Index
Uploaded by
Sweta AkhoriIndex
Uploaded by
Sweta AkhoriHow to solve Basic Engineering and Mathematics Problems
using Mathematica, Matlab and Maple
Nasser M. Abbasi
January 16, 2024 Compiled on January 16, 2024 at 3:50am [public]
Contents
1 Control systems, Linear systems, transfer functions, state space
related problems 2
1.1 Creating tf and state space and different Conversion of forms . . . . . . 2
1.2 Obtain the step response of an LTI from its transfer function . . . . . . 16
1.3 plot the impulse and step responses of a system from its transfer function 17
1.4 Obtain the response of a transfer function for an arbitrary input . . . . 20
1.5 Obtain the poles and zeros of a transfer function . . . . . . . . . . . . 23
1.6 Generate Bode plot of a transfer function . . . . . . . . . . . . . . . . . 24
1.7 How to check that state space system x0 = Ax + Bu is controllable? . . 26
1.8 Obtain partial-fraction expansion . . . . . . . . . . . . . . . . . . . . . 28
1.9 Obtain Laplace transform for a piecewise functions . . . . . . . . . . . 30
1.10 Obtain Inverse Laplace transform of a transfer function . . . . . . . . . 31
1.11 Display the response to a unit step of an under, critically, and over
damped system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.12 View steady state error of 2nd order LTI system with changing undamped
natural frequency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.13 Show the use of the inverse Z transform . . . . . . . . . . . . . . . . . 39
1.14 Find the Z transform of sequence x(n) . . . . . . . . . . . . . . . . . . 43
1.15 Sample a continuous time system . . . . . . . . . . . . . . . . . . . . . 45
1.16 Find closed loop transfer function from the open loop transfer function
for a unity feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
1.17 Compute the Jordan canonical/normal form of a matrix A . . . . . . . 50
1.18 Solve the continuous-time algebraic Riccati equation . . . . . . . . . . 51
1.19 Solve the discrete-time algebraic Riccati equation . . . . . . . . . . . . 53
1.20 Display impulse response of H(z) and the impulse response of its contin-
uous time approximation H(s) . . . . . . . . . . . . . . . . . . . . . . . 55
1.21 Find the system type given an open loop transfer function . . . . . . . 60
1.22 Find the eigenvalues and eigenvectors of a matrix . . . . . . . . . . . . 62
1.23 Find the characteristic polynomial of a matrix . . . . . . . . . . . . . . 63
1
CONTENTS 2
1.24 Verify the Cayley-Hamilton theorem that every matrix is zero of its
characteristic polynomial . . . . . . . . . . . . . . . . . . . . . . . . . . 64
1.25 How to check for stability of system represented as a transfer function
and state space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
1.26 Check continuous system stability in the Lyapunov sense . . . . . . . . 68
1.27 Given a closed loop block diagram, generate the closed loop Z transform
and check its stability . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
1.28 Determine the state response of a system to only initial conditions in
state space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
1.29 Determine the response of a system to only initial conditions in state
space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
1.30 Determine the response of a system to step input with nonzero initial
conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
1.31 Draw the root locus from the open loop transfer function . . . . . . . . 79
1.32 Find eAt where A is a matrix . . . . . . . . . . . . . . . . . . . . . . . 80
1.33 Draw root locus for a discrete system . . . . . . . . . . . . . . . . . . . 83
1.34 Plot the response of the inverted pendulum problem using state space . 85
1.35 How to build and connect a closed loop control systems and show the
response? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
1.36 Compare the effect on the step response of a standard second order
system as ζ changes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
1.37 Plot the dynamic response factor Rd of a system as a function of r = ωωn
for different damping ratios . . . . . . . . . . . . . . . . . . . . . . . . 96
1.38 How to find closed loop step response to a plant with a PID controller? 98
1.39 How to make Nyquist plot? . . . . . . . . . . . . . . . . . . . . . . . . 99
2 Linear algebra, Linear solvers, common operations on vectors and
matrices 103
2.1 introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
2.2 Multiply matrix with a vector . . . . . . . . . . . . . . . . . . . . . . . 105
2.3 Insert a number at specific position in a vector or list . . . . . . . . . . 109
2.4 Insert a row into a matrix . . . . . . . . . . . . . . . . . . . . . . . . . 111
2.5 Insert a column into a matrix . . . . . . . . . . . . . . . . . . . . . . . 113
2.6 Build matrix from other matrices and vectors . . . . . . . . . . . . . . 115
2.7 Generate a random 2D matrix from uniform (0 to 1) and from normal
distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
2.8 Generate an n by m zero matrix . . . . . . . . . . . . . . . . . . . . . . 124
2.9 Rotate a matrix by 90 degrees . . . . . . . . . . . . . . . . . . . . . . . 126
2.10 Generate a diagonal matrix with given values on the diagonal . . . . . 128
CONTENTS 3
2.11 Sum elements in a matrix along the diagonal . . . . . . . . . . . . . . . 129
2.12 Find the product of elements in a matrix along the diagonal . . . . . . 129
2.13 Check if a Matrix is diagonal . . . . . . . . . . . . . . . . . . . . . . . 130
2.14 Find all positions of elements in a Matrix that are larger than some value131
2.15 Replicate a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
2.16 Find the location of the maximum value in a matrix . . . . . . . . . . 135
2.17 Swap 2 columns in a matrix . . . . . . . . . . . . . . . . . . . . . . . . 136
2.18 Join 2 matrices side-by-side and on top of each others . . . . . . . . . . 137
2.19 Copy the lower triangle to the upper triangle of a matrix to make sym-
metric matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
2.20 extract values from matrix given their index . . . . . . . . . . . . . . . 141
2.21 Convert N by M matrix to a row of length N M . . . . . . . . . . . . . 142
2.22 find rows in a matrix based on values in different columns . . . . . . . 143
2.23 Select entries in one column based on a condition in another column . . 145
2.24 Locate rows in a matrix with column being a string . . . . . . . . . . . 147
2.25 Remove set of rows and columns from a matrix at once . . . . . . . . . 149
2.26 Convert list of separated numerical numbers to strings . . . . . . . . . 152
2.27 Obtain elements that are common to two vectors . . . . . . . . . . . . 154
2.28 Sort each column (on its own) in a matrix . . . . . . . . . . . . . . . . 154
2.29 Sort each row (on its own) in a matrix . . . . . . . . . . . . . . . . . . 156
2.30 Sort a matrix row-wise using first column as key . . . . . . . . . . . . . 157
2.31 Sort a matrix row-wise using non-first column as key . . . . . . . . . . 159
2.32 Replace the first nonzero element in each row in a matrix by some value 161
2.33 Perform outer product and outer sum between two vector . . . . . . . 163
2.34 Find the rank and the bases of the Null space for a matrix A . . . . . . 166
2.35 Find the singular value decomposition (SVD) of a matrix . . . . . . . . 167
2.36 Solve Ax = b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
2.37 Find all nonzero elements in a matrix . . . . . . . . . . . . . . . . . . . 172
2.38 evaluate f (x) on a vector of values . . . . . . . . . . . . . . . . . . . . 175
2.39 generates equally spaced N points between x1 and x2 . . . . . . . . . . 175
2.40 evaluate and plot a f(x,y) on 2D grid of coordinates . . . . . . . . . . . 176
2.41 Find determinant of matrix . . . . . . . . . . . . . . . . . . . . . . . . 179
2.42 Generate sparse matrix with n by n matrix repeated on its diagonal . . 179
2.43 Generate sparse matrix for the tridiagonal representation of second dif-
ference operator in 1D . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
2.44 Generate sparse matrix for the Laplacian differential operator ∇2 u for
2D grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
2.45 Generate sparse matrix for the Laplacian differential operator for 3D grid184
2.46 Generate the adjugate matrix for square matrix . . . . . . . . . . . . . 191
CONTENTS 4
2.47 Multiply each column by values taken from a row . . . . . . . . . . . . 196
2.48 extract submatrix from a larger matrix by removing row/column . . . . 199
2.49 delete one row from a matrix . . . . . . . . . . . . . . . . . . . . . . . 205
2.50 delete one column from a matrix . . . . . . . . . . . . . . . . . . . . . 206
2.51 generate random matrix so that each row adds to 1 . . . . . . . . . . . 208
2.52 generate random matrix so that each column adds to 1 . . . . . . . . . 210
2.53 sum all rows in a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . 212
2.54 sum all columns in a matrix . . . . . . . . . . . . . . . . . . . . . . . . 213
2.55 find in which columns values that are not zero . . . . . . . . . . . . . . 214
2.56 How to remove values from one vector that exist in another vector . . . 215
2.57 How to find mean of equal sized segments of a vector . . . . . . . . . . 217
2.58 find first value in column larger than some value and cut matrix from
there . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
2.59 make copies of each value into matrix into a larger matrix . . . . . . . 219
2.60 repeat each column of matrix number of times . . . . . . . . . . . . . . 221
2.61 How to apply a function to each value in a matrix? . . . . . . . . . . . 222
2.62 How to sum all numbers in a list (vector)? . . . . . . . . . . . . . . . . 223
2.63 How to find maximum of each row of a matrix? . . . . . . . . . . . . . 224
2.64 How to find maximum of each column of a matrix? . . . . . . . . . . . 224
2.65 How to add the mean of each column of a matrix from each column? . 225
2.66 How to add the mean of each row of a matrix from each row? . . . . . 226
2.67 Find the different norms of a vector . . . . . . . . . . . . . . . . . . . . 227
2.68 Check if a matrix is Hermite . . . . . . . . . . . . . . . . . . . . . . . . 228
2.69 Obtain the LU decomposition of a matrix . . . . . . . . . . . . . . . . 230
2.70 Linear convolution of 2 sequences . . . . . . . . . . . . . . . . . . . . . 232
2.71 Circular convolution of two sequences . . . . . . . . . . . . . . . . . . . 234
2.72 Linear convolution of 2 sequences with origin at arbitrary position . . . 236
2.73 Visualize a 2D matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
2.74 Find the cross correlation between two sequences . . . . . . . . . . . . 241
2.75 Find orthonormal vectors that span the range of matrix A . . . . . . . 244
2.76 Solve Ax = b and display the solution . . . . . . . . . . . . . . . . . . . 245
2.77 Determine if a set of linear equations A x= b has a solution and what
type of solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
2.78 Given a set of linear equations automatically generate the matrix A and
vector b and solve Ax = b . . . . . . . . . . . . . . . . . . . . . . . . . 250
2.79 Convert a matrix to row echelon form and to reduced row echelon form 251
2.80 Convert 2D matrix to show the location and values . . . . . . . . . . . 252
2.81 Find rows in matrix with zeros in them, and then remove the zeros . . 255
2.82 How to apply a function to two lists at the same time? . . . . . . . . . 256
CONTENTS 5
2.83 How to apply a function to two lists are the same time, but with change
to entries? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
2.84 How to select all primes numbers from a list? . . . . . . . . . . . . . . 258
2.85 How to collect result inside a loop when number of interation is not
known in advance? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
2.86 How flip an array around? . . . . . . . . . . . . . . . . . . . . . . . . . 260
2.87 How to divide each element by its position in a list? . . . . . . . . . . . 260
2.88 How to use GramSchmidt to find a set of orthonomal vectors? . . . . . 261
3 signal processing, Image processing, graphics, random numbers 263
3.1 Generate and plot one pulse signal of different width and amplitude . . 263
3.2 Generate and plot train of pulses of different width and amplitude . . . 265
3.3 Find the discrete Fourier transform of a real sequence of numbers . . . 267
3.4 Generate uniform distributed random numbers . . . . . . . . . . . . . . 271
3.5 Obtain Fourier Series coefficients for a periodic function . . . . . . . . 276
3.6 Obtain Fourier Series approximation . . . . . . . . . . . . . . . . . . . 284
3.7 Determine and plot the CTFT (continuous time Fourier Transform) for
continuous time function . . . . . . . . . . . . . . . . . . . . . . . . . . 286
3.8 Determine the DTFT (Discrete time Fourier Transform) for discrete
time function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
3.9 Determine the Inverse DTFT (Discrete time Fourier Transform) . . . . 288
3.10 Use FFT to display the power spectrum of the content of an audio wav file288
3.11 Plot the power spectral density of a signal . . . . . . . . . . . . . . . . 291
3.12 Display spectrum of 2D image . . . . . . . . . . . . . . . . . . . . . . . 296
3.13 Obtain the statistical maximum likelihood estimates (MLE) of probabil-
ity distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
3.14 Make a histogram of data sampled from some probability distribution . 301
3.15 apply a filter on 1D numerical data (a vector) . . . . . . . . . . . . . . 302
3.16 apply an averaging Laplacian filter on 2D numerical data (a matrix) . . 303
3.17 How to find cummulative sum . . . . . . . . . . . . . . . . . . . . . . . 304
3.18 How to find the moving average of a 1D sequence? . . . . . . . . . . . 304
3.19 How to select N random values from a set of numbers? . . . . . . . . . 306
3.20 How to sample a sin signal and plot it? . . . . . . . . . . . . . . . . . . 307
3.21 How find the impulse response of a difference equation? . . . . . . . . . 308
4 Differential, PDE solving, integration, numerical and analytical solv-
ing of equations 310
4.1 Generate direction field plot of a first order differential equation . . . . 310
CONTENTS 6
4.2 Solve the 2-D Laplace PDE for a rectangular plate with Dirichlet bound-
ary conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
4.3 Solve homogeneous 1st order ODE, constant coefficients and initial con-
ditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
4.4 Solve homogeneous 2nd order ODE with constant coefficients . . . . . 318
4.5 Solve non-homogeneous 2nd order ODE, constant coefficients . . . . . . 320
4.6 Solve homogeneous 2nd order ODE, constant coefficients (BVP) . . . . 322
4.7 Solve the 1-D heat partial differential equation (PDE) . . . . . . . . . . 326
4.8 Show the effect of boundary/initial conditions on 1-D heat PDE . . . . 329
4.9 Find particular and homogenous solution to undetermined system of
equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330
4.10 Plot the constant energy levels for a nonlinear pendulum . . . . . . . . 333
4.11 How to numerically solve a set of non-linear equations? . . . . . . . . . 345
4.12 Solve 2nd order ODE (Van Der Pol) and generate phase plot . . . . . . 347
4.13 How to numerically solve Poisson PDE on 2D using Jacobi iteration
method? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
4.14 How to solve BVP second order ODE using finite elements with linear
shape functions and using weak form formulation? . . . . . . . . . . . . 355
4.15 How to solve Poisson PDE in 2D using finite elements methods using
rectangular element? . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
4.16 How to solve Poisson PDE in 2D using finite elements methods using
triangle element? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
4.17 How to solve wave equation using leapfrog method? . . . . . . . . . . . 404
4.18 Numerically integrate f(x) on the real line . . . . . . . . . . . . . . . . 410
4.19 Numerically integrate f(x,y) in 2D . . . . . . . . . . . . . . . . . . . . . 412
4.20 How to solve set of differential equations in vector form . . . . . . . . . 412
4.21 How to implement Runge-Kutta to solve differential equations? . . . . 414
4.22 How to differentiate treating a combined expression as single variable? 419
4.23 How to solve Poisson PDE in 2D with Neumann boundary conditions
using Finite Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
5 plotting how to, ellipse, 3D 422
5.1 Generate a plot using x and y data . . . . . . . . . . . . . . . . . . . . 422
5.2 Plot the surface described by 2D function . . . . . . . . . . . . . . . . 423
5.3 Find the point of intersection of 3 surfaces . . . . . . . . . . . . . . . . 424
5.4 How to draw an ellipse? . . . . . . . . . . . . . . . . . . . . . . . . . . 428
5.5 How to plot a function on 2D using coordinates of grid locations? . . . 431
5.6 How to make table of x, y values and plot them . . . . . . . . . . . . . 433
5.7 How to make contour plot of f (x, y) ? . . . . . . . . . . . . . . . . . . 434
CONTENTS 7
6 Some symbolic operations 435
6.1 How to find all exponents of list of expressions? . . . . . . . . . . . . . 435
CONTENTS 1
This is a collection of how to examples showing the use of Mathematica and Matlab
to solve basic engineering and mathematics problems. Few examples are also in Maple,
Ada, and Fortran.
This was started as a cheat sheet few years ago, and I continue to update it all the
time.
Few of the Matlab examples require the use of toolboxs such as signal processing toolbox
and the control systems toolbox (these come free as part of the student version). Most
examples require only the basic system installation.
CHAPTER 1
C o n t ro l s y s t e m s , L i n e a r s y s t e m s ,
t r a n s f e r f u n c t i o n s , s tat e s pac e r e l at e d
p ro b l e m s
1.1 Creating tf and state space and different
Conversion of forms
1.1.1 Create continuous time transfer function given the
poles, zeros and gain
Problem: Find the transfer function H(s) given zeros s = −1, s = −2, poles s = 0, s =
−4, s = −6 and gain 5.
1.1.1.1 Mathematica
Clear["Global`*"];
num = (s+1)(s+2);
Out[30]= TransferFunctionModel[{
den = (s)(s+4)(s+6);
{{5*(1 + s)*(2 + s)}},
gain = 5;
s*(4 + s)*(6 + s)}, s]
sys = TransferFunctionModel[
gain (num/den),s]
2
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 3
1.1.1.2 Matlab
clear all;
m_zeros = [-1 -2];
m_poles = [0 -4 -6]; num/den =
gain = 5; 5 s^2 + 15 s + 10
sys = zpk(m_zeros,m_poles,gain); -------------------
[num,den] = tfdata(sys,'v'); s^3 + 10 s^2 + 24 s
printsys(num,den,'s')
1.1.1.3 Maple
restart;
alias(DS=DynamicSystems):
zeros :=[-1,-2]:
poles :=[0,-4,-6]:
gain :=5:
sys :=DS:-TransferFunction(zeros,poles,gain):
#print overview of the system object
DS:-PrintSystem(sys);
exports(sys);
#To see fields in the sys object, do the following
# tf, inputcount, outputcount, statecount, sampletime,
# discrete, systemname, inputvariable, outputvariable,
# statevariable, parameters, systemtype, ModulePrint
tf:=sys[tf]; #reads the transfer function
Matrix(1,1,{(1,1)=(5*s^2+15*s+10)/(s^3+10*s^2+24*s)})
numer(tf[1,1]); #get the numerator of the tf
h i
5 s2 +15 s+10
tf = s3 +10 s2 +24 s
denom(tf[1,1]); #get the denominator of the tf
s ∗ (s2 + 10 ∗ s + 24)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 4
1.1.2 Convert transfer function to state space representation
1.1.2.1 problem 1
Problem: Find the state space representation for the continuous time system defined
by the transfer function
5s
H(s) = 2
s + 4s + 25
1.1.2.2 Mathematica
Clear["Global`*"];
sys = TransferFunctionModel[(5 s)/(s^2+4 s+25),s]; 0 1 0
Out[48]= -25 -4 1
ss = MinimalStateSpaceModel[StateSpaceModel[sys]] 0 5 0
Out[49]//MatrixForm=
0 1
-25 -4
(a=Normal[ss][[1]])//MatrixForm
Out[50]//MatrixForm=
(b=Normal[ss][[2]])//MatrixForm 0
(c=Normal[ss][[3]])//MatrixForm 1
(d=Normal[ss][[4]])//MatrixForm Out[51]//MatrixForm=
(0 5)
Out[52]//MatrixForm=
(0)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 5
1.1.2.3 Matlab
A =
-4 -25
clear all; 1 0
s = tf('s'); B =
sys_tf = (5*s) / (s^2 + 4*s + 25); 1
[num,den] = tfdata(sys_tf,'v'); 0
[A,B,C,D] = tf2ss(num,den) C =
5 0
D =
0
1.1.2.4 Maple
restart;
alias(DS=DynamicSystems):
sys := DS:-TransferFunction(5*s/(s^2+4*s+25)):
0 1
sys := DS:-StateSpace(sys);
exports(sys); #to see what fields there are −25 −4
a := sys:-a;
b:=sys:-b; 0
1
c:=sys:-c;
0 5
d:=sys:-d;
0
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 6
1.1.2.5 problem 2
Problem: Given the continuous time S transfer function defined by
1+s
H(s) =
s2 +s+1
convert to state space and back to transfer function.
Mathematica
Clear["Global`*"];
0 1 0
sys = TransferFunctionModel[(s + 1)/(s^2 + 1 s + 1), s];
−1 −1 1
ss = MinimalStateSpaceModel[StateSpaceModel[sys]]
1 1 0
TransferFunctionModel[ss] s+1
s2 + s + 1
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 7
A =
-1 -1
Matlab 1 0
clear all; B =
s = tf('s'); 1
sys = ( s+1 )/(s^2 + s + 1); 0
[num,den]=tfdata(sys,'v');
%convert to state space C =
[A,B,C,D] = tf2ss(num,den) 1 1
D =
0
sys =
%convert from ss to tf
s + 1
[num,den] = ss2tf(A,B,C,D);
-----------
sys=tf(num,den)
s^2 + s + 1
1.1.3 Create a state space representation from A,B,C,D and
find the step response
Problem: Find the state space representation and the step response of the continuous
time system defined by the Matrices A,B,C,D as shown
A =
0 1 0 0
0 0 1 0
0 0 0 1
-100 -80 -32 -8
B =
0
0
5
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 8
60
C =
1 0 0 0
D =
0
Mathematica
Clear["Global`*"];
a = {{0,1,0,0},
{0,0,1,0},
{0,0,0,1},
{-100,-80,-32,-8}
};
1.2
1.0
b = {{0} ,{0}, {5},{60}}; 0.8
c = {{1,0,0,0}}; 0.6
0.4
d = {{0}}; 0.2
2 4 6 8 10
sys = StateSpaceModel[{a,b,c,d}];
y = OutputResponse[sys,UnitStep[t],{t,0,10}];
p = Plot[Evaluate@y, {t, 0, 10},
PlotRange -> All,
GridLines -> Automatic,
GridLinesStyle -> LightGray]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 9
Matlab
clear all;
A = [0 1 0 0;
0 0 1 0;
0 0 0 1;
-100 -80 -32 -8];
unit step response
1.2
B = [0;0;5;60];
1
0.8
C = [1 0 0 0];
Amplitude
0.6
D = [0]; 0.4
0.2
sys = ss(A,B,C,D); 0
0 1 2 3
Time (seconds)
4 5
step(sys);
grid;
title('unit step response');
Maple
restart:
alias(DS=DynamicSystems):
alias(size=LinearAlgebra:-Dimensions);
a:=Matrix([[0,1,0,0],[0,0,1,0],
[0,0,0,1],[-100,-90,-32,-8]]):
b:=Matrix([[0],[0],[5],[6]]):
c:=Matrix([[1,0,0,0]]):
d:=Matrix([[1]]):
sys:=DS:-StateSpace(a,b,c,d);
DS:-ResponsePlot(sys, DS:-Step(),
duration=10,color=red,legend="step");
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 10
1.1.4 Convert continuous time to discrete time transfer
function, gain and phase margins
Problem: Compute the gain and phase margins of the open-loop discrete linear time
system sampled from the continuous time S transfer function defined by
1+s
H(s) =
s2 +s+1
Use sampling period of 0.1 seconds.
Mathematica
Clear["Global`*"]; 1+s
Out[88]=
tf = TransferFunctionModel[(s+1)/(s^2+1 s+1),s]; 1+s+s 2
ds = ToDiscreteTimeModel[tf, 0.1, z,
Method -> "ZeroOrderHold"] Out[89]=
-0.0903292 + 0.0998375 z
0.904837 - 1.89533 z + z2 0.1
gm
Out[28]={{31.4159,19.9833}}
{gm, pm} = GainPhaseMargins[ds];
pm
Out[29]={{1.41451,1.83932},{0.,Pi}}
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 11
max = 100;
yn = OutputResponse[ds,
Table[UnitStep[n],{n, 0, max}]]; unit step response
1.4
ListPlot[yn, 1.2
Joined -> True, 1.0
InterpolationOrder -> 0, 0.8
PlotRange -> {{0, max}, {0, 1.4}},
y[n]
0.6
Frame -> True, 0.4
FrameLabel ->{{"y[n]", None}, 0.2
{"n", "unit step response"}}, 0.0
0 20 40 60 80 100
ImageSize -> 400, n
AspectRatio -> 1,BaseStyle -> 14]
0.09984 z - 0.09033
----------------------
z^2 - 1.895 z + 0.9048
Matlab Sample time: 0.1 seconds
Discrete-time transfer function.
clear all; close all;
Ts = 0.1; %sec, sample period Gm =
s = tf('s'); 19.9833
sys = ( s + 1 ) / ( s^2 + s + 1);
%convert s to z domain Pm =
sysd = c2d(sys,Ts,'zoh'); 105.3851
tf(sysd)
Wcg =
31.4159
Wcp =
1.4145
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 12
Step Response
1.2
1
Amplitude
step(sysd,10); 0.8
[Gm,Pm,Wcg,Wcp] = margin(sysd) 0.6
0.4
0.2
0
0 5 10
Time (seconds)
1.1.5 Convert differential equation to transfer functions and
to state space
Problem: Obtain the transfer and state space representation for the differential equation
d2 y dy
3 + 2 + y(t) = u(t)
dt2 dt
Mathematica
Clear[y, u, t];
eq = 3 y''[t] + 2 y'[t] + y[t] == u[t]; 2 1 1
- -
ss = StateSpaceModel[ {eq}, {{y'[t], 0}, Out[34]=
3 3 3
1 0 0
{y[t], 0}}, {{u[t], 0}}, {y[t]}, t]; 0 1 0
ss = MinimalStateSpaceModel[ss]
tf = Simplify[TransferFunctionModel[ss]] 1
Out[35]= .+3s
.2
1+2s
. .
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 13
Matlab
clear all;
syms y(t) Y
eq = 3*diff(y,2)+2*diff(y)+y; 1
lap = laplace(eq); --------------
lap = subs(lap,'y(0)',0); 2
lap = subs(lap,'D(y)(0)',0); 3 s + 2 s + 1
lap = subs(lap,'laplace(y(t),t,s)',Y);
H = solve(lap-1,Y);
pretty(H)
A =
-0.6667 -0.3333
1.0000 0
[num,den] = numden(H); B =
num = sym2poly(num); 1
den = sym2poly(den); 0
[A,B,C,D] = tf2ss(num,den) C =
0 0.3333
D =
0
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 14
Maple
restart;
alias(DS=DynamicSystems):
ode:=3*diff(y(t),t$2)+2*diff(y(t),t)+y(t)=
Heaviside(t):
1
sys:=DS:-DiffEquation(ode, 3s2 + 2s + 1
'outputvariable'=[y(t)],
'inputvariable'=[Heaviside(t)]):
sys:=DS:-TransferFunction(sys):
sys:-tf(1,1);
sys:=DS:-StateSpace(sys):
#show the state space matrices
0 1 0 h i h i
, , 1/3 0 , 0
{sys:-a,sys:-b,sys:-c,sys:-d};
−1/3 −2/3 1
1.1.6 Convert from continuous transfer function to discrete
time transfer function
Problem: Convert
1
H(s) =
s2 + 10s + 10
To Z domain transfer function using sampling period of 0.01 seconds and using the
zero order hold method.
Mathematica
Clear["Global`*"]
sys = TransferFunctionModel[
1/(s^2 +10 s+20),s]; 0.0000467806 + 0.0000483662 z
0.904837 - 1.90293 z + z2 0.01
sysd= ToDiscreteTimeModel[sys,0.01,z,
Method->"ZeroOrderHold"]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 15
Matlab
sysz =
s = tf('s'); 4.837e-05 z + 4.678e-05
sys = 1/(s^2 + 10*s + 20); -----------------------
T = 0.01; %seconds z^2 - 1.903 z + 0.9048
sysz = c2d(sys,T,'zoh')
Sample time: 0.01 seconds
Discrete-time transfer function.
1.1.7 Convert a Laplace transfer function to an ordinary
differential equation
Problem: Give a continuous time transfer function, show how to convert it to an ordinary
differential equation. This method works for non-delay systems. The transfer function
must be ratio of polynomials. For additional methods see this question at stackexchange
Mathematica
tfToDiff[tf_, s_, t_, y_, u_]:=
Module[{rhs,lhs,n,m},
rhs = Numerator[tf];
lhs = Denominator[tf];
rhs = rhs /. m_. s^n_. -> m D[u[t], {t, n}];
lhs = lhs /. m_. s^n_. -> m D[y[t], {t, n}]; 25 + 4 y'[t]+y''[t]==5 u'[t]
lhs == rhs
]
tf = (5s)/(s^2+4s+25);
tf = C0 s/(R0 C0 s + 1);
eq=tfToDiff[tf, s, t, y, u]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 16
1.2 Obtain the step response of an LTI from its
transfer function
Problem: Find the unit step response for the continuous time system defined by the
transfer function
25
H(s) = 2
s + 4s + 25
Mathematica
Clear["Global`*"];
tf=TransferFunctionModel[25/(s^2+4s+25),s]; step response
y = OutputResponse[tf, UnitStep[t], t];
1.4
1.2
Plot[Evaluate@y, {t, 0, 4}, 1.0
PlotRange -> {{0, 4}, {0, 1.4}}, 0.8
Frame -> True,
y(t)
0.6
FrameLabel -> {{"y(t)", None},
0.4
{t, "step response"}},
0.2
GridLines -> Automatic,
GridLinesStyle -> Dashed, 0.0
0 1 2 3 4
ImageSize -> {300, 300},
t
PlotStyle -> Red,
AspectRatio -> 1]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 17
Matlab
clear all;
s = tf('s'); step response
sys = 25/(s^2+4*s+25); 1.4
[y,t] = step(sys,4); 1.2
plot(t,y,'r'); 0.8
y(t)
xlim([0 4]); 0.6
ylim([0 1.4]); 0.4
title('step response'); 0.2
xlabel('t');
0
ylabel('y(t)'); 0 1 2 3 4
t
grid
set(gcf,'Position',[10,10,310,310]);
Maple
restart:
with(DynamicSystems):
sys := TransferFunction(25/(s^2+4*s+25)):
ResponsePlot(sys, Step(),duration=4);
1.3 plot the impulse and step responses of a
system from its transfer function
Problem: Find the impulse and step responses for the continuous time system defined
by the transfer function
1
H(s) = 2
s + 0.2s + 1
and display these on the same plot up to some t value.
Side note: It was easier to see the analytical form of the responses in Mathematica and
Maple so it is given below the plot.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 18
Mathematica
Clear["Global`*"];
SetDirectory[NotebookDirectory[]]
{1 - E^(-t/10) Cos[(3 Sqrt[11] t)/10]
sys = TransferFunctionModel
- (
[1/(s^2 + 2/10 s + 1), s];
E^(-t/10) Sin[(3 Sqrt[11]t)/10])/
(3 Sqrt[11])}
yStep = Assuming[t > 0,
Simplify@OutputResponse[
sys, UnitStep[t], t]]
yImpulse = Simplify@ {(10 E^(-t/10) HeavisideTheta[t]
OutputResponse[sys,DiracDelta[t],t] Sin[(3 Sqrt[11] t)/10])/(3 Sqrt[11])}
p = Grid[{
{Plot[Evaluate@{yStep, yImpulse},
{t, 0, 50},
PlotRange -> {{0, 50}, {-0.8, 2.0}},
Frame -> True,
step and impulse reponse
2.0
FrameLabel -> {{"y(t)", None}, 1.5
{t, "step and impulse reponse"}}, 1.0
GridLines -> Automatic,
y(t)
0.5
GridLinesStyle -> Dashed, 0.0
ImageSize -> {300, 300}, -0.5
PlotStyle -> {Red, Black}, 0 10 20 30 40 50
t
AspectRatio -> 1] step response=1 - ⅇ-t/10 Cos 3 11 t
10
-
ⅇ-t/10 Sin
3 11
3 11 t
10
},
3 11 t
10 ⅇ-t/10 HeavisideTheta[t] Sin
impulse response= 10
3 11
{Row[{"step response=", Re@yStep}]},
{Row[{"impulse response=",Re@yImpulse}]}
}, Alignment -> Left, Frame -> True]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 19
Matlab
clear all; close all;
t = 0:0.05:50;
s = tf('s');
sys = 1/(s^2+0.2*s+1); Step and Impulse responses
y = step(sys,t); 2
step
plot(t,y,'-r') 1.5 impulse
hold on
1
y = impulse(sys,t);
y(t)
plot(t,y,'-k') 0.5
title('Step and Impulse responses'); 0
xlabel('t');
-0.5
ylabel('y(t)');
xlim([0 50]); 0 10 20 30 40 50
t
ylim([-0.8 2]);
legend('step','impulse');
grid on;
set(gcf,'Position',[10,10,310,310]);
Maple
Using Maple DynamicSystems
restart:
alias(DS=DynamicSystems):
sys:=DS:-TransferFunction(1/(s^2+0.2*s+1)):
p1:=DS:-ResponsePlot(sys, DS:-Step(),
duration=50,color=red,legend="step"):
p2:=DS:-ImpulseResponsePlot(sys,
50,
legend="impulse"):
plots:-display([p1,p2],axes=boxed,
title=`step and impulse reponses`);
Using Laplace transform method:
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 20
with(inttrans):
with(plottools):
H:=1/(s^2+0.2*s+1);
input:=laplace(Heaviside(t),t,s):
yStep:=invlaplace(input*H,s,t);
input:=laplace(Dirac(t),t,s):
yImpulse:=invlaplace(input*H,s,t);
plot([yStep,yImpulse],t=0.001..50,
title=`step response`,
labels=[`time`,`y(t)`],
color=[red,black],
legend=["step","impulse"]);
1.4 Obtain the response of a transfer function for
an arbitrary input
Problem: Find the response for the continuous time system defined by the transfer
function
1
H(s) = 2
s + 0.2s + 1
when the input is given by
u(t) = sin(t)
and display the response and input on the same plot.
Side note: It was easier to see the analytical form of the responses in Mathematica and
Maple so it is given below the plot.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 21
Mathematica
Clear["Global`*"];
SetDirectory[NotebookDirectory[]]
sys=TransferFunctionModel[1/(s^2+2/10 s+1),s];
u = Sin[t];
y = OutputResponse[sys, u, t];
p = Grid[{ input and its reponse
{Plot[Evaluate@{y, u}, {t, 0, 50}, 4
PlotRange -> {{0, 50}, {-5, 5}}, 2
Frame -> True,
y(t)
0
FrameLabel -> {{"y(t)", None},
-2
{"t", "input and its reponse"}},
GridLines -> Automatic, -4
0 10 20 30 40 50
GridLinesStyle -> Dashed, t
ImageSize -> {300, 300},
PlotStyle -> {Red, Black},
AspectRatio -> 1]
}
}, Alignment -> Left, Frame -> True]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 22
Matlab
clear all;
close all;
t = 0:0.05:50;
u = sin(t); input and its response
5
s = tf('s');
sys = 1/(s^2+0.2*s+1);
[num,den] = tfdata(sys,'v');
y(t)
y = lsim(num,den,u,t);
0
plot(t,u,'k',t,y,'r');
title('input and its response');
xlabel('t'); ylabel('y(t)'); -5
0 10 20 30 40 50
xlim([0 50]); t
ylim([-5 5]);
grid on;
set(gcf,'Position',[10,10,310,310]);
Maple
restart;
with(inttrans):H:=1/(s^2+0.2*s+1);
input:=sin(t);
inputS:=laplace(input,t,s):
y:=invlaplace(inputS*H,s,t);
plot([y,input],t=0..25,
title=`system response`,
labels=[`time`,`y(t)`],
color=[black,red],
legend=["response","input"]);
Using DynamicSystem package
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 23
restart:
alias(DS=DynamicSystems):
sys :=DS:-TransferFunction(1/(s^2+0.2*s+1)):
p1:=DS:-ResponsePlot(sys, sin(t),
duration=25,color=black,legend="response"):
p2:=plot(sin(t),t=0..25,color=red,
legend="input",size=[400,"default"]):
plots:-display([p2,p1],axes=boxed,
title="step and impulse reponses",
legendstyle= [location=right]);
1.5 Obtain the poles and zeros of a transfer
function
Problem: Find the zeros, poles, and gain for the continuous time system defined by the
transfer function
25
H(s) = 2
s + 4s + 25
Mathematica
Clear["Global`*"];
{{{}}}
sys=TransferFunctionModel[25/(s^2+4 s+25),s];
TransferFunctionZeros[sys]
TransferFunctionPoles[sys]//N {{{-2.-4.58258 I,-2.+4.58258 I}}}
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 24
Matlab
z =
clear all; Empty matrix: 0-by-1
s = tf('s');
sys = 25/(s^2+4*s+25); p =
[z,p,k] =zpkdata(sys,'v') -2.0000 + 4.5826i
-2.0000 - 4.5826i
Maple
restart;
alias(DS=DynamicSystems): zeros:= []
sys:=DS:-TransferFunction(25/(s^2+4*s+25)): poles:= [-2.000000000-4.582575695*I,
r :=DS:-ZeroPolePlot(sys,output=data): -2.+4.582575695*I]
zeros := r[1];
poles := r[2];
1.6 Generate Bode plot of a transfer function
Problem: Generate a Bode plot for the continuous time system defined by the transfer
function
5s
H(s) = 2
s + 4s + 25
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 25
Mathematica
Clear["Global`*"];
tf=TransferFunctionModel[(5 s)/(s^2+4s+25),s]; Bode plot
BodePlot[tf, GridLines -> Automatic, -20
magnitude (db)
ImageSize -> 300, -40
FrameLabel -> {{{"magnitude (db)", None}, -60
{None, "Bode plot"}}, 0.1 1 10 100
{{"phase(deg)", None}, 50
{"Frequency (rad/sec)", None}}},
phase(deg)
0
ScalingFunctions -> {{"Log10", "dB"}, -50
{"Log10", "Degree"}}, 0.1 1 10 100
Frequency (rad/sec)
PlotRange -> {{{0.1, 100}, Automatic},
{{0.1, 100}, Automatic}}
]
Matlab 10
Bode Diagram
0
Magnitude (dB)
clear all; -10
s = tf('s'); -20
-30
sys = 5*s / (s^2 + 4*s + 25); -40
90
bode(sys);
Phase (deg)
45
grid; 0
set(gcf,'Position',[10,10,400,400]); -45
-90
10 -1 10 0 10 1 10 2
Frequency (rad/s)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 26
Maple
restart:
alias(DS=DynamicSystems):
sys:=DS:-TransferFunction(5*s/(s^2+4*s+25)):
DS:-BodePlot(sys,output=dualaxis,
range=0.1..100);
or can plot the the two bode figures on top of each
others as follows
DS:-BodePlot(sys,size=[400,300],
output=verticalplot,range=0.1..100);
1.7 How to check that state space system
x0 = Ax + Bu is controllable?
A system described by
x0 = Ax + Bu
y = Cx + Du
Is controllable if for any initial state x0 and any final state xf there exist an input u
which moves the system from x0 to xf in finite time. Only the matrix A and B are
needed to decide on controllability. If the rank of
[B AB A2 B . . . An−1 B]
is n which is the number of states, then the system is controllable. Given the matrix
0 1 0 0
0 0 −1 0
A=
0 0 0 1
0 0 5 0
And
0
1
B=
0
−2
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 27
Mathematica
A0 = {{0, 1, 0, 0},
{0, 0, -1, 0},
{0, 0, 0, 1}, 0 1 0 2
{0, 0, 5, 0}}; 1 0 2 0
B0 = {{0}, {1}, {0}, {-2}}; 0 −2 0 −10
sys = StateSpaceModel[{A0, B0}]; −2 0 −10 0
m = ControllabilityMatrix[sys]
ControllableModelQ[sys]
True
MatrixRank[m]
4
Matlab
A0 = [0 1 0 0;
0 0 -1 0; m =
0 0 0 1; 0 1 0 2
0 0 5 0]; 1 0 2 0
B0 = [0 1 0 -2]'; 0 -2 0 -10
sys = ss(A0,B0,[],[]); -2 0 -10 0
m = ctrb(sys)
rank(m)
4
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 28
Maple
restart:
alias(DS=DynamicSystems):
A:=Matrix( [ [0,1,0,0],
[0,0,-1,0],
0 1 0 2
[0,0,0,1],
1
0 2 0
[0,0,5,0]
] 0 −2 0 −10
);
−2 0 −10 0
B:=Matrix([[0],[1],[0],[-2]]);
sys:=DS:-StateSpace(A,B);
m:=DS:-ControllabilityMatrix(sys);
DS:-Controllable(sys,method=rank);
true
DS:-Controllable(sys,method=staircase);
true
LinearAlgebra:-Rank(m);
4
1.8 Obtain partial-fraction expansion
Problem: Given the continuous time S transfer function defined by
s4 + 8s3 + 16s2 + 9s + 9
H(s) =
s3 + 6s2 + 11s + 6
obtain the partial-fractions decomposition.
Comment: Mathematica result is easier to see visually since the partial-fraction decom-
position returned in a symbolic form.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 29
Remove["Global`*"];
expr = (s^4+8 s^3+16 s^2+9 s+6)/
2 + s +3/(1+s) -4/(2+s) -6/(3+s)
(s^3+6 s^2+11 s+6);
Apart[expr]
Matlab
r =
-6.0000
-4.0000
clear all; 3.0000
s=tf('s');
tf_sys = (s^4+8*s^3+16*s^2+9*s+6)/... p =
(s^3+6*s^2+11*s+6); -3.0000
[num,den] = tfdata(tf_sys,'v'); -2.0000
[r,p,k] = residue(num,den) -1.0000
k =
1 2
Maple
p:=(s^4+8*s^3+16*s^2+9*s+9)/(s^3+6*s^2+11*s+6);
7 9 9
p0:=convert(p,parfrac); s+2−
s+2
−
2s + 6
+
2s + 2
[op(p0)]; 7 9 9
[s, 2, ,− , ]
s + 2 2s + 6 2s + 2
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 30
1.9 Obtain Laplace transform for a piecewise
functions
Problem: Obtain the Laplace transform for the function defined in the following figure.
f(t)
T t
Function f(t) to obtain its Laplace transform
Comment: Mathematica solution was easier than Matlab’s. In Matlab the definition
of the Laplace transform is applied to each piece separately and the result added. Not
finding the piecewise maple function to access from inside MATLAB did not help.
Mathematica
Remove["Global`*"];
f[t_] := Piecewise[{{0,t<0},
{t,t>= 0 && t< T}, Out[]= (1 - E^((-s)*T))/s^2
{T, t>T}}]
Simplify[LaplaceTransform[f[t],t,s] ,{T>0}]
Matlab
clear all;
syms T t s;
syms s positive; 1 - exp(-T s)
I1 = int(t*exp(-s*t),t,0,T); -------------
I2 = int(T*exp(-s*t),t,T,Inf); 2
result = simple(I1+I2); s
pretty(result)
Maple
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 31
With Maple, had to use Heaviside else Laplace will
not obtain the transform of a piecewise function.
restart;
assume(T>0): 1 − e−sT
interface(showassumed=0): s2
f:=t->piecewise(t<0,0,t>=0 and t<T,t,t>T,T):
r:=convert(f(t),Heaviside):
r:=inttrans[laplace](r,t,s);
1.10 Obtain Inverse Laplace transform of a
transfer function
Problem: Obtain the inverse Laplace transform for the function
s4 + 5s3 + 6s2 + 9s + 30
H(s) =
s4 + 6s3 + 21s2 + 46s + 30
Mathematica
Remove["Global`*"];
f = (s^4+5 s^3+6 s^2+9 s+30)/(s^4+6 s^3+21 s^2+46 s+30);
InverseLaplaceTransform[f,s,t];
Expand[FullSimplify[%]]
3e−3t 23e−t
1 i
δ(t) + + e(−1−3i)t (73 + 326i)e6it + (−326 − 73i) − +
234 234 26 18
Matlab
clear all;
syms s t
f = (s^4+5*s^3+6*s^2+9*s+30)/(s^4+6*s^3+21*s^2+46*s+30);
pretty(f)
4 3 2
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 32
s + 5 s + 6 s + 9 s + 30
-----------------------------
4 3 2
s + 6 s + 21 s + 46 s + 30
pretty(ilaplace(f))
/ 399 sin(3 t) \
253 exp(-t) | cos(3 t) + ------------ |
23 exp(-t) 3 exp(-3 t) \ 253 /
---------- - ----------- + dirac(t) - ---------------------------------------
18 26 117
Maple
restart;
interface(showassumed=0):
p:=(s^4+5*s^3+6*s^2+9*s+30)/(s^4+6*s^3+21*s^2+46*s+30);
r:=inttrans[invlaplace](p,s,t);
3 e−3 t (−506 cos (3 t) − 798 sin (3 t) + 299) e−t
Dirac(t) − +
26 234
1.11 Display the response to a unit step of an
under, critically, and over damped system
Problem: Obtain unit step response of the second order system given by the transfer
function
ωn2
H(s) = 2
s + 2ξωn s + ωn2
in order to illustrate the response when the system is over, under, and critically damped.
use ωn = 1 and change ξ over a range of values that extends from under damped to
over damped.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 33
Mathematica
Clear["Global`*"];
Needs["PlotLegends`"]
sys=TransferFunctionModel[w^2/(s^2+2*z*w*s+w^2),s];
zValues = Range[.2,1.2,.2];
fun = OutputResponse[sys/.{w->1,z->#}, UnitStep[t],
{t,0,20}]&/@zValues;
Plot[Evaluate@Flatten@Table[fun[[i]],
{i,1,Length[fun]}],
{t,0,20},
Frame->True,
FrameLabel->{{"y(t)",None},
{"t","step response for different \[Xi] values"}},
PlotRange->{{0,20},{0,1.6}},
GridLines->Automatic,
GridLinesStyle->Dashed,
PlotLegend->zValues,
LegendPosition->{0.76,-0.5},LegendSize -> 1,
LegendLabel -> "\[Xi] values",
ImageSize -> 450,
LabelStyle -> 14,AspectRatio -> 1
]
step response for different ξ values
1.5
ξ values
0.2
1.0
0.4
y(t)
0.6
0.8
0.5 1.
1.2
0.0
0 5 10 15 20
t
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 34
Matlab
clear; close all;
wn = 1;
z = .2:.2:1.2;
t = 0:0.05:20;
y = zeros(length(t),length(z));
legendStr = cell(length(z),1);
for i = 1:length(z)
[num,den] = ord2(wn,z(i));
num = num*wn^2;
[y(:,i),~,~] = step(num,den,t);
legendStr(i) = {sprintf('%1.1f',z(i))};
end
plot(t,y);
legend(legendStr);
title(sprintf(
'2nd order system step response with changing %s',
'\zeta'));
xlabel('time (sec)');
ylabel('amplitude');
grid on;
set(gcf,'Position',[10,10,400,400]);
2nd order system step response with changing 1
1.6
0.2
1.4 0.4
0.6
0.8
1.2 1.0
1.2
1
amplitude
0.8
0.6
0.4
0.2
0
0 5 10 15 20
time (sec)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 35
Maple
restart;
alias(DS=DynamicSystems):
H := (w,zeta)->w^2/(s^2+2*zeta*w*s+w^2):
sys := (w,zeta)->DS:-TransferFunction(H(w,zeta)):
zetaValues := [seq(i,i=0.1..1.2,.2)]:
sol:=map(z->DS:-Simulate(sys(1,z),
Heaviside(t)),zetaValues):
c :=ColorTools:-GetPalette("Niagara"):
plots:-display(seq(plots[odeplot]
(sol[i],t=0..20,color=c[i],
legend=typeset(zeta,"=",zetaValues[i]),
legendstyle=[location=right]),
i=1..nops(zetaValues)),
gridlines=true,
title="step response for different damping ratios",
labels=[typeset(t),typeset(y(t))]);
Instead of using Simulate as above, another option is to use ResponsePlot which gives
same plot as above.
restart;
alias(DS=DynamicSystems):
c:=ColorTools:-GetPalette("Niagara"):
H:=(w,zeta)->w^2/(s^2+2*zeta*w*s+w^2):
sys:= (w,zeta)->
DS:-TransferFunction(H(w,zeta)):
zetaValues := [seq(i,i=0.1..1.2,.2)]:
sol:=map(i->DS:-ResponsePlot(sys(1,zetaValues[i]),
Heaviside(t),
duration=14,
color=c[i],
legend=typeset(zeta,"=",zetaValues[i]),
legendstyle=[location=right]
),
[seq(i,i=1..nops(zetaValues))]
):
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 36
plots:-display(sol,gridlines=true,
title="step response for different damping ratios",
labels=[typeset(t),typeset(y(t))]
);
1.12 View steady state error of 2nd order LTI
system with changing undamped natural
frequency
Problem: Given the transfer function
ωn2
H(s) =
s2 + 2ξωn s + ωn2
Display the output and input on the same plot showing how the steady state error
changes as the un damped natural frequency ωn changes. Do this for ramp and step
input.
The steady state error is the difference between the input and output for large time.
In other words, it the difference between the input and output at the time when the
response settles down and stops changing.
Displaying the curve of the output and input on the same plot allows one to visually
see steady state error.
Use maximum time of 10 seconds and ξ = 0.707 and change ωn from 0.2 to 1.2.
Do this for ramp input and for unit step input. It can be seen that with ramp input,
the steady state do not become zero even at steady state. While with step input, the
steady state error can become zero.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 37
1.12.1 Mathematica
1.12.1.1 ramp input
Remove["Global`*"];
sys = TransferFunctionModel[w^2 /(s^2+2 z w s+w^2 ),s];
z = .707;
nTrials = 6;
maxTime = 10;
tb = Table[Plot[
Evaluate@{t,OutputResponse[sys/.w->0.2*i,t,t]},
{t,0,maxTime},
Frame->True,
PlotRange->All,
FrameLabel->{
{"y(t)",None},
{"t","Subscript[\[Omega], n]="<>ToString[0.2*i]}
}
],
{i,1,nTrials}];
Grid[Partition[tb,2]]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 38
ωn =0.2 ωn =0.4
10 10
8 8
6 6
y(t)
y(t)
4 4
2 2
0 0
0 2 4 6 8 10 0 2 4 6 8 10
t t
ωn =0.6 ωn =0.8
10 10
8 8
6 6
y(t)
y(t)
4 4
2 2
0 0
0 2 4 6 8 10 0 2 4 6 8 10
t t
ωn =1. ωn =1.2
10 10
8 8
6 6
y(t)
y(t)
4 4
2 2
0 0
0 2 4 6 8 10 0 2 4 6 8 10
t t
1.12.1.2 step input
tb = Table[Plot[
Evaluate@{UnitStep[t],
OutputResponse[sys/.w->0.2*i,UnitStep[t],t]},
{t,0,maxTime},
Frame->True,
PlotRange->All,
FrameLabel->{
{"y(t)",None},
{"t","Subscript[\[Omega], n]="<>ToString[0.2*i]}
}
],
{i,1,nTrials}];
Grid[Partition[tb,2]]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 39
ωn =0.2 ωn =0.4
1.0 1.0
0.8 0.8
0.6 0.6
y(t)
y(t)
0.4 0.4
0.2 0.2
0.0 0.0
0 2 4 6 8 10 0 2 4 6 8 10
t t
ωn =0.6 ωn =0.8
1.0 1.0
0.8 0.8
0.6 0.6
y(t)
y(t)
0.4 0.4
0.2 0.2
0.0 0.0
0 2 4 6 8 10 0 2 4 6 8 10
t t
ωn =1. ωn =1.2
1.0 1.0
0.8 0.8
0.6 0.6
y(t)
y(t)
0.4 0.4
0.2 0.2
0.0 0.0
0 2 4 6 8 10 0 2 4 6 8 10
t t
1.13 Show the use of the inverse Z transform
These examples show how to use the inverse a Z transform.
1.13.1 example 1
Problem: Given
z
F (z) =
z−1
find x[n] = F −1 (z) which is the inverse Ztransform.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 40
Clear["Global`*"];
x[n_]:= InverseZTransform[z/(z-1),z,n]
ListPlot[Table[{n,x[n]},{n,0,10}], Inverse Ztransform of
z
z-1
Frame->True, 1.2
1.0 ● ● ● ● ● ● ● ● ● ● ●
FrameLabel->{{"x[n]",None}, 0.8
{"n","Inverse Ztransform of z/(z-1)"}}, x[n]
0.6
0.4
FormatType->StandardForm,
0.2
RotateLabel->False, 0.0
0 2 4 6 8 10
Filling->Axis, n
FillingStyle->Red,
PlotRange->{Automatic,{0,1.3}},
PlotMarkers->{Automatic,12}]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 41
function e19()
nSamples = 10;
z = tf('z');
h = z/(z-1);
[num,den] = tfdata(h,'v');
[delta,~] = impseq(0,0,nSamples);
xn = filter(num,den,delta);
stem(xn);
title('Inverse Z transform of z/(z-1)');
xlabel('n'); ylabel('x[n]'); Inverse Z transform of z/(z-1)
ylim([0 1.3]); 1.2
set(gcf,'Position',[10,10,400,400]); 1
0.8
end
x[n]
0.6
0.4
%function from Signal Processing by Proakis 0.2
%corrected a little by me for newer matlab version 0
0 2 4 6 8 10 12
function [x,n] = impseq(n0,n1,n2) n
% Generates x(n) = delta(n-n0); n1 <= n,n0 <= n2
% ----------------------------------------------
% [x,n] = impseq(n0,n1,n2)
%
if ((n0 < n1) || (n0 > n2) || (n1 > n2))
error('arguments must satisfy n1 <= n0 <= n2')
end
n = n1:n2;
x = (n-n0) == 0;
end
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 42
1.13.2 example 2
Problem: Given
5z
F (z) =
(z − 1)2
find x[n] = F −1 (z)
In Mathematica analytical expression of the inverse Z transform can be generated as
well as shown below
Mathematica
Clear["Global`*"];
x[n_]:= InverseZTransform[(5 z)/(z-1)^2,z,n];
ListPlot[Table[{n,x[n]},{n,0,10}],
Frame->True, 5z
Inverse Ztransform of
(z - 1)2
FrameLabel->{{"x[n]",None}, 60
{"n","Inverse Ztransform of (5 z)/(z-1)^2"}},
50 ●
●
40 ●
●
FormatType->StandardForm, x[n] 30
●
●
20 ●
RotateLabel->False, 10 ●
●
Filling->Axis,
●
0 ●
0 2 4 6 8 10
n
FillingStyle->Red,
PlotRange->{Automatic,{0,60}},
PlotMarkers->{Automatic,12},
ImageSize->350]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 43
function e19_2()
nSamples = 10;
z = tf('z');
Inverse Z transform of 5z/(z-1)2
h = (5*z)/(z-1)^2; 60
[num,den] = tfdata(h,'v'); 50
[delta,~] = impseq(0,0,nSamples);
40
xn = filter(num,den,delta);
x[n]
30
stem(xn); 20
title('Inverse Z transform of 5z/(z-1)^2'); 10
xlabel('n'); ylabel('x[n]');
ylim([0 60]);
0
0 2 4 6 8 10 12
n
set(gcf,'Position',[10,10,400,400]);
end
1.14 Find the Z transform of sequence x(n)
1.14.1 example 1
Find the Z transform for the unit step discrete function
Given the unit step function x[n] = u[n] defined as x = {1, 1, 1, · · ·} for n ≥ 0 , find
its Z transform.
Mathematica
Remove["Global`*"];
Out[] = z/(-1+z)
ZTransform[UnitStep[n],n,z]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 44
syms n 1
pretty(ztrans(heaviside(n))) ----- + 1/2
z - 1
1.14.2 example 2
1 n
u(n) + (0.9)n−3 u(n)
Find the Z transform for x[n] = 3
Mathematica
f[n_]:=((1/3)^n+(9/10)^(n-3))UnitStep[n];
z (3/(-1+3 z)+10000/(729 (-9+10 z)))
ZTransform[f[n],n,z]
Matlab
syms n
pretty(ztrans( 100 1
((1/3)^n+(0.9)^(n-3)) ------------- + ------- + 1729/1458
*heaviside(n))) 81 (z - 9/10) 3 z - 1
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 45
1.15 Sample a continuous time system
Given the following system, sample the input and find and plot the plant output
ZOH
Plant
ut e t sint ukT ykT
1e Ts 3s
T1 s
Sampling s1s2
period
1 ut T
t
0 T
Equivalent discrete time
system is given by the Z
1e Ts 3s
transform of the ZOH Z s s1s2
Laplace transform times
the plant transfer
function
In Mathematica, the above is implemented as follows
s = tf('s');
plant = (1/s)*(1/(s+0.5));
c2d(plant,sampleTime,'zoh')
In Matlab it is implemented
as follows
Use sampling frequency f = 1 Hz and show the result for up to 14 seconds. Use as
input the signal u(t) = exp(−0.3t) sin(2π(f /3)t).
Plot the input and output on separate plots, and also plot them on the same plot.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 46
Clear["Global`*"];
nSamples =14;
f =1.0;
sampleTime =1/f;
u[t_] := Sin[2*Pi*(f/3)*t]*Exp[-0.3*t]
ud[n_]:= u[n*sampleTime]; -0.697632 + 0.697632 z
plant = TransferFunctionModel[ 0.0497871 - 0.503215 z + z2 1.
(3 s)/((s+1)(s+2)),s];
sysd = ToDiscreteTimeModel[plant,
sampleTime,
z,
Method->"ZeroOrderHold"]
opts = {Joined->True,PlotRange->All,
AspectRatio->1,InterpolationOrder->0,
ImageSize->200,Frame->True,
PlotRange->{{0,nSamples},{-0.5,0.5}},
GridLines->Automatic,GridLinesStyle->Dashed};
inputPlot = ListPlot[Table[ud[k],{k,0,nSamples}],
Evaluate[opts],
FrameLabel->{{"u(t)",None},
{"n","plant input u(nT)"}},
PlotStyle->{Thick,Red}];
plantPlot=ListPlot[OutputResponse[sysd,Table[ud[k],
{k,0,nSamples}]],
Evaluate[opts],
FrameLabel->{{"y(t)",None},
{"n","plant output y(nT)"}},
PlotStyle->{Thick,Blue}];
Grid[{{inputPlot,plantPlot}}]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 47
plant input u(nT) plant output y(nT)
0.6 0.4
0.4
0.2
0.2
0.0
u(t)
y(t)
0.0
-0.2
-0.2
-0.4
-0.4
-0.6
2 4 6 8 10 12 14 2 4 6 8 10 12 14
n n
Show[{inputPlot,plantPlot},
PlotLabel->"input/output plot"]
input/output plot
plant input u(nT)
0.6
0.4
0.2
u(t)
0.0
-0.2
-0.4
2 4 6 8 10 12 14
n
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 48
clear all; close all;
nSamples = 14; plantD =
f = 1;
T = 1/f; 0.6976 z - 0.6976
u=@(t) sin(2*pi*(f/3).*t).*exp(-0.3.*t); ------------------------
ud=@(n) u(n*T); z^2 - 0.5032 z + 0.04979
U=ud(1:14); %sampled input
s=tf('s'); Sample time: 1 seconds
plant = (3*s)/((s+1)*(s+2)); Discrete-time transfer function.
plantD = c2d(plant,T,'zoh')
Linear Simulation Results
0.8
0.6
0.4
Amplitude
0.2
lsim(plantD,U,0:nSamples-1)
grid 0
-0.2
-0.4
-0.6
0 5 10
Time (seconds)
1.16 Find closed loop transfer function from the
open loop transfer function for a unity
feedback
Problem: Given
s
L(s) =
(s + 4)(s + 5)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 49
as the open loop transfer function, how to find G(s), the closed loop transfer function
for a unity feedback?
Ls
Rs s Cs
s4 s5
Convert to
Rs
Gs Cs
Mathematica
Clear["Global`*"];
sys = TransferFunctionModel[ s
s/((s+4)(s+5)),s] (4 + s) (5 + s)
closedLoop = SystemsModelFeedbackConnect[sys]; s
20 + 10 s + s2
The system wrapper can be removed in order to obtain the rational polynomial expres-
sion as follows
First[Flatten[closedLoop[[1,1]]/ s
closedLoop[[1,2]]]] s2 + 10s + 20
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 50
clear all; close all; Transfer function:
s=tf('s'); s
sys=s/((s+4)*(s+5)); ---------------
closedloop=feedback(sys,1) s^2 + 10 s + 20
1.17 Compute the Jordan canonical/normal form
of a matrix A
Mathematica
Remove["Global`*"];
m={{3,-1,1,1,0,0},
3 −1 1 1 0 0
{1, 1,-1,-1,0,0}, 1 1 −1 −1 0 0
{0,0,2,0,1,1},
0 0 2 0 1 1
{0,0,0,2,-1,-1},
0 0 0 2 −1 −1
{0,0,0,0,1,1},
{0,0,0,0,1,1}}; 0 0 0 0 1 1
MatrixForm[m] 0 0 0 0 1 1
0 0 0 0 0 0
0 2 1 0 0 0
{a,b}=JordanDecomposition[m];
0 0 2 0 0 0
b
0 0 0 2 1 0
0 0 0 0 2 1
0 0 0 0 0 2
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 51
clear all;
A=[3 -1 1 1 0 0; ans =
1 1 -1 -1 0 0; 0 0 0 0 0 0
0 0 2 0 1 1; 0 2 1 0 0 0
0 0 0 2 -1 -1; 0 0 2 1 0 0
0 0 0 0 1 1; 0 0 0 2 0 0
0 0 0 0 1 1;] 0 0 0 0 2 1
0 0 0 0 0 2
jordan(A)
Maple
restart;
A:=Matrix([[3,-1,1,1,0,0],
0 0 0 0 0 0
[1, 1,-1,-1,0,0], 0 2 1 0 0 0
[0,0,2,0,1,1],
0 0 2 1 0 0
[0,0,0,2,-1,-1],
0 0 0 2 0 0
[0,0,0,0,1,1],
0 0 0 0 2 1
[0,0,0,0,1,1]]);
LinearAlgebra:-JordanForm(A);
0 0 0 0 0 2
1.18 Solve the continuous-time algebraic Riccati
equation
Problem: Solve for X in the Riccati equation
A0 X + XA − XBR−1 B 0 X + C 0 C = 0
given
−3 2
A=
1 1
0
B=
1
C = 1 −1
R=3
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 52
Mathematica
Clear ["Global`*"];
a={{-3,2},{1,1}};
b={{0},{1}};
c={{1,-1}};
0.589517 1.82157
r={{3}}; 1.82157 8.81884
sol=RiccatiSolve[{a,b},{Transpose[c].c,r}];
MatrixForm[N[sol]]
Matlab
%needs control system
clear all; close all;
a = [-3 2;1 1]; x =
b = [0 ; 1]; 0.5895 1.8216
c = [1 -1]; 1.8216 8.8188
r = 3;
x = care(a,b,c'*c,r)
Maple
restart;
A:=Matrix([[-3,2],[1,1]]);
B:=Vector([0,1]);
C:=Vector[row]([1,-1]);
0.5895174373 1.8215747249
Q:=C^%T.C; 1.8215747249 8.8188398069
R:=Matrix([[3]]);
LinearAlgebra:-CARE(A,B,Q,R)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 53
1.19 Solve the discrete-time algebraic Riccati
equation
Problem: Given a continuous-time system represented by a transfer function
1
s(s + 0.5)
convert this representation to state space and sample the system at sampling period of
1 second, and then solve the discrete-time Riccati equation.
The Riccati equation is given by
A0 X + XA − XBR−1 B 0 X + C 0 C = 0
Let R = [3].
Mathematica
Clear["Global`*"];
sys=TransferFunctionModel[1/(s(s+.5)),s];
0.360816 + 0.426123 z
dsys=ToDiscreteTimeModel[sys,
0.606531 - 1.60653 z + z2 1.
1,z,Method->"ZeroOrderHold"]
0 1. 0
ss = StateSpaceModel[dsys] -0.606531 1.60653 1.
0.360816 0.426123 0 1.
a = ss[[1,1]];
b = ss[[1,2]];
c = ss[[1,3]];
d = ss[[1,4]];
0.671414 −0.977632
r = {{3}};
DiscreteRiccatiSolve[{a,b}, −0.977632 2.88699
{Transpose[c].c,r}];
MatrixForm[%]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 54
dsys =
clear all; close all; 0.4261 z + 0.3608
s = tf('s'); ----------------------
sys = 1/(s*(s+0.5)); z^2 - 1.607 z + 0.6065
dsys = c2d(sys,1)
Sample time: 1 seconds
Discrete-time transfer function.
A =
1.6065 -0.6065
1.0000 0
B =
1
0
[A,B,C,D]=dssdata(dsys) C =
0.4261 0.3608
D =
0
2.8870 -0.9776
-0.9776 0.6714
ans =
dare(A,B,C'*C,3)
2.8870 -0.9776
-0.9776 0.6714
Maple
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 55
restart;
alias(DS=DynamicSystems):
sys := DS:-TransferFunction(1/(s*(s+1/2)));
sys := DS:-ToDiscrete(sys, 1, 'method'='zoh');
0.6714144604 −0.9776322436
sys := DS:-StateSpace(sys);
Q:=sys:-c^%T.sys:-c; −0.9776322436 2.8869912178
R:=Matrix([[3]]);
LinearAlgebra:-DARE(sys:-a,sys:-b,Q,R)
1.20 Display impulse response of H(z) and the
impulse response of its continuous time
approximation H(s)
Plot the impulse response of H(z) = z/(z 2 − 1.4z + 0.5) and using sampling period
of T = 0.5 find continuous time approximation using zero order hold and show the
impulse response of the system and compare both responses.
Mathematica
maxSimulationTime = 10;
samplePeriod = 0.5;
tf = TransferFunctionModel[z/(z^2-1.4 z+0.5),
z,
SamplingPeriod->samplePeriod];
z
2
0.5 - 1.4 z + z 0.5
Find its impulse response
discreteResponse=First@OutputResponse[tf,DiscreteDelta[k],
{k,0,maxSimulationTime}]
{0.,1.,1.4,1.46,1.344,1.1516,0.94024,0.740536,
0.56663,0.423015,0.308905,0.22096,0.154891,
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 56
0.106368,0.0714694,0.0468732,0.0298878,
0.0184063,0.0108249,0.00595175,0.00291999}
approximate to continuous time, use ZeroOrderHold
ctf = ToContinuousTimeModel[tf, s, Method -> "ZeroOrderHold"]
5.60992 + 1.25559 s
0.560992 + 1.38629 s + s 2
Find the impulse response of the continuous time system
continouseTimeResponse=Chop@First@OutputResponse[ctf,DiracDelta[t],t]
−1.25559e−0.693147t (−13.3012θ(t) sin(0.283794t) − 1.θ(t) cos(0.283794t))
continouseTimeResponse=Chop@First@OutputResponse[ctf,DiracDelta[t],
{t,0,maxSimulationTime}]
Domain: {{0., 10.}}
InterpolatingFunction [t]
Output: scalar
Plot the impulse response of the discrete system
ListPlot[
discreteResponse,
DataRange->{0,maxSimulationTime},
Filling->Axis,
FillingStyle->{Red,
PlotMarkers->Graphics[{PointSize[0.03],
Point[{0,0}]}]},PlotRange->All,
ImageSize->300,ImagePadding->{{45,10},{35,10}},
AspectRatio->0.9,AxesOrigin->{0,0},Frame->True,Axes->None,
ImageSize->300,
Frame->True
]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 57
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
0 2 4 6 8 10
Plot the impulse response of the continuous system
Plot[samplePeriod *continouseTimeResponse,{t,0,maxSimulationTime},
PlotRange->All,Frame->True,ImageSize->300]
1.5
1.0
0.5
0.0
0 2 4 6 8 10
Plot both responses on the same plot
p = Show[
ListPlot[
discreteResponse,
Filling -> Axis,
FillingStyle -> {Red,
PlotMarkers -> Graphics[{PointSize[0.03], Point[{0, 0}]}]},
PlotRange -> All,
DataRange -> {0, maxSimulationTime},
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 58
ImageSize -> 300,
ImagePadding -> {{45, 10}, {35, 50}},
AspectRatio -> 0.9,
AxesOrigin -> {0, 0},
Frame -> True,
Axes -> None],
Plot[samplePeriod *continouseTimeResponse, {t, 0, maxSimulationTime},
PlotRange -> All],
PlotRange -> All,
FrameLabel -> {{Style["response", 10], None},
{Style["time (sec)", 10],
"impulse response of discrete system \
with its continouse time approximatio"}}
]
impulse response of discrete system with its continouse time approximatio
1.4
1.2
1.0
response
0.8
0.6
0.4
0.2
0.0
0 2 4 6 8 10
time (sec)
Do the same plot above, using stair case approximation for the discrete plot
Show[
ListPlot[
discreteResponse,
Filling->None,PlotRange->All,DataRange->{0,maxSimulationTime},
ImageSize->300,ImagePadding->{{45,10},{35,50}},AspectRatio->0.9,
AxesOrigin->{0,0},Frame->True,Axes->None,
Joined->True,InterpolationOrder->0,PlotStyle->Red],
Plot[samplePeriod *continouseTimeResponse,{t,0,maxSimulationTime},
PlotRange->All],
PlotRange->All,FrameLabel->{{Style["response",10],None},
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 59
{Style["time (sec)",10],"impulse response"}}]
impulse response of discrete system with its continouse time approximation
1.4
1.2
1.0
response 0.8
0.6
0.4
0.2
0.0
0 2 4 6 8 10
time (sec)
Matlab
clear all;
maxSimulationTime = 15;
samplePeriod = 0.5;
z=tf('z',samplePeriod);
tf=z/(z^2-1.4*z+0.5)
impulse(tf,0:samplePeriod:maxSimulationTime)
ctf=d2c(tf,'zoh')
hold on
impulse(ctf,0:maxSimulationTime)
title(['impulse response of discrete system with',...
' its continuous time approximation']);
xlabel('time (sec)');
ylabel('response');
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 60
impulse response of discrete system with its continuous time approximation
3
2.5
response
1.5
0.5
-0.5
0 5 10 15
time (sec) (seconds)
1.21 Find the system type given an open loop
transfer function
Problem: Find the system type for the following transfer functions
s+1
1. s2 −s
s+1
2. s3 −s2
s+1
3. s5
P
k (s−s )
To find the system type, the transfer function is put in the form sM Pi (s−si j ) , then the
j
system type is the exponent M . Hence it can be seen that the first system above has
type one since the denominator can be written as s1 (s − 1) and the second system has
type 2 since the denominator can be written as s2 (s − 1) and the third system has type
5. The following computation determines the type
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 61
Clear["Global`*"];
p=TransferFunctionPoles[TransferFunctionModel[
(s+1)/(s^2-s),s]]; Out[171]= 1
Count[Flatten[p],0]
p=TransferFunctionPoles[TransferFunctionModel[
(s+1)/( s^3-s^2),s]];
Out[173]= 2
Count[Flatten[p],0]
p=TransferFunctionPoles[
TransferFunctionModel[(s+1)/ s^5 ,s]];
Out[175]= 5
Count[Flatten[p],0]
Matlab
clear all;
s=tf('s'); ans =
[~,p,~]=zpkdata((s+1)/(s^2-s)); 1
length(find(p{:}==0))
[~,p,~]=zpkdata((s+1)/(s^3-s^2)); ans =
length(find(p{:}==0)) 2
[~,p,~]=zpkdata((s+1)/s^5); ans =
length(find(p{:}==0)) 5
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 62
1.22 Find the eigenvalues and eigenvectors of a
matrix
Problem, given the matrix
1 2 3
4 5 6
7 8 9
Find its eigenvalues and eigenvectors.
Mathematica
Remove["Global`*"]
1 2 3
(a = {{1,2,3}, {4,5,6}, {7,8,9}})
4 5 6
// MatrixForm
7 8 9
√ 3 √
Eigenvalues[a] 3
5 + 33 , 5 − 33 , 0
N[%] 2 2
{16.1168, −1.11684, 0.}
√
√ 4 6+ 33
− −15−√ 33
33+7 33
√
33+7 33
1
√
− 15−√√33 4 −6+ 33
Eigenvectors[a] −33+7 33 √
−33+7 33
1
N[%] 1 −2 1
0.283349 0.641675 1.
−1.28335 −0.141675 1.
1. −2. 1.
Matlab
Matlab generated eigenvectors are such that the sum of the squares of the eigenvector
elements add to one.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 63
v =
-0.2320 -0.7858 0.4082
clear all; close all; -0.5253 -0.0868 -0.8165
-0.8187 0.6123 0.4082
A=[1 2 3;4 5 6;7 8 9];
e =
[v,e]=eig(A) 16.1168 0 0
0 -1.1168 0
0 0 -0.0000
Maple
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
evalf(LinearAlgebra:-Eigenvectors(A))
First vector shows eigenvalues, and matrix on the right shows the eigenvectors in same
order.
0.2833494518 −1.2833494520 1.0
16.1168439700
−1.1168439700 , 0.6416747260 −0.1416747258 −2.0
0.0 1.0 1.0 1.0
1.23 Find the characteristic polynomial of a matrix
1 2 3
4 5 6
7 8 0
Mathematica
a = {{1,2,3},{4,5,6},{7,8,0}};
CharacteristicPolynomial[a,x]
−x3 + 6x2 + 72x + 27
Matlab
Note: Matlab and Maple generated characteristic polynomial coefficients are negative
to what Mathematica generated.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 64
But the sign difference is not important.
clear all;
A=[1 2 3;4 5 6;7 8 0];
p=poly(A)
poly2str(p,'x')
p =
1.0000 -6.0000 -72.0000 -27.0000
ans =
x^3 - 6 x^2 - 72 x - 27
Maple
restart;
A:=Matrix([[1,2,3],[4,5,6],[7,8,0]]);
LinearAlgebra:-CharacteristicPolynomial(A,x)
x3 − 6x2 − 72x − 27
1.24 Verify the Cayley-Hamilton theorem that
every matrix is zero of its characteristic
polynomial
Problem, given the matrix
1 2
3 2
Verify that matrix is a zero of its characteristic polynomial. The Characteristic poly-
nomial of the matrix is found, then evaluated for the matrix. The result should be the
zero matrix.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 65
Remove["Global`*"]
a = {{1,2},{3,2}};
n = Length[a]; x2 − 3x − 4
p = CharacteristicPolynomial[a,x]
(-4 IdentityMatrix[n] - 3 a +
0 0
MatrixPower[a,2])//MatrixForm
0 0
Another way is as follows
a = {{1,2},{3,2}};
p = CharacteristicPolynomial[a,x];
0 0
cl = CoefficientList[p,x];
0 0
Sum[MatrixPower[a,j-1] cl[[j]],
{j,1,Length[cl]}]
Matlab
MATLAB has a build-in function polyvalm() to do this more easily than in Mathematica.
Although the method shown in Mathematica can easily be made into a Matlab function
clear; ans =
A=[1 2;3 2]; x^2 - 3 x - 4
p=poly(A); ans =
poly2str(p,'x') 0 0
polyvalm(p,A) 0 0
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 66
1.25 How to check for stability of system
represented as a transfer function and state
space
Problem: Given a system Laplace transfer function, check if it is stable, then convert to
state space and check stability again. In transfer function representation, the check is
that all poles of the transfer function (or the zeros of the denominator) have negative
real part. In state space, the check is that the matrix A is negative definite. This is
done by checking that all the eigenvalues of the matrix A have negative real part. The
poles of the transfer function are the same as the eigenvalues of the A matrix. Use
5s
sys =
s2 + 4s + 25
1.25.1 Checking stability using transfer function poles
Mathematica
Remove["Global`*"];
{{{-2-I Sqrt[21],-2+I Sqrt[21]}}}
sys =TransferFunctionModel[(5s)/(s^2+4s+25),s];
poles=TransferFunctionPoles[sys]
Re[#]&/@poles Out[42]= {{{-2,-2}}}
Select[%,#>=0&] Out[44]= {}
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 67
Matlab
clear all; >>
s=tf('s'); p =
sys=5*s/( s^2+4*s+25); -2.0000 + 4.5826i
[z,p,k]=zpkdata(sys,'v'); -2.0000 - 4.5826i
p
find(real(p)>=0) ans =
Empty matrix: 0-by-1
1.25.2 Checking stability using state space A matrix
Mathematica
ss=StateSpaceModel[sys]; Out[49]= {{0,1},{-25,-4}}
a=ss[[1,1]]
e=Eigenvalues[a] Out[50]= {-2+I Sqrt[21],-2-I Sqrt[21]}
Re[#]&/@e Out[51]= {-2,-2}
Select[%,#>=0&] Out[52]= {}
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 68
sys=ss(sys); A =
[A,B,C,D]=ssdata(sys); -4.0000 -6.2500
A 4.0000 0
e =
e=eig(A) -2.0000 + 4.5826i
-2.0000 - 4.5826i
find(real(e)>=0) ans =
Empty matrix: 0-by-1
1.26 Check continuous system stability in the
Lyapunov sense
Problem: Check the stability (in Lyapunov sense) for the state coefficient matrix
0 1 0
A= 0 0 1
−1 −2 −3
The Lyapunov equation is solved using lyap() function in MATLAB and Lyapunov-
Solve[] function in Mathematica, and then the solution is checked to be positive definite
(i.e. all its eigenvalues are positive).
We must transpose the matrix A when calling these functions, since the Lyapunov
equation is defined as AT P + P A = −Q and this is not how the software above defines
them. By simply transposing the A matrix when calling them, then the result will be
correct.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 69
Remove["Global`*"]; 0 1 0
(mat = {{0,1,0},{0,0,1},{-1,-2,-3}}) 0 0 1
−1 −2 −3
p = LyapunovSolve[Transpose@mat,
2.3 2.1 0.5
-IdentityMatrix[Length[mat]]]; 2.1 4.6 1.3
MatrixForm[N[p]]
0.5 1.3 0.6
N[Eigenvalues[p]]
{6.18272, 1.1149, 0.202375}
Matlab
clear all;
A=[0 1 0 p =
0 0 1 2.3 2.1 0.5
-1 -2 -3]; 2.1 4.6 1.3
0.5 1.3 0.6
p=lyap(A.',eye(length(A)))
e =
e=eig(p) 0.20238
1.1149
6.1827
Maple
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 70
with(LinearAlgebra):
A:=<<0,1,0;0,0,1;-1,-2,-3>>;
6.18272045921436 + 0.0 i
p,s:=LyapunovSolve(A^%T,-<<1,0,0;0,1,0;0,0,1>>);
1.11490451203192 + 0.0 i
Eigenvalues(p);
0.202375028753723 + 0.0 i
1.27 Given a closed loop block diagram, generate
the closed loop Z transform and check its
stability
Problem: Given the following block diagram, with sampling time T = 0.1 sec, generate
the closed loop transfer function, and that poles of the closed loop transfer function
are inside the unit circle
Gs
Ds ZOH Plant
Rs Es Ms
s1 1 Ts s Cs
T1 s5 s s1
System block diagram.
Mathematica
Remove["Global`*"]
plant = TransferFunctionModel[s/(1.0+s),s];
plantd = ToDiscreteTimeModel[
plant,
1,
z,
Method->"ZeroOrderHold"]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 71
1. - 1. z
0.367879 - 1. z 1.
d = ToDiscreteTimeModel[
TransferFunctionModel[(s+1)/(s+5.0),s],
1,
z,
Method->"ZeroOrderHold"]
0.801348 - 1. z
0.00673795 - 1. z 1.
sys=SystemsModelSeriesConnect[d,plantd]
(0.801348 - 1. z) (1. - 1. z)
(0.00673795 - 1. z) (0.367879 - 1. z) 1.
loopBack=SystemsModelFeedbackConnect[sys]
1.5825 × 10 17 (-1. + 1. z) (-0.801348 + 1. z)
3.92264 × 10 14 - 5.92834 × 10 16 z + 1.5825 × 10 17 z2 + 1.5825 × 10 17 (-1. + 1. z) (-0.801348 + 1. z) 1.
Now generate unit step response
ListPlot[OutputResponse[loopBack,
Table[1, {k, 0, 20}]],
Joined->True,
PlotRange->All,
InterpolationOrder->0,
Frame->True,
PlotStyle->{Thick,Red},
GridLines->Automatic,
GridLinesStyle->Dashed,
FrameLabel->{{"y(k)",None},
{"n","plant response"}},
RotateLabel->False]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 72
plant response
0.5
0.4
0.3
y(k) 0.2
0.1
0.0
-0.1
5 10 15 20
n
ss=StateSpaceModel[loopBack]
0 1. 0
-0.401913 1.08798 1.
0.199717 -0.356683 0.5 1.
poles=TransferFunctionPoles[loopBack]
{0.543991 − 0.325556i, 0.543991 + 0.325556i}
Abs[#]&/@poles
{0.633966, 0.633966}
Poles are inside the unit circle, hence stable.
Matlab
clear all; close all
s = tf('s');
plant = s/(s+1);
T = 1; %sampeling time;
plantd = c2d(plant,T,'zoh');
d = c2d( (s+1)/(s+5), T , 'zoh');
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 73
% obtain the open loop
sys = series(d,plantd);
% obtain the closed loop
loop = feedback(sys,1)
loop =
z^2 - 1.801 z + 0.8013
------------------------
2 z^2 - 2.176 z + 0.8038
Sample time: 1 seconds
Discrete-time transfer function.
step(loop)
grid
Step Response
0.5
0.4
0.3
Amplitude
0.2
0.1
-0.1
-0.2
0 5 10 15 20 25
Time (seconds)
[z,p,k]=zpkdata(loop,'v');
fprintf('poles of closed loop discrete system as inside unit circle\n');
abs(p)
ans =
0.6340
0.6340
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 74
1.28 Determine the state response of a system to
only initial conditions in state space
Problem: Given a system with 2 states, represented in state space, how to determine
the state change due some existing initial conditions, when there is no input forces?
Mathematica
Remove["Global`*"];
a = {{-0.5572,-0.7814},{0.7814, 0}};
-0.5572 -0.7814 1
c = {{1.9691, 6.4493}}; 0.7814 0 0
sys=StateSpaceModel[ 1.9691 6.4493 0
{a,{{1},{0}},c,{{0}}}]
x0 = {1,0};
{x1,x2} = StateResponse[
{sys,x0},0,{t,0,20}];
Plot[{x1,x2},{t,0,20},
PlotRange->All,
first and second state change with time
1.0
GridLines->Automatic,
0.8
GridLinesStyle->Dashed,
0.6
Frame->True,
0.4
ImageSize->350, y(t)
0.2
AspectRatio->1,
0.0
FrameLabel->{{"y(t)",None},
-0.2
{"t",
-0.4
"first and second state\ 0 5 10 15 20
change with time" t
}},
RotateLabel->False,
PlotStyle->{Red,Blue},
BaseStyle -> 12]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 75
clear;
A = [-0.5572 -0.7814;0.7814 0];
B = [1;0];
C = [1.9691 6.4493]; 1
x1 and x2 state change with time
x0 = [1 ; 0]; 0.8
0.6
sys = ss(A,B,C,[]);
0.4
x(t)
[y,t,x]=initial(sys,x0,20);
0.2
plot(t,x(:,1),'r',t,x(:,2),'b'); 0
title('x1 and x2 state change with time'); -0.2
xlabel('t (sec)'); -0.4
0 5 10 15 20
ylabel('x(t)'); t (sec)
grid
set(gcf,'Position',[10,10,320,320]);
1.29 Determine the response of a system to only
initial conditions in state space
Problem: Given a system represented by state space, how to determine the response
y(t) due some existing initial conditions in the states. There is no input forces.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 76
Remove["Global`*"];
a = {{-0.5572, -0.7814}, {0.7814, 0}}; -0.5572 -0.7814 1
c = {{1.9691, 6.4493}}; 0.7814 0 0
1.9691 6.4493 0
sys=StateSpaceModel[{a,{{1},{0}},c,{{0}}}]
x0 = {1,0}; (*initial state vector*)
y = OutputResponse[{sys,x0},0,{t,0,20}]; system response
Plot[y,{t,0,20},
4
PlotRange->All,
GridLines->Automatic, 3
GridLinesStyle->Dashed, 2
y(t)
Frame->True, 1
ImageSize->300, 0
AspectRatio->1,
-1
FrameLabel->{{"y(t)",None},
0 5 10 15 20
{"t","system response"}}, t
RotateLabel->False,PlotStyle->Red]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 77
clear all;
A = [-0.5572 -0.7814;
0.7814 0];
B = [1;0];
C = [1.9691 6.4493]; 5
y(t) plant response
x0 = [1 ; 0]; 4
sys = ss(A,B,C,[]); 2
y(t)
1
[y,t,x]=initial(sys,x0,20); 0
plot(t,y); -1
title('y(t) plant response'); -2
0 5 10 15 20
xlabel('t (sec)'); t (sec)
ylabel('y(t)');
grid
set(gcf,'Position',...
[10,10,320,320]);
1.30 Determine the response of a system to step
input with nonzero initial conditions
Problem: Given a system represented by state space, how to determine the response
with nonzero initial conditions in the states and when the input is a step input?
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 78
Remove["Global`*"];
a = {{-0.5572, -0.7814}, {0.7814, 0}};
-0.5572 -0.7814 1
c = {{1.9691, 6.4493}};
0.7814 0 0
sys=StateSpaceModel[
1.9691 6.4493 0
{a,{{1},{0}},c,{{0}}}]
x0 = {1,0};
y = OutputResponse[{sys,x0},
UnitStep[t],{t,0,20}];
system response to combined initial conditions and step input
Plot[y,{t,0,20}, 12
PlotRange->{{0,20},{0,13}},
10
GridLines->Automatic,
GridLinesStyle->Dashed, 8
Frame->True, y(t)
6
ImageSize->300,
4
AspectRatio->1,
FrameLabel->{{"y(t)",None}, 2
{"t",
0
"system response to initial\ 0 5 10 15 20
t
conditions and step input"}},
RotateLabel->False,
PlotStyle->Red]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 79
A = [-0.5572 -0.7814;0.7814 0];
B = [1;0];
C = [1.9691 6.4493];
x0 = [1 ; 0]; initial conditions and step input response
12
sys = ss(A,B,C,[]); 10
8
[y1,t] = initial(sys,x0,20);
y2 = step(sys,t);
y(t)
6
4
plot(t,y1+y2,'r');
2
title(['initial conditions and step'...
'input response']); 0
0 5 10 15 20
xlabel('t *sec)'); ylabel('y(t)'); t *sec)
grid
set(gcf,'Position',[10,10,320,320]);
1.31 Draw the root locus from the open loop
transfer function
Problem: Given L(s), the open loop transfer function, draw the root locus. Let
s2 + 2s + 4
L(s) =
s(s + 4)(s + 6)(s2 + 1.4s + 1)
Root locus is the locus of the closed loop dominant pole as the gain k is varied from
zero to infinity.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 80
Remove["Global`*"] 2
sys = TransferFunctionModel[
k*(s^2+2 s+4)/ 1
(s(s+4)(s+6)(s^2+1.4s+1)),s];
RootLocusPlot[sys,{k,0,100},
0
ImageSize->300,
GridLines->Automatic,
GridLinesStyle->Dashed, -1
Frame->True,
AspectRatio -> 1] -2
-8 -6 -4 -2 0
Matlab
Root Locus
3
clear all; close all; 2
s=tf('s');
Imaginary Axis (seconds-1 )
sys=(s^2+2*s+4)/...
1
(s*(s+4)*(s+6)*(s^2+1.4*s+1)); 0
rlocus(sys,0:100)
-1
set(gcf,'Position',[10,10,420,420]); -2
-3
-10 -8 -6 -4 -2 0 2
-1
Real Axis (seconds )
1.32 Find eAt where A is a matrix
Mathematica
ClearAll["Global`*"]
mat={{0,1},
{-2,-3}}
MatrixExp[mat t];
MatrixForm[%]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 81
!
−e−2t + 2e−t −e−2t + e−t
2e−2t − 2e−t 2e−2t − e−t
Now verify the result by solving for eAt using the method would one would do by hand,
if a computer was not around. There are a number of methods to do this by hand. The
eigenvalue method, based on the Cayley Hamilton theorem will be used here. Find the
eigenvalues of |A − λI|
m = mat-lambda IdentityMatrix[Length[mat]]
!
−λ 1
−2 −λ − 3
Det[m]
λ2 + 3λ + 2
sol=Solve[%==0,lambda]
Out[15]= {{lambda->-2},{lambda->-1}}
eig1=lambda/.sol[[1]]
eig2=lambda/.sol[[2]]
Out[16]= -2
Out[17]= -1
(*setup the equations to find b0,b1*)
eq1 = Exp[eig1 t]==b0+b1 eig1;
eq2 = Exp[eig2 t]==b0+b1 eig2;
sol = First@Solve[{eq1,eq2},{b0,b1}]
b0 → e−2t 2et − 1 , b1 → e−2t et − 1
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 82
(*Now find e^At*)
b0=b0/.sol[[1]]
e−2t 2et − 1
b1=b1/.sol[[2]]
e−2t et − 1
b0 IdentityMatrix[Length[mat]]+b1 mat;
Simplify[%]
MatrixForm[%]
!
e−2t (−1 + 2et ) e−2t (−1 + et )
−2e−2t (−1 + et ) −e−2t (−2 + et )
The answer is the same given by Mathematica’s command MatrixExp[]
Matlab
syms t
A=[0 1;-2 -3];
expm(t*A)
ans =
[2/exp(t)-1/exp(2*t),1/exp(t)-1/exp(2*t)]
[2/exp(2*t)-2/exp(t),2/exp(2*t)-1/exp(t)]
pretty(ans)
+- -+
| 2 exp(-t)- exp(-2 t),exp(-t)-exp(-2 t) |
| |
| 2 exp(-2 t)-2 exp(-t),2 exp(-2 t)-exp(-t)|
+- -+
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 83
Maple
restart;
A:=Matrix([[0,1],[-2,-3]]);
LinearAlgebra:-MatrixExponential(A,t);
" #
−2t −t −t −2t
−e + 2 e e −e
−t −2t
−2 e + 2 e 2 e−2t − e−t
1.33 Draw root locus for a discrete system
Problem: Given the open loop for a continuous time system as
5s + 1
sys =
s2 + 2s + 3
convert to discrete time using a sampling rate 0.5 second, and display the root locus
for the discrete system.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 84
Remove["Global`*"];
sys=TransferFunctionModel[
k(5s+1)/(s^2+2s+3),s];
-19. k + 2. k z + 21. k z2
11. - 26. z + 27. z2 0.5
samplePeriod=0.5; (*sec*)
sysd=ToDiscreteTimeModel[sys,samplePeriod,z]
p1 = RootLocusPlot[sysd,{k,0,100},
ImageSize->300,
GridLines->Automatic,
GridLinesStyle->Dashed, 1.0
Frame->True,
AspectRatio->1, 0.5
PlotPoints->200,
PlotStyle->PointSize[0.01]];
-1.0 -0.5 0.5 1.0
p2=ParametricPlot[{Sin[t],Cos[t]},{t,0,2Pi},
-0.5
AspectRatio->1,
GridLines->Automatic,
GridLinesStyle->Dashed]; -1.0
Show[p2,p1]
Matlab
Root Locus
1
0.5:/T
0.6:/T 0.4:/T
clear all; close all; 0.8
0.7:/T 0.1
0.3:/T
0.2
s = tf('s'); 0.6
0.8:/T
0.3
0.4 0.2:/T
sys = (5*s+1)/(s^2+2*s+3);
0.5
0.4 0.6
0.7
0.9:/T 0.1:/T
Ts = 0.5; %sample time
0.8
Imaginary Axis
0.2 0.9
1:/T
sysd = c2d(sys,Ts,'zoh'); 0
1:/T
-0.2
0.9:/T 0.1:/T
rlocus(sysd)
-0.4
0.8:/T 0.2:/T
-0.6
grid
-0.8
0.7:/T 0.3:/T
0.6:/T 0.4:/T
0.5:/T
-1
-1 -0.5 0 0.5 1
Real Axis
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 85
Maple
restart;
alias(DS=DynamicSystems):
sys := DS:-TransferFunction((5*s+1)/(s^2+2*s+3));
T :=1/2; #will fail if 0.5 is used !!
sys := DS:-ToDiscrete(sys, T, 'method'='zoh');
DS:-RootLocusPlot(sys,-1..1,gridlines);
1.34 Plot the response of the inverted pendulum
problem using state space
Problem: Given the inverted pendulum shown below, use state space using one in-
put (the force on the cart) and 2 outputs (the cart horizontal displacement, and the
pendulum angle. Plot each output separately for the same input.
second system output
mg
M=20 kg
m=1 kg
system input
g=9.8 m/s^2
u M L=1 meter
First system output
Cart with inverted pendulum. One input, 2 outputs
Mathematica
Remove["Global`*"];
a = {{0, 1, 0, 0},
{0, 0, ((-m)*g)/M, 0},
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 86
{0, 0, 0, 1},
{0, 0, ((M + m)*g)/(M*L), 0}};
0 1 0 0
0 0
− gm
M
0
0 0 0 1
g(m+M )
0 0 LM
0
b = {{0}, {1/M}, {0}, {-(1/(M*L))}};
MatrixForm[b]
0
1
M
0
1
− LM
c = {{1, 0, 0, 0}, {0, 0, 1, 0}};
MatrixForm[b]
1 0 0 0
0 0 1 0
sys=StateSpaceModel[{a,b ,c}]
0 1 0 0 0
gm 1
0 0 - 0
M M
0 0 0 1 0
g (m + M) 1
0 0 0 -
LM LM
1 0 0 0 0
0 0 1 0 0
It is now possible to obtain the response of the system as analytical expression or an
interpolatingFunction.
It is much more efficient to obtain the response as interpolatingFunction. This requires
that the time domain be given.
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 87
Here is example of obtaining the analytical expression of the response
sys=sys/.{g->9.8,m->1,M->20,L->1};
y=Chop[OutputResponse[sys,UnitStep[t],t]]
e−6.41561t (0.0238095e6.41561t t2 θ(t) + 0.000115693e3.2078t θ(t) − 0.000231385e6.41561t θ(t) + 0.000115693e9.62341t θ(t
, e−6.41561t (−0.00242954e3.2078t θ(t) + 0.00485909e6.41561t θ(t) − 0.00242954e9.62341t θ(t))
Plot[y[[1]],{t,0,3},
PlotLabel->"y(t) response",
FrameLabel->{"time (sec)","y (meter)"},
Frame->True,
PlotRange->All,
ImageSize->300,
GridLines->Automatic,
GridLinesStyle->Dashed,
RotateLabel->False]
y(t) response
2.0
1.5
y (meter) 1.0
0.5
0.0
0.0 0.5 1.0 1.5 2.0 2.5 3.0
time (sec)
Plot[ y[[2]],{t,0,3},
PlotLabel->"\[Theta](t) response",
FrameLabel->{"time (sec)","\[Theta] (radians)"},
Frame->True,
PlotRange->All,
ImageSize->300,
GridLines->Automatic,
GridLinesStyle->Dashed,
RotateLabel->False]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 88
θ(t) response
0
-10
θ (radians)
-20
-30
0.0 0.5 1.0 1.5 2.0 2.5 3.0
time (sec)
Matlab
clear all; close all;
m=1; M=20; L=1; g=9.8;
A=[0 1 0 0;
0 0 -m*g/M 0;
0 0 0 1;
0 0 (M+m)*g/(M*L) 0
];
B=[0 1/M 0 -1/(M*L)]';
C=[1 0 0 0;
0 0 1 0];
D=[0];
sys=ss(A,B,C(1,:),0);
step(sys,3);
grid on;
set(gcf,'Position',[10,10,320,320]);
title('y(t) due to step input');
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 89
y(t) due to step input
2
1.5
Amplitude
1
0.5
0
0 1 2 3
Time (seconds)
figure;
sys=ss(A,B,C(2,:),0);
step(sys,3);
title('\theta(t) due to step input');
grid on;
set(gcf,'Position',[10,10,320,320]);
3(t) due to step input
0
-10
Amplitude
-20
-30
-40
0 1 2 3
Time (seconds)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 90
1.35 How to build and connect a closed loop
control systems and show the response?
1.35.1 example 1, single input, single output closed loop
Given the following simple closed loop system, show the step response. Let mass
M = 1kg, damping coefficient c = 1newton-seconds per meter and let the stiffness
coefficient be k = 20newton per meter.
es Fs
Yr s +
- J s Gs
Ys
Fs
1
Ys
ms 2 csk
controller plant
Using propertional controller J(s) = kp where kp = 400. First connect the system and
then show y(t) for 5 seconds when the reference yr (t) is a unit step function.
Mathematica
m = 1; c = 1; k = 20; kp = 400;
plant = TransferFunctionModel[1/(m s^2 + c s + k), s];
controller = TransferFunctionModel[kp, s];
sys = SystemsModelSeriesConnect[plant, controller];
sys = SystemsModelFeedbackConnect[sys];
o = OutputResponse[sys, UnitStep[t], t];
Plot[o, {t, 0, 10}, Frame -> True, PlotRange -> All,
FrameLabel -> {{"y(t)", None},
{"t (sec)", "response of closed loop"}},
BaseStyle -> 14]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 91
response of closed loop
1.5
1.0
y(t)
0.5
0.0
0 2 4 6 8 10
t (sec)
Matlab
close all;
m = 1; c = 1; k = 20;
s = tf('s');
plant = 1/(m*s^2+c*s+k);
controller = 400;
sys = series(controller,plant);
sys = feedback(sys,1);
[Y,T] = step(sys,0:.01:10);
plot(T,Y);
xlabel('time (sec)');
ylabel('y(t)');
title('response of closed loop');
Another way to do the above is
m=1;
c=1;
k=20;
s=tf('s');
sys3=1/(m*s^2+c*s+k);
sys2=400;
sys1=1;
sys=append(sys1,sys2,sys3);
Q=[2 1 -3;3 2 0];
input=[1];
output=[2 3];
sys=append(sys1,sys2,sys3);
sys=connect(sys,Q,input,output);
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 92
T=0:.01:10;
[Y,T,X]=step(sys,T);
response of closed loop
2
1.8
1.6
1.4
1.2
y(t)
0.8
0.6
0.4
0.2
0
0 2 4 6 8 10
time (sec)
1.36 Compare the effect on the step response of a
standard second order system as ζ changes
Problem: Given a standard second order system defined by the transfer function
ωn2
G(s) = 2
s + 2ζωn s + ωn2
Change ζ and plot the step response for each to see the effect of changing ζ (the
damping coefficient).
It is easy to solve this using the step command in Matlab, and similarly in Mathematica
and Maple. But here it is solved directly from the differential equation.
The transfer function is written as
Y (s) ωn2
= 2
U (s) s + 2ζωn s + ωn2
Where Y (s) and U (s) are the Laplace transforms of the output and input respectively.
Hence the differential equation, assuming zero initial conditions becomes
y 00 (t) + 2ζωn y 0 (t) + ωn2 y(t) = ωn2 u(t)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 93
To solve the above in Matlab using ode45, the differential equation is converted to 2
first order ODE’s as was done before resulting in
" # " # " #
x01 0 1 x1 0
= + u(t)
x02 −ωn2 −2ζωn x2 ωn2
For a step input, u(t) = 1, we obtain
" # " # " #
x01 0 1 x1 0
0
= 2 + 2
x2 −ωn −2ζωn x2 ωn
Now ODE45 can be used. In Mathematica the differential equation is solved directly
using DSolve and no conversion is needed.
Mathematica
solve[z_]:=Module[{sol,eq,y,t,w=1},
eq=y''[t]+2 z w y'[t]+
w^2 y[t]==w^2 UnitStep[t];
sol=First@NDSolve[{
eq,y[0]==0,y'[0]==0},y[t],{t,0,15}
];
Plot[y[t]/.sol,{t,0,15},
PlotPoints->30,
PlotRange->All,
Frame->True,
FrameLabel->{{"y(t)",None},{"time (sec)",
"step response,Subscript[\[Omega], n]=1"
<>", different \[Xi]"}},
ImageSize->400,
PlotStyle->RGBColor[2z,z/2,z/3],
LabelStyle->Directive[14]]
];
zeta = Range[0,1.4,.2];
r = Map[solve,zeta];
Show[r,GridLines->Automatic,
GridLinesStyle->Dashed]
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 94
step response, ωn =1, different ξ
2.0
1.5
y(t)
1.0
0.5
0.0
0 2 4 6 8 10 12 14
time (sec)
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 95
Matlab
function e73
close all; clear all;
t = 0:0.1:15;
ic = [0 0]';
zeta = 0:.2:1.4;
omega = 1;
sol = zeros(length(t),length(zeta));
for i = 1:length(zeta)
[t,y] = ode45(@f,t,ic,[],...
zeta(i),omega);
sol(:,i) = y(:,1);
end
plot(t,sol);
legend('0','.2','.4',...
'.6','.8','1','1.2','1.4');
title('step response, $\omega=1$ rad/sec,'...
'different $\zeta$ values',...
'interpreter','latex',...
'fontsize',12);
ylabel('y(t)');
xlabel('time sec');
grid on;
set(gcf,'Position',[10,10,600,600]);
function xdot=f(t,x,zeta,omega)
xdot=[x(2)
-omega^2*x(1)-2*zeta*omega*x(2)]+...
[0
omega^2];
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 96
step response, ! = 1 rad/sec, di,erent 1 values
2
0
.2
1.8 .4
.6
.8
1.6 1
1.2
1.4
1.4
1.2
y(t) 1
0.8
0.6
0.4
0.2
0
0 5 10 15
time sec
1.37 Plot the dynamic response factor Rd of a
system as a function of r = ωωn for different
damping ratios
Problem: Plot the standard curves showing how the dynamic response Rd changes as
r = ωωn changes. Do this for different damping ratio ξ. Also plot the phase angle.
These plots are result of analysis of the response of a second order damped system to
a harmonic loading. ω is the forcing frequency and ωn is the natural frequency of the
system.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 97
Rd[r_,z_]:=1/Sqrt[(1-r^2)^2+(2 z r)^2];
phase[r_,z_]:=Module[{t},
t=ArcTan[(2z r)/(1-r^2)];
If[t<0,t=t+Pi];
180/Pi t
];
plotOneZeta[z_,f_] := Module[{r,p1,p2},
p1 = Plot[f[r,z],{r,0,3},PlotRange->All,
Dynamics Response vs. Frequency ratio for different ξ
PlotStyle->Blue]; 6
p2 = Graphics[Text[z,{1.1,1.1f[1.1,z]}]]; 4
0.1
Show[{p1,p2}]
Rd
3
]; 2
0.3
1 0.5
0.7
0.9
1.1
p1 = Graphics[{Red,Line[{{1,0},{1,6}}]}]; 0
0.0 0.5 1.0 1.5 2.0 2.5 3.0
p2 = Map[plotOneZeta[#,Rd]&,Range[.1,1.2,.2]]; r=
ω
ωn
Show[p2,p1,
FrameLabel->{{"Subscript[R, d]",None},
{"r= \[Omega]/Subscript[\[Omega], n]",
"Dynamics Response vs. Frequency\
ratio for different \[Xi]"}},
Frame->True,
GridLines->Automatic,GridLinesStyle->Dashed,
ImageSize -> 300,AspectRatio -> 1]
Phase vs. Frequency ratio for different ξ
p = Map[plotOneZeta[#,phase]&,Range[.1,1.2,.2]];
Show[p,FrameLabel->{{"Phase in degrees",None}, 150 0.1
{"r= \[Omega]/Subscript[\[Omega], n]",
Phase in degrees
0.3
0.5
0.7
0.9
1.1
100
"Phase vs. Frequency ratio for different \[Xi]"}},
Frame->True, 50
GridLines->Automatic,GridLinesStyle->Dashed,
0
ImageSize->300,AspectRatio->1]
0.0 0.5 1.0 1.5
ω
2.0 2.5 3.0
r=
ωn
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 98
1.38 How to find closed loop step response to a
plant with a PID controller?
1
Find and plot the step response of the plant s2 +2s+1 connected to a PID controller with
P = 10, I = 3.7, D = 0.7. Use negative closed loopback.
Mathematica
plant= TransferFunctionModel[1/(s^2 + 2*s + 1),s];
kip = 10; ki = 3.7; kid = 0.7;
pid = TransferFunctionModel[
(kip*s + ki + kid*s^2)/s, s];
openLoop = SystemsModelSeriesConnect[
TransferFunctionModel[plant], pid];
closedLoop = SystemsModelFeedbackConnect[ Step response
openLoop]; 1.2
1.0
input = UnitStep[t]; 0.8
output = OutputResponse[closedLoop, input, t];
y(t)
0.6
0.4
0.2
Plot[{input, output}, {t, 0, 5}, PlotRange ->
0.0
0 1 2 3 4 5
All, GridLines -> Automatic,
t (sec)
GridLinesStyle -> Directive[LightGray, Dashed],
Frame -> True,
FrameLabel -> {{"y(t)", None},
{"t (sec)", "Step response"}},
BaseStyle -> 12]
Matlab
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 99
close all; clear;
s = tf('s');
plant = 1/(s^2 + 2*s + 1)
kip = 10; ki = 3.7; kid = 0.7; 1.2
step response
thePID = pid(kip,kid,kid); 1
BLKSYS = append(thePID,plant); 0.8
Q = [2 1; 1 -2];
y(t)
0.6
closedLoop = connect(BLKSYS,Q,1,2); 0.4
[y,t] = step(closedLoop); 0.2
plot(t(1:140),y(1:140)); 0
0 1 2 3 4 5
xlabel('t (sec)'); ylabel('y(t)');
t (sec)
title('step response');
grid
1.39 How to make Nyquist plot?
Nyquist command takes as input the open loop transfer function (not the closed loop!)
and generates a plot, which was can look at to determine if the closed loop is stable or
not. The closed loop is assumed to be unity feedback. For example, if the open loop is
G(s)
G(s), then we know that the closed loop transfer function is 1+G(s) . But we call Nyquist
with G(s).
Here are two examples.
1.39.1 Example 1
s
Given G(s) = 1−0.2s
generate Nyquist plot.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 100
1
NyquistPlot[s/(1 - 0.2 s),
NyquistGridLines -> Automatic]
-5 -4 -3 -2 -1
-1
-2
Matlab
Nyquist Diagram
2.5
2 dB 0 dB -2 dB
2
1.5
4 dB -4 dB
clear all; close all;
1
6 dB -6 dB
Imaginary Axis
0.5 10 dB -10 dB
nyquist([1 0],[-0.2 1]) 0
grid -0.5
-1
-1.5
-2
-2.5
-5 -4 -3 -2 -1 0 1
Real Axis
1.39.2 Example 2
5(1−0.5s)
Given G(s) = s(1+0.1s)(1−0.25s)
generate Nyquist plot.
Mathematica
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 101
NyquistPlot[5(1-0.5 s)/
(s(1 + 0.1 s)(1 - 0.25 s))] -1
-2
Matlab
clear all; close all; 2.5 s - 5
s=tf('s'); ------------------------
sys=5*(1-0.5*s)/... 0.025 s^3 + 0.15 s^2 - s
(s*(1+0.1*s)*(1-0.25*s))
Continuous-time transfer function.
Nyquist Diagram
40
30
20
Imaginary Axis
10
nyquist(sys) 0
-10
-20
-30
-40
-1.8 -1.6 -1.4 -1.2 -1 -0.8 -0.6 -0.4 -0.2 0
Real Axis
However, there is a better function to do this called nyquist1.m which I downloaded
and tried. Here is its results
chapter 1. c o n t ro l s y s t e m s , l i n e a r s y s t e m s , . . . 102
Nyquist Diagram
0.15
0.1
0.05
clear all; close all;
Imaginary Axis
nyquist1() 0
-0.05
-0.1
-0.15
-1 -0.8 -0.6 -0.4 -0.2 0 0.2
Real Axis
CHAPTER 2
L i n e a r a l g e b r a , L i n e a r s o lv e r s , c o m m o n
o p e r at i o n s o n v e c t o r s a n d m at r i c e s
2.1 introduction
Mathematica and Matlab allow one to do pretty much the same operations in the
area of linear algebra and matrix manipulation. Two things to keep in mind is that
Mathematica uses a more general way to store data.
Mathematica uses ragged arrays or a list of lists. This means rows can have different
sizes. (these are the lists inside the list). So a Mathematica matrix is stored in a list
of lists. This is similar in a way to Matlab cell data structure, since each raw can have
different length. In a standard matrix each row must have the same length.
In Matlab one can also have ragged arrays, these are called cells. In Mathematica, there
is one data structure for both.
Another thing to keep in mind is that Matlab, due to its Fortran background is column
major when it comes to operations on matrices. This simple example illustrate this
difference. Suppose we have a matrix A of 3 rows, and want to find the location where
A(i, j) = 2 where i is the row number and j is the column number. Given this matrix
1 2 3 4
A= 2 3 1 5
5 6 7 2
Then the result of using the find() command in Matlab is
A=[1 2 3 4;
2 3 1 5;
5 6 7 2];
[I,J]=find(A==2)
103
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 104
I =
2
1
3
J =
1
2
4
]
The Matlab result gives the order of the rows it found the element at based on searching
column wise since it lists the second row first in its result. Compare this to Mathematica
Position[] command
mat = {{1, 2, 3, 4},
{2, 3, 1, 5},
{5, 6, 7, 2}}
Position[mat, 2]
which gives
{{1,2},
{2,1},
{3,4}}
Mathematica searched row-wise.
I found Mathematica for matrix operations takes more time to get familiar with com-
pared to Matlab’s, since Mathematica data structure is more general and therefore a
little more complex (ragged arrays, or list of lists is its main data structure) compared to
Matlab’s. This is because Mathematica has to also support symbolics in its commands
and not just numerical data.
In Maple the following short cuts can be used enter vectors and matrices: For row
vector: v:=<1|2|3|4> and for column vector v:=<1,2,3,4> and for a Matrix of say
2 rows and 3 columns A:=<1,2|3,4|5,6>. Here | acts as a column separator. For
transpose of matrix, A^%T is the short cut notation.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 105
2.2 Multiply matrix with a vector
How to perform the following matrix/vector multiplication?
[ 1 2 3 ] [ 1 ]
[ 4 5 6 ] * [ 2 ]
[ 7 8 8 ] [ 3 ]
In Mathematica the dot "." is used for Matrix multiplication. In Matlab the "*" is used.
In Fortran, MATMUL is used.
Mathematica
a={{1,2,3},{4,5,6},{7,8,8}};
x={1,2,3};
Out[7]= {14,32,47}
a.x
Matlab
A=[1 2 3;4 5 6;7 8 9]; 14
x=[1; 2; 3]; 32
c=A*x 50
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 106
Julia
Same exact code as Matlab.
julia> A=[1 2 3;4 5 6;7 8 9]
3Œ3 Matrix{Int64}:
1 2 3
4 5 6
7 8 9
julia> x=[1;2;3]
3-element Vector{Int64}:
1
2
3
julia> c=a*x
3-element Vector{Int64}:
14
32
50
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 107
Ada
with Ada.Text_Io; use Ada.Text_Io;
with Ada.Numerics.Real_Arrays;
use Ada.Numerics.Real_Arrays;
procedure t1 is
A : constant real_matrix :=
(( 1.0, 2.0, 3.0),
( 4.0, 5.0, 6.0),
( 7.0, 8.0, 9.0));
V : constant real_vector := (1.0,2.0,3.0);
procedure Put (X : real_vector) is
begin
FOR e of X LOOP
put_line(float'image(e));
END LOOP;
end put;
begin
put(A*v);
end t1;
compile and run
>gnatmake -gnat2012 t1.adb
gcc -c -gnat2012 t1.adb
gnatbind -x t1.ali
gnatlink t1.ali
>./t1
1.40000E+01
3.20000E+01
5.00000E+01
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 108
Fortran
PROGRAM main
IMPLICIT NONE
integer, parameter :: dp = kind(1.D0)
integer, parameter :: N=3
real(kind=dp), parameter, DIMENSION(N, N) :: &
A=DBLE(reshape([ 1.0, 2.0, 3.0,&
4.0, 5.0, 6.0,&
7.0, 8.0, 9.0], shape(A), &
order=[2,1]))
real(kind=dp), parameter, DIMENSION(N, 1) :: &
x=DBLE(reshape([1.0, 2.0, 3.0], shape(x)))
real(kind=dp), DIMENSION(N, 1) :: result
integer, DIMENSION(2) :: siz
result = MATMUL(A,x)
siz = SHAPE(result)
Write(*,*) result
print *, "number of rows = ",siz(1)
print *, "number of columns = ",siz(2)
end program
compile and run
>gfortran -fcheck=all -Wall -Wconversion
-Wextra -Wconversion-extra -pedantic test.f90
>./a.out
14.000000000000000 32.000000000000000 50.000000000000000
number of rows = 3
number of columns = 1
Maple
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 109
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]):
14
x:=Vector([1,2,3]): #default is column vector 32
c:=A.x;
50
Python
import numpy as np
mat=np.array([[1,2,3],[4,5,6],[7,8,8]]) array([[14],
b=np.array([1,2,3]) [32],
b.shape=(3,1) [47]])
r=dot(mat,b)
2.3 Insert a number at specific position in a vector
or list
The problem is to insert a number into a vector given the index.
Mathematica
vec={1,2,3,4};
vec=Insert[vec,99,3]; Out[11]= {1,2,99,3,4}
vec
Matlab
A=[1 2 3 4]; A =
A=[ A(1:2) 99 A(3:end) ] 1 2 99 3 4
Julia
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 110
A=[1,2,3,4]; 1Œ5 adjoint(::Vector{Int64}) with eltype Int64:
A=insert!(A,3,99)' 1 2 99 3 4
Fortran
program f
implicit none
REAL(4), ALLOCATABLE :: A(:) >gfortran -std=f2008 t2.f90
A=[1,2,3,4]; >./a.out
A=[A(1:2), 99.0, A(3:)] 1.0000000 2.0000000 99.000000
Print *,A 3.0000000 4.0000000
end program f
Maple
v:=Vector[row]([1,2,3,4]);
v:=Vector[row]([v[1..2],99,v[3..]]);
Or Using <> notation v :=[ 1 2 99 3 4]
v:=<1|2|3|4>;
v:=<v(1..2)|99|v(3..)>;
Python
Python uses zero index.
import numpy as np
b=np.array([1,2,3,4]) Out[86]: array([ 1, 2, 99, 3, 4])
b=numpy.insert(b,2,99)
b
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 111
2.4 Insert a row into a matrix
The problem is to insert a row into the second row position in a 2D matrix
Mathematica
mat={{1,2,3}, {{1,2,3},
{4,5,6}, {90,91,92},
{7,8,9}} {4,5,6},
mat = Insert[mat,{90,91,92},2] {7,8,9}}
Matlab
A=[1 2 3; 1 2 3
4 5 6; 90 91 92
7 8 9] 4 5 6
A=[ A(1,:); [90 91 92]; A(2:end,:) ] 7 8 9
Maple
Using <<>> notation
A:=< <1|2|3>,
<4|5|6>,
<7|8|9>>;
A:=< A(1..2,..),<90|91|92>, A(3,..)>; [ 1 2 3
4 5 6
Using Matrix/Vector 90 91 92
7 8 9]
A:=Matrix([ [1,2,3],[4,5,6],[7,8,9]]);
A:=Matrix([ [A[1..2,..]],
[Vector[row]([91,92,92])],
[A[3,..]
] ]);
Python
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 112
import numpy as np
array([[ 1, 2, 3],
mat=np.array([[1,2,3],
[90, 91, 92],
[4,5,6],
[ 4, 5, 6],
[7,8,9]])
[ 7, 8, 9]])
mat=numpy.insert(mat,1,[90,91,92],0)
Fortran
program f
implicit none
integer i
integer, allocatable :: A(:,:)
integer, allocatable :: B(:)
B =[90,91,92] Compile and run
A = reshape ([1,2,3, &
4,5,6, & >gfortran f.f90
7,8,9], [3,3], order=[2,1]) >./a.out
1 2 3
90 91 92
A=reshape([A(1,:), & 4 7 5
B, & 8 6 9
A(2:,:)], [4,3],order=[2,1])
do i=LBOUND(A, 1),UBOUND(A, 1)
print *,A(i,:)
end do
end program f
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 113
2.5 Insert a column into a matrix
The problem is to insert a column into the second column position in a 2D matrix.
Mathematica
mat = {{1, 2, 3},
{4, 5, 6},
{7, 8, 9}}; {{1,90,2,3},
{4,91,5,6},
mat = Insert[Transpose[mat], {7,92,8,9}}
{90, 91, 92}, 2];
mat = Transpose[mat]
Matlab
A=[1 2 3;
4 5 6; 1 90 2 3
7 8 9]; 4 91 5 6
7 92 8 9
A=[A(:,1) [90 91 92]' A(:,2:end) ]
Fortran
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 114
program t4
implicit none
integer(4) ::i
integer(4), ALLOCATABLE ::A(:,:)
A = reshape ([1,2,3, &
4,5,6, & >gfortran t4.f90
7,8,9], [3,3], order=[2,1]) >./a.out
1 90 2 3
A = reshape ([A(:,1), [90,91,92] , 4 91 5 6
A(:,2:)] , [3,4]) 7 92 8 9
do i=LBOUND(A, 1),UBOUND(A, 1)
print *,A(i,:)
end do
end program t4
Maple
A:=< <1|2|3>,<4|5|6>,<7|8|9>>;
A:=< A(..,1)|<90,91,92>|A(..,2..)>;
Using Matrix/Vector [ 1 90 2 3
4 91 5 6
A:=Matrix([ [1,2,3],[4,5,6],[7,8,9]]); 7 92 8 9]
A:=Matrix([ [A[..,1],
Vector[column]([91,92,92]),
A[..,2..] ]]);
Python
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 115
import numpy as np
mat=np.array([[1,2,3],
[4,5,6], array([[ 1, 90, 2, 3],
[7,8,9]]) [ 4, 91, 5, 6],
[ 7, 92, 8, 9]])
mat=numpy.insert(mat,1,[90,91,92],1)
2.6 Build matrix from other matrices and vectors
2.6.1 First example
1 4 7 10
Given column vectors v1 = 2 and v2 = 5 and v3 = 8 and v4 = 11
3 6 9 12
1 4
2 5
3 6
v1 v2
generate the matrix m = =
v3 v4
7 10
8 11
9 12
Matlab was the easiest of all to do these operations with. No surprise, as Matlab was
designed for Matrix and vector operations. But I was surprised that Maple actually
had good support for these things, using its <> notation, which makes working with
matrices and vectors much easier.
The command ArrayFlatten is essential for this in Mathematica.
Notice the need to use Transpose[{v}] in order to convert it to a column matrix. This
is needed since in Mathematica, a list can be a row or column, depending on context.
Mathematica
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 116
v1 = {1, 2, 3}; v2 = {4, 5, 6};
1 4
v3 = {7, 8, 9}; v4 = {10, 11, 12}; 2 5
m = ArrayFlatten[
3 6
{{Transpose@{v1}, Transpose@{v2}},
7 10
{Transpose@{v3}, Transpose@{v4}}}
] 8 11
9 12
Matlab
m =
1 4
v1=[1,2,3]'; v2=[4,5,6]'; 2 5
v3=[7,8,9]'; v4=[10,11,12]'; 3 6
m=[v1 v2;v3 v4] 7 10
8 11
9 12
Maple
restart;
v1:=<1,2,3>; #column by default
v2:=<4,5,6>;
v3:=<7,8,9>;
v4:=<10,11,12>; 1 4
m:=< <v1|v2>,
2 5
<v3|v4>>;
3 6
#or using Vector/Matrix notations
7 10
restart;
v1:=Vector([1,2,3]); #column by default
8 11
v2:=Vector([4,5,6]); #column by default 9 12
v3:=Vector([7,8,9]); #column by default
v4:=Vector([10,11,12]); #column by default
m:=Matrix([ [v1,v2],[v3,v4]])
Python
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 117
import numpy as np
v1=np.array((1,2,3));
v2=np.array((4,5,6));
v3=np.array((7,8,9));
v4=np.array((10,11,12));
r1 =np.hstack([(v1,v2)]).T
r2 =np.hstack([(v3,v4)]).T Out[211]:
mat = np.vstack((r1,r2)) array([[ 1, 4],
[ 2, 5],
Another way [ 3, 6],
[ 7, 10],
v1=np.array([(1,2,3)]).T [ 8, 11],
v2=np.array([(4,5,6)]).T [ 9, 12]])
v3=np.array([(7,8,9)]).T
v4=np.array([(10,11,12)]).T
mat =np.hstack((
np.vstack((v1,v3)),
np.vstack((v2,v4)))
)
Fortran
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 118
PROGRAM main
IMPLICIT none
INTEGER :: i
INTEGER , DIMENSION(3) :: v1,v2,v3,v4
INTEGER , DIMENSION(6,2) :: m
v1 = [1,2,3]; v2=[4,5,6];
v3=[7,8,9]; v4=[10,11,12];
m(1:3,1) = v1; m(1:3,2)=v2;
m(4:,1)=v3; m(4:,2)=v4;
DO i=1,size(m,1)
PRINT *, m(i,:)
END DO >gfortran -Wall foo.f90
>./a.out
END PROGRAM main 1 4
2 5
Using the RESHAPE command 3 6
7 10
PROGRAM main 8 11
IMPLICIT none 9 12
INTEGER :: i
INTEGER , DIMENSION(3) :: v1,v2,v3,v4
INTEGER , DIMENSION(6,2) :: m
v1 = [1,2,3]; v2=[4,5,6];
v3=[7,8,9]; v4=[10,11,12];
m = RESHAPE([v1,v3,v2,v4], SHAPE(m), ORDER=[1,2])
DO i=1,size(m,1)
PRINT *, m(i,:)
END DO
END PROGRAM main
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 119
2.6.2 second example
1 4 5
Given mix of matrices and vectors, such as v1 = 2 and v2 = 6 7 and
3 8 9
10 13
v3 = 11 and v4 = 14 and
12 15
16
v5 = 17
18
1 4 5
2 6 7
3 8 9
v1 v2
generate the matrix 6 by 3 matrix m = =
v3 v4 v5
10 13 16
11 14 17
12 15 18
Mathematica, thanks for function by Kuba at Mathematica stackexachage, this becomes
easy to do
Mathematica
myArrayFlatten = Flatten /@ Flatten[#, {{1, 3}}] &
v1 = {1, 2, 3};
v2 = {{4, 5}, {6, 7}, {8, 9}};
v3 = {10, 11, 12};
v4 = {13, 14, 15};
v5 = {16, 17, 18};
m={
{v1, v2},
{v3, v4, v5},
} // myArrayFlatten
Maple
restart;
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 120
v1:=<1,2,3>; #column by default
v2:=<<4|5>,
<6|7>,
<8|9>>;
v3:=<10,11,12>;
v4:=<13,14,15>;
v5:=<16,17,18>;
m:=< <v1|v2>,
<v3|v4|v5>>;
Matlab
v1=[1,2,3]';
v2=[4,5;6,7;8,9];
v3=[10,11,12]';
v4=[13,14,15]';
v5=[16,17,18]';
m=[v1 v2;v3 v4 v5]
Fortran
PROGRAM main
IMPLICIT none
INTEGER :: i
INTEGER , DIMENSION(3) :: v1,v3,v4,v5
INTEGER , DIMENSION(3,2) :: v2 = RESHAPE([4,6,8,5,7,9],SHAPE(v2),ORDER=[1,2])
INTEGER , DIMENSION(6,3) :: m
v1 = [1,2,3]; v3=[10,11,12];
v4 =[13,14,15]; v5=[16,17,18];
m = RESHAPE([v1,v3,v2(:,1),v4,v2(:,2),v5], SHAPE(m), ORDER=[1,2])
DO i=1,size(m,1)
PRINT *, m(i,:)
END DO
END PROGRAM main
>gfortran -Wall foo.f90
>./a.out
1 4 5
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 121
2 6 7
3 8 9
10 13 16
11 14 17
12 15 18
2.7 Generate a random 2D matrix from uniform (0
to 1) and from normal distributions
Mathematica
(*from uniform over 0,1*) {{0.100843,0.356115,0.700317,0.657852},
mat = RandomReal[ {0.238019,0.59598,0.523526,0.576362},
UniformDistribution[{0,1}],{3,4}] {0.339828,0.32922,0.0632487,0.815892}}
(*from normal, zero mean, 1 std*)
{{-0.226424,1.19553,0.601433,1.28032},
mat=RandomReal[ {1.66596,0.176225,-0.619644,0.371884},
NormalDistribution[0,1],{3,4}] {0.895414,-0.394081,0.153507,-1.74643}}
Matlab
mat =
mat=rand(3,4) 0.6787 0.3922 0.7060 0.0462
0.7577 0.6555 0.0318 0.0971
0.7431 0.1712 0.2769 0.8235
mat =
mat=randn(3,4) 0.3252 -1.7115 0.3192 -0.0301
-0.7549 -0.1022 0.3129 -0.1649
1.3703 -0.2414 -0.8649 0.6277
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 122
Maple
A:=ArrayTools:-RandomArray(3,4,
[[0.93,0.66,0.92,0.80],
distribution = uniform);
[0.85,0.96,0.42,0.49],
[0.04,0.79,0.14,0.96]
#just to round to 2 decimal points
]
parse~(sprintf~("%0.2f",A));
Or
interface(displayprecision=5):
A:=ArrayTools:-RandomArray(3,4,
distribution = uniform);
0.970592781760615697 0.957506835434297598 0.0975404049994095246 0.126986816293506055
0.157613081677548283 0.546881519204983846 0.632359246225409510 0.905791937075619225
0.964888535199276531 0.278498218867048397 0.913375856139019393 0.814723686393178936
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 123
Fortran
program t5
implicit none
INTEGER(4) ::i=0,j
REAL ::A(3,3),mean,sd,pi,temp
CALL RANDOM_SEED(i)
CALL RANDOM_NUMBER(A)
print *, 'from uniform distribution'
do i=LBOUND(A, 1),UBOUND(A, 1)
print *,A(i,:)
end do
!this block below uses the logic as explained in
!http://rosettacode.org/wiki/Random_numbers#Fortran
!
mean=0.0
sd=1.0
pi = 4.0*ATAN(1.0)
! Now convert to normal distribution
DO i = 1, SIZE(A,1)-1, 2
DO j = 1, SIZE(A,2)-1, 2
temp = sd * SQRT(-2.0*LOG(A(i,j))) * COS(2*pi*A(i+1,j+1)) + mean
A(i+1,j+1) = sd* SQRT(-2.0*LOG(A(i,j)))*SIN(2*pi*A(i+1,j+1))+mean
A(i,j) = temp
END DO
END DO
print *, 'from normal distribution'
do i=LBOUND(A, 1),UBOUND(A, 1)
print *,A(i,:)
end do
end program t5
>gfortran -Wall -std=f2008 t5.f90
>./a.out
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 124
from uniform distribution
0.99755955 0.74792767 7.37542510E-02
0.56682467 0.36739087 5.35517931E-03
0.96591532 0.48063689 0.34708124
from normal distribution
-4.70122509E-02 0.74792767 7.37542510E-02
0.56682467 5.17370142E-02 5.35517931E-03
0.96591532 0.48063689 0.34708124
Did not find a build-in support for random numbers from normal distribution, need to
look more.
2.8 Generate an n by m zero matrix
Mathematica
{{0,0,0,0},
mat=Table[0,{3},{4}] {0,0,0,0},
{0,0,0,0}}
Matlab
A =
A=zeros(3,4) 0 0 0 0
0 0 0 0
0 0 0 0
Maple
0 0 0 0
LinearAlgebra:-ZeroMatrix(3,4); 0 0 0 0
0 0 0 0
Fortran
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 125
program f
implicit none
integer i
integer, parameter :: dp = kind(1.D0)
real(kind=dp), DIMENSION(3, 4):: A
A=0
do i=LBOUND(A, 1),UBOUND(A, 1)
print *,A(i,:)
end do
end program f
tmp>gfortran -std=f2008 f.f90
tmp>./a.out
0.0000000000000000 0.0000000000000000 0.0000000000000000 0.00000000000
0.0000000000000000 0.0000000000000000 0.0000000000000000 0.00000000000
0.0000000000000000 0.0000000000000000 0.0000000000000000 0.00000000000
Ada
with Ada.Text_IO; use Ada.Text_IO;
with Ada.Numerics.Real_Arrays; use Ada.Numerics.Real_Arrays;
procedure t1 is
A : Real_Matrix (1 .. 3, 1 .. 4) := (others => (others => 0.0));
begin
null;
end t1;
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 126
2.9 Rotate a matrix by 90 degrees
Mathematica
mat = {{1, 2, 3}, {{3,6,9},
{4, 5, 6}, {2,5,8},
{7, 8, 9}}; {1,4,7}}
mat = Reverse[Transpose[mat]]
Matlab
A=[1 2 3; 3 6 9
4 5 6; 2 5 8
7 8 9] 1 4 7
A=rot90(A)
Maple
[[3,2,1],
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]); [6,5,4],
A:=ArrayTools:-FlipDimension(A,2); [9,8,7]]
[[3,6,9],
A:=A^%T; [2,5,8],
[1,4,7]]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 127
Fortran
Using additional copy for the matrix
program f
implicit none
integer(4) ::i,j
integer(4), ALLOCATABLE ::A(:,:),B(:,:)
A = reshape ([1,2,3, &
4,5,6, &
7,8,9], &
[3,3], &
order=[2,1] &
)
B=A
i=0
do j=UBOUND(A, 2),LBOUND(A, 2),-1
i=i+1
B(i,:)=A(:,j)
end do
do i=LBOUND(B, 1),UBOUND(B, 1)
print *,B(i,:)
end do
end program f
mp>gfortran -std=f2008 f.f90
tmp>./a.out
3 6 9
2 5 8
1 4 7
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 128
2.10 Generate a diagonal matrix with given values
on the diagonal
Problem: generate diagonal matrix with 2, 4, 6, 8 on the diagonal.
Mathematica
{{2,0,0,0},
{0,4,0,0},
DiagonalMatrix[2 Range[1, 4]]
{0,0,6,0},
{0,0,0,8}}
Matlab
2 0 0 0
diag(2*(1:4)) 0 4 0 0
0 0 6 0
0 0 0 8
Maple
A:=LinearAlgebra:-DiagonalMatrix([2,4,6,8]); [[2,0,0,0],
#or [0,4,0,0],
A:=LinearAlgebra:-DiagonalMatrix( [0,0,6,0],
[seq(i,i=2..8,2)]); [0,0,0,8]]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 129
2.11 Sum elements in a matrix along the diagonal
Mathematica
mat = {{1, 2, 3},
{4, 5, 6},
{7, 8, 9}} Out[45]= 15
Tr[mat]
Matlab
A=[1 2 3;
4 5 6; ans =
7 8 9] 15
sum(diag(A))
Maple
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
d:=MTM:-diag(A);
add(x,x in d);
Another ways 15
LinearAlgebra:-Diagonal(A);
Student:-LinearAlgebra:-Diagonal(A);
2.12 Find the product of elements in a matrix
along the diagonal
Mathematica
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 130
mat= {{1, 2, 3},
{4, 5, 6},
{7, 8, 9}} Out[49]= 45
Apply[Times,Diagonal[mat]]
Matlab
A=[1 2 3;
4 5 6;
7 8 9] ans = 45
prod(diag(A))
Maple
restart;
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
d:=MTM:-diag(A);
mul(x,x in d);
45
#or simpler is
restart;
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
mul(LinearAlgebra:-Diagonal(A));
2.13 Check if a Matrix is diagonal
A diagonal matrix is one which has only zero elements off the diagonal. The Mathematica
code was contributed by Jon McLoone.
Mathematica
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 131
diagonalQ[m_List]/;ArrayDepth[m]===2&&Equal@@Dimensions[m]:=
And@@Flatten[MapIndexed[#1===0||Equal@@#2&,m,{2}]];
diagonalQ[m_]:=Return[False];
matA = {{1, 2},
{2, 4}};
matB = {{1, 0}, Out[59]= False
{0, 2}}; Out[60]= True
Out[61]= False
matC = {{1, 0, 2},
{0, 2, 4}};
diagonalQ[matA]
diagonalQ[matB]
diagonalQ[matC]
Maple
A:=Matrix([[1,0],[0,2]]);
Student:-NumericalAnalysis:-IsMatrixShape(A,'diagonal'); true
2.14 Find all positions of elements in a Matrix
that are larger than some value
The problem is to find locations or positions of all elements in a matrix that are larger
or equal than some numerical value such as 2 in this example.
Mathematica
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 132
mat = {{1, 2,3},
{2,1,-5},
{6,0,0}}; {{1,2},{1,3},{2,1},{3,1}}
p = Position[mat, _?(#1 >= 2&)]
Matlab
I =
2
3
A=[1 2 3; 1
2 1 -5; 1
6 0 0] J =
[I,J]=find(A>=2) 1
1
2
3
Maple
Maple is little weak in this area. There does not seem to be a buildin function to return
indices in matrix based on some condition. I searched ListTools and ArrayTools. So
had to program it in.
A:=Matrix([[1,2,3],[2,1,-5],[6,0,0]]);
[2, 1], [3, 1], [1, 2], [1, 3]
seq(seq(`if`(A[i,j]>=2,[i,j],NULL),i=1..3),j=1..3);
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 133
2.15 Replicate a matrix
Given Matrix
1 2
3 4
Generate a new matrix of size 2 by 3 where each element of the new matrix is the above
matrix. Hence the new matrix will look like
1 2 1 2 1 2
3 4 3 4 3 4
1 2 1 2 1 2
3 4 3 4 3 4
In Matlab, repmat() is used. In Mathematica, a Table command is used, followed by
ArrayFlatten[]
Mathematica
mat = {{1,2}, {{1,2,1,2,1,2},
{3,4}} {3,4,3,4,3,4},
{1,2,1,2,1,2},
r = Table[mat,{2},{3}]; {3,4,3,4,3,4}}
ArrayFlatten[r]
Matlab ans =
1 2 1 2 1 2
A=[1 2;3 4] 3 4 3 4 3 4
repmat(A,2,3) 1 2 1 2 1 2
3 4 3 4 3 4
Another way is to use kron() in matlab, and KroneckerProduct in Mathematica and
LinearAlgebra[KroneckerProduct] in Maple, which I think is a better way. As follows
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 134
Mathematica
mat = {{1,2},
{3,4}}
{{1,2,1,2,1,2},
kernel = Table[1, {2}, {3}]; {3,4,3,4,3,4},
(* {{1, 1, 1}, {1,2,1,2,1,2},
{1, 1, 1}} *) {3,4,3,4,3,4}}
KroneckerProduct[kernel, mat]
Matlab
A=[1 2;3 4]
kernel=ones(2,3) ans =
1 2 1 2 1 2
kernel = 3 4 3 4 3 4
1 1 1 1 2 1 2 1 2
1 1 1 3 4 3 4 3 4
kron(kernel,A)
Maple
[[1,2,1,2,1,2],
A:=Matrix([[1,2],[3,4]]); [3,4,3,4,3,4],
kern:=Matrix([[1,1,1],[1,1,1]]); [1,2,1,2,1,2],
LinearAlgebra:-KroneckerProduct(kern,A); [3,4,3,4,3,4]]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 135
2.16 Find the location of the maximum value in a
matrix
Mathematica
mat ={{2,4,-3},
{7,9,5},
{0,5.4,9}} Out[142]= {{2,2},{3,3}}
m = Max[mat]; (*this gives values *)
Position[mat,m](*this find locations*)
Matlab
h = [2, 4, -3; r =
7, 9, 5; 2
0, 5.4, 9] 3
c =
m = max(h(:)); 2
3
[r,c]=find(h==m)
Maple
This below finds position of first max.
A:=Matrix([[2,4,-3],[7,9,5],[0,5.4,9]]);
2,2
v:=max(A);
member(v,A,'pos');
pos
Maple support for such operations seems to be not as strong as Matlab. One way to
find locations of all elements is by using explicit loop
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 136
A:=Matrix([[2,4,-3],[7,9,5],[0,5.4,9]]);
v:=max(A); [[2, 2], [3, 3]]
r:=[seq(seq(`if`(A[i,j]=v,[i,j],NULL),i=1..3),j=1..3)];
2.17 Swap 2 columns in a matrix
Give a matrix
1 2
3 4
5 6
How to change it so that the second column becomes the first, and the first becomes
the second? so that the result become
2 1
4 3
6 5
Mathematica
a={{1,2}, Out[29]= {{2, 1},
{3,4}, {4, 3},
{5,6}} {6, 5}}
Reverse[a,2]
Matlab
a =[1 2; 2 1
3 4; 4 3
5 6] 6 5
[a(:,2) a(:,1)]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 137
Maple
[[2,1],
A:=Matrix([[1,2],[3,4],[5,6]]); [4,3],
A:=Matrix([ A[..,2], A[..,1] ]) [6,5]]
2.18 Join 2 matrices side-by-side and on top of
each others
Mathematica
In Mathematica, to join 2 matrices side-by-side, use Join with ’2’ as the third argument.
To join them one on top of the other, use ’1’ as the third argument
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 138
Out[146]= {{8,5, 1},
a = RandomInteger[10, {3, 3}] {8,10,8},
{6,0, 8}}
{{9, 0,1},
b = RandomInteger[10, {3, 3}] {10,2,7},
{8, 0,8}}
{{8,5, 1, 9,0,1},
(*join side-by-side as in Matlab [A B]*)
{8,10,8,10,2,7},
Join[a, b, 2]
{6,0, 8, 8,0,8}}
{{8, 5 , 1},
{8, 10, 8},
(*join vertically as in Matlab [A;B]*) {6, 0 , 8},
Join[a, b, 1] {9, 0 , 1},
{10,2 , 7},
{8, 0 , 8}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 139
Matlab
A=rand(3,3) 0.5472 0.2575 0.8143 0.3500 0.6160 0.8308
B=rand(3,3) 0.1386 0.8407 0.2435 0.1966 0.4733 0.5853
[A B] 0.1493 0.2543 0.9293 0.2511 0.3517 0.5497
0.5472 0.2575 0.8143
0.1386 0.8407 0.2435
0.1493 0.2543 0.9293
[A;B]
0.3500 0.6160 0.8308
0.1966 0.4733 0.5853
0.2511 0.3517 0.5497
Maple
A:=ArrayTools:-RandomArray(3,3,distribution = uniform);
B:=ArrayTools:-RandomArray(3,3,distribution = uniform);
<A|B>; #side by side
<A,B>; #on top of each others
#or
Matrix([A,B]); #side by side
Matrix([[A],[B]]); #on top of each others
2.19 Copy the lower triangle to the upper triangle
of a matrix to make symmetric matrix
Question posted on the net
please help me with simple to apply function that will construct
symmetric matrix from given just a half matrix with diagonal.
Eg:
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 140
From:
1 0 0 0
2 3 0 0
4 9 5 0
2 2 3 4
To give:
1 2 4 2
2 3 9 2
4 9 5 3
2 2 3 4
Many answers were given, below is my answer, and I also show how to do it in Matlab
Mathematica
a = {{1, 0, 0, 0}, {{1, 2, 4, 2},
{2, 3, 0, 0}, {2, 3, 9, 2},
{4, 9, 5, 0}, {4, 9, 5, 3},
{2, 2, 3, 4}}; {2, 2, 3, 4}
}
Transpose[LowerTriangularize[a, -1]] + a
Matlab
a =
1 0 0 0 ans =
2 3 0 0 1 2 4 2
4 9 5 0 2 3 9 2
2 2 3 4 4 9 5 3
2 2 3 4
a+tril(a,-1)'
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 141
Maple
[[1,2,4,2],
A:=Matrix([[1,0,0,0],[2,3,0,0],[4,9,5,0],[2,2,3,4]]);
[2,3,9,2],
B:=ArrayTools:-LowerTriangle(A,-1); [4,9,5,3],
A:=A+B^%T; [2,2,3,4]]
2.20 extract values from matrix given their index
Given a matrix A, and list of locations within the matrix, where each location is given
by i, j entry, find the value in the matrix at these locations
Example, given
A={{1,2,3},
{4,5,6},
{7,8,9}}
obtain the entries at 1, 1 and 3, 3 which will be 1 and 9 in this example.
Mathematica
mat={{1,2,3},
{4,5,6},
{7,8,9}} {1,9}
pos = { {1,1},{3,3}};
Map[ mat[[Sequence@@ # ]] & , pos ]
Another method (same really as above, but using
Part explicit)
{1,9}
Map[Part[A, Sequence @@ #] &, pos]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 142
Matlab
A=[1 2 3;
4 5 6;
7 8 9]; ans =
I=[1 3]; % setup the I,J indices 1 9
J=[1 3];
A(sub2ind(size(A),I,J))
Maple
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
[1, 9]
loc:=[[1,1],[3,3]];
map(x->A[op(x)],loc);
2.21 Convert N by M matrix to a row of length N
M
Given
a=[1 2 3
4 5 6
7 8 9]
covert the matrix to one vector
[1 2 3 4 5 6 7 8 9]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 143
Mathematica
a={{1,2,3},
{4,5,6},
{7,8,9}} {1,2,3,4,5,6,7,8,9}
Flatten[a]
Matlab
a=[1 2 3;
4 5 6;
7 8 9] 1 4 7 2 5 8 3 6 9
a=a(:);
a'
Maple Maple reshapes along columns, like Matlab. To get same result as Mathematica,
we can transpose the matrix first. To get same result as Matlab, do not transpose.
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
[1, 4, 7, 2, 5, 8, 3, 6, 9]
v:=ListTools:-Flatten(convert(A,list));
[1, 2, 3, 4, 5, 6, 7, 8, 9]
v:=ListTools:-Flatten(convert(A^%T,list));
2.22 find rows in a matrix based on values in
different columns
Example, given Matrix
1 9 0 10
5 6 7 8
3 9 2 10
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 144
Select rows which has 9 in the second column and 10 in the last column. Hence the
result will be the first and third rows only
1 9 0 10
3 9 2 10
Mathematica
mat={{1,9,0,10},
{5,6,7,8},
{3,9,2,10}}; {{1},{3}}
p = Position[mat[[All,{2,4}]],x_/;x==={9,10}]
{{1,9,0,10},
Extract[mat,p]
{3,9,2,10}}
Matlab
A=[1 9 0 10;
5 6 7 8;
3 9 2 10]; ans =
1 9 0 10
r=bsxfun(@eq,A(:,[2 4]),[9 10]); 3 9 2 10
ind=all(r,2);
A(ind,:)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 145
Maple
restart;
A:=Matrix([[1,9,0,10],[5,6,7,8],[3,9,2,10]]);
nRow:=op([1,1],A);
<seq(`if`(A[i,2]=9 and A[i,-1]=10,A[i,..],NULL),i=1..nRow)>;
1 9 0 10
#OR
restart; 3 9 2 10
A:=Matrix([[1,9,0,10],[5,6,7,8],[3,9,2,10]]);
nRow:=LinearAlgebra:-RowDimension(A);
my_rows:=[seq(`if`(A[i,2]=9 and A[i,-1]=10,convert(A[i,..],list),NULL),i=1..nRow)];
Matrix(my_rows)
There does not seem to be a direct way in Maple to take list of row Vectors, and use
these to make a Matrix. This is why I had to convert to list in the above to make it
work.
2.23 Select entries in one column based on a
condition in another column
Given
A=[4 3
6 4 ---->
7 6 ---->
2 1
1 3
9 2
2 5 ---->
1 2
]
Select elements in the first column only which has corresponding element in the second
column greater than 3, hence the result will be
[6 7 2]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 146
Mathematica
mat = {{4, 3},
{6, 4},
{7, 6},
{2, 1},
{1, 3},
{9, 2}, {6, 7, 2}
{2, 5},
{1, 2}};
r = Select[mat, #[[2]] > 3 &];
r[[All, 1]]
another way is to find the index using Position
and then use Extract
loc = Position[mat, {x_, y_} /; y > 3] {6, 7, 2}
r = Extract[mat, loc];
r[[All, 1]]
another way is to use Cases[]. This is the short-
est way
{6, 7, 2}
Cases[mat, {x_, y_} /; y > 3 :> x]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 147
Matlab
A=[4, 3;
6, 4;
7, 6;
2, 1; 6
1, 3; 7
9, 2; 2
2, 5;
1, 2];
A(A(:,2)>3,1)
Maple
In Maple, we must convert the Matrix to list of lists to work on each row at a time. I
could not find a way to avoid this.
restart;
A:=<<4|3>,
<6|4>,
<7|6>,
<2|1>,
<1|3>, [6, 7, 2]
<9|2>,
<2|5>,
<1|2>>;
select(z->evalb(z[2]>3),convert(A,listlist))[..,1]
2.24 Locate rows in a matrix with column being a
string
The problem is to select rows in a matrix based on string value in the first column. Then
sum the total in the corresponding entries in the second column. Given. For example,
given
mat = {'foobar', 77;
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 148
'faabar', 81;
'foobur', 22;
'faabaa', 8;
'faabian', 88;
'foobar', 27;
'fiijii', 52};
and given list
{'foo', 'faa'}
The problem is to select rows in which the string in the list is part of the string in the
first column in the matrix, and then sum the total in the second column for each row
found. Hence the result of the above should be
'foo' 'faa'
[126] [ 177]
Mathematica
mat = {{"foobar", 77},
{"faabar", 81},
{"foobur", 22},
{"faabaa", 8},
{"faabian", 88},
{"foobar", 27},
{"fiijii", 52}};
lst = {"foo", "faa"};
{{"foo", 126}, {"faa", 177}}
foo[mat_, lst_] :=
Select[mat, StringMatchQ[lst,
StringTake[#[[1]], 3]] &];
r = Map[foo[mat, #] &, lst];
MapThread[{#1,
Total[#2[[All, 2]]]}&,{lst, r}]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 149
Matlab
A = {'foobar', 77;
'faabar', 81;
'foobur', 22;
'faabaa', 8;
'faabian', 88; ans =
'foobar', 27; 'foo' 'faa'
'fiijii', 52}; [126] [177]
lst= {'foo', 'faa'};
f=@(x) [x sum(cell2mat(A(strncmp(A(:,1),x,3),2)))];
r=arrayfun(@(i) f(lst(i)),1:2,'UniformOutput',false)
reshape([r{:}],2,2)
ans =
'foo' [126]
But notice that in Matlab, the answer is a cellarray. To
ans =
access the numbers above
'faa' [177]
r{:}
r{1}{2} ans =
r{2}{2} 126
ans =
177
2.25 Remove set of rows and columns from a
matrix at once
Given: square matrix, and list which represents the index of rows to be removed, and it
also represents at the same time the index of the columns to be removed (it is square
matrix, so only one list is needed).
output: the square matrix, with BOTH the rows and the columns in the list removed.
Assume valid list of indices.
This is an example: remove the second and fourth rows and the second and fourth
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 150
columns from a square matrix.
I asked this question at SO, and more methods are shown there at HTML
Mathematica Three methods are given.
method 1:
(credit for the idea to Mike Honeychurch at stackoverflow). It turns out it is easier to
work with what we want to keep instead of what we want to delete so that Part[] can
be used directly.
Hence, given a list of row numbers to remove, such as
pos = {2, 4};
Start by generating list of the rows and columns to keep by using the command
Complement[], followed by using Part[]
a = {{0, 5, 2, 3, 1, 0},
{4, 3, 2, 5, 1, 3},
{4, 1, 3, 5, 3, 2},
{4, 4, 1, 1, 1, 5},
{3, 4, 4, 5, 3, 3},
{5, 1, 4, 5, 2, 0}
};
pos = {2, 4};
keep = Complement[Range[Length[a]], pos];
a[[keep, keep]]
Gives
{{0, 2, 1, 0},
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 151
{4, 3, 3, 2},
{3, 4, 3, 3},
{5, 4, 2, 0}
}
Method 2: (due to Mr Wizard at stackoverflow)
ReplacePart[a, {{2},{4},{_, 2},{_, 4}}
:> Sequence[]]
Gives
{{0, 2, 1, 0},
{4, 3, 3, 2},
{3, 4, 3, 3},
{5, 4, 2, 0}
}
Method 3: (me)
use Pick. This works similar to Fortran pack(). Using a mask matrix, we set the entry
in the mask to False for those elements we want removed. Hence this method is just a
matter of making a mask matrix and then using it in the Pick[] command.
{nRow,nCol} = Dimensions[a];
mask = Table[True,{nRow},{nCol}];
pos = {2,4};
mask[[All,pos]]=False;
mask[[pos,All]]=False;
r=Pick[a,mask]/.{}->Sequence[]
gives
Out[39]= {{0,2,1,0},
{4,3,3,2},
{3,4,3,3},
{5,4,2,0}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 152
Matlab
a = [0, 5, 2, 3, 1, 0;
4, 3, 2, 5, 1, 3;
4, 1, 3, 5, 3, 2;
4, 4, 1, 1, 1, 5; a =
3, 4, 4, 5, 3, 3; 0 2 1 0
5, 1, 4, 5, 2, 0 4 3 3 2
] 3 4 3 3
5 4 2 0
list=[2 4];
a(list,:)=[];
a(:,list)=[];
Maple
A := Matrix([
[0, 5, 2, 3, 1, 0],
[4, 3, 2, 5, 1, 3],
[4, 1, 3, 5, 3, 2], A:=[[0, 2, 1, 0],
[4, 4, 1, 1, 1, 5], [4, 3, 3, 2],
[3, 4, 4, 5, 3, 3], [3, 4, 3, 3],
[5, 1, 4, 5, 2, 0] [5, 4, 2, 0]]
]);
the_list:=[2,4];
A:=LinearAlgebra:-DeleteRow(A,the_list);
A:=LinearAlgebra:-DeleteColumn(A,the_list);
2.26 Convert list of separated numerical numbers
to strings
Problem: given a list of numbers such as
{{1, 2},
{5, 3, 7},
{4}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 153
}
convert the above to list of strings
{"12",
"537",
"4"}
Mathematica
a={{1,2},{5,3,7},{4}};
Map[ToString[#]&,a,{2}]; List["12","537","4"]
Map[StringJoin[#]&,%]
Matlab
a={[1,2],[5,3,7],[4]}; ans =
r=arrayfun(@(i) ... '1 2'
cellstr(num2str(a{i})),1:length(a)); '5 3 7'
r' '4'
answer below is due to Bruno Luong at Matlab news-
group
a={[1,2],[5,3,7],[4]}; '12' '537' '4'
map='0':'9';
cellfun(@(x) map(x+1), a, 'uni', 0)
Maple
a:=[[1,2],[5,3,7],[4]]; ["12", "537", "4"]
map(x->convert(cat(op(x)), string),a);
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 154
2.27 Obtain elements that are common to two
vectors
Given vector or list d = [−9, 1, 3, −3, 50, 7, 19], t = [0, 7, 2, 50], find the common ele-
ments.
Mathematica
d = {-9,1,3,-3,50,7,19};
t = {0,7,2,50}; Out[412]= {7,50}
Intersection[d,t]
Matlab
d=[-9 1 3 -3 50 7 19]; ans =
t =[0 7 2 50]; 7 50
intersect(t,d)
Maple
d := {-9,1,3,-3,50,7,19};
{7, 50}
t := {0,7,2,50};
d intersect t;
2.28 Sort each column (on its own) in a matrix
Given
4 2 5
2 7 9
10 1 2
Sort each column on its own, so that the result is
2 1 2
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 155
4 2 5
10 7 9
In Matlab, the sort command is used. But in the Mathematica, the Sort command is
the same the Matlab’s sortrows() command, hence it can’t be used as is. Map is used
with Sort to accomplish this.
Mathematica
mat={{4,2,5},
{2,7,9}, {{2, 1, 2},
{10,1,2}}; {4, 2, 5},
{10,7, 9}}
Map[Sort[#]&,Transpose[mat]];
mat=Transpose[%]
Matlab
A=[4 2 5; 2 1 2
2 7 9; 4 2 5
10 1 2]; 10 7 9
sort(A,1)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 156
Maple
restart;
restart;
A:=Matrix([[4,2,5],[2,7,9],[10,1,2]]);
map(x->sort(x),[LinearAlgebra:-Column(A,[1..-1])]);
Matrix(%);
Matrix(3, 3, [[2, 1, 2],
#or, may simpler is [4, 2, 5],
[10, 7, 9]])
restart;
A:=Matrix([[4,2,5],[2,7,9],[10,1,2]]);
for n from 1 to LinearAlgebra:-ColumnDimension(A) do
A[..,n]:=sort(A[..,n]);
od:
A
2.29 Sort each row (on its own) in a matrix
Given
4 2 5
2 7 9
10 1 2
Sort each row on its own, so that the result is
2 4 5
2 7 9
1 2 10
Mathematica
mat={{4, 2,5}, {{2, 4, 5},
{2, 7,9}, {2, 7, 9},
{10,1,2}}; {1, 2, 10}}
Map[Sort[#]&,mat]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 157
Matlab
A=[4 2 5; 2 4 5
2 7 9; 2 7 9
10 1 2]; 1 2 10
sort(A,2)
Maple
restart;
A:=Matrix([[4,2,5],[2,7,9],[10,1,2]]);
map(x->convert(sort(x),list),[LinearAlgebra:-Row(A,[1..-1])]);
Matrix(%);
Matrix(3, 3, [[2, 4, 5],
#or, may simpler is
[2, 7, 9],
[1, 2, 10]])
restart;
A:=Matrix([[4,2,5],[2,7,9],[10,1,2]]);
for n from 1 to LinearAlgebra:-RowDimension(A) do
A[n,..]:=sort(A[n,..]);
od:
A
I had to convert each row to a list above for this to work. But for the case of columns
(see last item earlier), this was not needed. Strange that one can’t not construct a
Matrix from list of Row vectors as with a list of Column vectors.
Maple 2021.
2.30 Sort a matrix row-wise using first column as
key
Given
4 2 5
2 7 9
10 1 2
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 158
Sort the matrix row-wise using first column as key so that the result is
2 7 9
4 2 5
10 1 2
In Matlab, the sortrows() command is used. In Mathematica the Sort[] command is
used as is. No need to do anything special.
Mathematica
mat={{4, 2, 5}, {{2, 7, 9},
{2, 7, 9}, {4, 2, 5},
{10,1, 2}}; {10, 1, 2}}
Sort[mat]
Matlab
A=[4 2 5; 2 7 9
2 7 9; 4 2 5
10 1 2]; 10 1 2
sortrows(A)
Maple
restart;
Matrix(3, 3, [[2, 7, 9],
A:=Matrix([[4,2,5],[2,7,9],[10,1,2]]);
[4, 2, 5],
convert(A,listlist);
[10, 1, 2]])
sort(%);
Matrix(%)
In Maple 2023 we can now do the following to get the same output
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 159
restart; Matrix(3, 3, [[2, 7, 9],
A:=Matrix([[4,2,5],[2,7,9],[10,1,2]]); [4, 2, 5],
ArrayTools:-SortBy( A, 'column', 1 ); [10, 1, 2]])
2.31 Sort a matrix row-wise using non-first column
as key
Given
4 2 5
2 7 9
10 1 2
Sort the matrix row-wise using the second column as key so that the result is
10 1 2
4 2 5
2 7 9
In Matlab, the sortrows() command is used, but now we tell it to use the second column
as key.
In Mathematica the SortBy[] command is now used but we tell it to use the second
slot as key.
Mathematica
mat={{4, 2, 5},
{2, 7, 9}, {{10, 1, 2},
{10,1, 2}}; {4, 2, 5},
(*sort by second element as key*) {2, 7, 9}}
SortBy[mat,#[[2]]&]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 160
Matlab
A=[4 2 5; 10 1 2
2 7 9; 4 2 5
10 1 2]; 2 7 9
sortrows(A,2)
Maple
restart;
A:=Matrix([[4,2,5],
Matrix(3, 3, [[10, 1, 2],
[2,7,9],
[4, 2, 5],
[10,1,2]]);
[2, 7, 9]])
convert(A,listlist);
sort(%,key=(x->x[2]));
Matrix(%)
In Maple 2023 we can now do the following to get the same output
restart;
A:=Matrix([[4,2,5], Matrix(3, 3, [[10, 1, 2],
[2,7,9], [4, 2, 5],
[10,1,2]]); [2, 7, 9]])
ArrayTools:-SortBy( A, 'column', 2 );
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 161
2.32 Replace the first nonzero element in each row
in a matrix by some value
Problem: Given a matrix, replace the first nonzero element in each row by some a
specific value. This is an example. Given matrix A below, replace the first non-zero
element in each row by −1, then
50 75 0 −1 75 0
50 0 100 −1 0 100
0 75 100 0 −1 100
A= will become B =
75 100 0 −1 100 0
0 75 100 0 −1 100
0 75 100 0 −1 100
Mathematica
A={ {50, 75, 0},{50, 0, 100},
{0, 75, 100},{75, 100, 0},
{0, 75, 100},{0, 75, 100}};
ReplacePart[A,DeleteDuplicates[
Position[A,_?(#!=0&)],
(#1[[1]]==#2[[1]]&)]->-1]
Solution due to Bob Hanlon (from Mathematica newsgroup)
r=Union[Position[A,_?(# !=0&)],
SameTest->(#1[[1]]==#2[[1]]&)];
ReplacePart[A,r->-1]
Solution by Fred Simons (from Mathematica newsgroup)
r=Split[Position[A,_?(# !=0&),{2}],
#1[[1]]==#2[[1]]&][[All,1]];
ReplacePart[A,r->-1]
Solution due to Adriano Pascoletti (from Mathematica newsgroup)
r=(First /@ Split[#1,First[#1]===First[#2]&]&)
[Position[A,x_/;x!=0]]
ReplacePart[A,r->-1]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 162
Solution due to Oliver Ruebenkoenig (from Mathematica newsgroup)
r=First /@ SplitBy[ Drop[ArrayRules[
SparseArray[A]][[All,1]],-1],First]
ReplacePart[A,r->-1]
Solution due to Szabolcs Horvát (from Mathematica newsgroup)
r=MapIndexed[{First[#2],1+LengthWhile[#1,#==0&]}&,A]
ReplacePart[A,r->-1]
These all give
{{-1,75,0},{-1,0,100},{0,-1,100},
{-1,100,0},{0,-1,100},{0,-1,100}}
Matlab
A=[50 75 0;
50 0 100;
0 75 100;
75 100 0;
0 75 100;
0 75 100];
[I,J] = ind2sub(size(A),find(A~=0));
[b,c] = unique(I,'first');
A(sub2ind(size(A),b,J(c)))=-1
This solution due to Bruno Luong (from matlab newsgroup)
B = cumsum(A~=0,2)>0
B = [false(size(B,1),1) B]
A(logical(diff(B,1,2))) = -1
This solution due to Jos from matlab newsgroup
A((cumsum(~~A,2)==1) & (A ~= 0)) = -1
The above solutions all give
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 163
A =
-1 75 0
-1 0 100
0 -1 100
-1 100 0
0 -1 100
0 -1 100
Maple
restart;
A:=Matrix([[50,75,0],
[50,0,100],
[0,75,100],
Matrix(6, 3, [[-1, 75, 0],
[75,100,0],
[-1, 0, 100],
[0,75,100],
[0, -1, 100],
[0,75,100]]);
[-1, 100, 0],
for n from 1 to LinearAlgebra:-RowDimension(A) do
[0, -1, 100],
idx:=ArrayTools:-SearchArray(A[n,..],1);
[0, -1, 100]])
if numelems(idx)<>0 then
A[n,idx[1]]:=-1;
fi;
od:
A
2.33 Perform outer product and outer sum
between two vector
Problem: Given 2 vectors, perform outer product and outer sum between them. The
outer operation takes the first element in one vector and performs this operation on
each element in the second vector. This results in first row. This is repeated for each of
the elements in the first vector. The operation to perform can be any valid operation
on these elements.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 164
Mathematica
using symbolic vectors. Outer product
Remove["Global`*"] {{a e, a f, a g},
{b e, b f, b g},
v1={a,b,c}; {c e, c f, c g}}
v2={e,f,g};
Outer[Times,v1,v2]
Outer sum
{{a+e, a+f, a+g},
Outer[Plus,v1,v2] {b+e, b+f, b+g},
{c+e, c+f, c+g}}
using numerical vectors. Outer product
v1={1,2,3}; {{4, 5, 6},
v2={4,5,6}; {8, 10, 12},
Outer[Times,v1,v2] {12, 15, 18}}
Outer sum
{{5, 6, 7},
Outer[Plus,v1,v2] {6, 7, 8},
{7, 8, 9}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 165
Matlab
Outer product
ans =
v1=[1 2 3]; 4 5 6
v2=[4 5 6]; 8 10 12
12 15 18
v1'*v2
Outer sum
ans =
v1=[1 2 3]; 5 6 7
v2=[4 5 6]; 6 7 8
meshgrid(v1)+meshgrid(v2)' 7 8 9
Maple
Due to Carl Love from the Maple newsgroup
restart;
Outer:= proc(OP, L1, L2)
local a,b; [a*d,a*e,a*f,b*d,
[seq](seq(OP(a,b), b in L2), a in L1) b*e, b*f, c*d, c*e, c*f]
end proc:
L1:=[a,b,c];
L2:=[d,e,f];
Outer(`*`,L1,L2);
[a+d, a+e, a+f, b+d,
Outer(`+`,L1,L2);
b+e, b+f, c+d, c+e, c+f]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 166
2.34 Find the rank and the bases of the Null space
for a matrix A
Problem: Find the rank and nullities of the following matrices, and find the bases of
the range space and the Null space.
2 3 3 4
A = 0 −1 −2 2
0 0 0 1
Mathematica
mat={{2,3,3,4},
{0,-1,-2,2},
{0,0,0,1}}; 3,4
{nRow,nCol} = Dimensions[mat]
Print["Rank (or dimension of the range space)=",
Rank (or dimension of the range space)=3
MatrixRank[mat]]
Print["Dimension of the Null Space=",
Dimension of the Null Space=1
nCol-MatrixRank[mat]]
Print["Basis for Null Space=",NullSpace[mat]] Basis for Null Space={{3,-4,2,0}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 167
Matlab
A=[2 3 3 4;
0 -1 -2 2;
0 0 0 1] A range space dimension=3
A null space dimension= 1
[nRow,nCol]=size(A); Basic for null space of A =
r = rank(A); ans =
fprintf('A range space dimension=%d\n',r); 1.5000 -2.0000 1.0000 0
fprintf('A null space dimension= %d\n',nCol-r);
fprintf('Basic for null space of A =');
null(A,'r')'
Maple
3
restart; 1
A:=Matrix([[2,3,3,4],[0,-1,-2,2],[0,0,0,1]]); [3/2
LinearAlgebra:-Rank(A); -2
LinearAlgebra:-ColumnDimension(A)-LinearAlgebra:-Rank(A);
1
LinearAlgebra:-NullSpace(A) 0]
2.35 Find the singular value decomposition (SVD)
of a matrix
1 2 3
Problem: Find the SVD for the matrix Notice that in Maple, the singular
4 5 6
values matrix, normally called S, is returned as a column vector. So need to call
DiagonalMatrix() to format it as expected.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 168
{{0.386318,-0.922366},
Mathematica {0.922366,0.386318}}
mat = {{1,2,3}, {{9.50803,0.,0.},
{4,5,6}} {0.,0.77287,0.}}
{u,s,v}=N[SingularValueDecomposition[mat]] {{0.428667,0.805964,0.408248},
{0.566307,0.112382,-0.816497},
{0.703947,-0.581199,0.408248}}
(*Reconstruct A from its components *) {{1.,2.,3.},
u.s.Transpose[v] {4.,5.,6.}}
u =
-0.3863 -0.9224
-0.9224 0.3863
Matlab
A=[1 2 3; s =
4 5 6];
[u,s,v]=svd(A); 9.5080 0 0
u 0 0.7729 0
s
v v =
-0.4287 0.8060 0.4082
-0.5663 0.1124 -0.8165
-0.7039 -0.5812 0.4082
ans =
u*s*v' 1.0000 2.0000 3.0000
4.0000 5.0000 6.0000
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 169
Maple
[1 2 3 ]
restart;
A := [ ]
with(LinearAlgebra):
[4 5 6.]
A:=Matrix([[1,2,3],[4,5,6.]]);
m,n:=Dimensions(A):
[0.386317703118612 -0.922365780077058]
u,s,v:=SingularValues(A,
[ ]
output=['U', 'S', 'Vt']):
[0.922365780077058 0.386317703118612 ]
u;
[9.50803200069572 0
s := [
[ 0 0.772869635673485
s:=DiagonalMatrix(s,m,n);
v;
[0.428667133548626 0.566306918848035
v:= [0.805963908589298 0.112382414096594
[0.408248290463863 -0.816496580927726
[9.50803200069572 0 0
> s2:=DiagonalMatrix(SingularValues(A,
s2 := [
output=['S']),m,n);
[ 0 0.772869635673485
[1. 2. 3.]
> evalf(u.s.v); [ ]
[4. 5. 6.]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 170
2.36 Solve Ax = b
Solve for x in the following system of equations
[ 1 2 3 ][x1] [ 1 ]
[ 7 5 6 ][x2]= [ 2 ]
[ 7 8 9 ][x3] [ 3 ]
Mathematica
mat={{1,2,3},
{7,5,6},
{7,8,9}}; {0,0,1/3}
b = {1,2,3}
LinearSolve[mat,b]
Matlab
format long
A=[1 2 3; ans =
7 5 6; 0
7 8 9]; 0
b=[1;2; 3]; 0.333333333333333
A\b
Maple
restart; [0,
A:=Matrix([[1,2,3],[7,5,6],[7,8,9]]); 0,
b:=Vector([1,2,3]); 1/3]
LinearAlgebra:-LinearSolve(A,b)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 171
Fortran
program t2
implicit none
integer, parameter :: N=3
real(8), DIMENSION(N, N) :: &
A=DBLE(reshape([ 1.0, 2.0, 3.0,&
7.0, 5.0, 6.0,&
7.0, 8.0, 9.0], shape(A), order=[2,1]))
real(8), parameter, DIMENSION(N, 1) :: &
b=DBLE(reshape([1.0, 2.0, 3.0], shape(b)))
real(8), DIMENSION(N, 1) :: IPIV
integer :: INFO
CALL DGETRF( N, N, A, N, IPIV, INFO )
if (INFO .eq. 0 ) then
CALL DGETRS( 'N', N,1, A, N, IPIV, b , N, INFO)
if ( INFO .eq. 0 ) then
print *, 'solution is',b
else
print *, 'failed DGETRS, INFO=',INFO
end if
else
print *, 'failed DGETRF, INFO=',INFO
end if
end program
compile and run
$ gfortran -std=f2003 -Wextra -Wall -pedantic -funroll-loops
-ftree-vectorize -march=native -Wsurprising -Wconversion
t2.f90 /usr/lib/liblapack.a /usr/lib/libblas.a
$ ./a.exe
solution is
-5.28677630773884192E-018 -3.70074341541718826E-017 0.33333333333333337
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 172
2.37 Find all nonzero elements in a matrix
Given a matrix, find the locations and the values of all nonzero elements. Hence given
the matrix
0 0 1
10 0 2
3 0 0
the positions returned will be (1, 3), (2, 1), (2, 3), (3, 1) and the corresponding values are
1, 10, 2, 3.
Mathematica
In Mathematica, standard Mathematica matrix operations can be used, or the matrix
can be converted to SparseArray and special named operation can be used on it.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 173
mat = {{0 , 0, 1},
{10, 0, 2},
{3 , 4, 0}};
{{1,3},{2,1},{2,3},{3,1},{3,2}}
sp = SparseArray[mat];
pos = sp["NonzeroPositions"]
values=sp["NonzeroValues"] {1,10,2,3,4}
Or standard list operations can be used
mat = {{0 , 0, 1},
{10, 0, 2},
{3 , 4, 0}};
{1,10,2,3,4}
(*find values not zero *)
Cases[mat,x_ /;Not[PossibleZeroQ[x]]:>x,2]
(*find the index *)
{{1,3},{2,1},{2,3},{3,1},{3,2}}
Position[mat,x_/;x!=0]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 174
values =
Matlab
10
A=[0 0 1; 10 0 2; 3 4 0]; 3
values= nonzeros(A) 4
1
2
I =
2
3
3
1
%find locations 2
[I,J]=find(A) J =
1
1
2
3
3
Maple
row, col := Vector[column](5, [2, 3, 3, 1, 2]),
A:=Matrix([[0,0,1],[10,0,2],[3,4,0]]);
Vector[column](5, [1, 1, 2, 3, 3])
row, col:=ArrayTools:-SearchArray(A);
#values
[10, 3, 4, 1, 2]
map(n->A[row[n],col[n]],[$numelems(row)])
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 175
2.38 evaluate f (x) on a vector of values
Given a function f (x) evaluate it for each value contained in a vector. For example,
given f (x) = x2 evaluate it on (1, 2, 3) such that the result is (1, 4, 9).
Mathematica
Clear[f,x]
f[x_]:=x^2 {1,4,9}
v={1,2,3};
f[v]
Matlab
clear all;
v=[1 2 3] ans =
f=@(x) x.^2 1 4 9
f(v)
Maple
[1, 4, 9]
map(x->x^2,[1,2,3])
2.39 generates equally spaced N points between x1
and x2
Mathematica
Out[48]= {1,3/2,2,5/2,3}
x1=1;
N[%]
x2=3;
Out[49]= {1.,1.5,2.,2.5,3.}
FindDivisions[{x1,x2},5]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 176
Matlab
clear all;
x1 = 1; ans =
x2 = 3; 1.0000 1.5000 2.0000 2.5000 3.0000
linspace(x1,x2,5)
Maple
x1 := 1; x2 := 3; Vector[row](5, [1.0000, 1.5000, 2.0000, 2.5000, 3
ArrayTools:-RegularArray(x1..x2,5)
2.40 evaluate and plot a f(x,y) on 2D grid of
coordinates
2 2
Evaluate x exp−x −y on 2D cartesian grid between x = −2· · · 2 and y = −4· · · 4 using
h = 0.2 for grid spacing.
Mathematica
f[x_,y_]:=x Exp[-x^2-y^2];
data = Table[f[x,y],{x,-2,2,.2},{y,-4,4,.2}];
ListPlot3D[data,
PlotRange->All,
ColorFunction->"Rainbow",
AxesLabel->{"x","y","z"},
LabelStyle->12,
Ticks->{Range[-2,2,1],Range[-4,4,1],Automatic},
DataRange->{{-2,2},{-4,4},Automatic},
ImageSize->400]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 177
The above can also be done using Plot3D
f[x_,y_]:=x Exp[-x^2-y^2];
Plot3D[f[x,y],{x,-2,2},{y,-4,4},
PlotRange->All,
ColorFunction->"Rainbow",
AxesLabel->{"x","y","z"},
LabelStyle->12,
ImageSize->400]
I need to sort out the orientation difference between the two plots above.
Matlab
[X,Y] = meshgrid(-2:.2:2, -4:.2:4);
Z = X .* exp(-X.^2 - Y.^2);
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 178
surf(X,Y,Z)
xlabel('x');
ylabel('y');
zlabel('z');
Maple
f:=(x,y)->x*exp(-x^2-y^2);
data:=[seq([seq(f(x,y),x=-2..2,.2)],y=-4..4,.2)]:
plots:-listplot3d(data)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 179
2.41 Find determinant of matrix
Given a square matrix, find its determinant. In Mathematica, the Det[] command is
used. In Matlab the det() command is used.
Mathematica
mat=Table[RandomReal[],{3},{3}] -0.317792605942287
Det[mat]
Matlab
A=rand(3,3); -0.276653966272994
det(A)
Maple
A:=LinearAlgebra:-RandomMatrix(3,3,generator=-1..1.0);
0.4101995534
LinearAlgebra:-Determinant(A)
2.42 Generate sparse matrix with n by n matrix
repeated on its diagonal
1 2 3
Given matrix 4 5 6, generate the following sparse matrix with this matrix on the
7 8 9
diagonal
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 180
1 2 3 0 0 0 0 0 0
4 5 6 0 0 0 0 0 0
7 8 9 0 0 0 0 0 0
0 0 0 1 2 3 0 0 0
0 0 0 4 5 6 0 0 0
0 0 0 7 8 9 0 0 0
0 0 0 0 0 0 1 2 3
0 0 0 0 0 0 4 5 6
0 0 0 0 0 0 7 8 9
Mathematica 1. 2. 3. 0 0 0 0 0 0
4. 5. 6. 0 0 0 0 0 0
mat = N[{{1,2,3},{4,5,6},{7,8,9}}]; 7. 8. 9. 0 0 0 0 0 0
sp = SparseArray[Band[{1,1}]->
0 0 0 1. 2. 3. 0 0 0
ConstantArray[mat,{3}]]
0 0 0 4. 5. 6. 0 0 0
MatrixForm[sp]
0 0 0 7. 8. 9. 0 0 0
0 0 0 0 0 0 1. 2. 3.
0 0 0 0 0 0 4. 5. 6.
0 0 0 0 0 0 7. 8. 9.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 181
Matlab
A = [1 2 3; ans =
4 5 6; 1 0 0
7 8 9]; 0 1 0
Iy = speye(3); 0 0 1
full(Iy)
ans =
1 2 3 0 0 0 0 0 0
4 5 6 0 0 0 0 0 0
7 8 9 0 0 0 0 0 0
sp = kron(Iy,A); 0 0 0 1 2 3 0 0 0
full(sp) 0 0 0 4 5 6 0 0 0
0 0 0 7 8 9 0 0 0
0 0 0 0 0 0 1 2 3
0 0 0 0 0 0 4 5 6
0 0 0 0 0 0 7 8 9
Matrix(9, 9, [[1, 2, 3, 0, 0, 0, 0, 0, 0],
[4, 5, 6, 0, 0, 0, 0, 0, 0],
Maple [7, 8, 9, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 1, 2, 3, 0, 0, 0],
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
[0, 0, 0, 4, 5, 6, 0, 0, 0],
Iy:=LinearAlgebra:-IdentityMatrix(3);
[0, 0, 0, 7, 8, 9, 0, 0, 0],
LinearAlgebra:-KroneckerProduct(Iy,A)
[0, 0, 0, 0, 0, 0, 1, 2, 3],
[0, 0, 0, 0, 0, 0, 4, 5, 6],
[0, 0, 0, 0, 0, 0, 7, 8, 9]])
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 182
2.43 Generate sparse matrix for the tridiagonal
representation of second difference operator
in 1D
The second derivative ddxu2 is approximated by ui−1 −2u
2 i +ui+1
h2
where h is the grid spacing.
Generate the A matrix that represent this operator for n = 4 where n is the number of
internal grid points on the line
Mathematica
−2
1 0 0 0 0 0 0 0 0 0 0
numberOfInternalGridPoints = 4;
1 −2 1 0 0 0 0 0 0 0 0 0
n = 3*internalGridPoints;
0 1 −2 1 0 0 0 0 0 0 0 0
sp = SparseArray[{Band[{1,1}]->-2, 0 0 1 −2 1 0 0 0 0 0 0 0
0 0 0 1 −2 1 0 0 0 0 0 0
Band[{1,2}]->1,
0 0 0 0 1 −2 1 0 0 0 0 0
Band[{2,1}]->1},
0 0 0 0 0 1 −2 1 0 0 0 0
{n,n}]
0 0 0 0 0 0 1 −2 1 0 0 0
Out[103]= SparseArray[<34>,{12,12}]
0 0 0 0 0 0 0 1 −2 1 0 0
0 0 0 0 0 0 0 0 1 −2 1 0
MatrixForm[sp]
0 0 0 0 0 0 0 0 0 1 −2 1
0 0 0 0 0 0 0 0 0 0 1 −2
ans =
-2 1 0 0 0 0 0 0 0 0 0 0
1 -2 1 0 0 0 0 0 0 0 0 0
Matlab
0 1 -2 1 0 0 0 0 0 0 0 0
internalGridPoints = 4; 0 0 1 -2 1 0 0 0 0 0 0 0
n = 3*internalGridPoints; 0 0 0 1 -2 1 0 0 0 0 0 0
e = ones(n,1); 0 0 0 0 1 -2 1 0 0 0 0 0
sp = spdiags([e -2*e e], -1:1, n,n); 0 0 0 0 0 1 -2 1 0 0 0 0
full(sp) 0 0 0 0 0 0 1 -2 1 0 0 0
0 0 0 0 0 0 0 1 -2 1 0 0
0 0 0 0 0 0 0 0 1 -2 1 0
0 0 0 0 0 0 0 0 0 1 -2 1
0 0 0 0 0 0 0 0 0 0 1 -2
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 183
−2 1 0 0 0 0 0 0 0 0 0
1 −2 1 0 0 0 0 0 0 0 0
0 1 −2 1 0 0 0 0 0 0 0
0 0 1 −2 1 0 0 0 0 0 0
Maple
1 −2 1
0 0 0 0 0 0 0 0
interface(rtablesize=16):
0 0 0 0 1 −2 1 0 0 0 0
LinearAlgebra:-BandMatrix([1,-2,1],1,12,12);
0 0 0 0 0 1 −2 1 0 0 0
0 0 0 0 0 0 1 −2 1 0 0
0 0 0 0 0 0 0 1 −2 1 0
0 0 0 0 0 0 0 0 1 −2 1
0 0 0 0 0 0 0 0 0 1 −2
0 0 0 0 0 0 0 0 0 0 1
2.44 Generate sparse matrix for the Laplacian
differential operator ∇2u for 2D grid
∂2u ∂2u
∇2 u = f in 2D is defined as ∂x2
+= f and the Laplacian operator using second
2
∂y
ui−1,j +ui+1,j +ui,j−1 +ui,j+1 −4ui,j
order standard differences results in h2
= fi,j where h is
the grid size. The above is solved for x in the form Ax = f by generating the A
matrix and taking into consideration the boundary conditions. The follows show how
to generate the sparse representation of A. Assuming the number of unknowns n = 3
in one direction, there are 9 unknowns to solve for and the A matrix will be 9 by 9.
Matlab ans =
-4 1 0 1 0 0 0 0 0
internalPoints=3; 1 -4 1 0 1 0 0 0 0
e = ones(internalPoints,1); 0 1 -4 0 0 1 0 0 0
spe = spdiags([e -2*e e], -1:1,... 1 0 0 -4 1 0 1 0 0
internalPoints,internalPoints); 0 1 0 1 -4 1 0 1 0
Iz = speye(internalPoints); 0 0 1 0 1 -4 0 0 1
sp = kron(Iz,spe)+kron(spe,Iz); 0 0 0 1 0 0 -4 1 0
full(sp) 0 0 0 0 1 0 1 -4 1
0 0 0 0 0 1 0 1 -4
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 184
2.45 Generate sparse matrix for the Laplacian
differential operator for 3D grid
The goal is to solve
∂ 2u ∂ 2u ∂ 2u
+ + = −f (x, y, z)
∂x2 ∂y 2 ∂z 2
On the unit cube. The following diagram was made to help setting up the 3D scheme
to approximate the above PDE
The discrete approximation to the Laplacian in 3D is
∂ 2u ∂ 2u ∂ 2u 1
+ + = (Ui−1,j,k + Ui+1,j,k + Ui,j−1,k + Ui,j+1,k + Ui,k,k−1 + Ui,j,k+1 − 6Ui,j,k )
∂x2 ∂y 2 ∂z 2 h2
For the direct solver, the A matrix needs to be formulated. From
1
(Ui−1,j,k + Ui+1,j,k + Ui,j−1,k + Ui,j+1,k + Ui,k,k−1 + Ui,j,k+1 − 6Ui,j,k ) = fi,j,k
h2
Solving for Ui,j,k results in
1
Ui−1,j,k + Ui+1,j,k + Ui,j−1,k + Ui,j+1,k + Ui,k,k−1 + Ui,j,k+1 − h2 fi,j,k
Ui,j,k =
6
To help make the A matrix, a small example with n = 2, is made. The following diagram
uses the standard numbering on each node
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 185
By traversing the grid, left to right, then inwards into the paper, then upwards, the
following A matrix results
The recursive pattern involved in these A matrices can now be seen. Each A matrix
contains inside it a block on its diagonal which repeats n times. Each block in turn
contain inside it, on its diagonal, smaller block, which also repeats n times.
It is easier to see the pattern of building A by using numbers for the grid points, and
label them in the same order as they would be visited, this allowes seeing the connection
between each grid point to the other easier. For example, for n = 2,
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 186
The connections are now more easily seen. Grid point 1 has connection to only points
2, 3, 5. This means when looking at the A matrix, there will be a 1 in the first row,
at columns 2, 3, 5. Similarly, point 2 has connections only to 1, 4, 6, which means in
the second row there will be a 1 at columns 1, 4, 6. Extending the number of points to
n = 3 to better see the pattern of A results in
From the above it is seen that for example point 1 is connected only to 2, 4, 10 and
point 2 is connected to 1, 3, 5, 11 and so on.
The above shows that each point will have a connection to a point which is numbered
n2 higher than the grid point itself. n2 is the size of the grid at each surface. Hence,
the general A matrix, for the above example, can now be written as
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 187
The recursive structure can be seen. There are n = 3 main repeating blocks on the
diagonal, and each one of them in turn has n = 3 repeating blocks on its own diagonal.
Here n = 3, the number of grid points along one dimension.
Now that the A structure is understood, the A matrix can be generated.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 188
Example 1: Using nx = 2, ny = 2, nz = 2. These are the number of grid points in the
x, y, z directions respectively.
Matlab
nx=2;
ny=2;
ex=ones(nx,1);
Lx=spdiags([ex -3*ex ex],[-1 0 1],nx,nx);
ey=ones(ny,1);
Ly=spdiags([ey -3*ey ey],[-1 0 1],ny,ny); ans =
-6 1 1 0 1 0 0 0
Ix=speye(nx); 1 -6 0 1 0 1 0 0
Iy=speye(ny); 1 0 -6 1 0 0 1 0
L2=kron(Iy,Lx)+kron(Ly,Ix); 0 1 1 -6 0 0 0 1
1 0 0 0 -6 1 1 0
nz=2; 0 1 0 0 1 -6 0 1
N=nx*ny*nz; 0 0 1 0 1 0 -6 1
e=ones(N,1); 0 0 0 1 0 1 1 -6
L=spdiags([e e],[-nx*ny nx*ny],N,N);
Iz=speye(nz);
A=kron(Iz,L2)+L;
full(A)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 189
Example 2: Using nx = 2, ny = 2, nz = 3.
Matlab
nx=2;
ny=2;
ex=ones(nx,1);
Lx=spdiags([ex -3*ex ex],[-1 0 1],nx,nx); ans =
ey=ones(ny,1); -6 1 1 0 1 0 0 0 0 0 0 0
Ly=spdiags([ey -3*ey ey],[-1 0 1],ny,ny); 1 -6 0 1 0 1 0 0 0 0 0 0
1 0 -6 1 0 0 1 0 0 0 0 0
Ix=speye(nx); 0 1 1 -6 0 0 0 1 0 0 0 0
Iy=speye(ny); 1 0 0 0 -6 1 1 0 1 0 0 0
L2=kron(Iy,Lx)+kron(Ly,Ix); 0 1 0 0 1 -6 0 1 0 1 0 0
0 0 1 0 1 0 -6 1 0 0 1 0
nz=3; 0 0 0 1 0 1 1 -6 0 0 0 1
N=nx*ny*nz; 0 0 0 0 1 0 0 0 -6 1 1 0
e=ones(N,1); 0 0 0 0 0 1 0 0 1 -6 0 1
L=spdiags([e e],[-nx*ny nx*ny],N,N); 0 0 0 0 0 0 1 0 1 0 -6 1
Iz=speye(nz); 0 0 0 0 0 0 0 1 0 1 1 -6
A=kron(Iz,L2)+L;
full(A)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 190
Example 3: Using nx = 3, ny = 3, nz = 3.
Matlab
nx=3;
ny=3;
ex=ones(nx,1);
Lx=spdiags([ex -3*ex ex],[-1 0 1],nx,nx);
ey=ones(ny,1);
Ly=spdiags([ey -3*ey ey],[-1 0 1],ny,ny);
Ix=speye(nx);
Iy=speye(ny);
L2=kron(Iy,Lx)+kron(Ly,Ix);
nz=3;
N=nx*ny*nz;
e=ones(N,1);
L=spdiags([e e],[-nx*ny nx*ny],N,N);
Iz=speye(nz);
A=kron(Iz,L2)+L;
full(A)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 191
2.46 Generate the adjugate matrix for square
matrix
Given square matrix such as
1 2 3
4 5 6
7 8 9
find the adjugate matrix which is
−3 6 −3
6 −12 6
−3 6 −3
Mathematica
<<"Combinatorica`" (*not needed in V9*)
mat = {{1,2,3},{4,5,6},{7,8,9}}; { {-3, 6, -3},
cof = Table[Cofactor[mat,{i,j}], { 6, -12, 6},
{i,3},{j,3}]; {-3, 6, -3}}
adjugate = Transpose[cof]
Maple
−3 6 −3
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]); 6 −12 6
LinearAlgebra:-Adjoint(A)
−3 6 −3
Matlab Will try to find function in Matlab to do this. But for non-singular matrices
only the direct method of finding the inverse and then multiplying by the determinant
to recover the adjunct can be used.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 192
Warning: Matrix is close to singular
or badly scaled. Results may be inaccurate.
RCOND = 1.541976e-18.
A=[1 2 3;4 5 6;7 8 9]
det(A)*inv(A) ans =
-3.0000 6.0000 -3.0000
6.0000 -12.0000 6.0000
-3.0000 6.0000 -3.0000
The following is due to Matt J from the mat-
lab newsgroup
A=[1 2 3; adjunct_A =
4 5 6;
7 8 9] -3.0000 6.0000 -3.0000
6.0000 -12.0000 6.0000
c=poly(A); -3.0000 6.0000 -3.0000
adjunct_A=polyvalm(c(1:end-1),A)
Fortran
Thanks goes to James Van Buskirk and Louisa from comp.lang.fortran for the review
and suggestions which lead to improvements of the code.
!-- Find the Adjugate of a square matrix
!-- Version 6/22/2012 by Nasser M. Abbasi gfortran 4.6.3
program t44
implicit none
integer, parameter :: n=3
integer :: INFO,i,j,ii,IPIV(n-1),number_row_exchange
real (kind=kind(0.0d0)) :: A(n,n),B(n-1,n-1),C(n,n)
logical :: M(n,n)
A(1,:) = [1, 2, 3];
A(2,:) = [4, 5, 6];
A(3,:) = [7, 8, 9];
DO j=1,n
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 193
DO i=1,n
M = .true.
M(:,j) = .false.
M(i,:) = .false.
B = reshape(pack(A, M),[n-1,n-1])
!-- LU decomposition in order to obtain determinant
CALL DGETRF( n-1, n-1, B, n-1, IPIV, INFO )
!-- determinant of U is the product of diagonal
C(i,j)= PRODUCT( [(B(ii,ii),ii=1,n-1)] )
!-- Adjust sign based on number of row exchanges and (-1)^(i+j)
number_row_exchange = count(IPIV /= [(ii,ii=1,n-1)])
C(i,j) = C(i,j)*(1-2*MODULO(number_row_exchange+i+j,2))
END DO
END DO
write(*,'(3F15.4)') C
end program t44
#compile, link and run
export LD_LIBRARY_PATH=/usr/lib/atlas-base/:/usr/lib/atlas-base/atlas/
gfortran -fcheck=all -Wall t44.f90 -L/usr/lib/atlas-base/atlas/ -lblas -llapack
>./a.out
-3.0000 6.0000 -3.0000
6.0000 -12.0000 6.0000
-3.0000 6.0000 -3.0000
!>dpkg -l|grep -E "(blas|lapack)"
!ii libblas3gf 1.2.20110419-2ubuntu1 Basic Linear Algebra Reference implementations
!ii liblapack-dev 3.3.1-1 library of linear algebra routines 3 - static
!ii liblapack-doc 3.3.1-1 library of linear algebra routines 3 - documen
!ii liblapack3gf 3.3.1-1 library of linear algebra routines 3 - shared
!ii libopenblas-base 0.1alpha2.2-3 Optimized BLAS (linear algebra) library based
!ii libopenblas-dev 0.1alpha2.2-3 Optimized BLAS (linear algebra) library based
!>
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 194
Ada
-- Ada implementation
with Ada.Text_Io; use Ada.Text_Io;
with Ada.Float_Text_Io; use Ada.Float_Text_Io;
with Ada.integer_Text_Io; use Ada.integer_Text_Io;
with Ada.Numerics.Real_Arrays; use Ada.Numerics.Real_Arrays;
procedure t44 is
A : constant real_matrix :=
(( 1.0, 2.0, 3.0),
( 4.0, 5.0, 6.0),
( 7.0, 8.0, 9.0));
--(( -3.0, 2.0, -5.0),
-- ( -1.0, 0.0, -2.0),
-- ( 3.0, -4.0, 1.0));
C : real_matrix(A'range(1), A'range(2));
B : real_matrix(1 .. 2, 1 .. 2);
-- Thanks goes to Dmitry A. Kazakov this function
function Exclude (A : Real_Matrix; I, J : Integer)
return Real_Matrix is
AI, AJ : Integer := A'First (1);
begin
return B : Real_Matrix (1..A'Length (1)-1, 1..A'Length (2)-1) do
AI := A'First (1);
for BI in B'Range (1) loop
if AI = I then
AI := AI + 1;
end if;
AJ := A'First (2);
for BJ in B'Range (2) loop
if AJ = J then
AJ := AJ + 1;
end if;
B (BI, BJ) := A (AI, AJ);
AJ := AJ + 1;
end loop;
AI := AI + 1;
end loop;
end return;
end Exclude;
-- Function to print a 2D matrix
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 195
procedure Put (X : Real_Matrix) is
begin
for I in X'Range (1) loop
for J in X'Range (2) loop
Put (X (I, J) ); put(" ");
end loop;
New_Line;
end loop;
end Put;
begin
FOR I in A'range(1) LOOP
FOR J in A'range(2) LOOP
B := Exclude (A, I, J);
C(I,J) := float((-1)**( ((I+J) rem 2) ))*determinant(B);
END LOOP;
END LOOP;
c := transpose(c);
put(c);
end t44;
compile and run
-- export LD_LIBRARY_PATH=/usr/lib/atlas-base/:/usr/lib/atlas-base/atlas/
>gnatmake t44.adb
gcc-4.6 -c t44.adb
gnatbind -x t44.ali
gnatlink t44.ali
>./t44
-3.00000E+00 6.00000E+00 -3.00000E+00
6.00000E+00 -1.20000E+01 6.00000E+00
-3.00000E+00 6.00000E+00 -3.00000E+00
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 196
2.47 Multiply each column by values taken from a
row
Given a row of the same number of values as the number of columns in a matrix, how
to scale each column by the corresponding value in that row? This picture explains
more the problem
Multiply this value
by this column
a 11 a 12 r 1a 11 r 2a 12
r r 1 r 2 A a 21 a 22 r 1a 21 r 2a 22
a 31 a 32 r 1a 31 r 2a 32
Multiply this value
by this column
In Matlab, bsxfun is used.
2.47.1 Mathematica
credit for this solution goes to Bob Hanlon, Adriano Pascoletti, Kurt Tekolste, David
Park, and Peter. J. C. Moses from the Math group
r = {2,3};
mat = {{1,2},{3,4},{5,6}};
r #&/@mat
(*or*)
Map[v*#&, mat]
{{2, 6},
{6, 12},
{10, 18}}
Another way is to use Inner[] command. Credit for this solution goes to Sswziwa Mukasa
and Peter. J. C. Moses from the Math group
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 197
r={2,3};
mat={{1,2},{3,4},{5,6}};
Inner[Times,mat,r,List]
Out[66]= {{2, 6},
{6, 12},
{10, 18}}
2.47.2 Matlab
r=[2 3];
A=[1 2;
3 4;
5 6]
bsxfun(@times,r,A)
ans =
2 6
6 12
10 18
2.47.3 Fortran
program t45
implicit none
integer, parameter :: nRow=3, nCol=2
character(len=*), parameter :: FMT = "(2I5)"
integer :: v(nCol),A(nRow,nCol),B(nRow,nCol),i,j;
!-- initialization of data
v = [2,3]
A(1,:) = [1,2];
A(2,:) = [3,4];
A(3,:) = [5,6];
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 198
!F2008
!do concurrent (j = 1:nCol)
! B(:,j) = v(j)*A(:,j)
!end do
do j=1,nCol
B(:,j) = v(j)*A(:,j)
end do
write(*,FMT) ( (B(i,j),j=1,nCol), i=1,nRow)
end program t45
#compile and run
>gfortran -std=f2008 t45.f90
>./a.out
2 6
6 12
10 18
2.47.4 Octave
Use automatic broadcasting
r .* A
2.47.5 Maple
r:=Vector[row]([2,3]);
mat:=Matrix([[1,2],[3,4],[5,6]]);
f:=n->r(n)*mat(1..3,n);
f~([1,2]);
convert(%,Matrix)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 199
2 6
6 12
10 18
2.48 extract submatrix from a larger matrix by
removing row/column
Given 2D matrix A extract all submatrices by removing row/column.
1 2 3
5 6
For example, given the matrix 4 5 6 then the submatrix for (1, 1) is
8 9
7 8 9
obtained by removing the first row and the first column.
In Mathematica, ReplacePart can be used. In Matlab the [] operator can be used. In
Fortran, the pack() function can be used.
2.48.1 Mathematica
mat={{1,2,3}, {{{5,6},{8,9}},
{4,5,6}, {{4,6},{7,9}},
{7,8,9}}; {{4,5},{7,8}},
{nRow, nCol} = Dimensions[mat]; {{2,3},{8,9}},
Table[ReplacePart[mat,{{i},{i,_},{_,j}} {{1,3},{7,9}},
:>Sequence[],Heads-> False], {{1,2},{7,8}},
{i,nRow},{j,nCol}]; {{2,3},{5,6}},
{{1,3},{4,6}},
r=Flatten[%,1] {{1,2},{4,5}}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 200
2.48.2 Matlab
B =
5 6
8 9
B =
4 6
7 9
B =
4 5
A=[1 2 3; 7 8
4 5 6; B =
7 8 9] 2 3
8 9
for i=1:size(A,1) B =
for j=1:size(A,1) 1 3
B=A; 7 9
B(i,:)=[]; B =
B(:,j)=[] 1 2
end 7 8
end B =
2 3
5 6
B =
1 3
4 6
B =
1 2
4 5
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 201
2.48.3 Fortran
program t46
implicit none
integer, parameter:: dp=kind(0.d0), n=3
integer :: i,j,ii
real(dp) :: A(n,n) = dble(reshape([ 1.0, 2.0, 3.0, &
4.0, 5.0, 6.0, &
7.0, 8.0, 9.0], &
shape(A), &
order=[2,1]))
real(dp) :: B(n-1,n-1)
logical :: mask(n,n)
DO i=1,n
DO j=1,n
mask = .true.
mask(:,j) = .false.
mask(i,:) = .false.
!-- extract submatrix
B = reshape(pack(A, mask),[n-1,n-1])
DO ii=1,n-1
write(*,'(2F6.1)') B(ii,:)
END DO
write(*,'(/)')
END DO
END DO
end program t46
compile and run
>gfortran -std=f2008 -fcheck=all -Wall -Wextra -Wconversion-extra t46.f90
>./a.out
5.0 6.0
8.0 9.0
4.0 6.0
7.0 9.0
4.0 5.0
7.0 8.0
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 202
2.0 3.0
8.0 9.0
1.0 3.0
7.0 9.0
1.0 2.0
7.0 8.0
2.0 3.0
5.0 6.0
1.0 3.0
4.0 6.0
1.0 2.0
4.0 5.0
2.48.4 Ada
with Ada.Text_Io; use Ada.Text_Io;
with Ada.Float_Text_Io; use Ada.Float_Text_Io;
with Ada.Numerics.Real_Arrays; use Ada.Numerics.Real_Arrays;
procedure foo is
A : constant Real_Matrix :=
(( 1.0, 2.0, 3.0),
( 4.0, 5.0, 6.0),
( 7.0, 8.0, 9.0));
B : real_matrix(1 .. 2, 1 .. 2);
-- Thanks goes to Dmitry A. Kazakov
-- for providing this function
function Exclude (A : Real_Matrix; I, J : Integer)
return Real_Matrix is
AI, AJ : Integer := A'First (1);
begin
return B : Real_Matrix(1..A'Length(1)-1,1..A'Length(2)-1) do
AI := A'First (1);
for BI in B'Range (1) loop
if AI = I then
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 203
AI := AI + 1;
end if;
AJ := A'First (2);
for BJ in B'Range (2) loop
if AJ = J then
AJ := AJ + 1;
end if;
B (BI, BJ) := A (AI, AJ);
AJ := AJ + 1;
end loop;
AI := AI + 1;
end loop;
end return;
end Exclude;
-- Function to print a 2D matrix
procedure put(A: Real_Matrix) is
begin
for I in A'range(1) loop
for J in A'range(2) loop
put(A(I,J));
end loop;
new_line;
end loop;
end put;
begin
FOR I in A'range(1) LOOP
FOR J in A'range(2) LOOP
B := Exclude (A, I, J);
put(B);
new_line(1);
END LOOP;
END LOOP;
end foo;
compile and run
>gnatmake foo.adb
gcc-4.6 -c foo.adb
gnatbind -x foo.ali
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 204
gnatlink foo.ali
>./foo
>./foo
5.00000E+00 6.00000E+00
8.00000E+00 9.00000E+00
4.00000E+00 6.00000E+00
7.00000E+00 9.00000E+00
4.00000E+00 5.00000E+00
7.00000E+00 8.00000E+00
2.00000E+00 3.00000E+00
8.00000E+00 9.00000E+00
1.00000E+00 3.00000E+00
7.00000E+00 9.00000E+00
1.00000E+00 2.00000E+00
7.00000E+00 8.00000E+00
2.00000E+00 3.00000E+00
5.00000E+00 6.00000E+00
1.00000E+00 3.00000E+00
4.00000E+00 6.00000E+00
1.00000E+00 2.00000E+00
4.00000E+00 5.00000E+00
2.48.5 Maple
del:=proc(A::Matrix,idx::list)::Matrix;
local B;
B:=LinearAlgebra:-DeleteRow(A,idx[1]);
B:=LinearAlgebra:-DeleteColumn(B,idx[2]);
return B;
end proc;
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]):
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 205
r:=map2(del,A,[indices(A,indexorder)]);
5 6 4 6 4 5 2 3 1 3 1 2 2 3 1 3 1 2
, , , , , , , ,
8 9 7 9 7 8 8 9 7 9 7 8 5 6 4 6 4 5
2.49 delete one row from a matrix
Example, Given the folowing 2D matrix A delete the second row
1 2 3
4 5 6
7 8 9
2.49.1 Mathematica
mat={{1,2,3},
{4,5,6},
{7,8,9}}; Out[81]= {{1,2,3},
{7,8,9}}
mat[[2]]=Sequence[];
mat
or a little longer solution using Pick
{nRow,nCol}=Dimensions[mat];
mask=Table[True,{nRow},{nCol}]; Out[70]= {{1,2,3},
mask[[2]]=False; {7,8,9}}
Pick[mat,mask]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 206
2.49.2 Matlab
A=[1 2 3;4 5 6;7 8 9]; A =
A(2,:)=[] 1 2 3
7 8 9
2.49.3 Maple
A:=<1,2,3;
[1 2 3]
4,5,6;
A := [ ]
7,8,9>;
[7 8 9]
A:=LinearAlgebra:-DeleteRow(A,2);
2.50 delete one column from a matrix
Example, Given the folowing 2D matrix A delete say the second column
1 2 3
4 5 6
7 8 9
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 207
2.50.1 Mathematica
mat={{1,2,3},
{4,5,6},
{7,8,9}}; Out[93]= {{1,3},
{4,6},
mat[[All,2]]=Sequence[]; {7,9}}
mat
or a little longer solution using Pick
{nRow,nCol}=Dimensions[mat];
Out[98]= {{1,3},
mask=Table[True,{nRow},{nCol}];
{4,6},
mask[[All,2]]=False;
{7,9}}
mat=Pick[mat,mask];
mat
2.50.2 Matlab
A =
A=[1 2 3;4 5 6;7 8 9]; 1 3
A(:,2)=[] 4 6
7 9
2.50.3 Maple
1 3
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
A:=LinearAlgebra:-DeleteColumn(A,2); 4 6
7 9
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 208
2.51 generate random matrix so that each row
adds to 1
Generate the random matrix and divide each row by its total
2.51.1 Mathematica
mat = Table[RandomReal[],{3},{4}] 0.76862 0.917299 0.606119 0.63735
0.610077 0.208307 0.0337861 0.473017
0.388772 0.432688 0.475881 0.68523
s = Total[mat,{2}]
{1.15201, 1.99068, 3.05063}
s = Total[mat,{2}];
0.15919 0.0553157 0.448352 0.337142
b = mat/s 0.358594 0.264968 0.123659 0.25278
0.216269 0.248665 0.278871 0.256195
Total[b,{2}] Out[24]= {1.,1.,1.}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 209
2.51.2 Matlab
A =
0.6787 0.3922 0.7060 0.0462
0.7577 0.6555 0.0318 0.0971
0.7431 0.1712 0.2769 0.8235
A = rand(3,4) B =
s = sum(A,2); 0.3723 0.2151 0.3873 0.0253
B = bsxfun(@rdivide,A,s) 0.4913 0.4250 0.0206 0.0630
sum(B,2) 0.3689 0.0850 0.1375 0.4087
ans =
1.0000
1.0000
1.0000
2.51.3 Maple
[0.9705927818 0.9575068354 0.0975404050
[
A := [0.1576130817 0.5468815192 0.6323592462
restart;
[
A:=LinearAlgebra:-RandomMatrix(3,4,generator=0..1.0 );
[0.9648885352 0.2784982189 0.9133758561
for n from 1 to LinearAlgebra:-RowDimension(A) do
A[n,..]:=A[n,..]/add(A[n,..]);
[0.4508876154 0.4448085560 0.0453122684 0.
od:
[
A;
[0.0702799715 0.2438555046 0.2819701848 0.
[
#verify each row sums to 1
[0.3247157951 0.0937235414 0.3073801341 0.
map(x->add(x),[LinearAlgebra:-Row(A,[1..-1])])
[1.00000000026568, 1.00000000004739, 1.00000
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 210
2.52 generate random matrix so that each column
adds to 1
Generate the random matrix and divide each column by its total
2.52.1 Mathematica
Out[31]= {{0.440393,0.945076,0.0527301,0.537288},
This method due to Bob Hanlon from the {0.515868,0.565691,0.800959,0.0302484},
Math group {0.509004,0.143124,0.519455,0.264779}}
mat = Table[RandomReal[],{3},{4}] Out[32]= {1.46526,1.65389,1.37314,0.832315}
s = Total[mat,{1}]
Out[36]= {{0.300555,0.571426,0.038401,0.645535},
b = #/s& /@ mat
{0.352065,0.342036,0.583303,0.0363425},
Total[b,{1}] {0.34738,0.0865376,0.378296,0.318123}}
Out[37]= {1.,1.,1.,1.}
Or can use Transpose
b = Transpose[Transpose[mat]/s]; {1.,1.,1.,1.}
Total[b,{1}]
Another way of doing the above, with-
out the need to transpose 2 times is the
following
{1.,1.,1.,1.}
b=Inner[Divide,mat,s,List];
Total[b,{1}]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 211
2.52.2 Matlab
A =
0.6948 0.0344 0.7655 0.4898
0.3171 0.4387 0.7952 0.4456
0.9502 0.3816 0.1869 0.6463
A=rand(3,4)
s=sum(A,1); B =
B=bsxfun(@rdivide,A,s) 0.3541 0.0403 0.4380 0.3097
sum(B,1) 0.1616 0.5133 0.4550 0.2817
0.4843 0.4464 0.1069 0.4086
ans =
1.0000 1.0000 1.0000 1.0000
2.52.3 Maple
A:=LinearAlgebra:-RandomMatrix(3,4);
[ 9 -95 51 24]
[ ]
A := [99 -20 76 65]
[ ]
[60 -25 -44 86]
b:=MTM:-sum(A,1); #sum columns
b := [168, -140, 83, 175]
nCol:=LinearAlgebra:-ColumnDimension(A):
B:=convert([seq(A[..,i]/b[i],i=1..nCol)],Matrix);
[3 19 51 24 ]
[-- -- -- ---]
[56 28 83 175]
[ ]
[33 1 76 13]
B := [-- - -- --]
[56 7 83 35]
[ ]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 212
[5 5 -44 86 ]
[-- -- --- ---]
[14 28 83 175]
MTM:-sum(B,1);
[1, 1, 1, 1]
2.53 sum all rows in a matrix
Given the folowing 2D matrix A find the sum of each row
1 2 3
4 5 6
7 8 9
2.53.1 Mathematica
mat={{1,2,3},
{4,5,6}, Out[2]= {6,
{7,8,9}} 15,
Total[mat,{2}] 24}
2.53.2 Matlab
ans =
A=[1 2 3;4 5 6;7 8 9]; 6
sum(A,2) 15
24
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 213
2.53.3 Maple
A:=Matrix([[1,2,3],[4,5,6],[7,8,9]]);
map(x->add(x),convert(A,listlist))
[6, 15, 24]
#or may be better is
`add`~([LinearAlgebra:-Row(A,[1..-1])])
2.54 sum all columns in a matrix
Given the folowing 2D matrix A find the sum of each column
1 2 3
4 5 6
7 8 9
Mathematica Matlab
In[3]:= mat={{1,2,3}, A=[1 2 3;4 5 6;7 8 9];
{4,5,6}, sum(A,1)
{7,8,9}}
Total[mat,{1}] ans =
12 15 18
Out[4]= {12,15,18}
Maple
`add`~([LinearAlgebra:-Column(A,[1..-1])])
# [12, 15, 18]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 214
2.55 find in which columns values that are not zero
0 39 0
55 100 0
given matrix 34 0 0 find the column index which contain values > 0 but do it
0 9 0
0 0 50
1st row 2nd row
z}|{ z}|{ z}|{ z}|{ z}|{
from top row to the bottom row. Hence the result should be 2 , 1,2 , 1 , 2 , 3
this is becuase on the first row, nonzero is in second column, and on the second row,
nonzero is at first and second column, and on the third row, nonzero is at the first
column, and so on.
Mathematica
mat={{0, 39, 0},
{55,100, 0},
{34,0, 0},
{0, 9, 0}, Out[18]= {2,1,2,1,2,3}
{0, 0, 50}};
Position[#,x_/;x>0]&/@mat;
Flatten[%]
Matlab
A=[0 39 0
55 100 0
34 0 0
0 9 0 2 1 2 1 2 3
0 0 50];
[I,~]=find(A'>0)
I'
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 215
Maple
A:=Matrix([[0,39,0],
[55,100,0],
[34,0,0],
[0,9,0],
[0,0,50]]):
[2,1,2,1,2,3]
f:=x->`if`(not evalb(A(x[1],x[2])=0),x[2],NULL):
f~([indices(A,indexorder)])
#Or may be better is
map(x->convert(ArrayTools:-SearchArray(x),list),[LinearAlgebra:-Row(A,[1..-1])]);
ListTools:-Flatten(%)
2.56 How to remove values from one vector that
exist in another vector
Given vector v1 = {1, 3, 4, 5, 8, 9, 20.2, 30, −44} remove from it any element that exist
in v2 = {1, 7, 4}. Notice that Complement[] in Mathematica or setdiff() in Matlab
can be used, but they will sort the result. Hence they are not used here in order to
keep the order the same.
2.56.1 Mathematica
#first method
v1={1,3,4,5,8,9,20.2,30,-44};
v2={1,7,4}; {3,5,8,9,20.2,30,-44}
v1=DeleteCases[v1,Alternatives@@v2]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 216
#second method
v1={1,3,4,5,8,9,20.2,30,-44};
v2={1,7,4}; {3,5,8,9,20.2,30,-44}
v1=DeleteCases[v1,x_/;MemberQ[v2,x]]
2.56.2 Matlab
v1=[1,3,4,5,8,9,20.2,30,-44];
v2=[1,7,4]; v1 =
v1(ismember(v1,v2))=[] 3.0000 5.0000 8.0000 9.0000 20.2000 30.0000 -44.0000
2.56.3 Fortran
program f
implicit none
REAL, ALLOCATABLE :: A(:),B(:)
A =[1.0,3.0,4.0,5.0,8.0,9.0,20.2,30.0,-44.0];
B =[1.0,7.0,4.0];
A = pack(A, A .NE. B)
Print *,A
end program f
>gfortran f2.f90
>./a.out
3.0000000 5.0000000 8.0000000 9.0000000 20.200001 30.000000 -44.000000
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 217
2.56.4 Maple
v1:=Array([1,3,4,5,8,9,20.2,30,-44]);
v2:=Array([1,7,4]); [3, 5, 8, 9, 20.2, 30, -44]
select[flatten](x->not(member(x,v2)),v1)
2.57 How to find mean of equal sized segments of
a vector
Given vector V of length m find the mean of segments V (1 : n), V (n + 1 : 2n), V (2n + 1 :
3n) . . . . In otherwords, equal length segments.
Mathematica
{0.750653,0.410073,0.401005,
len = 52; n = 4; 0.138907,0.466247,0.568257,
v = RandomReal[{0, 1}, len]; 0.535362,0.517755,0.555368,
Mean /@ Partition[v, n] 0.705857,0.502319,0.453571,0.357949}
ans =
0.3026
0.3589
0.4745
Matlab
0.6249
N = 52; 0.3042
n = 4; 0.5428
V = rand(N,1); 0.2387
mean(reshape(V,n,N/n))' 0.3200
0.6224
0.4408
0.5657
0.5469
0.5696
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 218
2.58 find first value in column larger than some
value and cut matrix from there
Given matrix
1 5
2 3
4 8
7 2
search in column 2 of matrix for the first time a value exceeds 6 and return the matrix
up to that row. The result should be
1 5
2 3
Mathematica
a = {{1, 5}, {2, 3}, {4, 8}, {7, 2}};
Min@Position[a, {x_, y_} /; y > 6]
(* 3 *) {{1, 5}, {2, 3}}
a[[1 ;; % - 1]]
Matlab
ans =
A = [1,5;2,3;4,8;7,2]; 1 5
A(1:find(A(:,2)>6)-1,:) 2 3
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 219
Maple
A:=Matrix([[1,5],[2,3],[4,8],[7,2]]);
idx := ListTools:-SelectFirst(1, x->x>6 , A[..,2],output=indices);
if idx[1]>1 then
1 5
A[1..idx[1]-1,..];
2 3
else
A[1..idx[1],..];
fi;
2.59 make copies of each value into matrix into a
larger matrix
Do the following transformation. Take each element of matrix, and replace it by a 2 by
2 matrix with its values in places.
kron() in Matlab and KroneckerProduct in Mathematica and Maple can be used for
this.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 220
Mathematica
mat = {{1, 2, 3}, {4, 5, 6}, {7, 8, 9}};
kernel = {{1, 1}, {1, 1}};
KroneckerProduct[mat, kernel] {{1, 1, 2, 2, 3, 3},
{1, 1, 2, 2, 3, 3},
{4, 4, 5, 5, 6, 6},
Another method that can be used in this, but I prefer
{4, 4, 5, 5, 6, 6},
the kron method above:
{7, 7, 8, 8, 9, 9},
mat = {{1, 2, 3}, {4, 5, 6}, {7, 8, 9}}; {7, 7, 8, 8, 9, 9}}
Map[ConstantArray[#, {2, 2}] &, mat, {2}]
ArrayFlatten[%, 2]
Matlab 1 1 2 2 3 3
1 1 2 2 3 3
A=[1 2 3; 4 5 6; 7 8 9] 4 4 5 5 6 6
kernel=ones(2,2) 4 4 5 5 6 6
kron(A,kernel) 7 7 8 8 9 9
7 7 8 8 9 9
Maple
1 1 2 2 3 3
1 1 2 2 3 3
restart;
mat := Matrix([[1, 2, 3], [4, 5, 6], [7, 8, 9]]);
4 4 5 5 6 6
kernel := Matrix([[1, 1], [1, 1]]); 4 4 5 5 6 6
LinearAlgebra:-KroneckerProduct(mat,kernel) 7
7 8 8 9 9
7 7 8 8 9 9
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 221
2.60 repeat each column of matrix number of
times
Gives a matrix, repeate each column a number of time, say 3 times, in place to produce
a matrix 3 times as wide as the original.
kron() in Matlab and KroneckerProduct in Mathematica and Maple can be used for
this.
Mathematica
mat = {{1, 2, 3, 4},
{5 , 6, 7, 8},
{9, 10, 11, 12}}
KroneckerProduct[mat, {1, 1, 1}] {{1, 1, 1, 2, 2, 2, 3, 3, 3, 4, 4, 4},
{5, 5, 5, 6, 6, 6, 7, 7, 7, 8, 8, 8},
{9, 9, 9, 10, 10, 10, 11, 11, 11, 12, 12, 12}}
Another method that can be used in this, but
the above is better
r = Map[#*{1, 1, 1} &, mat, {2}]
Partition[Flatten[r], 12]
Matlab
A=[1 2 3 4; ans =
5 6 7 8; 1 1 1 2 2 2 3 3 3 4 4 4
9 10 11 12]; 5 5 5 6 6 6 7 7 7 8 8 8
kernel=ones(1,3); 9 9 9 10 10 10 11 11 11 12 12 12
kron(A,kernel)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 222
Maple
restart;
1 1 1 2
mat := Matrix([[1, 2, 3,4], [5, 6,7,8], [9,10,11,12]]);
2 2 3 3 3 4 4 4
5 5 5 6 6 6 7 7 7 8 8 8
kernel := Vector[row]([1,1,1]);
LinearAlgebra:-KroneckerProduct(mat,kernel); 9 9 9 10 10 10 11 11 11 12 12 12
2.61 How to apply a function to each value in a
matrix?
Apply function f (x, n) to ragged matrix where n is value taken from the matrix and x
is some other value defined somewhere else. The result of the function should replace
the same position in the matrix where n was.
For example, given matrix
1 2 3
mat = 4 5
7 8 9
generate the matrix
f [x, 1] f [x, 2] f [x, 3]
f [x, 4] f [x, 5]
f [x, 7] f [x, 8] f [x, 9]
Mathematica
The trick is to use Map with 2 at end.
ClearAll[f, x]
mat = {{1, 2, 3}, {4, 5}, {7, 8, 9}};
{{f (x, 1), f (x, 2), f (x, 3)}, {f (x, 4), f (x, 5)}, {f (x, 7), f (
Map[f[x, #] &, mat, {2}]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 223
Maple
#use double map
restart; [[f(1), f(2), f(3)], [f(4), f(5)], [f(7), f(8), f
mat:=[[1,2,3],[4,5],[7,8,9]];
map(x->map(y->f(y),x),mat)
2.62 How to sum all numbers in a list (vector)?
Given a vector or list 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 how to find the sum of all its elements?
Mathematica
list=Range[10] {1,2,3,4,5,6,7,8,9,10}
Total[list]
55
Matlab
lst=1:10
sum(lst) 55
Maple
lst:=[seq( i, i=1..10 )];
55
add(lst)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 224
2.63 How to find maximum of each row of a
matrix?
Given
1 2
3 4
Find the maximum of each row. The result should be (2, 4). (to find the min, just
change Max with Min below.
Mathematica
mat = {{1, 2}, {3, 4}} {2,4}
Map[Max , mat] (* or Max /@ mat *)
Matlab
A=[1 2;3 4]; 2 4
max(A')
Maple
A:=Matrix([[1,2],[3,4]]); [2, 4]
`max`~([LinearAlgebra:-Row(A,1..-1)])
2.64 How to find maximum of each column of a
matrix?
Given
1 2
3 4
Find the maximum of each column. The result should be (3, 4). (to find the min, just
change Max with Min below.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 225
Mathematica
mat = {{1, 2}, {3, 4}}
Map[Max , Transpose[mat]] {3, 4}
(* or Max /@ Transpose@mat *)
Matlab
A=[1 2;3 4]; 3 4
max(A)
Maple
A:=Matrix([[1,2],[3,4]]); [3, 4]
`max`~([LinearAlgebra:-Column(A,1..-1)])
2.65 How to add the mean of each column of a
matrix from each column?
Given
1 2
3 4
Find the mean of each column, and add this mean to each element of the corresponding
column. The result should be
3 5
5 7
To subtract the mean, just replace Plus with Subtract below for Mathematica and
replace @plus with @minus for Matlab. This shows that Matlab bsxfun is analogue to
Mathematica’s MapThread.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 226
Mathematica
mat = {{1, 2}, {3, 4}} {{3, 5}, {5, 7}}
MapThread[Plus,{Transpose@mat, Mean[mat]}]
Matlab
ans =
A=[1 2;3 4]; 3 5
bsxfun(@plus, A, mean(A)) 5 7
Maple
Maple mean always return real value, even if
exact is possible.
A:=Matrix([[1,2],[3,4]]);
3.0 5.0
for n from 1 to LinearAlgebra:-ColumnDimension(A) do 5.0 7.0
A[..,n]:=A[..,n] +~ Statistics:-Mean(A[..,n])
od;
A
2.66 How to add the mean of each row of a matrix
from each row?
Given
1 2
3 4
Find the mean of each row, and add this mean to each element of the corresponding
row. The result should be
2.5 3.5
6.5 7.5
To subtract the mean, just replace Plus with Subtract below for Mathematica and
replace @plus with @minus for Matlab. This shows that Matlab bsxfun is analogue
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 227
to Mathematica’s MapThread.. The main difference is that Matlab is a little bit more
consistent in this example, since in Matlab all operations are done column wise. Hence
mean(A) takes the mean of each column (same as Matematica in this one case), but
bsxfun also acts column wise on the matrix A, while Mathematica Map and MapThread
act row wise (list of lists). One just needs to be careful about this order difference.
Mathematica
mat = {{1, 2}, {3, 4}}; {{2.5, 3.5}, {6.5, 7.5}}
MapThread[Plus,{mat, Mean@Transpose@mat}] // N
Matlab
ans =
A=[1 2;3 4]; 2.5 6.5
bsxfun(@plus, A', mean(A')) 3.5 7.5
Maple
A:=Matrix([[1,2],[3,4]]);
for n from 1 to LinearAlgebra:-RowDimension(A)
do
2.5000000000 3.5000000000
A[n,..]:=A[n,..] +~ Statistics:-Mean(A[n,..])
od; 6.5000000000 7.5000000000
A
2.67 Find the different norms of a vector
Problem: Given the vector say
v = 1, 2, 4
Find its norm for p = 1, 2, ∞
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 228
Mathematica
Remove["Global`*"];
v = {{1}, {2}, {4}}; {7,Sqrt[21],4}
p = {1, 2, Infinity};
Map[Norm[v,#]&,p]
Matlab
clear all; close all;
v=[1 2 4]; ans =
p=[1,2,inf]; 7.0000 4.5826 4.0000
arrayfun(@(i) norm(v,p(i)),1:length(p))
2.68 Check if a matrix is Hermite
Problem: Given a matrix A, check to see if it is Hermite.
A Matrix is Hermite if it is the same as the conjugate of its transpose. One way to check
is to take the difference and check that all values in the resulting difference matrix are
zero.
To account for numerical values, the check is done using machine epsilon.
Mathematica
mat = {{-1,1-3*I,0},
{1+3*I,0,-6*I},
{0,6*I,1}}; True
HermitianMatrixQ[mat]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 229
Matlab
clear all;
i=sqrt(-1);
mat=[-1 1-3*i 0; diff =
1+3*i 0 -6*i; 0 0 0
0 6*i 1]; 0 0 0
0 0 0
mat2=conj(transpose(mat));
diff = mat-mat2
r =
r=abs(diff)<eps('double') 1 1 1
1 1 1
1 1 1
all(r(:))
1
Maple
mat := Matrix([[-1,1-3*I,0], [1+3*I,0,-6*I],[0,6*I,1]]);
mat2:= LinearAlgebra:-HermitianTranspose(mat);true
LinearAlgebra:-Equal(mat,mat2)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 230
2.69 Obtain the LU decomposition of a matrix
Problem: Given a matrix A, find matrix L and U such that LU = A. The matrix L
will have 1 in all the diagonal elements and zeros in the upper triangle. The matrix U
will have 0 in the lower triangle as shown in this diagram.
1 0 0
= 1 0 * 0
1 0 0
A L U
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 231
Mathematica
Remove["Global`*"]
mat = {{1, -3, 5}, {{{1,-3,5},
{2, -4, 7}, {2,2,-3},
{-1, -2, 1}}; {-1,-(5/2),-(3/2)}},
{1,2,3},1}
{lu,pivotVector,conditionNumber}=
LUDecomposition[mat]
lower=lu*SparseArray[{i_,j_}/;j<i->1,{3,3}]+ {{1,0,0},
IdentityMatrix[3] {2,1,0},
{-1,-(5/2),1}}
{{1,-3,5},
upper=lu SparseArray[{i_,j_}/;j>=i->1,{3,3}] {0,2,-3},
{0,0,-(3/2)}}
{{1,-3,5},
lower.upper {2,-4,7},
{-1,-2,1}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 232
L =
1.0000 0 0
Matlab
-0.5000 1.0000 0
clear all; 0.5000 0.2500 1.0000
A=[1 -3 5; U =
2 -4 7; 2.0000 -4.0000 7.0000
-1 -2 1]; 0 -4.0000 4.5000
0 0 0.3750
[L,U,p]=lu(A) p =
0 1 0
0 0 1
1 0 0
ans =
L*U 2 -4 7
-1 -2 1
1 -3 5
Maple
1 0 0 1 0 0 1 −3 5
A:=Matrix([[1,-3,5],[2,-4,7],[-1,-2,1]]);
2
p,l,u:=LinearAlgebra:-LUDecomposition(A); 0 1 0 ,
1 0 , 0 2 −3
0 0 1 −1 − 52 1 0 0 − 32
2.70 Linear convolution of 2 sequences
Problem: Given 2 sequences x1 [n] and x2 [m], determine the linear convolution of the 2
sequences. Assume x1 = [1, 2, 3, 4, 5] and x2 = [3, 4, 5].
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 233
Mathematica
Clear ["Global`*"]
x1 = {1, 2, 3, 4, 5}; {4, 13, 28, 43, 58, 49, 30}
x2 = {4, 5, 6};
ListConvolve[x2, x1, {1, -1}, 0]
Matlab
clear all; close all;
x1=[1 2 3 4 5]; 4 13 28 43 58 49 30
x2=[4 5 6];
conv(x2,x1)
Maple
In Maple, had to convert lists to Array first to
use Convolution. This is not good. The func-
tion should have accepted lists also. Maple
2021.
4.0 13.0 28.0 43.0 58.0 49.0 30.0
x1 := [1, 2, 3, 4, 5];
x2 := [4, 5, 6];
#note, need to convert list to Array. Why?
SignalProcessing:-Convolution(convert(x1,Array),convert(x2,Array))
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 234
2.71 Circular convolution of two sequences
Problem: Given 2 sequences x1 [n] and x2 [m], determine the circular convolution of the
2 sequences.
2.71.1 example 1. The sequences are of equal length
Mathematica
x1 = {2, 1, 2, 1};
x2 = {1, 2, 3, 4};
X1 = Chop[Fourier[x1, FourierParameters -> {1, -1} ]]; {14., 16., 14., 16.}
X2 = Chop[Fourier[x2, FourierParameters -> {1, -1}]];
Re[InverseFourier[X1*X2, FourierParameters -> {1, -1}]]
Matlab
clear all; close all;
x1=[2 1 2 1];
x2=[1 2 3 4]; y =
X1=fft(x1); 14 16 14 16
X2=fft(x2);
y=real(ifft(X1.*X2))
Maple
Note: had to figure the correct normalization
to get same answer as Matlab. Also, the input
has to be type Array. list is not accepted.
x1 := Array([2, 1, 2, 1]);
x2 := Array([1,2,3,4]); 14.0 16.0 14.0 16.0
X1:=SignalProcessing:-FFT(x1,'normalization'='none');
X2:=SignalProcessing:-FFT(x2,'normalization'='none');
SignalProcessing:-InverseFFT(X1.X2,'normalization'='full');
Re(%)
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 235
2.71.2 example 2. The sequences are of unequal length
Mathematica
Clear["Global`*"]
x1 = {1, 2, 3, 4, 5};
x2 = {4, 5, 6};
x2 = Append[x2, {0, 0}] // Flatten; {53., 43., 28., 43., 58.}
X1 = Chop[Fourier[x1, FourierParameters -> {1, -1} ]];
X2 = Chop[Fourier[x2, FourierParameters -> {1, -1}]];
Re[InverseFourier[X1*X2, FourierParameters -> {1, -1}]]
Matlab
x1=[1 2 3 4 5];
x2=[4 5 6];
N=max(length(x1),length(x2)); y =
X1=fft(x1,N); 53 43 28 43 58
X2=fft(x2,N);
y=real(ifft(X1.*X2))
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 236
Maple
Padding zeros to make the two list same was
a little tricky. Find if there is a better way.
x1 := [1,2,3,4,5];
x2 := [4,5,6];
#find max length, and padd the smaller one with zero, so that
#both lists have same length
N:= max(numelems(x1),numelems(x2)); 53.0 43.0 28.0 43.0 58.0
x1:=`if`(numelems(x1)<N,[op(x1),op([0$(N-numelems(x1))])],x1);
x2:=`if`(numelems(x2)<N,[op(x2),op([0$(N-numelems(x2))])],x2);
X1:=SignalProcessing:-FFT(convert(x1,Array),'normalization'='none');
X2:=SignalProcessing:-FFT(convert(x2,Array),'normalization'='none');
SignalProcessing:-InverseFFT(X1.X2,'normalization'='full');
Re(%)
2.72 Linear convolution of 2 sequences with origin
at arbitrary position
For simple case where the 2 sequences are assumed to start at n=0, then this can be
done in the time domain using the ListConvolve in Mathematica and using conv in
Matlab.
The harder case is when the origin is not located at the first element in the sequence.
I.e. one or both of the sequences is not causal.
Mathematica
case 1
Convolve 2 sequences where the origin is assumed to be at the first element in each
sequence.
x1={1,2,3,4,5};
x2={4,5,6};
ListConvolve[x2,x1,{1,-1},0]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 237
{4,13,28,43,58,49,30}
case 2
Convolve 2 sequences where the origin is located at different location from the first
element of the sequence, use DiracDelta function, and the DTFT approach.
Example convolve x = {1, 2, 0, 2, 1, 4, 01, 2, 2} with h = {1/4, 1/2, 1/4} where the origin
of h is under the second element 1/2.
(*Write down the h and take its DTFT *)
Clear[n,w]
h = 1/4DiscreteDelta[n+1] +
1/2DiscreteDelta[n]+1/4 DiscreteDelta[n-1];
hTransformed = FourierSequenceTransform[h,n,w]
1 −iw 2
e 1 + eiw
4
Write down the x sequence and take its DTFT
x = 1 DiscreteDelta[n]+2 DiscreteDelta[n-1]-
2 DiscreteDelta[n-2]+DiscreteDelta[n-3]+
4 DiscreteDelta[n-4]-DiscreteDelta[n-5]+
DiscreteDelta[n-6]+2 DiscreteDelta[n-7];
xTransformed = FourierSequenceTransform[x,n,w]
e−7iw eiw − e2iw + 4e3iw + e4iw − 2e5iw + 2e6iw + e7iw + 2
Now multiply the DTFT’s and take the inverse
z = InverseFourierSequenceTransform[
xTransformed hTransformed,w,n]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 238
- 14 n⩵2
1
n ⩵ -1
4
1
n⩵8
2
3
n ⩵ 1 || n ⩵ 5 || n ⩵ 6
4
1 n ⩵ 0 || n ⩵ 3
5
n⩵7
4
2 n⩵4
0 True
Now convolve z with h again, where z is the convolution of x and h found above. This
can be done as follows in one command
N@InverseFourierSequenceTransform[
xTransformed hTransformed hTransformed,w,n]
0.0625 n ⩵ -2.
0.125 n ⩵ 9.
0.3125 n ⩵ 2.
0.375 n ⩵ -1.
0.5625 n ⩵ 1. || n ⩵ 8.
0.75 n ⩵ 0.
0.875 n ⩵ 6.
0.9375 n ⩵ 3. || n ⩵ 7.
1.0625 n ⩵ 5.
1.4375 n ⩵ 4.
0. True
2.73 Visualize a 2D matrix
Problem: Given a 2 dimensional matrix, say m × n , how to visualize its content?
These are some examples showing how to visualize a matrix as a 3D data, where
the height is taken as the values of the matrix entries, and the x, y indices as the
coordinates.
Mathematica
mat = Table[Table[RandomReal[{0,100}],
{20}],{10}];
ListPointPlot3D[mat,Filling->Axis
,ImageSize->300]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 239
mat = HilbertMatrix[{20,10}];
ListPlot3D[mat,Mesh->None,InterpolationOrder->0,
ColorFunction->"SouthwestColors",
Filling->Axis,ImageSize->300]
Matlab
clear all; close all;
A = (100).*rand(20,20);
[X,Y] = meshgrid(1:20,1:20);
surfl(X,Y,A);
shading interp
colormap(gray);
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 240
figure;
A = hilb(20);
[X,Y] = meshgrid(1:20,1:20);
surfl(X,Y,A);
Maple
restart;
A := abs(LinearAlgebra[RandomMatrix](20,10,generator=0..100)):
plots[matrixplot](A,heights=histogram);
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 241
A := LinearAlgebra[HilbertMatrix](20,10):
A := convert(A,listlist):
plots[listplot3d](A);
2.74 Find the cross correlation between two
sequences
Problem: Given
A = [0, 0, 2, −1, 3, 7, 1, 2, −3, 0, 0]
B = [0, 0, 1, −1, 2, −2, 4, 1, −2, 5, 0, 0]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 242
Notice that the output sequence generated by Mathematica and Matlab are reversed
with respect to each others.
Also, MATLAB uses the length 2N − 1 as the length of cross correlation sequence,
which in this example is 23 because N is taken as the length of the larger of the 2
sequences if they are not of equal length which is the case in this example.
In Mathematica, the length of the cross correlation sequence was 22, which is 2N .
Out[31]= {0,
0,
0,
0,
10,
-9,
19,
Mathematica 36,
-14,
Clear["Global`*"]; 33,
0,
a={0,0,2,-1,3,7,1,2,-3,0,0}; 7,
b={0,0,1,-1,2,-2,4,1,-2,5,0,0}; 13,
c=Reverse[ListCorrelate[a,b,{-1,1},0]] -18,
16,
-7,
5,
-3,
0,
0,
0,
0}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 243
ans =
0.000000000000003
0.000000000000002
-0.000000000000002
0
9.999999999999998
-9.000000000000002
Matlab
19.000000000000000
In MATLAB use the xcross in the signal
36.000000000000000
processing toolbox
-14.000000000000000
clear all; close all; 33.000000000000000
A=[0,0,2,-1,3,7,1,2,-3,0,0]; -0.000000000000002
B=[0,0,1,-1,2,-2,4,1,-2,5,0,0]; 6.999999999999998
C=xcorr(A,B); 13.000000000000000
format long -18.000000000000000
C' 16.000000000000004
-7.000000000000000
4.999999999999999
-2.999999999999998
-0.000000000000000
0.000000000000001
0.000000000000002
-0.000000000000004
0
Maple
a:=Array([0,0,2,-1,3,7,1,2,-3,0,0]);
b:=Array([0,0,1,-1,2,-2,4,1,-2,5,0,0]);
SignalProcessing:-CrossCorrelation(a,b);
[7.0, 0.0, 33.0, −14.0, 36.0, 19.0, −9.0, 10.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
Not able to find out now why Maple result is different. May be definition used is
different, no time now to find out.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 244
2.75 Find orthonormal vectors that span the range
of matrix A
Problem: Given the matrix A whose columns represents some vectors, find the set of
orthonormal vectors that span the same space as A and verify the result. Let
0 1 1 2
A = 1 2 3 4
2 0 2 0
Notice that A has rank 2, so we should get no more than 2 vectors in the orthonormal
set.
With MATLAB use the orth(A) function, With Mathematica, use {u,s,v}=Singular-
ValueDecomposition[A] , and since the rank is 2, then the first 2 columns of matrix
u will give the answer needed (any 2 columns of u will also give a set of orthonormal
vectors).
Mathematica
Remove["Global`*"];
mat = {{0, 1, 1, 2},
{1, 2, 3, 4}, 2
{2, 0, 2, 0}};
r = MatrixRank[mat]
{u,s,v}=SingularValueDecomposition[mat]; {{0.378151, -0.308379},
orth=N[u[[All,{1,r}]]] {0.887675, -0.146825},
{0.262747, 0.939864}}
Chop[Transpose[orth].orth] {{1.,0},
{0,1.}}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 245
Matlab
clear all; R =
A=[0 1 1 2 -0.3782 0.3084
1 2 3 4 -0.8877 0.1468
2 0 2 0]; -0.2627 -0.9399
R=orth(A)
R'*R 1.0000 0.0000
0.0000 1.0000
2.76 Solve Ax = b and display the solution
Problem: Solve for x given that Ax = b where
1 2
A=
1 3
and
5
b=
8
These 2 equations represent 2 straight lines in a 2D space. An exact solution exist if
the 2 lines intersect at a point. The 2 lines are x + 2y = 5 and x + 3y = 8.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 246
Mathematica 4.0
Remove["Global`*"];
3.5
ContourPlot[{x+2y==5,x+3y==8},
{x,-3,2},
{y,1.5,4}, 3.0
ContourStyle->{{Red,Thickness[0.01]},
{Blue,Thickness[0.01]}}, 2.5
GridLines->Automatic,
GridLinesStyle->Dashed, 2.0
ImageSize->300]
1.5
-3 -2 -1 0 1 2
mat = {{1,2},{1,3}};
b = {5,8}; {-1,3}
x = LinearSolve[mat,b]
Matlab
A = [1 2;1 3]; x =
b = [5;8]; -1
x = A\b 3
2.77 Determine if a set of linear equations A x= b
has a solution and what type of solution
Problem: Given a general non homogeneous set of linear equations Ax = b how to test
if it has no solution (inconsistent), or one unique solution, or an infinity number of
solutions?
The following algorithm summarizes all the cases
Let [A|b] be the augmented matrix, where b is appended to A.
Assume A is an M by N matrix. i.e. M equations and N unknowns.
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 247
IF rank A < rank [A|b] THEN -- system is inconsistent
-- NO exact solution exist, but can use least square approximation
x= A/b -- Matlab.
x= PseudoInverse[A].b -- Mathematica uses SVD to computer pseduoInverse
ELSE -- we must have rank A == rank[A|b] -- system is consistent
IF rank(A) == N -- we have one solution.
IF M==N -- one unique solution, can use crammer rule.
x=A/b -- Matlab. Here we get exact solution from \ operator
x=LinearSolve[A,b] -- Mathematica
ELSE -- infinite solutions, pick one.
x=A/b -- Matlab. Here we get exact solution from \ operator
x=LinearSolve[A,b] -- Mathematica
END
ELSE
-- rank A < N, i.e. rank deficient, infinite solutions. will pick one
x=A/b
x=LinearSolve[A,b]
END
END
Let the system of equations be
y =x−1
y = 2x + 1
So
1 1
A=
−2 1
and
1
b=
−1
Mathematica
Remove["Global`*"];
ContourPlot[{y==x-1,y==2 x+1} ,
{x,-3,2},{y,-6,3},
ContourStyle->{{Red,Thickness[0.01]},
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 248
{Blue,Thickness[0.01]}},
GridLinesStyle->Dashed,
ImageSize->300]
-2
-4
-6
-3 -2 -1 0 1 2
a = {{-2,1},{-1,1}};
b = {1,-1};
{nRow, nCol} = Dimensions[a];
aRank=MatrixRank[a]
2
abRank=MatrixRank[Insert[a,b,-1]]
2
The above algorithm can now be run as follows
If[aRank<abRank,
Print["System is no consistent, no exact solution"];
x=PseudoInverse[a].b,
If[aRank==nCol,
Print["System is consistent. Exact solution."];
x=LinearSolve[a,b]
,
Print["consistent, rank deficient,infinite solutions"];
x=LinearSolve[a,b]
]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 249
];
Print["Solution is x=",x];
The output of the above is
System is consistent. Exact solution.
Solution is x={-2,-3}
Matlab
A=[-2 1;-1 1];
b=[1; -1];
[nRow,nCol]=size(A);
aRank=rank(A);
abRank=rank([A b]);
fprintf('A rank=%d, [A b] rank=%d\n',aRank,abRank);
fprintf('Number of unknowns=%d\n',nCol);
x=A\b;
if aRank<abRank
fprintf('System not consistent. no exact solution\n');
else
if aRank==nCol
fprintf('System consistent. Exact solution.\n');
else
fprintf('consistent,rank deficient,infinite solutions\n');
end
end
fprintf('solution is\n');
x
Output is
A rank=2, [A b] rank=2
Number of unknowns=2
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 250
System is consistent. Exact solution.
solution is
x =
-2
-3
2.78 Given a set of linear equations automatically
generate the matrix A and vector b and solve
Ax = b
Problem: Given
4x + 4y + 2z = 12
5x + 6y + 3z = 7
9x + 7y + 10z = 9
Automatically convert it to the form Ax = b and solve
Mathematica
Remove["Global`*"]
eqs = {4x+3y+2z==12,
5x+6y+3z ==7,
4 3 2
9x+7y+10z ==9};
5 6 3
{b,a} = CoefficientArrays[eqs,{x,y,z}]; 9 7 10
Normal[a]//MatrixForm
Normal[b]//MatrixForm
{−12, −7, −9}
LinearSolve[a,-b]//N {6.71429,-2.85714,-3.14286}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 251
Maple
restart;
47
7
eqs:=[4*x+3*y+2*z=12,5*x+6*y+3*z=7,9*x+7*y+10*z=9];
− 20
A,b := LinearAlgebra:-GenerateMatrix(eqs,[x,y,z]); 7
22
LinearAlgebra:-LinearSolve(A,b) −7
2.79 Convert a matrix to row echelon form and to
reduced row echelon form
Problem: Given a matrix A, convert it to REF and RREF. Below shows how to
convert the matrix A to RREF. To convert to REF (TODO). One reason to convert
Matrix A to its row echelon form, is to find the rank of A. If matrix A is a 4 × 4, and
when converted to its row echelon form we find that one of the rows is all zeros, then
the rank of A will be 3 and not full rank.
Mathematica
Remove["Global`*"]
1 1 −2 1
(mat={{1, 1, -2, 1},
3 2 4 −4
{3, 2, 4, -4},
{4, 3, 3, -4}})//MatrixForm 4 3 3 −4
1 0 0 2
MatrixForm[RowReduce[mat]]
0 1 0 −3
0 0 1 −1
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 252
Matlab
clear all; ans =
A=[1 1 -2 1 1 0 0 2
3 2 4 -4 0 1 0 -3
4 3 3 -4]; 0 0 1 -1
rref(A)
Maple
1 0 0 2
A:=Matrix([ [1,1,-2,1],[3,2,4,-4],[4,3,3,-4]]);
0 1 0 −3
LinearAlgebra:-ReducedRowEchelonForm(A);
0 0 1 −1
2.80 Convert 2D matrix to show the location and
values
Given
41 45 49 53
42 46 50 54
A =
43 47 51 55
44 48 52 56
Generate the matrix
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 253
1 1 41
2 1 42
3 1 43
4 1 44
1 2 45
2 2 46
3 2 47
4 2 48
1 3 49
2 3 50
3 3 51
4 3 52
1 4 53
2 4 54
3 4 55
4 4 56
Which gives at each row, the location and the value in the original matrix.
Mathematica
mat = {{41, 45, 49, 53}, {42, 46, 50, 54}, {43, 47, 51, 55}, {44, 48, 52, 56}};
Flatten[MapIndexed[Flatten[{{#2[[2]], #2[[1]]}, #1}] &, Transpose@mat, {2}],1]
Another way
mat = {{41, 45, 49, 53}, {42, 46, 50, 54}, {43, 47, 51, 55}, {44, 48, 52, 56}};
{nRow, nCol} = Dimensions[mat];
idx = Flatten[Table[{i, j}, {j, nCol}, {i, nRow}], 1]; (*similar to ind2sub*)
val = Extract[mat, idx];
MapThread[Flatten[{#1, #2}] &, {idx, val}] (* similar to [I;J;A(:)']' *)
But I think the simplist is to use Table
mat = {{41, 45, 49, 53}, {42, 46, 50, 54}, {43, 47, 51, 55}, {44, 48, 52, 56}};
{nRow, nCol} = Dimensions[mat];
Table[{i, j, mat[[i, j]]}, {j, nCol}, {i, nRow}];
Flatten[%, 1]
Matlab
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 254
A = [ 41 45 49 53;
42 46 50 54;
43 47 51 55;
44 48 52 56];
[I,J] = ind2sub(size(A),1:numel(A));
X = [I;J;A(:)']'
gives
X =
1 1 41
2 1 42
3 1 43
4 1 44
1 2 45
2 2 46
3 2 47
4 2 48
1 3 49
2 3 50
3 3 51
4 3 52
1 4 53
2 4 54
3 4 55
4 4 56
Maple
A := Matrix([[41,45,49,53],[42,46,50,54],[43,47,51,55],[44,48,52,56]]);
41 42 43 44
45 46 47 48
A=
49 50 51 52
53 54 55 56
[seq(seq([i,j,A(i,j)],j=1..4),i=1..4)]:
indx:=Matrix(%);
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 255
1 1 41
1 2 45
1 3 49
1 4 53
2 1 42
2 2 46
2 3 50
2 4 54
3 1 43
3 2 47
3 3 51
3 4 55
4 1 44
4 2 48
4 3 52
4 4 56
2.81 Find rows in matrix with zeros in them, and
then remove the zeros
Given A = {{1, 0, 9}, {5, 0, 6}, {4, 1, 9}, {7, 0, 11}, {8, 1, 2}}
Find rows with zero in middle, and then remove the zeros from these found.
The result should be {{1, 9}, {5, 6}, {7, 11}}
Mathematica
Many ways to do this. See this
Remove["Global`*"]
A = {{1, 0, 9}, {5, 0, 6}, {4, 1, 9}, {7, 0, 11}, {8, 1, 2}};
Cases[A,{x_,0,y_}:>{x,y}]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 256
{{1, 9}, {5, 6}, {7, 11}}
Maple
restart;
A := {{1, 0, 9}, {5, 0, 6}, {4, 1, 9}, {7, 0, 11}, {8, 1, 2}};
#One way is
remove~(has,select(has,A,0),0)
#Another way is
f := x->remove(has,x,0);
f~(select(has,A,0))
{{1, 9}, {5, 6}, {7, 11}}
2.82 How to apply a function to two lists at the
same time?
Given list a = {1, 2, 3, 4} and list b = {5, 6, 7, 8} how to to call function f (x, y) by
taking x, y from a, b one a time so that the result gives f (1, 5), f (2, 6), f (3, 7), f (4, 8)?
Mathematica Maple
Remove["Global`*"] restart;
a = {1, 2, 3, 4}; a:=[1,2,3,4];
b = {5, 6, 7, 8}; b:=[5,6,7,8];
MapThread[f[#1, #2] &, {a, b}] f~(a,b)
[f(1, 5), f(2, 6), f(3, 7), f(4, 8)]
{f[1, 5], f[2, 6], f[3, 7], f[4, 8]}
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 257
2.83 How to apply a function to two lists are the
same time, but with change to entries?
2.83.1 example 1
Given list a = {1, 2, 3, 4} and list b = {5, 6, 7, 8} how to to call function f (x, y) by
taking sin(x), cos(y) from a, b one a time so that the result gives
f (sin(1), cos(5)), f (sin(2), cos(6)), f (sin(3), cos(7)), f (sin(4), cos(8))
Mathematica
Remove["Global`*"]
a = {1, 2, 3, 4};
b = {5, 6, 7, 8};
MapThread[f[Sin[#1],Cos[#2]] &, {a, b}]
{f[Sin[1], Cos[5]], f[Sin[2], Cos[6]], f[Sin[3], Cos[7]], f[Sin[4], Cos[8]]}
Maple
restart;
a:=[1,2,3,4];
b:=[5,6,7,8];
f~(sin~(a),cos~(b))
[f(sin(1), cos(5)), f(sin(2), cos(6)), f(sin(3), cos(7)), f(sin(4), cos(8))]
2.83.2 example 2
Given list a = {1, 2, 3, 4} and list b = {5, 6, 7, 8} how to to call function f (2x + x2 +
sin(x), 2 + cos(y)) by taking x, y from a, b one a time so that the result gives
{f (3+sin(1), 5+cos(5)), f (8+sin(2), 6+cos(6)), f (15+sin(3), 7+cos(7)), f (24+sin(4), 8+cos(8))}
Mathematica
Remove["Global`*"]
a = {1, 2, 3, 4};
b = {5, 6, 7, 8};
MapThread[f[2*#1 + #1^2 + Sin[#1], #2 + Cos[#2]] &, {a, b}]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 258
{f[3+Sin[1],5+Cos[5]],f[8+Sin[2],6+Cos[6]],f[15+Sin[3],7+Cos[7]],f[24+Sin[4],8+Cos[8]]}
Maple
In Maple, since it does not have slot numbers # to use, it is better to make a function
on the fly, which does the exact same thing.
restart;
a:=[1,2,3,4];
b:=[5,6,7,8];
f~( (x->2*x+x^2+sin(x))~(a), (x->2+cos(x)) ~(b))
[f(3 + sin(1), 2 + cos(5)), f(8 + sin(2), 2 + cos(6)), f(15 + sin(3), 2 + cos(7)), f(24 + si
2.84 How to select all primes numbers from a list?
Given list of numbers from 1 to 100, select the prime numbers.
Mathematica
Remove["Global`*"]
lst = Range[1, 100];
Select[lst, PrimeQ]
{2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71, 73, 79, 83, 89, 97}
Maple
restart;
lst:=[seq(i,i=1..100)];
result:=select[flatten](isprime,lst);
#or. using Array instead of list
lst:=Array(0..99,x->x+1): #generate numbers from 1 to 100
select[flatten](isprime,lst);
[2, 3, 5, 7, 11, 13, 17, 19, 23, 29, 31, 37, 41, 43, 47, 53, 59, 61, 67, 71, 73, 79, 83, 89, 97]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 259
2.85 How to collect result inside a loop when
number of interation is not known in
advance?
Lets say we want to collect result obtained inside loop, but do not know in advance
how many iteration we need.
In Mathematica, Sow and Reap are used. In Maple, an Array can be used or a queue
or a table.
Mathematica
Remove["Global`*"]
result = First@Last@Reap@Do[
Sow[n],
{n, 1, 10}
];
result
{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
Maple
restart;
result :=Array([]):
for n from 1 to 10 do
result(n):=n;
od:
result(1..10)
[1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 260
2.86 How flip an array around?
Given A = [1, 2, 3, 4, 5] change it to A = [5, 4, 3, 2, 1]
Mathematica
a = {1, 2, 3, 4, 5}; {5, 4, 3, 2, 1}
Reverse[a]
Matlab
A=[1,2,3,4,5]; ans =
flip(A) 5 4 3 2 1
Maple
A:=Array([1,2,3,4,5]); [5, 4, 3, 2, 1]
ArrayTools:-Reverse(A);
2.87 How to divide each element by its position in
a list?
Given A = [2, 3, 5, 7, 11, 13, 17, 19, 23, 29] change it to
3 5 7 11 13 17 19 23 29
[2, , , , , , , , , ]
2 3 4 5 6 7 8 9 10
2.87.1 Mathematica
A = {2, 3, 5, 7, 11, 13, 17, 19, 23, 29};
MapIndexed[(#1/First[#2]) &, A]
3 5 7 11 13 17 19 23 29
2, , , , , , , , ,
2 3 4 5 6 7 8 9 10
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 261
2.87.2 Maple
A:= [2, 3, 5, 7, 11, 13, 17, 19, 23, 29];
((x,y)->x/y)~(A,[seq(i,i=1..numelems(A))])
#or simpler might be to map the divsion operator directly
`/` ~ (A,[seq(i,i=1..numelems(A))])
3 5 7 11 13 17 19 23 29
[2, , , , , , , , , ]
2 3 4 5 6 7 8 9 10
2.87.3 Matlab
A=[2, 3, 5, 7, 11, 13, 17, 19, 23, 29];
A./(1:length(A))
2.0000 1.5000 1.6667 1.7500 2.2000 2.1667 2.4286 2.3750 2.5556 2.
2.88 How to use GramSchmidt to find a set of
orthonomal vectors?
Given set of linearly independent vectors V1 = [3, 0, 0], V2 = [0, 1, 2], V3 = [0, 2, 5], use
GramSchmidt to find 3 orthonormal vectors from this set.
2.88.1 Mathematica
v1={3,0,0};
v2={0,1,2};
v3={0,2,5}
Orthogonalize[{v1, v2,v3}, Method -> "GramSchmidt"]
1 0 0
0 √15 √2
5
0 − √25 √1
5
chapter 2. l i n e a r a l g e b r a , l i n e a r s o lv e r s , c o m m o n . . . 262
2.88.2 Maple
restart;
V1:=Vector([3,0,0]);
V2:=Vector([0,1,2]);
V3:=Vector([0,2,5]);
Student:-LinearAlgebra:-GramSchmidt([V1,V2,V3])
0 0
1 √5 2√5
0 , 5 , − 5
√ √
0 2 5 5
5 5
CHAPTER 3
s i g n a l p ro c e s s i n g , I m ag e p ro c e s s i n g ,
graphics, random numbers
3.1 Generate and plot one pulse signal of different
width and amplitude
Problem: Generate one signal of some width and height.
263
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 264
Mathematica
Remove["Global`*"]
f[x_,w_,h_]:=If[0<=x<w,
pulse of 0.5 sec width and amplitude1
h*If[x-IntegerPart[x]<=0.5, 2.5
SquareWave[x], 2.0
1.5
-SquareWave[x]
y(t)
1.0
], 0.5
0] 0.0
w = {0.5,1,2}; (*pulse width *) -0.50.00.51.01.52.02.5
-1.0
h = {1,1.5,0.4}; (*pulse height *) t
plots = MapThread[Plot[ pulse of 1 sec width and amplitude1.5
2.5
f[x,#1,#2],{x,-2,2.5}, 2.0
PlotRange->{{-1,2.5},{-0.3,2.5}}, 1.5
y(t)
1.0
Frame->True,
0.5
Axes->False, 0.0
GridLines->Automatic, -0.50.00.51.01.52.02.5
-1.0
GridLinesStyle->Dashed, t
PlotStyle->{Thick,Red}, pulse of 2 sec width and amplitude0.4
2.5
FrameLabel->{{"y(t)",None},
2.0
{"t","pulse of "<>ToString[#1]<> 1.5
" sec width and amplitude"<>
y(t)
1.0
ToString[#2]}}, 0.5
0.0
ImageSize -> 160,
-0.50.00.51.01.52.02.5
-1.0
AspectRatio->1]&,{w,h}];
t
Grid[{plots},Frame->All]
Matlab
clear all; close all;
f = [1 0.5 0.25];
w = [0.5 1 2];
h = [1 1.5 0.4];
figure;
for i=1:3
t=0:0.01:w(i);
y=h(i)*square(2*pi*f(i)*t);
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 265
subplot(3,1,i);
plot(t,y,'r','LineWidth',3);
grid on;
xlim([-2 2.5]);
ylim([-.6 2.5]);
title(sprintf...
('pulse of %2.1f sec width and amplitude=%2.1f',...
w(i),h(i)));
end
pulse of 0.5 sec width and amplitude=1.0
2
1
0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
pulse of 1.0 sec width and amplitude=1.5
2
1
0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
pulse of 2.0 sec width and amplitude=0.4
2
1
0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
3.2 Generate and plot train of pulses of different
width and amplitude
Problem: Generate a pulse train of pulses of certain width and height.
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 266
Mathematica
pulse of 2. sec width and amplitude1
Remove["Global`*"] 2
1
w = {0.25,0.125};
h = {1,1.5};
y(t)
0
plots = MapThread[Plot[#2 SquareWave[#1 x],
{x,-10,10}, -1
PlotRange->{All,{-2,2}},
Frame->True, -2
-10 -5 0 5 10
Axes->False, t
PlotStyle->{Thick,Red}, pulse of 4. sec width and amplitude1.5
2
FrameLabel->{{"y(t)",None},
{"t","pulse of "<>ToString[1/(2*#1)]<> 1
" sec width and amplitude"<>ToString[#2]}},
y(t)
ImageSize->200, 0
AspectRatio->1,
-1
ExclusionsStyle->Dotted]&,{w,h}];
-2
-10 -5 0 5 10
Grid[{plots},Frame->All]
t
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 267
Matlab
clear all; close all;
f = [1 0.5];
h = [1 1.5];
t = -4:0.01:4;
figure; pulse of 0.5 sec width and amplitude=1.0
2
for i=1:2
0
-1
y = h(i)*square(2*pi*f(i)*t); -2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
subplot(2,1,i); 2
pulse of 1.0 sec width and amplitude=1.5
plot(t,y,'r','LineWidth',3); 1
grid on; -1
xlim([-2 2.5]);
-2
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
ylim([-2 2.5]);
title(sprintf...
('pulse of %2.1f sec width and amplitude=%2.1f',..
1/(2*f(i)),h(i)));
end
3.3 Find the discrete Fourier transform of a real
sequence of numbers
N
X −1
2π
Given the sequence of numbers x(n) = [1, 2, 3], Find X(k) = x(m)e−j N mk where
m=0
N is the length of the data sequence x(m) and k = 0· · · N − 1
Mathematica
{6.,
Chop[Fourier[{1, 2, 3}, -1.5 + 0.8660254037844386*I,
FourierParameters ->{1, -1}]] -1.5 - 0.8660254037844386*I}
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 268
Matlab ans =
6.0000
fft([1,2,3])' -1.5000 - 0.8660i
-1.5000 + 0.8660i
Maple
Maple need an Array for input, not list, so have to
convert this is little strange [6.+0.*I,
-1.5+.866025403784439*I,
lst:=[1,2,3];
-1.5-.866025403784439*I]
SignalProcessing[FFT](convert(lst,Array),
normalization=none );
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 269
Ada I posted the code below on comp.lang.ada on June 8,2010. Thanks to Ludovic
Brenta for making improvement to the Ada code.
--
-- dtf.adb, compiled with GNAT 4.3.4 20090804 (release) 1
-- under CYGWIN 1.7.5
-- $ gnatmake dft.adb
-- gcc -c dft.adb
-- gnatbind -x dft.ali
-- gnatlink dft.ali
-- $ ./dft.exe
-- ( 6.00000E+00, 0.00000E+00)
-- (-1.50000E+00, 8.66026E-01)
-- (-1.50000E+00,-8.66025E-01)
with Ada.Text_IO; use Ada.Text_IO;
with Ada.Numerics.Complex_Types; use Ada.Numerics.Complex_Types;
with Ada.Numerics; use Ada.Numerics;
with Ada.Numerics.Complex_Elementary_Functions;
use Ada.Numerics.Complex_Elementary_Functions;
with Ada.Complex_Text_IO; use Ada.Complex_Text_IO;
procedure dft is
N : constant := 3; -- named number, no conversion to Float needed
X : array(0 .. N-1) of Complex := (others=>(0.0,0.0));
data : constant array(0 .. N-1) of float :=(1.0,2.0,3.0);
Two_Pi_Over_N : constant := 2 * Pi / N;
-- named number, outside the loop, like in ARM 3.3.2(9)
begin
FOR k in X'range LOOP
FOR m in data'range LOOP
X(k) := X(k) + data(m)*exp(-J*Two_Pi_Over_N * float(m*k));
END LOOP;
put(X(k)); new_line;
END LOOP;
end dft;
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 270
Fortran
Thanks to Vincent Lafage for making improvment to the Fortran code.
! dtf.f90, compiled with GCC 4.3.4
! under CYGWIN 1.7.5
! $ gfortran -Wall -Wsurprising -Wconversion dft.f90
! $ ./a.exe
! ( 6.0000000 , 0.0000000 )
! ( -1.4999999 , 0.86602557 )
! ( -1.5000005 ,-0.86602497 )
! $
PROGRAM dft
IMPLICIT NONE
INTEGER, parameter :: N = 3
COMPLEX, parameter :: J =(0.0,1.0)
REAL, parameter :: Pi = ACOS(-1.0)
INTEGER :: k,m
COMPLEX, dimension(0:N-1) :: X
REAL, dimension(0:N-1) :: data=(/1.0,2.0,3.0/)
REAL, parameter :: Two_Pi_Over_N = 2.0*Pi/real(N)
DO k = lbound(X, 1), ubound(X, 1)
X(k)=(0.0,0.0)
DO m = lbound(data, 1), ubound(data, 1)
X(k) = X(k) + complex(data(m),0.0) &
* EXP(-J*complex(Two_Pi_Over_N*real(m*k),0.0))
END DO
print *,X(k)
END DO
END PROGRAM dft
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 271
3.4 Generate uniform distributed random numbers
3.4.1 How to generate 5 uniform distributed random
numbers from 0 to 1?
Mathematica
{0.817389,
SeedRandom[1]; 0.11142,
Table[RandomVariate[ 0.789526,
UniformDistribution[{0,1}]],{5}] 0.187803,
0.241361}
0.814723686393179
Matlab
0.905791937075619
rand(5,1) 0.126986816293506
0.913375856139019
0.632359246225410
Fortran
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 272
program t3
implicit none
real :: x(5)
CALL RANDOM_SEED()
CALL random_number(x)
print *,x
end program
compile and run
$ gfortran -std=f95 -Wextra -Wall -pedantic -funroll-loops
-ftree-vectorize -march=native -Wsurprising -Wconversion
t3.f90 /usr/lib/liblapack.a /usr/lib/libblas.a
$ ./a.exe
0.99755955 0.56682467 0.96591532 0.74792767 0.36739087
3.4.2 How to generate 5 random numbers from a to b?
Generate uniform numbers from a to b, say a=-2 and b=5
Mathematica
{3.72173,
SeedRandom[1]; -1.22006,
Table[RandomVariate[ 3.52668,
UniformDistribution[{-2,5}]],{5}] -0.685378,
-0.310473}
-1.317217165004133
Matlab
-0.050512467930661
-2 + (5+2)*rand(5,1) 1.828170634434887
4.702547848040084
4.754219746394936
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 273
Fortran
program t3_2
implicit none
integer ::i
real, parameter :: a=-1.0,b=1.0
real :: x(5)
CALL RANDOM_SEED()
DO i=1,2
CALL random_number(x)
x = a+(b-a)*x
print *,x
END DO
end program
compile and run
$ gfortran -std=f95 -Wextra -Wall -pedantic -funroll-loops
-ftree-vectorize -march=native -Wsurprising -Wconversion
t3_2.f90 /usr/lib/liblapack.a /usr/lib/libblas.a
$ ./a.exe
0.99511909 0.13364935 0.93183064 0.49585533 -0.26521826
-3.87262106E-02 -0.85249150 -0.98928964 -0.30583751 -0.31551242
$
3.4.3 How to generate MATRIX of random numbers from a
to b?
Let a = −2 and b = 5, matrix of size 5 by 5
Mathematica
SeedRandom[1];
Table[RandomVariate[
UniformDistribution[{-2,5}]],{5},{5}]
{{3.72173,-1.22006,3.52668,-0.685378,-0.310473},
{-1.53983,1.79573,-0.381918,0.772043,2.90332},
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 274
{-0.517218,3.2406,0.959955,-0.267537,4.8402},
{3.77614,4.47693,2.04639,0.0500882,-0.543643},
{2.06332,-1.09825,0.144992,2.98408,0.734073}}
Matlab
-2 + (5+2)*rand(5,5)
ans =
3.7642 1.0712 1.4284 -0.0678 1.4885
2.8638 0.6709 1.1191 2.7579 4.7182
0.2197 3.3586 2.5242 2.5857 0.3827
4.6516 3.5664 2.9656 -0.8617 2.0969
-1.7589 -0.6919 3.2828 -1.1670 -0.4333
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 275
Fortran
program t3_3
implicit none
integer ::i
real, parameter :: a=-1.0,b=1.0
real :: x(5,5)
CALL RANDOM_SEED()
DO i=1,2
CALL random_number(x)
x = a+(b-a)*x
CALL write(x)
END DO
!--- internal functions below ------
contains
SUBROUTINE write(A)
implicit none
REAL, DIMENSION(:,:) :: A
integer :: i,j
WRITE(*,*)
DO i = lbound(A,1), ubound(A,1)
WRITE(*,*) (A(i,j), j = lbound(A,2), ubound(A,2))
END DO
END SUBROUTINE write
end program
compile and run
$ gfortran -std=f95 -Wextra -Wall -pedantic -funroll-loops
-ftree-vectorize -march=native -Wsurprising -Wconversion
t3_3.f90 /usr/lib/liblapack.a /usr/lib/libblas.a
$ ./a.exe
0.99511909 -3.87262106E-02 -0.56409657 0.32386434 0.71138477
0.13364935 -0.85249150 -0.73367929 -0.96778345 -0.19742620
0.93183064 -0.98928964 0.80104899 0.30170965 -0.58625138
0.49585533 -0.30583751 -0.22646809 0.29281759 0.93707883
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 276
-0.26521826 -0.31551242 -0.10903549 -0.35402548 0.19679904
0.34596145 0.21138644 0.22462976 0.31809497 0.45771694
-8.62354040E-02 0.43809581 0.95732045 0.10801017 -0.19508958
-0.33996975 0.79466915 0.99828446 0.95552015 0.85725522
-0.79923415 0.31645823 -0.48640406 0.80384660 -0.70432973
0.51090658 -0.69856644 0.10173070 0.31584930 0.34905851
3.5 Obtain Fourier Series coefficients for a periodic
function
3.5.1 Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
3.5.2 Example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
3.5.3 Example 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
3.5.1 Example 1
2π
Given a continuous time function x(t) = sin T0
t , find its Fourier coefficients cn , where
(Using the default definition)
∞
X
x(t) = cn ejω0 nt
n=−∞
and T0
Z
1 2
cn = x(t)e−jω0 nt dt
T0 T
− 20
2π
Where T0 is the fundamental period of x(t) and ω0 = T0
.
Notice that in Physics, sometimes the following defintions are used instead of the above
∞
1 X
x(t) = √ cn ejω0 nt
T0 n=−∞
and T0
Z
1 2
cn = √ x(t)e−jω0 nt dt
T0 T
− 20
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 277
3.5.1.1 Mathematica
Clear[T0, w0]
sol = FourierSeries[Sin[2 Pi/T0 t], t, 3, FourierParameters -> {1, 2 Pi/T0}]
1 − 2iπt 1 2iπt
ie T0 − ie T0
2 2
data = Table[{i,
FourierCoefficient[Sin[2 Pi/T0 t], t, i,
FourierParameters -> {1, 2 Pi/T0}]}, {i, -5, 5}];
head = {"n", "cn"};
Grid[Insert[data, head, 1], Frame -> All]
n cn
-5 0
-4 0
-3 0
-2 0
ⅈ
-1 2
0 0
1 - ⅈ2
2 0
3 0
4 0
5 0
mag = data;
mag[[All,2]] = Map[Abs[#]&,data[[All,2]]];
ListPlot[mag,AxesOrigin->{0,0},
Filling->Axis,
FillingStyle->{{Thick,Red}},
AxesLabel->{"n","|Subscript[c, n]|"}]
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 278
|cn |
0.5
0.4
0.3
0.2
0.1
n
-4 -2 2 4
phase = data;
phase[[All,2]]=Map[Arg[#]&,
data[[All,2]]]* 180/Pi;
ListPlot[phase,AxesOrigin->{0,0},
Filling->Axis,
FillingStyle->{{Thick,Red}},
AxesLabel->{"n","Phase Subscript[c, n] degrees"},
ImageSize->300]
Phase cn degrees
100
50
n
-4 -2 2 4
-50
-100
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 279
3.5.2 Example 2
Find Fourier Series for f (t) = cos(ω0 t) + sin2 (ω0 t)
3.5.2.1 Mathematica
T0 = 2 Pi;
w0 = (2 Pi)/T0;
f[t_] := Cos[w0 t] + Sin[w0 t]^2;
Plot[f[t], {t, -10 Pi, 10 Pi}, PlotRange -> All, ImageSize -> 300]
1.0
0.5
-30 -20 -10 10 20 30
-0.5
-1.0
sol = FourierSeries[f[t],t,3, FourierParameters->{1,(2 Pi)/T0}]
e−it eit 1 −2it 1 2it 1
+ − e − e +
2 2 4 4 2
data = Table[{i, FourierCoefficient[f[t],t,i, FourierParameters->{1,2 Pi/T0}]},{i,-5,5}];
head = {"n","cn"};
Grid[Insert[data,head,1],Frame->All]
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 280
n cn
-5 0
-4 0
-3 0
- 2 - 14
1
-1 2
1
0 2
1
1 2
2 - 14
3 0
4 0
5 0
mag = data;
mag[[All,2]] = Map[Abs[#]&,data[[All,2]]];
ListPlot[mag,AxesOrigin->{0,0},
Filling->Axis,
FillingStyle->{{Thick,Red}},
AxesLabel->{"n","|Subscript[c, n]|"},
ImageSize->300]
|cn |
0.5
0.4
0.3
0.2
0.1
n
-4 -2 2 4
Plot the phase
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 281
phase = data;
phase[[All, 2]] = Map[Arg[#] &,
data[[All, 2]]]* 180/Pi;
ListPlot[phase, AxesOrigin -> {0, 0},
Filling -> Axis,
FillingStyle -> {{Thick, Red}},
AxesLabel -> {"n", "Phase cn degrees"}]
Phase cn degrees
150
100
50
n
-4 -2 2 4
3.5.3 Example 3
Find Fourier series for periodic square wave
3.5.3.1 Mathematica
f[x_] := SquareWave[{0,1},(x+.5)/2] ;
Plot[f[x],{x,-6,6},Filling->Axis, ImageSize->300]
1.0
0.8
0.6
0.4
0.2
-6 -4 -2 2 4 6
T0 = 2;
sol = Chop[FourierSeries[f[t],t,6, FourierParameters->{1,(2 Pi)/T0}]]
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 282
0.5+0.31831e−iπt +0.31831eiπt −0.106103e−3iπt −0.106103e3iπt +0.063662e−5iπt +0.063662e5iπt
data = Chop[Table[{i,FourierCoefficient[f[t],t,i, FourierParameters->{1,2 Pi/T}]},{i,-8,8}]]
head = {"n","cn"};
Grid[Insert[data,head,1],Frame->All]
n cn
-8 0
- 7 - 0.0454728
-6 0
-5 0.063662
-4 0
- 3 - 0.106103
-2 0
-1 0.31831
0 0.5
1 0.31831
2 0
3 - 0.106103
4 0
5 0.063662
6 0
7 - 0.0454728
8 0
data=Table[{i,FourierCoefficient[f[t],t,i, FourierParameters->{1,2 Pi/T}]},{i,-20,20}];
mag = data;
mag[[All,2]]=Map[Abs[#]&,data[[All,2]]];
ListPlot[mag,AxesOrigin->{0,0},
Filling->Axis,
FillingStyle->{{Thick,Red}},
PlotRange->All,
AxesLabel->{"n","|Subscript[c, n]|"},
ImageSize->300]
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 283
|cn |
0.5
0.4
0.3
0.2
0.1
n
-20 -10 10 20
Show phase
phase = data;
phase[[All,2]]=Map[Arg[#]&,data[[All,2]]]* 180/Pi;
ListPlot[phase,AxesOrigin->{0,0},
Filling->Axis,
FillingStyle->{{Thick,Red}},
AxesLabel->{"n","Phase cn degrees"},
ImageSize->300]
Phase cn degrees
150
100
50
n
-20 -10 10 20
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 284
3.6 Obtain Fourier Series approximation
3.6.1 Example 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
3.6.2 Example 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
3.6.3 Example 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
3.6.1 Example 1
Obtain Fourier Series approximation of f (x) = e−|x| for −1 < x < 1
3.6.1.1 Maple
restart;
f:=x->exp(-abs(x));
f_approx:=OrthogonalExpansions:-FourierSeries(f(x),x=-1..1,infinity ):
f_approx:=subs(i=n,f_approx);
∞
2((−1)n e−1 − 1) cos(πnx)
X
−1
1−e + −
n=1
π 2 n2 + 1
3.6.1.2 Mathematica
Mathematica does not have a buildin function to give general series expression as the
above with Maple. There is a user written package and answer here https://mathemat
ica.stackexchange.com/questions/149468/a-more-convenient-fourier-series
which provides this.
In Mathematica it is possible to obtain the terms using the command FourierSeries
. For example the terms n = 0, n = −1, n = 1 can be obtained using
expr = Exp[-Abs[x]];
FourierSeries[expr, x, 1, FourierParameters -> {1, Pi}]
(1 + e)e−iπx (1 + e)eiπx e − 1
+ +
e + eπ 2 e + eπ 2 e
see https://reference.wolfram.com/language/ref/FourierSeries.html for
definitions of FourierParameters used above.
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 285
3.6.2 Example 2
Obtain Fourier Series approximation of
2xh L
L
0≤x≤ 2
f (x) = 2h(L−x) L
L 2
≤x≤L
For 0 < x < L
3.6.2.1 Maple
restart;
f:=x->piecewise(0<x and x<L/2,2*x*h/L, L/2<x and x<L, 2*h*(L-x)/L);
f_approx:=OrthogonalExpansions:-FourierSeries(f(x),x=0..L,infinity ):
f_approx:=subs(i=n,f_approx):
simplify(%) assuming L>0
∞ !
X h((−1)n − 1) cos 2πnx
L h
2 +
n=1
π 2 n2 2
3.6.3 Example 3
Obtain Fourier Series approximation of cosh x for −1 < x < 1.
3.6.3.1 Maple
restart;
f:=x->cosh(x);
f_approx:=OrthogonalExpansions:-FourierSeries(f(x),x=-1..1,infinity ):
f_approx:=subs(i=n,f_approx);
convert(%,trig);
∞
!
X 2 sinh (1) (−1)n cos (πnx)
sinh (1) +
n=1
π 2 n2 + 1
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 286
3.7 Determine and plot the CTFT (continuous
time Fourier Transform) for continuous time
function
Plot the CTFT X(ω) of x(t) = 3 sin(t). By definition
Z ∞
X(ω) = x(t)e−iωt dt
t=−∞
Mathematica
Clear["Global`*"];
f = 3*Sin[t];
y = FourierTransform[f,t,w,FourierParameters->{1, -1}]
Out[138]= -3 I Pi DiracDelta[-1+w]+3 I Pi DiracDelta[1+w]
tab = Table[{k,y/.w->k},{k,-3,3}]
tab = tab/.DiracDelta[0]->1
tab[[All,2]]=Map[Sign[Im[#]]Abs[#]&,tab[[All,2]]]
ListPlot[tab,PlotStyle->AbsolutePointSize[5],
AxesLabel->{"frequency \[CapitalOmega] rad/sec",
"|F(\[CapitalOmega]|"},
PlotRange->{All,{-12,12}},
Filling->Axis,
FillingStyle->{{Thick,Red}}]
|F(Ω|
10
frequency Ω rad/sec
-3 -2 -1 1 2 3
-5
-10
Matlab
syms t;
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 287
F=fourier(3*sin(t))
F =
-pi*(dirac(w-1)-dirac(w+1))*3*i
Need to do the plot.
Maple
restart;
transform := expand(inttrans:-fourier(3*sin(t), t, w))
gives
transform := 3*I*Pi*Dirac(w + 1) - 3*I*Pi*Dirac(w - 1)
3.8 Determine the DTFT (Discrete time Fourier
Transform) for discrete time function
Find DTFT X(Ω) of x[n] = sin( πn
8
). By definition
∞
X
X(Ω) = x[n]e−iΩn
n=−∞
Mathematica
Clear["Global`*"];
x[n_] := Sin[(Pi*n)/8];
X = FourierSequenceTransform[x[n], n, w, FourierParameters -> {1, 1}] // Simplify
Which gives
(-(1/2))*I*(DiracComb[(Pi - 8*w)/(16*Pi)] - DiracComb[(Pi + 8*w)/(16*Pi)])
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 288
3.9 Determine the Inverse DTFT (Discrete time
Fourier Transform)
Find x[n], give its DTFT X(Ω)
Z π
1
x[n] = X(Ω)eiΩn dΩ
2π −π
Mathematica
Clear["Global`*"];
x[n_] := Sin[(Pi*n)/8];
X = FourierSequenceTransform[x[n], n, w, FourierParameters -> {1, 1}];
InverseFourierSequenceTransform[X, w, n]
Which gives
Sin[(Pi*n)/8]
3.10 Use FFT to display the power spectrum of
the content of an audio wav file
3.10.1 Mathematica . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
3.10.2 Matlab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 290
Problem: download a wav file and display the frequency spectrum of the audio signal
using FFT. The Matlab example was based on Matheworks tech note 1702.
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 289
3.10.1 Mathematica
Remove["Global`*"];
fname = "stereo.wav"; {AudioChannels,AudioEncoding,
SetDirectory[NotebookDirectory[]]; Data,SampledSoundList,
ele = Import[fname,"Elements"] SampleRate,Sound}
(*listen to it *)
sound = Import[fname,"Sound"];
EmitSound[sound] 22050
fs = Import[fname,"SampleRate"]
now load the samples and do power spectrum
data = Import[fname,"Data"]; Out[115]= {2,29016}
{nChannel,nSamples}=Dimensions[data]
py = Fourier[data[[1,All]],
FourierParameters->{1,-1}]; Out[117]= 14509
nUniquePts = Ceiling[(nSamples+1)/2]
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 290
py = py[[1;;nUniquePts]];
py = Abs[py];
py = py/nSamples;
py = py^2;
If[ OddQ[nSamples],
py[[2;;-1]]=2*py[[2;;-1]],
py[[2;;-2]]=2*py[[2;;-2]]
]; 4. × 10-6
Magnitude spectrum
3. × 10-6
f = (Range[0,nUniquePts-1] fs)/nSamples; |H(f)| 2. × 10-6
ListPlot[Transpose[{f,py}], 1. × 10-6
Joined->True, 0
0 2000 4000 6000 8000 10 000 12 000
FrameLabel->{{"|H(f)|",None}, hz
{"hz","Magnitude spectrum"}},
ImageSize->400,
Frame->True,
RotateLabel->False,
GridLines->Automatic,
GridLinesStyle->Dashed,
PlotRange->{{0,12000},All}]
3.10.2 Matlab
clear all; close all;
%
%This script plots the frequency spectrum of a wave file.
%This method of plotting the frequency spectrum is modeled after the
%example on Mathworks website tech note 1702
[data,Fs]=audioread('stereol.wav');
[nSamples,nChannels]=size(data);
waveFileLength=nSamples/Fs;
N = 2^(nextpow2(length(data(:,1))));
Y=fft(data(:,1),N);
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 291
NumUniquePts = ceil((N+1)/2);
Y = Y(1:NumUniquePts);
P = abs(Y);
P = P/length(data(:,1));
P = P.^2;
if rem(N, 2) % odd nfft excludes Nyquist point
P(2:end) = P(2:end)*2;
else
P(2:end -1) = P(2:end -1)*2;
end
f = (0:NumUniquePts-1)*Fs/N;
plot(f,P);
title(sprintf('Power Spectrum of a wave file'));
xlabel('Frequency Hz');
ylabel('|H(f)|');
grid;
print(gcf, '-dpdf', '-r600', 'images/matlab_e52_1');
-6 Power Spectrum of a wave file
#10
4
3.5
2.5
|H(f)|
1.5
0.5
0
0 2000 4000 6000 8000 10000 12000
Frequency Hz
3.11 Plot the power spectral density of a signal
3.11.1 Mathematica . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
3.11.2 Matlab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 294
Problem: Given a signal
3 sin (2πf1 t) + 4 cos (2πf2 t) + 5 cos (2πf3 t)
for the following frequency values (in Hz)
f1 = 20, f2 = 30, f3 = 50
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 292
and plot the signal power spectral density so that 3 spikes will show at the above 3
frequencies. Use large enough sampling frequency to obtain a sharper spectrum
3.11.1 Mathematica
Clear ["Global`*"];
f1 = 20;
f2 = 30;
f3 = 100;
maxTime = 0.2;
y[t_]:=2 Sin[2 Pi f1 t]+4 Cos[2 Pi f2 t]+
5 Cos[2 Pi f3 t];
Plot[y[t],{t,0,maxTime},
Frame->True,
FrameLabel->{{"y(t)",None},
{"t (sec)","signal in time domain"}},
RotateLabel->False,
GridLines->Automatic,
GridLinesStyle->Dashed,
PlotRange->All,BaseStyle -> 12]
signal in time domain
10
y(t) 0
-5
-10
0.00 0.05 0.10 0.15 0.20
t (sec)
fs = 7.0*Max[{f1,f2,f3}];
yn = Table[y[n],{n,0,maxTime,(1/fs)}];
len = Length[yn];
py = Fourier[yn];
nUniquePts = Ceiling[(len+1)/2];
py = py[[1;;nUniquePts]];
py = Abs[py];
py = 2*(py^2);
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 293
py[[1]] = py[[1]]/2;
f = (Range[0,nUniquePts-1] fs)/len;
ListPlot[Transpose[{f,py}],Joined->False,
FrameLabel->{{"|H(f)|",None},
{"hz","Magnitude spectrum"}},
ImageSize->400,
Filling->Axis,
FillingStyle->{Thick,Red},
Frame->True,
RotateLabel->False,
GridLines->Automatic,
GridLinesStyle->Dashed,
PlotRange->All,BaseStyle -> 12]
Magnitude spectrum
11
1 × 10
8 × 1010
6 × 1010
|H(f)|
4 × 1010
2 × 1010
0
0 50 100 150 200 250 300 350
hz
Here is the same plot as above, but using InterpolationOrder -> 0
Magnitude spectrum
1 × 1011
8 × 1010
6 × 1010
|H(f)|
4 × 1010
2 × 1010
0
0 50 100 150 200 250 300 350
hz
And using InterpolationOrder -> 2
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 294
Magnitude spectrum
11
1 × 10
8 × 1010
6 × 1010
|H(f)|
4 × 1010
2 × 1010
0
0 50 100 150 200 250 300 350
hz
3.11.2 Matlab
clear all; close all;
maxTime = 0.2;
t = 0:0.001:maxTime;
f1 =20; %Hz
f2 =30; %Hz
f3 =100; %Hz
y = @(t) 2*sin(2*pi*f1.*t)+4*cos(2*pi*f2.*t)+...
5*cos(2*pi*f3.*t);
plot(t,y(t));
set(gcf,'Position',[10,10,320,320]);
grid on
title('signal in time domain');
xlabel('time(msec)');
ylabel('Amplitude');
signal in time domain
10
5
Amplitude
-5
-10
-15
0 0.05 0.1 0.15 0.2
time(msec)
fs = 7.0*max([f1 f2 f3]);
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 295
delT=1/fs;
yn = y(linspace(0,maxTime,maxTime/delT));
len = length(yn);
py = fft(yn);
nUniquePts = ceil((len+1)/2);
py = py(1:nUniquePts);
py = abs(py);
py = 2*(py.^2);
py(1) = py(1)/2;
f = 0:nUniquePts-1;
f = f*fs/len;
plot(f,py);
title('power spectral density');
xlabel('freq (Hz)');
ylabel('Energy content');
grid on
set(gcf,'Position',[10,10,320,320]);
#10 5 power spectral density
2.5
2
Energy content
1.5
0.5
0
0 100 200 300 400
freq (Hz)
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 296
3.12 Display spectrum of 2D image
3.12.1 Mathematica . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
3.12.2 Matlab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
3.12.1 Mathematica
img=Import["ExampleData/lena.tif"];
Image[img,ImageSize->300]
ImageDimensions[img]
{150,116}
(*see how many channels*)
ImageChannels[img]
3
data=ImageData[img]; (*get data*)
{nRow,nCol,nChannel}=Dimensions[data]
{116,150,3}
(*look at each channel*)
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 297
Map[Image[data[[All,All,#]],ImageSize->100]&,
Range[1,nChannel]]
, ,
(*get channel 2 to FFT but center it first*)
d = data[[All,All,2]];
d = d*(-1)^Table[i+j,{i,nRow},{j,nCol}];
(*make FFT,center, view spectrum and phase*)
fw = Fourier[d,FourierParameters->{1,1}];
(*adjust for better viewing as needed*)
fudgeFactor = 100;
abs = fudgeFactor * Log[1+Abs@fw];
Labeled[Image[abs/Max[abs],
ImageSize->300],
Style["Magnitude spectrum", 18]]
Magnitude spectrum
arg = Arg@fw;
Labeled[Image[arg/Max[arg],
ImageSize->300],
Style["Phase spectrum", 18]]
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 298
Phase spectrum
3.12.2 Matlab
close all; clear all;
%image in same folder.
img = imread('lena.tiff','tif');
imagesc(img)
50
100
150
200
250
300
350
400
450
500
50 100 150 200 250 300 350 400 450 500
img = fftshift(img(:,:,2));
F = fft2(img);
figure;
imagesc(100*log(1+abs(fftshift(F))));
colormap(gray);
title('magnitude spectrum');
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 299
magnitude spectrum
50
100
150
200
250
300
350
400
450
500
50 100 150 200 250 300 350 400 450 500
figure;
imagesc(angle(F)); colormap(gray);
title('phase spectrum');
phase spectrum
50
100
150
200
250
300
350
400
450
500
50 100 150 200 250 300 350 400 450 500
3.13 Obtain the statistical maximum likelihood
estimates (MLE) of probability distributions
3.13.1 Maple . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
This example uses the normal distribution and Poisson as examples. The maximum
likelihood estimates of the population parameters is found by solving equation(s) using
the standard method of taking logs and differentiation to solve for the maximum.
Mathematica and Matlab version will be added at later time.
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 300
3.13.1 Maple
restart; with(Statistics):
X := RandomVariable(Normal(mu,sigma));
lik:=product(PDF(X,x[i]),i=1..n);
lik:=expand(ln(lik)) assuming positive;
eq1:=diff(lik,mu)=0;
eq2:=diff(lik,sigma)=0;
solve({eq1,eq2},{mu,sigma});
allvalues( %[2]);
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 301
3.14 Make a histogram of data sampled from some
probability distribution
This example uses the normal distribution. First random data is generated, then his-
togram of the data is made.
Matlab do not have an option, (unless I missed it) to make a relative histogram (this
is where the total area is 1) but not hard to implement this.
Mathematica
0.4
data = RandomReal[NormalDistribution[],1000]; 0.3
Histogram[data,30,"ProbabilityDensity", 0.2
ImageSize -> 300]] 0.1
0.0
-3 -2 -1 0 1 2 3
Matlab
data = randn(1000,1); 0.45
numberOfBins = 20; 0.4
0.35
[freq,bin] = hist(data,numberOfBins); 0.3
binWidth = (bin(end)-bin(1))/numberOfBins; 0.25
currentArea = sum(binWidth*freq);
0.2
0.15
freq = freq/currentArea; 0.1
0.05
bar(bin,freq) -4 -3 -2 -1 0 1 2 3 4
Maple
restart;
with(Statistics):
nSamples:=1000:
data := Sample(RandomVariable(Normal(0, 1)),
nSamples):
plots[display](Histogram(data,bincount=20,
frequencyscale=relative));
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 302
3.15 apply a filter on 1D numerical data (a vector)
Problem: suppose we want to apply say an averaging filter on a list of numbers. Say
we want to replace each value in the list by the average 3 values around each value (a
smoothing filter).
In Mathematica, ListConvolve is used, in Matlab conv() is used.
Out[66]= {1.,
Mathematica
3.33333,
data={1,2,7,9,3,4,10,12}; 6.,
filter=(1/3){1,1,1}; 6.33333,
data[[2;;-2]]=ListConvolve[filter,data]; 5.33333,
N[data] 5.66667,
8.66667,
12.}
1.0000
Matlab
3.3333
data = [1 2 7 9 3 4 10 12]; 6.0000
filter = (1/3)*[1 1 1]; 6.3333
data(2:end-1) = conv(data,filter,'valid'); 5.3333
data' 5.6667
8.6667
12.0000
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 303
3.16 apply an averaging Laplacian filter on 2D
numerical data (a matrix)
Problem: Apply a Laplacian filter on 2D data. In Mathematica, ListConvolve is used,
in Matlab conv2() is used.
Mathematica
data={{0,4,10,5,3},
{4,4,1,8,5},
{5,1,2,3,8},
{8,6,8,8,10}, {{0., 4., 10., 5., 3.},
{10,3,7,7,8}}; {4., 2.5, 6., 3.5, 5.},
{5., 4.25, 3.25, 6.5, 8.},
filter= (1/4){{0,1,0}, {8., 5., 5.75, 7., 10.},
{1,0,1}, {10.,3., 7., 7., 8.}}
{0,1,0}};
data[[2;;-2,2;;-2]]=ListConvolve[filter,data];
N[%]
Matlab
data=[0 4 10 5 3;
4,4,1,8,5;
5,1,2,3,8;
8,6,8,8,10; data =
10,3,7,7,8]; 0 4.0000 10.0000 5.0000 3.0000
4.0000 2.5000 6.0000 3.5000 5.0000
filter= (1/4)*[0,1,0; 5.0000 4.2500 3.2500 6.5000 8.0000
1,0,1; 8.0000 5.0000 5.7500 7.0000 10.0000
0,1,0]; 10.0000 3.0000 7.0000 7.0000 8.0000
data(2:end-1,2:end-1)=...
conv2(data,filter,'valid')
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 304
3.17 How to find cummulative sum
10
1
P
compute k(k+1)
k=1
Mathematica
N[Sum[1/(k*(k + 1)), {k, 10}]] 0.9090909090909091
Matlab
format long
k=1:10; 0.909090909090909
s=cumsum(1./(k.*(k+1)));
s(end)
3.18 How to find the moving average of a 1D
sequence?
Given some sequence such as 1, 2, 3, 4, 5, 6, 7 how to find the moving average for different
window sizes?
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 305
Mathematica
For window size k = 2
v = {1, 2, 3, 4, 5, 6, 7, 8}; {1.5,2.5,3.5,4.5,5.5,6.5,7.5}
f = {1/2, 1/2};
ListConvolve[f, v] // N
For window size k = 3
v = {1, 2, 3, 4, 5, 6, 7, 8};
f = Table[1/3, {3}]; {2., 3., 4., 5., 6., 7.}
ListConvolve[f, v] // N
Matlab
For a window size k = 2
V=[1 2 3 4 5 6 7 8]; ans =
f=[1/2 1/2]; 1.5000 2.5000 3.5000 4.5000 5.5000 6.5000 7.5000
conv(V,f,'valid')
For window size k = 3
V = [1 2 3 4 5 6 7 8];
k = 3; ans =
f = ones(k,1)/k; 2.0000 3.0000 4.0000 5.0000 6.0000 7.0000
conv(V,f,'valid')
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 306
3.19 How to select N random values from a set of
numbers?
Given the set v1, 2, 3, 5, 6, 7, 11, 12, 20, 21 how to select say m = 5 random numbers
from it?
Mathematica
method 1
a = {1, 2, 3, 5, 6, 7, 11, 12, 20, 21};
m = 5;
b = Table[0, {m}];
Do[k = RandomInteger[{1, Length[a]}]; {6, 21, 3, 5, 11}
b[[i]] = a[[k]];
a = Delete[a, k],
{i, 1, m}
];
b
method 2 (Version 9)
RandomSample[a, m] {1, 6, 11, 7, 20} *)
Matlab
A = [1,2,3,5,6,7,11,12,20,21];
m = 5; B =
B = zeros(m,1); 2
for i = 1:m 20
k = randi(length(A),1); 7
B(i) = A(k); 11
A(k) = []; 1
end
B
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 307
3.20 How to sample a sin signal and plot it?
Sample a sin signal of one second period at 8 times its frequency.
Mathematica
period = 1; (*sec*)
f = 1/period;
fs = 8*f; (*sample at 8 times*)
Ts = 1/fs; (*sampling period*)
nSamples = Round[period/Ts];
x = Array[# &, nSamples, {0, period - Ts}]; (*linspace*)
signal = {#, Sin[2 Pi f #]} & /@ x;
text = MapIndexed[Text[ToString@First[#2], #1, {2, 0}] &, signal];
Show[
ListPlot[signal, PlotStyle -> Red, Filling -> Axis, Frame -> True,
FrameLabel -> {{"f(t)", None}, {"time (sec)", "sampled sin at f2=20 hz"}},
Epilog -> text, PlotTheme -> "Classic",
PlotRangePadding -> 0
],
Plot[Sin[2 Pi f t], {t, 0, period}, PlotTheme -> "Classic"],
BaseStyle -> 10, PlotRange -> {{0, period}, {-1.1, 1.1}}]
sampled sin at f2=20 hz
1.0 3
2 4
0.5
f(t)
0.0 5
-0.5
6 8
-1.0 7
0.0 0.2 0.4 0.6 0.8 1.0
time (sec)
Matlab
clear all; close all;
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 308
period = 1;
f = 1/period;
fs = 8*f;
Ts = 1/fs;
nSamples = round(period/Ts);
x = linspace(0,period-Ts,nSamples);
signal = sin(2*pi*f*x);
stem(x,signal)
for i = 1:length(x)
text(x(i),sign(signal(i))*0.1+signal(i),num2str(i))
end
hold on;
x = linspace(0,period,10*nSamples);
plot(x,sin(2*pi*f*x))
ylim([-1.2,1.2]);
3
1
2 4
0.5
5
0 1
-0.5
6 8
-1
7
0 0.2 0.4 0.6 0.8 1
3.21 How find the impulse response of a difference
equation?
Find the impulse response h[n] for the discrete system given by the difference equation
y[n] − 12 y[n − 1] = x[n] − 14 x[n − 1]
analytical solution:
1. The first step is to replace y[n] by h[n] and x[n] by δ[n] giving
1 1
h[n] − h[n − 1] = δ[n] − δ[n − 1]
2 4
2. Taking the Fourier transform and assuming H(eiω ) is the Fourier transform of
chapter 3. s i g n a l p ro c e s s i n g , i m ag e p ro c e s s i n g , . . . 309
h[n] results in
1 1
H(eiω ) − H(eiω )e−iω = 1 − e−iω
2 4
3. Solving for H(eiω ) gives
1 − 14 e−iω
H(eiω ) =
1 − 12 e−iω
1 1 e−iω
= −
1 − 12 e−iω 4 1 − 12 e−iω
4. Taking the inverse discrete Fourier transform given by
Z π
1
h[n] = H(eiω )eiω
2π −π
which results in n n−1
1 1 1
h[n] = u[n] − u[n − 1]
2 4 2
Mathematica
Clear[w, n]
expr1 = -(1/4)*Exp[-I w]/(1 - (1/2)*Exp[-I w]);
expr2 = 1/(1 - (1/2)*Exp[-I w]);
sol1 = InverseFourierSequenceTransform[expr1, w, n];
sol2 = InverseFourierSequenceTransform[expr2, w, n];
sol = sol1 + sol2
−2−n−1 n > 0 2−n n ≥ 0
+
0 True 0 True
And some values of h[n] starting from n = 0 are
(sol /. n -> #) & /@ Range[0, 10]
1 1 1 1 1 1 1 1 1 1
1, , , , , , , , , ,
4 8 16 32 64 128 256 512 1024 2048
CHAPTER 4
D i f f e r e n t i a l , P D E s o lv i n g , i n t e g r at i o n ,
n u m e r i c a l a n d a n a ly t i c a l s o lv i n g o f
e q u at i o n s
4.1 Generate direction field plot of a first order
differential equation
Problem: Given the following non autonomous differential equation, plot the line fields
which represents the solutions of the ODE.
dy(x)
= x2 − y
dx
Direction field plot (or slope plot) shows solutions for the ODE without actually solving
the ODE.
dy
The following are the steps to generate direction field plot for dx
= f (x, y)
1. generate 2 lists of numbers. The y list and the x list. These 2 lists are the
coordinates at which a small slop line will be plotted.
2. At each of the above coordinates (y, x) evaluate f (x, y).
3. Plot small line starting at the point (x, y) and having slop of f (x, y). The length
of the line is kept small. Normally it has an arrow at the end of it.
Using Matlab, the points are first generated (the (x, y) coordinates) then the slope
f (x, y) evaluated at each of these points, then the command quiver() is used. Next
contour() command is used to plot few lines of constant slope.
In Mathematica, the command VectorPlot is used. In Maple dfieldplot is used.
310
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 311
Mathematica direction fields for y'(x)=x2 -y
f[x_,y_]:= x^2-y 40
ListVectorPlot[Table[{1,f[x,y]},
{x,-2,2,0.1},{y,-2,2,0.1}], 30
FrameLabel->{{"y(x)",None},
y(x)
{"x", 20
"direction fields for y'(x)=x^2-y"}
}, 10
ImageSize->350,
LabelStyle->Directive[14]] 0
0 10 20 30 40
x
direction fields for y'(x)=x2 -y
StreamPlot[{1,f[x,y]},{x,-2,2},{y,-2,2}, 1
FrameLabel->{{"y(x)",None},
{"x","direction fields for y'(x)=x^2-y"}}, 0
y(x)
ImageSize->350,
LabelStyle->Directive[14]]
-1
-2
-2 -1 0 1 2
x
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 312
Matlab
clear all; close all;
%direction fields for dy/dx=xy
f = @(X,Y) X.^2 - Y;
[X,Y] = meshgrid(-2:.4:2,-2:.4:2);
dy
direction -elds for dx = x2 ! y
2
YlengthOfVector = f(X,Y);
1.5
XlengthOfVector = ones(size(YlengthOfVector));
1
0.5
quiver(X,Y,XlengthOfVector,YlengthOfVector);
y
0
xlabel('x'); ylabel('y');
-0.5
hold on; -1
-1.5
contour(X,Y,YlengthOfVector,... -2
[-5 -4 -3 -2 -1 0 1 2 3 4 5]); -2 -1.5 -1 -0.5 0
x
0.5 1 1.5 2
title(...
'direction fields for $\frac{dy}{dx}=x^2-y$',...
'interpreter','latex','fontsize',12)
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 313
Maple
restart;
with(DEtools): with(plots):
ode1:=diff(y(x),x)=(y(x))^2-x;
dfieldplot(ode1,y(x),x=-6..10, y=-4..4,
arrows=MEDIUM,
title=`Line fields for an non-autonomous ODE`);
restart;
with(DEtools): with(plots):
ode1:=diff(y(x),x)=(y(x))^2-x: √ (1)
3Ai (x) + Bi(1) (x)
p1:= dfieldplot(ode1,y(x),x=-6..10, y=-6..6, y(x) = − √
arrows=MEDIUM): 3Ai (x) + Bi (x)
sol:=dsolve({ode1,y(0)=0});
p2:=plot(rhs(sol),x=-6..10,
color=black,thickness=3):
display({p1,p2},
title=`Line fields and solution lines
for an non-autonomous ODE`);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 314
4.2 Solve the 2-D Laplace PDE for a rectangular
plate with Dirichlet boundary conditions
Problem: Solve ∇2 T (x, y) = 0 on the following plate, with height h = 30, and width
w = 10, and with its edges held at fixed temperature as shown, find the steady state
temperature distribution
System boundary conditions.
T=100 degrees
T=0 degrees 30 T=0 degrees
10
T=0 degrees
Plate, with sides held at the
tempretures shown. Find T(x,y),
the heat distribution anywhere
inside the plate.
Mathematica NDSolve[] does not currently support Laplace PDE as it is not an initial
value problem.
Jacobi iterative method is used below to solve it. 100 iterations are made and then the
resulting solution plotted in 3D.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 315
Matlab
Mathematica
n = 32;
n = 32; (*grid size*) h = 1/(n-1); %grid spacing
h = 1/(n-1);(*grid spacing*) u = zeros(n,n);
u = Table[0.,{n},{n}]; (*init to zero*)u(1,:) = 100; %B.C.
u[[1,All]] = 100; (*B.C.*)
% coordinates
Do[ (*iterate 100 times*) [X,Y] = meshgrid(0:h:1,0:h:1);
tmp=u;
For[i=2,i<=n-1,i++, for k=1:100
For[j=2,j<=n-1,j++, tmp = u;
tmp[[i,j]]=
(1/4)(u[[i-1,j]]+u[[i+1,j]]+ for i=2:n-1
u[[i,j-1]]+u[[i,j+1]]) for j=2:n-1
] tmp(i,j)=...
]; (1/4)*(u(i-1,j)+u(i+1,j)+...
u(i,j-1)+u(i,j+1));
u=tmp, end
{100} end
];
u=tmp;
ListPlot3D[u,PlotRange->All, end
ImagePadding->20,
Mesh->{n,n}, mesh(X,Y,u);
ImageSize->300, title('solution of Laplace PDE on 2D');
PlotLabel->"solution of Laplace PDE onset(gcf,'Position',[10,10,320,320]);
2D"
]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 316
4.3 Solve homogeneous 1st order ODE, constant
coefficients and initial conditions
Problem: Solve
y 0 (t) = 3y(t)
with initial condition y(0) = 1 and plot the solution for t = 0· · · 2 seconds.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 317
Matlab
Mathematica
function e53
Remove["Global`*"]; t = 0:0.001:2; % time
sol = First@DSolve[{y'[t]==3y[t], initial_y = 1;
y[0]==1},y[t],t];
y = y[t]/.sol [t,y] = ode45( @rhs, t, initial_y);
Out[26]= E^(3 t) plot(t,y)
title('Solution of y''=3y , y(0)=1');
Plot[y,{t,0,2}, xlabel('time');
FrameLabel->{{"y(t)",None}, ylabel('y(t)');
{"t","Solution of y'=3y, y(0)=1"}}, grid on
Frame->True, set(gcf,'Position',[10,10,420,420]);
GridLines->Automatic,
GridLinesStyle->Automatic, function dydt=rhs(t,y)
RotateLabel->False, dydt = 3*y;
ImageSize->300, end
AspectRatio->1] end
Solution of y'=3y, y(0)=1
Solution of y'=3y , y(0)=1
500
400
400
300
300
y(t) 200
y(t)
200
100
100
0
0.0 0.5 1.0 1.5 2.0 0
t 0 0.5 1 1.5 2
time
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 318
4.4 Solve homogeneous 2nd order ODE with
constant coefficients
Problem: Solve
y 00 (t) − 1.5y 0 (t) + 5y(t) = 0
with initial conditions
y(0) = 1, y 0 (0) = 0
To use Matlab ode45, the second order ODE is first converted to state space formulation
as follows
Given y 00 (t) − 1.5y 0 (t) + 5y(t) = 0 let
x1 = y
x2 = y 0
= x01
hence
x01 = x2
and
x02 = y 00
= 1.5y 0 − 5y
= 1.5x2 − 5x1
Hence we can now write " #
x01
0 1 x1
0
=
x2 −5 1.5 x2
Now Matlab ODE45 can be used.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 319
Matlab
Mathematica
function e54
Remove["Global`*"];
eq = y''[t]-1.5y'[t]+5y[t]==0;
t0 = 0; %initial time
ic = {y'[0]==0,y[0]== 1};
tf = 10; %final time
sol = First@DSolve[{eq,ic},y[t],t];
y = y[t]/.sol
%initial conditions [y(0) y'(0)]
ic =[1 0]';
1. 1.e0.75t cos(2.10654t) − 0.356034e0.75t sin(2.10654t)
[t,y] = ode45(@rhs, [t0 tf], ic);
Plot[y,{t,0,10},
FrameLabel->{{"y(t)",None},
plot(t,y(:,1),'r')
{"t","Solution"}},
title('Solution using ode45');
Frame->True,
xlabel('time');
GridLines->Automatic,
ylabel('y(t)');
GridLinesStyle->Automatic,
grid on
RotateLabel->False,
set(gcf,'Position',[10,10,320,320]);
ImageSize->300,
AspectRatio->1,
function dydt=rhs(t,y)
PlotRange->All,
dydt=[y(2) ;
PlotStyle->{Thick,Red}]
-5*y(1)+1.5*y(2)];
end
Solution end
500 Solution using ode45
1000
0 500
y(t) 0
-500
y(t)
-500
-1000
-1000
-1500 -1500
0 2 4 6 8 10 -2000
t 0 2 4 6 8 10
time
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 320
4.5 Solve non-homogeneous 2nd order ODE,
constant coefficients
Problem: Solve
y 00 (t) − 1.5y 0 (t) + 5y(t) = 4 cos (t)
with initial conditions
y(0) = 1, y 0 (0) = 0
To use Matlab ode45, the second order ODE is converted to state space as follows
Given y 00 (t) − 1.5y 0 (t) + 5y(t) = 4 cos (t), let
x1 = y
x2 = y 0
= x01
hence
x01 = x2
and
x02 = y 00
= 1.5y 0 − 5y + 4 cos (t)
= 1.5x2 − 5x1 + 4 cos (t)
Hence we can now write
" #
x01
0 1 x1 0
0
= + cos (t)
x2 −5 1.5 x2 4
Mathematica
Remove["Global`*"];
eq = y''[t]-15/10y'[t]+5y[t]==4 Cos[t];
ic = {y'[0]==0,y[0]== 1};
sol = First@DSolve[{eq,ic},y[t],t];
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 321
√ !
1 71t
(−1704 sin(t) sin2
5183 4
√ ! √ !
√ 3t/4 71t 71t
+ 69 71e sin + 4544 cos(t) cos2
4 4
√ ! √ ! √ !
71t 71t 71t
+ 639e3t/4 cos − 1704 sin(t) cos2 + 4544 sin2 cos(t)))
4 4 4
Plot[y,{t,0,10},
FrameLabel->{{"y(t)",None},
{"t","Solution"}},
Frame->True,
GridLines->Automatic,
GridLinesStyle->Automatic,
RotateLabel->False,
ImageSize->300,
AspectRatio->1,
PlotRange->All,
PlotStyle->{Thick,Red}]
Solution
200
150
100
y(t)
50
-50
0 2 4 6 8 10
t
Matlab
function e55
t0 = 0; %initial time
tf = 10; %final time
%initial conditions [y(0) y'(0)]
ic =[1 0]';
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 322
[t,y] = ode45(@rhs, [t0 tf], ic);
plot(t,y(:,1),'r')
title('Solution using ode45');
xlabel('time');
ylabel('y(t)');
grid on
set(gcf,'Position',[10,10,320,320]);
function dydt=rhs(t,y)
dydt=[y(2) ;
-5*y(1)+1.5*y(2)+4*cos(t)];
end
end
Solution using ode45
200
150
100
y(t)
50
-50
-100
0 2 4 6 8 10
time
4.6 Solve homogeneous 2nd order ODE, constant
coefficients (BVP)
Problem: Solve
y 00 (t) + t y(t) = 0
with the boundary conditions
y(0) = 3, y(20) = −1
For solving with Matlab, the ODE is first converted to state space as follows
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 323
Given y 00 (t) + t y(t) = 0, let
x1 = y
x2 = y 0
= x01
Therefore
x01 = x2
And
x02 = y 00
= −t y
= −t x1
This results in " #
x01
0 1 x1
=
x02 −t 0 x2
Now bvp4c() can be used.
Mathematica
Clear[y,t];
eq = y''[t]+t y[t]==0;
ic = {y[0]==3,y[20]==-1};
sol = First@DSolve[{eq,ic},y[t],t];
y = y[t]/.sol
√ √ √ √ √ √ √
− 3Ai 3 −1t + Bi 3 −1t − 3 32/3 Γ 23 Bi 20 3 −1 Ai 3 −1t + 3 32/3 Γ 2
3
Ai 20 3 −1 Bi 3 −1t
√ √ √
3Ai 20 3 −1 − Bi 20 3 −1
Plot[Re[y],{t,0,20},
FrameLabel->{{"y(t)",None},
{"t","Solution"}},
Frame->True,
GridLines->Automatic,
GridLinesStyle->Automatic,
RotateLabel->False,
ImageSize->300,
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 324
AspectRatio->1,
PlotRange->All,
PlotStyle->{Thick,Red},
Exclusions->None]
Solution
y(t)
0
-1
-2
0 5 10 15 20
t
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 325
Matlab
function e56
t0 = 0; %initial time
tf = 20; %final time
solinit = bvpinit(linspace(t0,tf,5),[3 -1]);
sol = bvp4c(@odefun,@bcfun,solinit);
plot(sol.x(1,:),sol.y(1,:),'r')
title('solution');
xlabel('time');
ylabel('y(t)');
grid;
set(gcf,'Position',[10,10,320,320]);
function dydt=odefun(t,y)
dydt=[y(2); -t.*y(1)];
function res=bcfun(yleft,yright)
res=[yleft(1)-3
yright(1)+1];
solution
3
1
y(t)
-1
-2
-3
0 5 10 15 20
time
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 326
4.7 Solve the 1-D heat partial differential equation
(PDE)
The PDE is
∂T (x, t) ∂ 2 T (x, t)
=k
∂t ∂x2
Problem: given a bar of length L and initial conditions T (x, 0) = sin (πx) and boundary
conditions T (0, t) = 0, T (L, t) = 0, solve the above PDE and plot the solution on 3D.
Use bar length of 4 and k = 0.5 and show the solution for 1 second.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 327
Mathematica
Clear[y,x,t];
barLength = 4;
timeDuration = 1;
eq = D[y[x, t], t] == k*D[y[x, t], x, x];
eq = eq /. k -> 0.5;
boundaryConditions = {y[0,t]==0,
y[barLength,t]==0};
initialConditions = y[x,0]==Sin[Pi x];
sol=First@NDSolve[{eq,
boundaryConditions,initialConditions},
y[x,t],{x,0,barLength},{t,0,timeDuration}];
y = y[x,t]/.sol
Plot3D[y,{x,0,barLength},{t,0,timeDuration},
PlotPoints->30,PlotRange->All,
AxesLabel->{"x","time","T[x,t]"},
ImageSize->300]
ContourPlot[y,{x,0,barLength},
{t,0,timeDuration},PlotPoints->15,
Contours->15,ContourLines->False,
ColorFunction->Hue,PlotRange->All,
ImageSize->300]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 328
Matlab
function e57
m = 0;
x = linspace(0,4,30);
t = linspace(0,1,30);
sol = pdepe(m,@pde,
@pdeInitialConditions,...
@pdeBoundaryConditions,x,t);
u = sol(:,:,1);
surf(x,t,u)
title('Numerical PDE solution')
xlabel('x'); ylabel('Time t')
set(gcf,'Position',[10,10,320,320]);
% ----------------
function [c,f,s] = pde(x,t,u,DuDx)
k=0.5;
c = 1/k;
f = DuDx;
s = 0;
% ---------------
function T0 = pdeInitialConditions(x)
T0 = sin(pi*x);
% ---------------
function [pl,ql,pr,qr] = ...
pdeBoundaryConditions(xl,ul,xr,ur,t)
pl = ul;
ql = 0;
pr = 0;
qr = 1;
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 329
4.8 Show the effect of boundary/initial conditions
on 1-D heat PDE
The PDE is
∂T (x, t) ∂ 2 T (x, t)
=k
∂t ∂x2
Problem: given a bar of length L , solve the above 1-D heat PDE for 4 different
boundary/initial condition to show that the solution depends on these.
Mathematica
Clear[y,x,t,k];
SetDirectory[NotebookDirectory[]];
barLength = 4*Pi;
timeDuration = 10;
eq = D[y[x, t], t] == k*D[y[x, t], x, x];
eq = eq /. k -> 0.5;
solveHeat[eq_,bc_,ic_,y_,x_,t_,len_,timeDuration_]:=Module[{sol},
sol=First@NDSolve[{eq,bc,ic},y[x,t],{x,0,len},{t,0,timeDuration}];
Plot3D[y[x,t]/.sol,{x,0,barLength},{t,0,timeDuration},
PlotPoints->30,PlotRange->All,AxesLabel->{"x","time","y[x,t]"},
ImageSize->200,PlotLabel->bc]
];
bc={{y[0,t]==1,y[barLength,t]==1},
{y[0,t]==0,y[barLength,t]==0},
{y[0,t]==1,y[barLength,t]==Exp[-t barLength]},
{y[0,t]==0,y[barLength,t]==0}
};
ic={y[x,0]== Cos[x],
y[x,0]==Sin[x],
y[x,0]==1,
y[x,0]== Cos[x]Sin[x]
};
sol = MapThread[solveHeat[eq,#1,#2,y,x,t,barLength ,timeDuration]&,{bc,ic}];
Grid[Partition[sol,2],Frame->All]
Export["images/mma_e58_1.pdf",%]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 330
Each plot shows the boundary conditions used.
4.9 Find particular and homogenous solution to
undetermined system of equations
Problem: Find the general solution to Ax = b
x1
2 4 6 4 b1 b1 4
x 2
2 5 7 6 = b2 whereb2 = 3
x3
2 3 5 2 b3 b3 5
x3
In Maple 11, the LinearAlgebra package was used. In Mathematica one can also get
the general solution, but one must find the Null space specifically and add it to the
result from LinearSolve[] since LinearSolve[] finds particular solutions only.
In Matlab the same thing needs to be done. I am not sure now how to make Matlab
give me the same particular solution as Maple and Mathematica since Matlab A\b uses
least square approach to determine a solution. I am sure there is a way, will update
this once I find out.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 331
Mathematica
vars = {x1,x2,x3,x4};
eqs ={2 x1+4 x2+6 x3+4 x4==4,
2 x1+5 x2+7 x3+6 x4==3,
2 4 6 4
2 x1+3 x2+5 x3+2 x4==5}; 2 5 7 6
2 3 5 2
{b,mat} = CoefficientArrays[eqs,vars];
Normal[mat]
Normal[b] Out[163]= {-4,-3,-5}
Mathematica LinearSolve gives one solution (par-
ticular solution)
Out[164]= {-4,1,0,0}
particularSolution = LinearSolve[mat,b]
find the homogenous solution (nullspace) and add
it to the above particular solution 2 −1
−2 −1
homogenousSolution =Transpose[NullSpace[mat]]
0 1
1 0
Add the particular solution to the homogenous
solution to get the general solution −2 −5
−1 0
fullSolution = particularSolution+homogenousSolution 0 1
1 0
To obtain the general solution right away Solve
can be used instead
sol = Flatten[Solve[eqs,vars]]
n o
During evaluation of x1 x2 3 x1 x2 5
x3 → − 2 − 2 + 2 , x4 → 4 − 4 − 4
In[167]:= Solve::svars: Equations may
not give solutions for all
"solve" variables. >>
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 332
Matlab
Warning: Rank deficient,
clear all; rank = 2, tol = 4.033641e-15.
A=[2 4 6 4;
2 5 7 6; particularSolution =
2 3 5 2]
0
b=[4 3 5]' 0
particularSolution=A\b 1.5000
-1.2500
nullSolution =
nullSolution=null(A,'r') -1 2
-1 -2
1 0
0 1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 333
Maple
restart; 2 4 6 4
with(LinearAlgebra);
A= 2 5 7 6
vars := x[1], x[2], x[3], x[4];
sys := 2*x[1]+4*x[2]+6*x[3]+4*x[4] = 4, 2 3 5 2
2*x[1]+5*x[2]+7*x[3]+6*x[4] = 3,
2*x[1]+3*x[2]+5*x[3]+2*x[4] = 5;
4
`eqs=`, convert([sys], Vector);
b=
3
A, b := GenerateMatrix([sys], [vars]) 5
4 − x3 + 2 x4
`general solution=`,
−1 − x3 − 2 x4
LinearSolve(A, b, free = 'x')
x3
x4
Can solve this system to get the general
solution using the solve command as fol-
4 − x3 + 2 x4
lows
−1 − x3 − 2 x4
s := solve([sys], [vars]);
r := subs(op(s), [vars]);
x3
`general solution=`, convert(%, Vector) x4
WARNING: Maple sometimes reorders the result from solve() so we can get a different
ordering of the free variables as shown above.
4.10 Plot the constant energy levels for a
nonlinear pendulum
Problem:
Plot the constant energy levels for the nonlinear pendulum in θ, θ̇
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 334
Pendulum
Assume that m = 1, g = 9.8m/s2 , L = 10m
Answer:
The constant energy curves are curves in the Y-X plane where energy is constant. The
Y-axis represents θ̇, and the X-axis represents θ
We assume the pendulum is given an initial force when in the initial position (θ = 00 )
that will cause it to swing anticlock wise. The pendulum will from this point obtain an
energy which will remain constant since there is no damping.
The higher the energy the pendulum posses, the larger the angle θ it will swing by will
be.
If the energy is large enough to cause the pendulum to reach θ = π (the upright
position) with non zero angular velocity, then the pendulum will continue to rotate in
the same direction and will not swing back and forth.
The expression for the energy E for the pendulum is first derived as a function of θ, θ̇
E = P E + KE
1
= mgL(1 − cos θ) + mL2 θ̇2
2
The school PDF report contains more information on this topic.
This was solved in Mathematica using the ListContourPlot[] command after generating
the energy values.
The original Matlab implementation is left below as well as the Maple implementation.
However, these were not done using the contour method, which is a much simpler
method. These will be updated later.
The following is the resulting plot for m = 1, g = 9.8m/s2 , L = 10m
Mathematica
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 335
SetDirectory[NotebookDirectory[]];
energy[theta_, speed_, m_, g_, len_] := m*g*len*(1 - Cos[theta]) + (1/2)*m*len^2*speed^2;
m = 1; g = 9.8; len = 10;
data = Table[energy[i, j, m, g, len], {j, -4, 4, 0.01}, {i, -3*Pi, 3*Pi, Pi/20.}];
ListContourPlot[data, InterpolationOrder -> 2, Contours -> 20, MaxPlotPoints -> 30,
DataRange -> {{-3*Pi, 3*Pi}, {-4, 4}},
FrameTicks -> {{{-4, -3, -2, 0, 1, 2, 3, 4}, None},
{{-3*Pi, -2*Pi, -Pi, 0, Pi, 2*Pi, 3*Pi}, None}},
FrameLabel -> {{"\[Theta]'(t)", None},
{"\[Theta](t)", "constant energy levels for nonlinear pendulum model"}}, ImageSize -> 40
LabelStyle -> 14, RotateLabel -> False]
Matlab
function HW2
%HW2 problem. MAE 200A. UCI, Fall 2005
%by Nasser Abbasi
%This MATLAB function generate the constant energy level
%curves for a nonlinear pendulum with no damping
close all; clear;
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 336
m=1; g=9.8; L=10;
%number of data points (positio vs speed) to find per curve
nPoints=40;
nEnergyLevels = 8; %number of energy levels
lowAnglesToVisit = linspace(0,pi,nEnergyLevels);
lowEnergyLevels(1:nEnergyLevels)=m*g*L*(1-cos(lowAnglesToVisit));
highAnglesToVisit = linspace(pi,2*pi,2*nEnergyLevels);
highEnergyLevels=zeros(1,2*nEnergyLevels);
initialHighEnergy=2*m*g*L;
Q=0.2;
for i=1:2*nEnergyLevels
highEnergyLevels(i) = initialHighEnergy+(Q*i*initialHighEnergy);
end
A = zeros(length(lowAnglesToVisit)+length(highAnglesToVisit),2);
A(:,1) = [lowAnglesToVisit highAnglesToVisit];
A(:,2) = [lowEnergyLevels highEnergyLevels];
[nAngles,~]=size(A);
data=zeros(nPoints,2);
for j=1:nAngles
currentAngle=A(j,1);
currentEnergyLevel =A(j,2) ;
angles=linspace(0,currentAngle,nPoints);
data(1:nPoints,1)=angles(:);
for m=1:nPoints
data(m,2)=speed(currentEnergyLevel,angles(m));
end
doPlots(data);
end
title(sprintf(['constant energy curves, nonlinear pendulum,'...
'quantum=%1.3f'],Q));
xlabel('angle (position)');
ylabel('speed');
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 337
set(gca,'xtick',[-4*pi,-3*pi,-2*pi,-pi,0,pi,2*pi,3*pi,4*pi]);
set(gca,'XTickLabel',{'-4pi','-3pi','-2pi','-pi',...
'0','pi','2pi','3pi','4pi'})
print(gcf, '-dpdf', '-r600', 'images/matlab_e77_1');
function s=speed(energy,angle)
m=1; g=9.8; L=10;
if angle<pi
s=sqrt(2/(m*L^2)*(energy-m*g*L*(1-cos(angle))));
else
s=sqrt(2/(m*L^2)*(energy-m*g*L*(1+cos(angle-pi))));
end
function doPlots(data)
plotCurves(data,0);
plotCurves(data,2*pi);
plotCurves(data,-2*pi);
function plotCurves(data,k)
plot(data(:,1)+k,data(:,2));
hold on;
plot(data(:,1)+k,-data(:,2));
plot(-data(:,1)+k,-data(:,2));
plot(-data(:,1)+k,data(:,2));
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 338
constant energy curves, nonlinear pendulum, quantum=0.200
5
1
speed
0
-1
-2
-3
-4
-5
-4pi -3pi -2pi -pi 0 pi 2pi 3pi 4pi
angle (position)
Maple
The Maple solution was contributed by Matrin Eisenberg
restart;
plotEnergyLevels:= proc(m::positive, g::positive, L::positive, Erange::positive, numContour
local plotOptions, maxTheta, thetaDot, plotContour, Emax, energies, contours;
plotOptions := args[6..-1];
maxTheta := E- arccos(max(1-E/m/g/L, -1));
thetaDot := E- theta- sqrt(max(2/m/L^2 * (E - m*g*L*(1-cos(theta))), 0));
plotContour := E- plot(thetaDot(E), 0..maxTheta(E), numpoints=5, plotOptions);
# Create first quadrant of middle region of the graph.
Emax := Erange*m*g*L;
energies := {Emax * n/numContours $ n=1..numContours};
if Erange 2 then energies := energies union {2*m*g*L}; fi;
contours := map(plotContour, energies);
# Create other quadrants.
map2(rcurry, plottools[reflect], {[[0,0],[0,1]], [0,0], [[0,0],[1,0]]});
contours := contours union map(f- map(f, contours)[], %);
# Create left and right regions of the graph.
map2(rcurry, plottools[translate], {-2*Pi,2*Pi}, 0);
contours := contours union map(f- map(f, contours)[], %);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 339
# Complete the graph.
plots[display]([%[], plot([[-2*Pi,0], [0,0], [2*Pi,0]], plotOptions, style=point)],
view=[-3*Pi..3*Pi, -thetaDot(Emax)(0)..thetaDot(Emax)(0)],
title="Constant energy levels, undamped pendulum",
labels=["angle", "angular speed"],
xtickmarks=[seq](evalf(k*Pi)=sprintf("%a pi", k), k=-3..3));
end:
plotEnergyLevels(1, 9.8, 10, 5, 15);
;
sectionSolve numerically the ODE u””+u=f using point collocation method
Problem: Give the ODE
d4 u(x)
+ u(x) = f
dx4
Solve numerically using the point collocation method. Use 5 points and 5 basis functions.
Use the Boundary conditions u(0) = u(1) = u00 (0) = u00 (1) = 0
Use the trial function
N
X =5
g(x) = ai (x(x − 1))i
i=1
Use f = 1
N
X =5
The solution is approximated using u(x) ≈ g(x) = ai (x(x − 1))i .
i=1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 340
N equations are generated for N unknowns (the unknowns being the undetermined
coefficients of the basis functions). This is done by setting the error to zero at those
points. The error being
d4 g(x)
+ g(x) − f
dx4
Once g(x) (the trial function is found) the analytical solution is used to compare with
the numerical solution.
Mathematica
Clear["Global`*"];
nBasis = 5;
nPoints = 5;
a = Array[v,{nBasis}]
Out[392]= {v[1],v[2],v[3],v[4],v[5]}
trial = Sum[a[[n]] (x(x-1))^n,{n,1,nBasis}];
residual = D[trial,{x,4}]+trial-1;
mat = Flatten[Table[residual==0/.x->n/(2*nPoints-1),
{n,1,nPoints-1}]];
mat = Join[mat,{2 a[[1]]+2a[[2]]==0}];
sol = N@First@Solve[mat,a]
Out[397]= {v[1.]->-0.0412493,
v[2.]->0.0412493,
v[3.]->0.000147289,
v[4.]->-0.0000245233,
v[5.]->-3.28259*10^-8}
numericalSolution=Chop@
FullSimplify@Sum[sol[[n,2]](x(x-1))^n,
{n,1,nBasis}]
numericalSolutionDiff4 = D[numericalSolution,{x,4}];
numericalMoment = D[numericalSolution,{x,2}];
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 341
0.0412493x − 0.0826459x3 + 0.0416667x4 − 0.00034374x5 − 1.51283 ∗ 10− 8x6
+0.0000984213x7 − 0.0000248515x8 + 1.64129 ∗ 10− 7x9 − 3.28259 ∗ 10− 8x1 0
(*now analytical solution is obtained
using DSolve and compared to numerical solution*)
eq = u''''[x]+u[x]==1;
bc = {u[0]==0,u[1]==0,u''[0]==0,u''[1]==0};
analyticalSolution=First@DSolve[{eq,bc},u[x],x];
analyticalSolution=u[x]/.analyticalSolution;
analyticalSolution=FullSimplify[analyticalSolution]
1−(1+i)x 1−(1−i)x 1−(1+i)x 1−(1−i)x
cos √
2
+ cos √
2
+ cosh √+ cosh
2
√
2
− 2 cos 2 + cosh √12
√1
−
2 cos √12 + cosh √12
analyticalMoment = D[analyticalSolution,{x,2}];
1−(1+i)x 1−(1−i)x
−i cos √
2
+ i cos √
2
+ i cosh 1−(1+i)x
√
2
− i cosh 1−(1−i)x
√
2
−
2 cos √12 + cosh √12
dispError[pt_] :=
((analyticalSolution-numericalSolution)/.x->pt)/
(analyticalSolution/.x->.5)
momentError[pt_]:=
((analyticalMoment-numericalMoment)/.x->pt)/
(analyticalMoment/.x->.5)
(*Now the percentage displacement
and moment errors are plotted*)
Plot[dispError[z],{z,0,1},
ImagePadding->70,
ImageSize->400,
Frame->True,
GridLines->Automatic,
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 342
GridLinesStyle->Dashed,
PlotStyle->Red,
FrameLabel->{{"error",None},
{"x","percentage displacement error"}},
LabelStyle->14]
percentage displacement error
1.5 × 10-10
1. × 10-10
5. × 10-11
0
0.0 0.2 0.4 0.6 0.8 1.0
x
Plot[momentError[z],{z,0,1},
ImagePadding->70,
ImageSize->400,
Frame->True,
GridLines->Automatic,
GridLinesStyle->Dashed,
PlotStyle->Red,
FrameLabel->{{"error",None},
{"x","percentage moment error"}},
LabelStyle->14,PlotRange->All]
percentage moment error
1.5 × 10-10
1. × 10-10
5. × 10-11
0
0.0 0.2 0.4 0.6 0.8 1.0
x
(*Now the Residual error distribution
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 343
over x is plotted*)
Plot[Abs[numericalSolutionDiff4+
numericalSolution-1],{x,0,1},
ImagePadding->80,
ImageSize->400,
Frame->True,
GridLines->Automatic,
GridLinesStyle->Dashed,
PlotStyle->Red,
FrameLabel->{{"error",None},
{"x","Residual error distribution over x"}},
LabelStyle->14,
PlotRange->All]
Residual error distribution over x
2. × 10-8
1.5 × 10-8
error
1. × 10-8
5. × 10-9
0
0.0 0.2 0.4 0.6 0.8 1.0
x
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 344
Maple
#Solve u''''+u=1 using point collocation. Zero B.C.
#written by Nasser Abbasi for fun on April 25,2006.
restart;
Digits:=15;
nBasis := 5:
nPoints := 5:
coef := [seq(a[i],i=1..nBasis)]:
g := (x,n)-coef[n]*(x*(x-1))^n: #basis function
f := x-sum(g(x,k),k=1..nBasis): #trial function
moment := x-diff(f(x),x$2):
residual := x-diff(f(x),x$4)+f(x)-1:
A := seq(subs(x=N/(2*nPoints-1),residual(x)=0),N=1..nPoints-1):
A := A,2*(coef[1]+coef[2]=0):
sol := solve([A],coef):
coef := map(rhs,sol[1]):
evalf(coef):
numericalSolution:=x-sum(coef[n]*(x*(x-1))^n ,n=1..nBasis):
`The numerical solution is `, numericalSolution(x);
numericalSolutionMoment := x-diff(numericalSolution(x),x$2):
#Now obtain exact solution from Maple
eq := diff(W(x),x$4)+W(x)=1:
bc := W(0)=0,W(1)=0,D(D(W))(0)=0,D(D(W))(1)=0:
exact := unapply(rhs(dsolve({eq,bc})),x):
exactMoment := x-diff(exact(x),x$2):
displacmentError := x-(exact(x)-numericalSolution(x))/exact(.5):
momentError := x- (exactMoment(x)-numericalSolutionMoment(x))/evalf(subs(x=.5,exactMoment(x
plot(displacmentError(x),x=0..1,labels=['x',"Disp. error %"]);
plot(momentError(x),x=0..1,labels=['x',"Moment error %"]);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 345
4.11 How to numerically solve a set of non-linear
equations?
Numerically solve the following three equations for e, a, f
eq1 = r1 − a(e − 1)
s
a3
eq2 = delT − (e ∗ sinh(f ) − f )
µ
eq3 = r2 − a(e cosh(f ) − 1)
Mathematica
ClearAll[a, e, f]
delT = 5.215*60*60;
r1 = 200 + 6378;
r2 = 130000;
mu = 3.986*10^5; {{a->12029.39633,
eq1 = r1 - a*(e - 1) == 0; e->1.546827108,
eq2 = delT - Sqrt[a^3/mu]* f->2.721303232}}
(e*Sinh[f] - f) == 0;
eq3 = r2 - a*(e*Cosh[f]-1)==0;
sol = NSolve[{eq1, eq2, eq3},
{a, e, f}, Reals]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 346
Matlab
clear all
syms a e f;
delT = 5.215*60*60;
r1 = 200+6378;
r2 = 130000;
mu = 3.986*10^5; ans =
eq1 = r1 - a*(e-1); [a == 12029.4, e == 1.54683, f == 2.7213]
eq2 = delT - sqrt(a^3/mu)*(e*sinh(f)-f);
eq3 = r2 - a*(e*cosh(f)-1);
sol = feval(symengine,'numeric::solve',...
{eq1,eq2,eq3});
vpa(sol,6)
sol =
a: [1x1 sym]
e: [1x1 sym]
f: [1x1 sym]
Another option is solve but slower
sol.a
sol = solve(eq1,eq2,eq3,a,e,f); 12029.396328714435126444927089827
sol.e
1.5468271075497087492979481526009
sol.f
2.7213032317471583123822097902877
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 347
4.12 Solve 2nd order ODE (Van Der Pol) and
generate phase plot
Problem: Solve
y 00 (t) − µ 1 − y 2 y 0 (t) + y(t) = 0
for different values of µ to compare effect of changing µ on the solution trajectories.
The initial conditions are
y(0) = 0.1
y 0 (t) = 0
In both Mathematica and Matlab, numerical ODE solver was used.
For Matlab, The 2nd order ODE is first converted to 2 first order ODE’s, and then
solve the coupled ODE’s using ode45. In Mathematica NDSolve was used. This does
not require the conversion.
Starting by writing the 2nd order ODE as 2 first order ODE’s
) 0
) 0
)
x1 = y x1 = y 0 x1 = x2
derivatives ⇒ ⇒
x2 = y 0 0
x2 = y
00 0
x2 = µ(1 − x21 ) x2 + x1
Below is the solution of the differential equation for different values of µ = 1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 348
Mathematica
process[mu_]:=Module[
{sol,p1,p2,p3,data,system,z,x1,
x2,t,ode1,ode2,timeScale},
ode1 =x1'[t]==x2[t];
ode2 =x2'[t]==z(1-x1[t]^2)x2[t]-x1[t];
timeScale ={t,0,80};
sol=First@NDSolve[
{ode1,ode2/.z->mu,x1[0]==0.01,x2[0]==0},
{x1[t],x2[t]},
timeScale,Method->{"Extrapolation",
Method->"LinearlyImplicitEuler"}];
sol = {x1[t],x2[t]}/.sol;
p1 = Plot[Evaluate[sol[[1]]],
Evaluate[timeScale],
Frame->True,
FrameLabel->{"time","y(t)"},
PlotLabel->"\[Mu]="<>ToString[mu]];
p2 = Plot[Evaluate[sol[[2]]],
Evaluate[timeScale],
Frame->True,
FrameLabel->{"time","y'(t)"},
PlotLabel->"\[Mu]="<>ToString[mu],
PlotStyle->RGBColor[1,0,0]];
data = Table[{evaluate[sol[[1]]],
Evaluate[sol[[2]]]},
Evaluate[timeScale]];
p3=ListPlot[data,Joined->True,Frame->True,
PlotLabel->"\[Mu]="<>ToString[mu],
FrameLabel->{"y(t)","y'(t)"},
PlotRange->All];
{p1,p2,p3}
];
mu={0.1,.2,1,3,5,10};
r = process/@mu; Grid[r]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 349
μ=0.1 μ=0.1 μ=0.1
0.4 0.3
0.2 0.4
0.3
0.2 0.1 0.2
0.1
y'(t)
y'(t)
y(t)
0.0 0.0
0.0
-0.1
-0.1 -0.2
-0.2 -0.2
-0.4
-0.3 -0.3
0 20 40 60 80 0 20 40 60 80 -0.4 -0.2 0.0 0.2
time time y(t)
μ=0.2 μ=0.2 μ=0.2
2 2 2
1 1 1
y'(t)
y'(t)
0
y(t)
0 0
-1 -1 -1
-2 -2 -2
0 20 40 60 80 0 20 40 60 80 -2 -1 0 1 2
time time y(t)
μ=1 μ=1 μ=1
2
2 2
1 1
1
y'(t)
y'(t)
y(t)
0 0 0
-1 -1
-1
-2 -2
-2
0 20 40 60 80 0 20 40 60 80 -2 -1 0 1 2
time time y(t)
μ=3 μ=3 μ=3
2 2 4
1 1 y'(t) 2
y'(t)
y(t)
0 0 0
-1 -1 -2
-2 -4
-2
0 20 40 60 80 0 20 40 60 80 -2 -1 0 1 2
time time y(t)
μ=5 μ=5 μ=5
2
1.0
5
1 0.5
y'(t)
y'(t)
0
y(t)
0 0.0
-1 -0.5
-5
-1.0
-2
0 20 40 60 80 0 20 40 60 80 -2 -1 0 1 2
time time y(t)
μ=10 μ=10 μ=10
2 0
0.4
1 -2
0.2
-4
y'(t)
y'(t)
y(t)
0 0.0
-6
-1 -0.2 -8
-0.4 -10
-2
0 20 40 60 80 0 20 40 60 80 -2 -1 0 1 2
time time y(t)
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 350
Matlab
function e71
mu=[0.1,0.2,1,3,5,10];
for n=1:length(mu)
process(mu(n),n-1);
end
function process(mu,n)
timeScale=[0 80];
ic=[0.1;0];
[t,x]=ode45(@ode,timeScale,ic,[],mu);
subplot(6,3,(3*n)+1);
plot(t,x(:,1));
title(sprintf('mu=%1.2f',mu));
xlabel('time'); ylabel('y(t)');
subplot(6,3,(3*n)+2);
plot(t,x(:,2),'r');
title(sprintf('mu=%1.2f',mu));
xlabel('time'); ylabel('y''(t)');
subplot(6,3,(3*n)+3);
plot(x(:,2),x(:,1));
title(sprintf('mu=%1.2f',mu));
xlabel('y(t)'); ylabel('y''(t)');
function xdot=ode(t,x,mu)
xdot=[x(2) ; mu*(1-x(1)^2)*x(2)-x(1)];
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 351
mu=0.10 mu=0.10 mu=0.10
y'(t)
y'(t)
y(t)
0 0 0
0 50 100 0 50 100 -2 0 2
time
mu=0.20 time
mu=0.20 y(t)
mu=0.20
2 5 2
y'(t)
y'(t)
y(t)
0 0 0
-2 mu=1.00 -5 mu=1.00 -2 mu=1.00
50 50 100 50 50 100 5-5 0 5
y'(t)
y'(t)
y(t)
0 time 0 time 0 y(t)
-5 -5 -5
mu=3.00 mu=3.00 mu=3.00
50 50 100 10 0 50 100 5-5 0 5
y'(t)
y'(t)
y(t)
0 time 0 time 0 y(t)
-5 mu=5.00 -10 mu=5.00 -5 mu=5.00
50 50 100 10 0 50 100 5-10 0 10
y'(t)
y'(t)
y(t)
0 time 0 time 0 y(t)
-5 mu=10.00 -10 mu=10.00 -5 mu=10.00
50 50 100 20 0 50 100 5-10 0 10
y'(t)
y'(t)
y(t)
0 time 0 time 0 y(t)
-5 -20 -5
0 50 100 0 50 100 -20 0 20
time time y(t)
4.13 How to numerically solve Poisson PDE on 2D
using Jacobi iteration method?
2 −(y−0.6)2
Problem: Solve 52 u = f (x, y) on 2D using Jacobi method. Assume f (x, y) = −e−(x−0.25) .
Use mesh grid norm and relative residual to stop the iterations.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 352
Mathematica
n = 21; (*number of grid points*)
uNew = Table[0, {n}, {n}]; (*solution grid*)
residual = uOld = uNew;
h = 1/(n - 1); (*spacing*)
c = 0.1; (*controls the tolerance*)
epsilon = c*h^2; (*error tolerance*)
grid = N@Table[{i*h,j*h},{i,0,n-1},{j,0,n-1}];
(*the force function*)
f[x_,y_] := -Exp[-(x - 0.25)^2 - (y - 0.6)^2];
(*evaluate force on the grid*)
force = Map[f[#[[1]],#[[2]]]&,grid,{2}];
normF = Sqrt[h]*Norm[Flatten@force,2];(*force norm*)
converged = False;
k = 0; (*iteration counter*)
While[Not[converged],
k++;
For[i = 2, i < n, i++,
For[j = 2, j < n, j++,
uNew[[i, j]] = (1/4)*(uOld[[i-1,j]]+uOld[[i+1,j]]
+ uOld[[i,j-1]]+uOld[[i,j+1]]-h^2*force[[i,j]]);
residual[[i,j]] = force[[i, j]]-1/h^2*(uOld[[i-1,j]]+
uOld[[i+1,j]]+uOld[[i,j-1]]+uOld[[i,j+1]]-4*uOld[[i,j]])
]
];
uOld = uNew; (*updated at end*)
normR = Sqrt[h] Norm[Flatten@residual, 2];
If[normR/normF < epsilon, converged = True]
];
(*plot solution*)
ListPlot3D[uOld, PlotRange -> All, ImagePadding -> 30,
ImageSize -> 400, Mesh -> {n, n},
AxesLabel -> {"x", "y", "u(x,y)"},
PlotRangePadding -> 0, BaseStyle -> 12,
PlotLabel -> Row[{"Converged in ", k, " iterations",
" ,epsilon=", epsilon, " ,h=", h}]]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 353
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 354
Matlab
close all; clear all;
n = 21; % grid points, including internal points
c = 0.1; % constant of tolerance
myforce = @(X,Y) -exp( -(X-0.25).^2 - (Y-0.6).^2 );
h = 1/(n-1); % grid spacing
tol = c * h^2; % tolerance
res = zeros(n,n); % storage for residual
u = res; % storage for solution
uNew = u;
k = 0; % loop counter
[X,Y] = meshgrid(0:h:1,0:h:1); % coordinates
f = myforce(X,Y);
normf = norm( f(:),2); % find norm
%Now start the iteration solver, stop when
%relative residual < tolerance
figure;
i = 2:n-1;
j = 2:n-1; %the iterations vectorized
done = false;
while ~done
k = k+1;
uNew(i,j) = (1/4)*( u(i-1,j) + u(i+1,j) + ...
u(i,j-1) + u(i,j+1) - h^2 * f(i,j) );
res(i,j) = f(i,j) - (1/h^2)*( u(i-1,j) + ...
u(i+1,j) + u(i,j-1) + u(i,j+1) - 4*u(i,j) );
%uncomment to see it update as it runs
%mesh(X,Y,u); %hold on;
%title(sprintf('solution at iteration %d',k));
%zlim([0,.07]);
%drawnow;
if norm(res(:),2)/normf < tol
done = true;
end;
u = uNew;
end
mesh(X,Y,u);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 355
solution at iteration 655
0.08
0.06
0.04
0.02
0
1
1
0.8
0.5 0.6
0.4
0.2
0 0
4.14 How to solve BVP second order ODE using
finite elements with linear shape functions
and using weak form formulation?
Solve y 00 (x) − 3y(x) = −x2 over x = 0. . . 1 with boundary conditions x(0) = 0 and
x(1) = 0 using piecewise linear trial functions.
solution
Let the trial function be the linear function ŷ(x) = c1 x + c2 . The residual is R =
ŷ 00 (x) − 3ŷ(x) + x2 . Let the test function be w(x). We need to solve for each element i
the following equation Z
Ii = wi Ri dx
Using the weak form, we apply integration by parts to obtain
Z xi+1 x
dw dŷ 2 dŷ i+1
Ii = − − 3w(x)ŷ(x) + w(x)x dx + w(x)
xi dx dx dx xi
=0 (96.1)
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 356
or
i=M
X
I= Ii
i=1
i=M Z xi+1 xi+1 !
X dw dŷ dŷ
= − − 3w(x)ŷ(x) + w(x)x2 dx + w(x)
i=1 xi dx dx dx xi
=0
Where M is the number of elements. The above is the M equations we need to solve
for the unknowns yi at the internal nodes. In Galerkin method, the test function is
w1 (x) = H1 (x) and w2 (x) = H2 (x) which comes from writing wi (x) = dŷ(x)
dyi
Rewriting the trial function ŷ(x) in terms of unknown values at nodes results in
ŷ(x) = H1 (x)yi + H2 (x)yi+1
Where H1 (x) = xi+1h −x and H2 (x) = x−xh
i
where h is the length of each element. Hence
(96.1) becomes
Z xi+1 ( 0 ) n ( ) ( ) ( ) ( )
H1 (x) o y
i H 1 (x) n o y
i H1 (x)
Ii = − 0
H10 (x)H20 (x) −3 H1 (x)H2 (x) + x2 dx +
xi H2 (x) y i+1 H2 (x) y i+1 H2 (x)
(96.2)
dŷ xi+1 dŷ 1
The terms w(x) dx xi
reduce to w(x) dx 0
since intermediate values cancel each other
leaving the two edge values over the whole domain.
−x
But H10 (x) = h
and H20 (x) = hx . Plugging these into (96.2) and integrating gives the
following
(
( ) 1
) "
4 3 4
# 1
1 1 3xi − 4xi xi+1 + xi+1
1 −1 1 yi 2 yi dŷ
Ii = − h 1 + + w(x)
h 1 −1 yi+1
2
1 yi+1 12h x4i − 4xi x3i+1 + 3x4i+1 dx 0
(96.3)
The algebra above was done with Mathematica. In the following code, x1 is xi and x2
is xi+1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 357
h1 = (x2 - x)/h;
h2 = (x - x1)/h;
int1 = -{{D[h1, x]}, {D[h2, x]}}.{{D[h1, x], D[h2,
x]}};
int2 = -3 {{h1}, {h2}}.{{h1, h2}}; {{-(1/h), 1/h}, {1/h, -(1/h)}}
int3 = {{h1}, {h2}} x^2;
sol1 = Integrate[int1, {x, x1, x2}];
sol1 /. {(x1 - x2) -> -h, (x2 - x1) -> h}
sol2 = Integrate[int2, {x, x1, x2}];
sol2 /. {(x1 - x2) -> -h, (x2 - x1) -> h} {{-h, -(h/2)}, {-(h/2), -h}}
sol3 = Integrate[int3, {x, x1, x2}];
Simplify[%]; {{(3 x1^4 - 4 x1^3 x2 + x2^4)/(12 h)},
% /. {(x1 - x2) -> -h, (x2 - x1) -> h} {(x1^4 - 4 x1 x2^3 + 3 x2^4)/(12 h)}}
The above equation Ii is calculated for each element i, resulting in M equations where
M is the number of elements. Collecting all these local equations into a global stiff-
ness matrix and then adjusting the global stiffness matrix for boundary conditions by
eliminating corresponding rows and columns, it is then solved for the unknowns yi as
a system Ax = f using direct solver. The following code illustrates the method.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 358
Matlab
M = 9; %number of elements
N = M+1; %number of nodes
dof = 2; %degree of freedom per element
kk = zeros(N);
f = zeros(N,1); %force vector
h = 1/M; %length of each element
k_local=1/h*[-1 1;1 -1]-h*[1 1/2;1/2 1];
for i = 1:M %loop over all elements
x1 = (i-1)*h;
x2 = i*h;
f_local = -1/(12*h)*[3*x1^4-4*x1^3*x2+...
x2^4;x1^4-4*x1*x2^3+3*x2^4];
f(i:i+dof-1) = f(i:i+dof-1)+f_local;
kk(i:i+dof-1,i:i+dof-1) = ...
kk(i:i+dof-1,i:i+dof-1)+k_local;
end
%fix first and last rows since these are B.C.
kk(1,:) = 0;
kk(1,1) = 1;
kk(end,:) = 0;
kk(end,end) = 1;
f(1) = 0;
f(end) = 0;
y = kk\f; %solve
plot(0:h:1,y,'or')
hold on;
plot(0:h:1,y,'-');
title(sprintf...
('FEM solution using to ODE using %d elements',M'));
xlabel('x');
ylabel('y(x)');
grid
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 359
FEM solution using to ODE using 9 elements
0.035
0.03
0.025
0.02
y(x)
0.015
0.01
0.005
0
0 0.2 0.4 0.6 0.8 1
x
The analytical solution to the ODE is below. We can see it is very close to the FEM
solution above with 11 elements. More elements leads to more accurate solution.
Mathematica
Analtical solution
ClearAll[y, x]
sol= y[x]/.First@DSolve[{y''[x]-3 y[x]==-x^2,
y[0] == 0, y[1] == 0}, y[x], x];
Plot[sol, {x, 0, 1}, Frame -> True,
FrameLabel -> {{"y(x)", None},
{"x", "analytical solution"}},
GridLines -> Automatic,
GridLinesStyle -> {{Dashed, LightGray},
{Dashed, LightGray}}
]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 360
analytical solution
0.030
0.025
0.020
y(x)
0.015
0.010
0.005
0.000
0.0 0.2 0.4 0.6 0.8 1.0
x
Numerical
m = 9;
n = m + 1;
dof = 2;
kk = Table[0., {n}, {n}];
f = Table[0., {n}];
h = 1/m;
kLocal = 1/h {{-1, 1}, {1, -1}} - h {{1, 1/2}, {1/2, 1}};
Do[
x1 = (i - 1) h;
x2 = i h;
fLocal = -1/(12 h) {3 x1^4 - 4 x1^3 x2 + x2^4,
x1^4 - 4 x1 x2^3 + 3 x2^4};
f[[i ;; i + dof - 1]] += fLocal;
kk[[i ;; i + dof - 1, i ;; i + dof - 1]] +=kLocal,
{i, m}
];
kk[[1, ;;]] = 0;
kk[[1, 1]] = 1;
kk[[-1, ;;]] = 0;
kk[[-1, -1]] = 1;
f[[1]] = 0;
f[[-1]] = 0;
y = LinearSolve[kk, f];
x = Range[0, 1, h];
ListPlot[Transpose[{x, y}], Frame -> True, Joined -> True,
PlotMarkers -> Automatic, FrameLabel ->
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 361
{{"y(x)", None}, {"x",
Row[{"solution to y''(x)-3 y(x)=-x^2 using FEM, 9 elements"}]}},
GridLines -> Automatic,
GridLinesStyle -> LightGray
]
solution to y''(x)-3 y(x)=-x^2 using FEM, 9 elements
●
0.030 ●
●
0.025 ●
0.020 ●
●
y(x)
0.015
●
0.010
●
0.005
0.000 ● ●
0.0 0.2 0.4 0.6 0.8 1.0
x
4.15 How to solve Poisson PDE in 2D using finite
elements methods using rectangular element?
Solve ∇2 u = f (x, y) on square using FEM. Assume u = 0 on boundaries and solve
using f (x, y) = xy and also f (x, y) = 1 and f (x, y) = 3(cos(4πx) + sin(3πy))
Use Galerkin method and weak form, Using a bilinear trial function. Let width of
square be 1.
Solution
Using as an example with 9 elements to illustrate the method. The program below can
be called with different number of elements.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 362
13 14 15 16
node
7 8 9
10 11
9 12
4 5 6 element
5 6 7 8
1 2 3
1 2 3 4
The trial function is bilinear
ũ = c1 + c2 x + c3 y + c4 xy (1)
Looking at one element, and using local coordinates systems with element having width
2a and height 2b gives
y
a, b a, b
4 3
b
x
(0,0)
Local node
a numbers, always
increase anti-
clockwise
1 2
a, b a, b
Evaluating the trial function (1) at each corner node of the above element gives
ũ1 = c1 − ac2 − bc3 + abc4
ũ2 = c1 + ac2 − bc3 − abc4
ũ3 = c1 + ac2 + by3 + abc4
ũ4 = c1 − ac2 + bc3 + abc4
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 363
Or
ũ 1 1 −a −b ab c 1
ũ c
1 a −b −ab
2 2
=
ũ3 1 a b ab c3
ũ
4
1 −a b ab c4
Hence
−1
c1
1 −a −b ab ũ1
c2 1 a −b −ab ũ2
=
c3
1 a b ab ũ3
c
4
1 −a b ab ũ4
ab ab ab ab ũ1
1 −b b
b −b ũ2
= (2)
4ab −a −a a a ũ3
1 −1 1 −1 ũ4
coor = {{-a, -b}, {a, -b}, {a, b}, {-a, b}};
uVal = {u1, u2, u3, u4}; eq = c1 + c2 x + c3 y + c4 x y;
r = MapThread[eq /. {u -> #1, x -> #2[[1]], y -> #2[[2]]}&, {uVal, coor}];
mat = Last@Normal[CoefficientArrays[r, {c1, c2, c3, c4}]];
MatrixForm[Inverse[mat] // MatrixForm
Out[6]//MatrixForm=
1 -a -b a b
1 a -b -a b
1 a b ab
1 -a b -a b
Out[7]//MatrixForm=
1 1 1 1
4 4 4 4
1 1
- 41a - 41a
4a 4a
1 1
- 41b - 41b
4b 4b
1 1
- 4 1a b - 4 1a b
4ab 4ab
Substituting (2) back into (1) and rearranging terms results in
ũ = c1 + c2 x + c3 y + c4 xy
1
= ((ab − bx − ay + xy) ũ1 + (ab + bx − ay − xy) ũ2 + (ab + bx + ay + xy) + (ab − bx + ay − xy))
4ab
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 364
1
Since ab is the 4
of the area of element, then the above becomes
1
ũ = ((ab − bx − ay + xy) ũ1 + (ab + bx − ay − xy) ũ2 + (ab + bx + ay + xy) + (ab − bx + ay − xy))
A
The above can now be written in term of what is called shape functions
ũ(x, y) = N1 (x, y)u˜1 + N2 (x, y)u˜2 N3 (x, y)u˜3 + N4 (x, y)u˜4
Where
1 1
N1 = (ab − bx − ay + xy) = (a − x) (b − y)
A A
1 1
N2 = (ab + bx − ay − xy) = (a + x) (b − y)
A A
1 1
N3 = (ab + bx + ay + xy) = (a + x) (b + y)
A A
1 1
N4 = (ab − bx + ay − xy) = (a − x) (b + y)
A A
Now that the shape functions are found, the next step is to determine the local element
stiffness matrix. This can be found from the weak form integral over the area of the
element.
Zx=a Zy=b
w ∇2 u − f (x, y) dxdy
Ii = (3)
x=−a y=−b
dũ
Where w(x, y) is the test function. For Galerkin method, the test function wi = dui
=
Ni (x, y). Hence
1
N (x, y)
A (a − x) (b − y)
1
N (x, y) 1 (a + x) (b − y)
2 A
w(x, y) = = 1
N3 (x, y)
A (a + x) (b + y)
N (x, y)
1
(a − x) (b + y)
4
A
Using weak form, integration by parts is applied to (2)
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 365
goes to zero
Zx=a Zy=b zZ }| {
∂w ∂ ũ ∂ ũ
Ii = − − wf (x, y) dxdy + w
∂xi ∂xi ∂n
x=−a y=−b Γ
∂ ũ
R
The term w ∂n is the integration over the boundary of the element. Since there is
Γ
only an essential boundary condition over all the boundaries (this is the given Dirchilet
boundary condition), w = 0 on the boundary and this integral vanishes. There is no
natural boundary conditions for this example.
For those elements not on the external edge of the overall grid (i.e. internal elements),
each contribution to this integral will cancel from the adjacent internal element. What
this means is that the above reduces to just the first integral
Zx=a Zy=b
∂w ∂ ũ
Ii = − − wf (x, y) dxdy
∂xi ∂xi
x=−a y=−b
∂N1 ∂N1
∂y
∂x
ũ1
ũ1
Zx=a Zy=b
∂N
2
o ũ ∂y
∂N 2
o
ũ
n n
∂x ∂N1 ∂N2 ∂N3 ∂N4 2 ∂N1 ∂N2 ∂N3 ∂N4 2
= − ∂x ∂x ∂x ∂x
− ∂y ∂y ∂y ∂y
∂N3 ũ3 ∂N3 ũ3
x=−a y=−b
∂x
∂y
ũ ũ
∂N4
4
∂N4
4
∂x ∂y
N
1
(x, y)
Zx=a Zy=b
N (x, y)
2
− f (x, y) dxdy
N3 (x, y)
x=−a y=−b
N (x, y)
4
Hence
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 366
∂N1 ∂N1 ∂N1 ∂N1 ∂N1 ∂N2 ∂N1 ∂N2 ∂N1 ∂N3 ∂N1 ∂N3 ∂N1 ∂N4 ∂N1 ∂N4
∂x ∂x
+ ∂y ∂y ∂x ∂x
+ ∂y ∂y ∂x ∂x
+ ∂y ∂y ∂x ∂x
+ ∂y ∂y
Zx=a Zy=b ∂N2 ∂N1 + ∂N2 ∂N1 ∂N2 ∂N2 + ∂N2 ∂N2 ∂N2 ∂N3 ∂N2 ∂N3 ∂N2 ∂N4
∂N2 ∂N4
ũ1
∂x ∂x ∂y ∂y ∂x ∂x ∂y ∂y ∂x ∂x
+ ∂y ∂y ∂x ∂x
+ ∂y ∂y ũ2
Ii = −
∂N3 ∂N1 ∂N3 ∂N1 ∂N3 ∂N2 ∂N3 ∂N2 ∂N3 ∂N3 ∂N3 ∂N3 ∂N3 ∂N4 3 ∂N4 ũ
∂x ∂x + ∂y ∂y ∂x ∂x
+ ∂y ∂y ∂x ∂x
+ ∂y ∂y ∂x ∂x
+ ∂N
∂y ∂y
3
x=−a y=−b ũ
∂N4 ∂N1 4
∂x ∂x
+ ∂N 4 ∂N1
∂y ∂y
∂N4 ∂N2
∂x ∂x
+ ∂N4 ∂N2
∂y ∂y
∂N4 ∂N3
∂x ∂x
+ ∂N4 ∂N3
∂y ∂y
∂N4 ∂N4
∂x ∂x
∂N4 ∂N4
+ ∂y ∂y
N1 (x, y)
Zx=a Zy=b
N (x, y)
2
− f (x, y) dxdy
N3 (x, y)
x=−a y=−b
N (x, y)
4
R R
In the above, we have the from Ii = −ki {ũ} dΩ − {ũ} fi dΩ, hence the element
Ω Ω
stiffness matrix is the first integral, and the force vector comes from the second integral.
The integration is now carried out to obtain the element stiffness matrix. This was
done using Mathematica. The local stiffness matrix for element i is
Zx=a Zy=b
∂w ∂ ũ
ki = dxdy
∂xi ∂xi
x=−a y=−b
a2 +b2 a b 2 +b2
3ab
− 6b 3a
− a 6ab a
− 3b + b
6a
a b a +b2
2 a b a2 +b2
6b − 3a − 3b + 6a −
3ab 6ab
=
2 +b2
a2 +b2
− a 6ab a
− 3b + 6a b a
− b
3ab 6b 3a
a b 2 2 a2 +b2
− 3b + 6a − a 6ab
+b a
6b
b
− 3a 3ab
For example, for element of width 1 and height 1, then a = 12 , b = 1
2
and the above
becomes
2
3
− 16 − 13 − 16
− 1 2 − 1 − 1
6 3 6 3
ki = 1
− − 1 2 − 1
3 6 3 6
1 1 1 2
−6 −3 −6 3
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 367
ClearAll[a, b];
area = 4 a b;
phi = (1/area) {(a - x) (b - y),
(a + x) (b - y),
(a + x) (b + y),
(a - x) (b + y)};
vx = {{D[phi[[1]], x]},
{D[phi[[2]], x]},
{D[phi[[3]], x]},
{D[phi[[4]], x]}};
vy = {{D[phi[[1]], y]},
{D[phi[[2]], y]},
{D[phi[[3]], y]},
{D[phi[[4]], y]}};
k = Integrate[vx.Transpose[vx]+vy.Transpose[vy],{x, -a, a}, {y, -b, b}]
a 2 +b 2 a 2 2
6b
- 3ba - a6 +b
ab
- 3ab + b
6a
3ab
a a 2 +b 2 a 2 +b 2
6b
- 3ba - 3ab + b
6a
- 6ab
3ab
a 2 +b 2 a 2 +b 2
- 6ab
- 3ab + 6ba a
6b
- 3ba
3ab
a b a 2 +b 2 a a 2 +b 2
- 3b
+ 6a
- 6ab 6b
- 3ba
3ab
Hence
ũ N
1
(x, y)
1
Zx=a Zy=b
ũ2 N2 (x, y)
Ii = −ki − f (x, y) dxdy
ũ3
N3 (x, y)
ũ x=−a y=−b
N (x, y)
4 4
Now the integration of the force vector is carried out.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 368
N 1 (x, y)
Zx=a Zy=b
N (x, y)
2
Iif = f (x, y) dxdy
N3 (x, y)
x=−a y=−b
N (x, y)
4
1
A
(a − x) (b − y)
Zx=a Zy=b
1 (a + x) (b − y)
A
= 1
f (x, y) dxdy
A
(a + x) (b + y)
x=−a y=−b
1 (a − x) (b + y)
A
In the above, the integration depends on the physical location of the element. We used
a local coordinate system initially to obtain the shape functions. This has now to be
transformed to the global coordinates system. Taking the center of each element as
(x0 , y0 ) then we need to replace a → x0 + a and b → y0 + b everywhere in the above
integral. We did not have to do this for finding the local stiffness matrix, since that
did not depend on the physical location of the element (it was constant). But for the
integration of the force function, we need to do this mapping. In the code, the center
of each element is found, and the replacement is done.
4.15.1 Integrating the force vector
This is normally done using Gaussian quadrature method. In this example, the integral
is found off-line using Mathematica.
Evaluating the force vector requires integration over the element. This was done off-line
using Mathematica. The result is a function of the coordinate of the center of the
element. Then when running the code, this was evaluated for each element in the main
loop.
4.15.1.1 f (x, y) = xy
For f (x, y) = xy the above gives a result as function of the center of the physical
element.
1
A
((x 0 − a) − x) (y0 + b − y)
x=x
Z 0 +a y=y 0 +b
Z 1 ((x0 − a) + x) (y0 + b − y)
A
Iif = 1
xy dxdy
A ((x0
− a) + x) (y0 + b + y)
x=(x0 −a) y=(y0 −b)
1 ((x0
− a) − x) (y0 + b + y)
A
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 369
This was done using Mathematica
a2 b2 (a − 3x0 ) (b − 3y0 )
−ab2 (a2 + 3ax0 + 6x20 ) (b − 3y0 )
1
Iif =
9 (x0 + a) (y0 + b)
ab(a2 + 3ax0 + 6x20 ) (b2 + 3by0 + 6y02 )
−ab2 (a − 3x ) (b2 + 3by + y 2 )
0 0 0
In[134]:= phi
Out[134]= {((a - x)*(b - y))/(4*a*b),
((a + x)*(b - y))/(4*a*b),
((a + x)*(b + y))/(4*a*b),
((a - x)*(b + y))/(4*a*b)}
In[135]:= phi /. {a :> x0 + a, b :> y0 + b}
Out[135]= {
((a - x + x0)*(b - y + y0))/(4*(a + x0)*(b + y0)),
((a + x + x0)*(b - y + y0))/(4*(a + x0)*(b + y0)),
((a + x + x0)*(b + y + y0))/(4*(a + x0)*(b + y0)),
((a - x + x0)*(b + y + y0))/(4*(a + x0)*(b + y0))}
Integrate[% x*y, {x, x0 - a, x0 + a}, {y, y0 - b, y0 + b}]
Out[136]= {
(a^2*b^2*(a - 3*x0)*(b - 3*y0))/(9*(a + x0)*(b + y0)),
-((a*b^2*(a^2 + 3*a*x0 + 6*x0^2)*(b - 3*y0))/(9*(a + x0)*(b + y0))),
(a*b*(a^2 + 3*a*x0 + 6*x0^2)*(b^2 + 3*b*y0 + 6*y0^2))/(9*(a + x0)*(b + y0)),
-((a^2*b*(a - 3*x0)*(b^2 + 3*b*y0 + 6*y0^2))/(9*(a + x0)*(b + y0)))}
4.15.2 Case 1
Case f (x, y) = 3(cos(4πx) + sin(3πy))
This was done using Mathematica
phi
phi /. {a :> (x0 + a), b :> (y0 + b)}
Integrate[% 3 (Cos[4 Pi x] + Sin[3 Pi y]),
{x, x0 - a, x0 + a}, {y, y0 - b, y0 + b}]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 370
{(1/(96*Pi^2*(a + x0)*(b + y0)))*(9*b^2*Cos[4*Pi*(-a + x0)] -
9*b^2*Cos[4*Pi*(a + x0)] + 8*a*(12*a*b*Pi*Cos[3*Pi*(b - y0)] -
9*b^2*Pi*Sin[4*Pi*(-a + x0)] - 2*a*(Sin[3*Pi*(b - y0)] +
Sin[3*Pi*(b + y0)]))), (1/(96*Pi^2*(a + x0)*(b + y0)))*
(-9*b^2*Cos[4*Pi*(-a + x0)] + 9*b^2*Cos[4*Pi*(a + x0)] +
8*(12*a*b*Pi*(a + 2*x0)*Cos[3*Pi*(b - y0)] -
9*b^2*Pi*x0*Sin[4*Pi*(-a + x0)] + 9*a*b^2*Pi*Sin[4*Pi*(a + x0)] +
9*b^2*Pi*x0*Sin[4*Pi*(a + x0)] - 2*a^2*Sin[3*Pi*(b - y0)] -
4*a*x0*Sin[3*Pi*(b - y0)] - 2*a^2*Sin[3*Pi*(b + y0)] -
4*a*x0*Sin[3*Pi*(b + y0)])), (1/(96*Pi^2*(a + x0)*(b + y0)))*
(-9*b*(b + 2*y0)*Cos[4*Pi*(-a + x0)] + 9*b*(b + 2*y0)*Cos[4*Pi*(a + x0)] -
72*b*Pi*x0*(b + 2*y0)*Sin[4*Pi*(-a + x0)] + 72*b*Pi*(a + x0)*(b + 2*y0)*
Sin[4*Pi*(a + x0)] + 12*(a + x0)^2*(6*Pi*y0*Cos[3*Pi*(b - y0)] -
6*Pi*(b + y0)*Cos[3*Pi*(b + y0)] + Sin[3*Pi*(b - y0)] +
Sin[3*Pi*(b + y0)]) - 4*(-a + x0)*(a + 3*x0)*(6*Pi*y0*Cos[3*Pi*(b - y0)] -
6*Pi*(b + y0)*Cos[3*Pi*(b + y0)] + Sin[3*Pi*(b - y0)] +
Sin[3*Pi*(b + y0)])), (1/(96*Pi^2*(a + x0)*(b + y0)))*
(9*b*(b + 2*y0)*Cos[4*Pi*(-a + x0)] - 9*b*(b + 2*y0)*Cos[4*Pi*(a + x0)] +
8*a*(12*a*Pi*y0*Cos[3*Pi*(b - y0)] - 12*a*Pi*(b + y0)*Cos[3*Pi*(b + y0)] -
9*b^2*Pi*Sin[4*Pi*(-a + x0)] - 18*b*Pi*y0*Sin[4*Pi*(-a + x0)] +
2*a*Sin[3*Pi*(b - y0)] + 2*a*Sin[3*Pi*(b + y0)]))}
4.15.2.1 case 2
Case f (x, y) = 1
1
A
((x 0 − a) − x) (y 0 + b − y)
x=x
Z 0 +a y=y 0 +b
Z 1 ((x0 − a) + x) (y0 + b − y)
A
Iif = dxdy
1 ((x0 − a) + x) (y0 + b + y)
A
x=(x0 −a) y=(y0 −b)
1 ((x0
− a) − x) (y0 + b + y)
A
This was done using Mathematica
a2 b2
(a+x0 )(b+y0 )
ab2 (a+2x0 )
(a+x0 )(b+y0 )
Iif = ab(a+2x0 )(b+2y0 )
(a+x0 )(b+y0 )
a2 b(b+2y )
0
(a+x0 )(b+y0 )
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 371
phi /. {a :> (x0 + a), b :> (y0 + b)}
Integrate[% , {x, x0 - a, x0 + a}, {y, y0 - b, y0 + b}]
{(a^2*b^2)/((a + x0)*(b + y0)),
(a*b^2*(a + 2*x0))/((a + x0)*(b + y0)),
(a*b*(a + 2*x0)*(b + 2*y0))/((a + x0)*(b + y0)),
(a^2*b*(b + 2*y0))/((a + x0)*(b + y0))}
Now that the local ki and local fi are calculated, the next step is to assemble them
to the global stiffness and global force vector. For 1D this process was easy and direct.
For higher dimensions we need to make a table of mapping to help in the process. The
following diagram shows this mapping table and how it is applied in this example. The
mapping table will have as many rows as there are elements, and will have as many
columns as the number of nodes per element. Hence in this example it will a matrix of
size 9 × 4. Each row gives the global node number for each local node number of that
element. For example, for element 1 the first row will show the global node number for
each of the local nodes for the first element.
Local node numbers are always incremented counter clockwise, starting from 1 to 4 in
this case.
Global node numbering
1 2 3 4 13 14 15 16
1 1 2 6 5 7 8 9
10 11
9 12
2 2 3 7 6
4 5 6
3 3 4 8 7 6
5 7 8
4 4 6 10 9 1 2 3
5 6 7 11 10
1 2 3 4
6 7 8 12 11
7 9 10 14 13
4 3
8 10 11 15 14
i
9 11 12 16 15
1 2
Local node numbering for
Mapping from local to global element i
node numbering based on
element number. Used to fill
in the global stiffness matrix
Now that we have the mapping done, we can now assemble the global stiffness and
vector matrix and solve for the unknowns.
To evaluate the force vector, we also need a table of physical coordinates of the center
of each element relative to the origin of the global coordinates system, since the force
vector integration depends on physical coordinates.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 372
The integration was carried out off-line as shown above, but it was done in terms
of physical coordinates of center of the element. The following diagram shows the
mapping table of physical coordinates to elements. This uses (0, 0) as the origin and
the coordinates of the lower left corner of the global coordinate system. Hence the
coordinate the top right corner of the global grid will be (3h, 3h) where h is the grid
spacing.
y
Global node numbering
x0 y0 0, 6b 13 14 15 16 6a, 6b
1 a b 7 8 9
10 11
9 12
2 3a b
4 5 6
3 5a b 6
5 7 8
4 a 3b 1 2 3
5 3a 3b X
1 2 3 4
6 5a 3b 0, 0 6a, 0
7 a 5b a
4 3
8 3a 5b b
9 5a 5b
1 2
Mapping from element number to physical
coordinate of the center of element Local node numbering for
element i
Now the solution can start. We loop over each element and fill in the global stiffness
matrix using the mapping above, and also evaluate the global force vector using the
physical coordinates.
When the global stiffness matrix and the global force vector is filled, we adjust the
global stiffness matrix by putting zero in the row numbered i that correspond to the
edge node i, and by putting 1 in the diagonal entry (i, i). We also put a zero in the
force vector for each node on the boundary conditions since we are using Dirichlet
boundary conditions which is zero. When this is done, the system Ax = f is then
solved for x where x now is the displacement or value of y at the nodes. The following
is an implementation of the above.
function matlab_97()
close all; clear all;
number_of_elements=[16 64 256 625];
function_string={'1','xy','3(\cos(4\pi x)+\sin(3 \pi y))'};
function_handles={@f_1,@f_xy,@f_2};
figure_image_file={'matlab_e97_1','matlab_e97_2','matlab_e97_3'};
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 373
for i=1:length(function_handles)
for j=1:length(number_of_elements)
plot_file=sprintf('%s_%d',figure_image_file{i},...
number_of_elements(j));
close all;
solve_poisson_2D_square(function_handles{i},...
function_string{i},number_of_elements(j),plot_file);
end
end
end
%----------------------------------
function k_local=getk(a,b)
k11=(a^2+b^2)/(3*a*b);
k12=a/(6*b)-b/(3*a);
k13=-(a^2+b^2)/(6*a*b);
k14=-a/(3*b)+b/(6*a);
k_local = [k11 k12 k13 k14;
k12 k11 k14 k13;
k13 k14 k11 k12;
k14 k13 k12 k11];
end
%----------------------------------------------------
%use this for f(x,y)=x*y
function f_local=f_xy(x0,y0,a,b)
f_local=1/(9*(a + x0)*(b + y0))*...
[a^2*b^2*(a-3*x0)*(b -3*y0);
-a*b^2*(a^2 + 3*a*x0 + 6*x0^2)*(b - 3*y0);
a*b*(a^2 + 3*a*x0 + 6*x0^2)*(b^2 + 3*b*y0 + 6*y0^2);
-a^2*b*(a - 3*x0)*(b^2 + 3*b*y0 + 6*y0^2)...
];
end
%----------------------------------------------------
%use this for f(x,y)=1
function f_local=f_1(x0,y0,a,b)
f_local=[(a^2*b^2)/((a + x0)*(b + y0));
(a*b^2*(a + 2*x0))/((a + x0)*(b + y0));
(a*b*(a + 2*x0)*(b + 2*y0))/((a + x0)*(b + y0));
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 374
(a^2*b*(b + 2*y0))/((a + x0)*(b + y0))];
end
%----------------------------------------------------
%use this for f(x,y)= 3(cos(4 pi x)+sin(3 pi y))
function f_local=f_2(x0,y0,a,b)
f_local=[(1/(96*pi^2*(a + x0)*(b + y0)))*...
(9*b^2*cos(4*pi*(-a + x0)) -...
9*b^2*cos(4*pi*(a + x0)) + ...
8*a*(12*a*b*pi*cos(3*pi*(b - y0)) -...
9*b^2*pi*sin(4*pi*(-a + x0)) - ...
2*a*(sin(3*pi*(b - y0)) +...
sin(3*pi*(b + y0)))));
(1/(96*pi^2*(a + x0)*(b + y0)))*...
(-9*b^2*cos(4*pi*(-a + x0)) + 9*b^2*cos(4*pi*(a + x0)) +...
8*(12*a*b*pi*(a + 2*x0)*cos(3*pi*(b - y0)) -...
9*b^2*pi*x0*sin(4*pi*(-a + x0)) + ...
9*a*b^2*pi*sin(4*pi*(a + x0)) +...
9*b^2*pi*x0*sin(4*pi*(a + x0)) - 2*a^2*sin(3*pi*(b - y0)) -...
4*a*x0*sin(3*pi*(b - y0)) - 2*a^2*sin(3*pi*(b + y0)) -...
4*a*x0*sin(3*pi*(b + y0))));
(1/(96*pi^2*(a + x0)*(b + y0)))*...
(-9*b*(b + 2*y0)*cos(4*pi*(-a + x0)) + ...
9*b*(b + 2*y0)*cos(4*pi*(a + x0)) -...
72*b*pi*x0*(b + 2*y0)*sin(4*pi*(-a + x0)) + ...
72*b*pi*(a + x0)*(b + 2*y0)*...
sin(4*pi*(a + x0)) + 12*(a + x0)^2*...
(6*pi*y0*cos(3*pi*(b - y0)) -...
6*pi*(b + y0)*cos(3*pi*(b + y0)) + sin(3*pi*(b - y0)) +...
sin(3*pi*(b + y0))) - 4*(-a + x0)*(a + 3*x0)*...
(6*pi*y0*cos(3*pi*(b - y0)) -...
6*pi*(b + y0)*cos(3*pi*(b + y0)) + sin(3*pi*(b - y0)) +...
sin(3*pi*(b + y0))));
(1/(96*pi^2*(a + x0)*(b + y0)))*...
(9*b*(b + 2*y0)*cos(4*pi*(-a + x0)) - ...
9*b*(b + 2*y0)*cos(4*pi*(a + x0)) +...
8*a*(12*a*pi*y0*cos(3*pi*(b - y0)) - ...
12*a*pi*(b + y0)*cos(3*pi*(b + y0)) -...
9*b^2*pi*sin(4*pi*(-a + x0)) - ...
18*b*pi*y0*sin(4*pi*(-a + x0)) +...
2*a*sin(3*pi*(b - y0)) + 2*a*sin(3*pi*(b + y0))))];
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 375
end
%----------------------------------------------------
function solve_poisson_2D_square(fh,rhs,M,plot_file)
%2a is width of element
%2b is height of element
%fh is function which evaluate the force vector
%rhs is string which is the f(x,y), for plotting only
%M=total number of elements
%k=local stiffness matrix
L = 1; %length of grid
N = 4; %number of nodes per element
M1 = sqrt(M); %number of elements per row
a=(L/M1)/2;
b=(L/M1)/2;
k_local=getk(a,b);
N1 = M1+1; %number of nodes per edge
dof=4;
nodes = N1^2; %total number of nodes
kk = zeros(nodes); %global stiffness vector
f = zeros(nodes,1); %global force vector
mtb = generate_coordinates_table(M1);
fmtb = generate_physical_coordinates_table(M1,a,b);
for i = 1:M
x0 = fmtb(i,1); y0 = fmtb(i,2);
%call to load different force vector, pre-computed offline
f_local=fh(x0,y0,a,b);
%assemble force vecotr and global stiffness matrix
for ii = 1:N
f(mtb(i,ii)) = f(mtb(i,ii)) + f_local(ii);
for jj = 1:N
kk(mtb(i,ii),mtb(i,jj)) = kk(mtb(i,ii),mtb(i,jj))+...
k_local(ii,jj);
end
end
end
%fix the global stiffness matrix and force vector for B.C.
edge_nodes=[1:N1 (M1+2):(M1+1):nodes-N1 ...
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 376
(2*M1+2):(M1+1):(nodes-N1) nodes-N1:nodes];
for i=1:length(edge_nodes)
z=edge_nodes(i);
kk(z,:)=0;
f(z)=0;
end
for i=1:length(edge_nodes)
z=edge_nodes(i);
kk(z,z)=1;
end
y=kk\f; %solve
Z=reshape(y,N1,N1);
[X,Y] = meshgrid(0:2*a:1,0:2*b:1);
h=surf(X,Y,Z);
shading interp
set(h','edgecolor','k');
set(gcf,'defaulttextinterpreter','latex');
plot_title=sprintf('$\\nabla^2 u=%s$, number of elements $%d$',rhs,M);
title(plot_title,'fontweight','bold','fontsize',14);
print(gcf, '-dpdf', '-r300', ['images/',plot_file]);
print(gcf, '-dpng', '-r300', ['images/',plot_file]);
figure;
[C,h] = contourf(X,Y,Z);
clabel(C,h)
set(gcf,'defaulttextinterpreter','latex');
title(plot_title,'fontweight','bold','fontsize',14);
colormap cool
print(gcf, '-dpdf', '-r300', ['images/',[plot_file,'_c']]);
print(gcf, '-dpng', '-r300', ['images/',[plot_file,'_c']]);
end
%----------------------------------------------------
function mtb=generate_coordinates_table(M)
%M=number_of_elements_per_row
mtb=zeros(M^2,4);
for i=1:M
for j=1:M
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 377
mtb(j+M*(i-1),:) =[j j+1 j+(M+2) j+(M+1)]+(M+1)*(i-1);
end
end
end
%----------------------------------------------------
function fmtb=generate_physical_coordinates_table(M,a,b)
%2a is width of element
%2b is height of element
%M=number_of_elements_per_row
fmtb=zeros(M^2,2);
for i=1:M
for j=1:M
fmtb(j+M*(i-1),:) = [(2*j-1)*a (2*i-1)*b];
end
end
end
Here is the output for the three force functions, for different number of elements.
4.15.3 f (x, y) = 1
r2 u = 1, number of elements 16
r2 u = 1, number of elements 16
1
0.01
0.9 01 0.02
0. 2
0.0 0.03 0.0
3
0.08 0.8 0.04
0.05
0.7
0.04
0.06
0.6 06 0.01
0.
0.02
0.05
0.04
0.5
0.01
0.04
0.03
0.02 0.4 6
0. 0.0
0.02
05
0.03
0
0.3
1 0.04
0.2
1
0.02 0.03 01
0.5
0.8
0.02 0.
0.6 0.1
0.4 0.01
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 1, number of elements 64
r2 u = 1, number of elements 64
1
0.01
0.02 0.0
0.9 1
0.03
0.01
0.04
2
0.08 0.8 0.0
0.0
0.02
0.05 4
0.03
0.7
0.03
0.06 0.0
6
0.05
0.6
0.04 0.0
7
0.06
0.5
0.01
0.02 0.4
0.0
0.
05
0.06
4
0.3
4
0
0.01
0.0
0.02
1 0.05
0.0
0.2 0. 0.04
03 3
1
0.8 0.0
0.5 0.6 0.1
0.4 0.02
0.01 0.01
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 378
r2 u = 1, number of elements 256
r2 u = 1, number of elements 256
1
0.01 0.01
0.02
0.9 0.03
0.04
2
0.0
0.08 0.8
0.02
04 0.05
0.0
0.
0.01
0.06
3
0.7
0.06
0.03
0.05
0.6 7
0.0
0.01
0.04
0.5
0.0
0.04
0.02 0.4
6
0.0
6
0.0
5
0.3
0.02
0
0.
2
1
04
0.05
03
0.0
0.2
0.
0.0
1 0.0 0.04
0.8 3
1
0.5 0.6 0.1 0.03
0.4 0.02
0.01 0.01
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 1, number of elements 625
r2 u = 1, number of elements 625
1
0.01 0.01
0.02
0.9 0.03 0.0
2
0.04
0.08 0.8
0.05
0.0
3
0.06
0.01
0.7
0.04
0.02
0.06
0.0
0.03
5
0.6
0.01
0.04
0.04
0.5
0.0
7
7
6
0.02 0.0
0.02
0.4
0.0
0.0
0.0
6
0.3
5
0
3
1
0.0
0.2 0.04 0.05
1
0.0 0.03 0.04
1
0.8 2
0.0
0.5 0.6 0.1 0.03
0.4 0.01 0.02
0.2 0.01
0 0 0
0 0.2 0.4 0.6 0.8 1
4.15.4 f (x, y) = xy
r2 u = xy, number of elements 16
r2 u = xy, number of elements 16 1
0.002
0.004
0.9 02 0.0
0.0 4 0.008
06
0.00 0.0
0.015 0.8 06 1
0.0 0.012
0.002
0.7
0.
0.01
0.008
0.01 0 12
0.6
0.004
0.5
0.0 0.008
0.005
06
0.00
0. 0.01
00
0.0
0.4 0.
0 06 8
2
04
0 0.3
1
0.2 2
1 0.004 00
0.5
0.8 0.
0.6 0.1 0.002
0.4
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = xy, number of elements 64
r2 u = xy, number of elements 64 1
0.
0.002 0.004 002
0.004 0.006
0.9 0.008
06 0.01
0.0 0.012
0.02 0.8 0.01
4
08
0.002
0.01
0.016
0.0
0.7
0.015
0.008
2
0.006
0.6
0.01
0.004
0.004
0.01
0.002
0.5 0.
0.0
01 0.014
2
1
0.005 0.4
0.0
06
0.3 0.0 0.01
0 08
1 0. 0.008
0.2 00
1 2 0.004 0.006
0.8
0.5 0.6 0.004
0.1 0.002
0.4 0.002
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 379
r2 u = xy, number of elements 256
r2 u = xy, number of elements 256 1 0.002
0.002 0.004 0.006 0.004
0.008
0.9 0.01
0.0
0.0
8 12
06
00 .01 2 4
0.002
0.01
0.02 0.8 0. 0 01
0.
0.006
18
0.016
0.7 0.0
0.004
16
0.015
0.0
0.014
0.008
0.6
0.01
0.002
0.004
0.5
0.
1
0
0.0
14
0.005 0.4 2
0. 01
00 0.01 0.
06
8 2
0.3
0.0
0 0.01
0.002
1
0.2 0.0 0.008
1 04 0.006
0.8
0.5 0.6 0.1 0.002 0.004
0.4
0.2 0.002
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = xy, number of elements 625
r2 u = xy, number of elements 625 1 0.002 0.0
0.002 0.004
0.006 004
.00
0.008 0.01 6
0.9
.012 0.014
0.
01 0 0.016
01
0.02 0.8
0.
0.008
2
0.008
0.004
0.7
0.002
0.002
0.015
0.018
0.006
0.014
0.6
18
0.0
0.01
0.0
0.004
0.01
0.5
16
0.
01
0. 4 6
0.01
0.006
0.005 0.4 01
2
0.0 12
0.3 1 0.0
0
0.0 0.01 0 8
1 08 0.0
0.2 0.0 0.00
1 04 6
0.8 0.0 0.006 2
0.5 02 00
0.6 0.1 0.004 0.
0.4 0.002
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
4.15.5 case 3
Case 3: f (x, y) = 3(cos(4πx) + sin(3πy))
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 16
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 16 1 0
0.9 -0
.0
01 .02 1 0
0.06
0. 0 -0.02
0.8
-0.01
0.04 0.7
0.03
0.02 0.6
0.01
-0.02
0
0 0.5
0.02 3
0.0
-0.02
-0.01
-0.02 0.4
0.0
-0.0
0.01
3
2
-0.04 0.3
-0.
1 -0.03
01
0.2 0.
1 01
0.8 -0.02 1 0
0.5 0.6 0.1 .0
-0
0.4
0.2
0
0 0 0
0 0.2 0.4 0.6 0.8 1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 380
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 64
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 64 1 0
-0.01
0 -0.02
0.9 -0
.03
-0.
-0.05
04
0.06 0.8
0.
0.04
01 -0 -0 1
0.7 .0 .0 .0
1 3 -0.04
. 02 -0
0.0302
-0 02
0.02 4 0.
1
0.
0.0
-0.02
0.0
0.6
0.03
0
0
0.01
0.5
0
02
-0.02
0.03
0.
1
0.0
-0-0.04
0.4
.0
-0.05
3
-0.04
0.3
01
-0.01
-0.06
0.
-0
1
-0
2
.03
.0
1
-0.04
.01
0.2
0.0
1 -0 0.0
-0 0 1
0.8 .0
0.5 2
0.6 0.1
0.4 0.01
0
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 256
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 256
1 0
-0.01
-0.02
0
0.9
-0.05
-0.04
-0.0
0.05 0.8
0 01 2 .03
0.0
1
0
0.7 -0.
-0 -0.0 -
-0
04
.0
1
0
0.01
0.6 0.04 0.03
-0.0
0.02
0.03
0.02
0.02 0.01
0.0
0.5
0
-0.05
1
0.0
3 02
0.4 0.
3
-0.05
.0
1
-0
-0.04
0.3 0.0 6
-0.1 -0.0
-0 -0.03
1 2
-0.0
1
0
-0
-0.
0.2 .04
1
1 0.01
.0
1
0
0.0
0.8 -0.
0.5 0 2
0.6 0.1
0.4
0.2 0.01
0
0
0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 625
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 625
1 0
-0.01 0.0
0.01 -0.02
1
0.9
0
3
0
-0.
-0.
0.05 0.8
05
0.0
-0.
-0. 04
03
04
0.7
.
-0
0.
01
01
.
-0
0 -0
-0 01
0
.
.0
0.6
0.04
2 03
2
0.
.0
0.02
-0
0.5
0.0
0.02
0.0
0.02
-0.05 03
0. 2
0.
3
0.4 01
0
-0.
3
1
0.
0 05
.0
0.
01
-0
-0.1
0.3
-0.0 4
-0.0
3
1
1
-0
0 -0.0
0.2
.0
-0 .01
1
-0
1
.0
.02 0.0
2
0.8
0.5 0.6 0.1 -0
0.4
0.2 0.01
0 0 0 0
0 0.2 0.4 0.6 0.8 1
4.15.6 Solving for reactangle grid
A small modification is now made to allow one to specify different width and height for
the domain.
function matlab_97_2()
close all; clear all;
%number of elements per unit length, width, height
number_of_elements=[4 1 1;
8 1 2;
16 1 4;
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 381
25 1 6];
function_string={'1','xy','3(\cos(4\pi x)+\sin(3 \pi y))'};
function_handles={@f_1,@f_xy,@f_2};
figure_image_file={'matlab_e97_rectangle_1',...
'matlab_e97_rectangle_2','matlab_e97_rectangle_3'};
for i=1:length(function_handles)
for j=1:size(number_of_elements,1)
plot_file=sprintf('%s_%d',figure_image_file{i},...
number_of_elements(j,1)*number_of_elements(j,2)*...
number_of_elements(j,3));
close all;
solve_poisson_2D_square(function_handles{i},...
function_string{i},number_of_elements(j,1),...
number_of_elements(j,2),number_of_elements(j,3),...
plot_file);
end
end
end
%----------------------------------
function k_local=getk(a,b)
k11=(a^2+b^2)/(3*a*b);
k12=a/(6*b)-b/(3*a);
k13=-(a^2+b^2)/(6*a*b);
k14=-a/(3*b)+b/(6*a);
k_local = [k11 k12 k13 k14;
k12 k11 k14 k13;
k13 k14 k11 k12;
k14 k13 k12 k11];
end
%----------------------------------------------------
%use this for f(x,y)=x*y
function f_local=f_xy(x0,y0,a,b)
f_local=1/(9*(a + x0)*(b + y0))*...
[a^2*b^2*(a-3*x0)*(b -3*y0);
-a*b^2*(a^2 + 3*a*x0 + 6*x0^2)*(b - 3*y0);
a*b*(a^2 + 3*a*x0 + 6*x0^2)*(b^2 + 3*b*y0 + 6*y0^2);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 382
-a^2*b*(a - 3*x0)*(b^2 + 3*b*y0 + 6*y0^2)...
];
end
%----------------------------------------------------
%use this for f(x,y)=1
function f_local=f_1(x0,y0,a,b)
f_local=[(a^2*b^2)/((a + x0)*(b + y0));
(a*b^2*(a + 2*x0))/((a + x0)*(b + y0));
(a*b*(a + 2*x0)*(b + 2*y0))/((a + x0)*(b + y0));
(a^2*b*(b + 2*y0))/((a + x0)*(b + y0))];
end
%----------------------------------------------------
%use this for f(x,y)= 3(cos(4 pi x)+sin(3 pi y))
function f_local=f_2(x0,y0,a,b)
f_local=[(1/(96*pi^2*(a + x0)*(b + y0)))*...
(9*b^2*cos(4*pi*(-a + x0)) -...
9*b^2*cos(4*pi*(a + x0)) + 8*a*(12*a*b*pi*cos(3*pi*(b - y0)) -...
9*b^2*pi*sin(4*pi*(-a + x0)) - 2*a*(sin(3*pi*(b - y0)) +...
sin(3*pi*(b + y0)))));
(1/(96*pi^2*(a + x0)*(b + y0)))*...
(-9*b^2*cos(4*pi*(-a + x0)) + 9*b^2*cos(4*pi*(a + x0)) +...
8*(12*a*b*pi*(a + 2*x0)*cos(3*pi*(b - y0)) -...
9*b^2*pi*x0*sin(4*pi*(-a + x0)) + ...
9*a*b^2*pi*sin(4*pi*(a + x0)) +...
9*b^2*pi*x0*sin(4*pi*(a + x0)) - 2*a^2*sin(3*pi*(b - y0)) -...
4*a*x0*sin(3*pi*(b - y0)) - 2*a^2*sin(3*pi*(b + y0)) -...
4*a*x0*sin(3*pi*(b + y0))));
(1/(96*pi^2*(a + x0)*(b + y0)))*...
(-9*b*(b + 2*y0)*cos(4*pi*(-a + x0)) + 9*b*(b + 2*y0)*...
cos(4*pi*(a + x0)) -...
72*b*pi*x0*(b + 2*y0)*sin(4*pi*(-a + x0)) + ...
72*b*pi*(a + x0)*(b + 2*y0)*...
sin(4*pi*(a + x0)) + 12*(a + x0)^2*(6*pi*y0*...
cos(3*pi*(b - y0)) -...
6*pi*(b + y0)*cos(3*pi*(b + y0)) + ...
sin(3*pi*(b - y0)) +...
sin(3*pi*(b + y0))) - 4*(-a + x0)*(a + 3*x0)*...
(6*pi*y0*cos(3*pi*(b - y0)) -...
6*pi*(b + y0)*cos(3*pi*(b + y0)) + ...
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 383
sin(3*pi*(b - y0)) +...
sin(3*pi*(b + y0))));
(1/(96*pi^2*(a + x0)*(b + y0)))*...
(9*b*(b + 2*y0)*cos(4*pi*(-a + x0)) - 9*b*(b + 2*y0)*...
cos(4*pi*(a + x0)) +...
8*a*(12*a*pi*y0*cos(3*pi*(b - y0)) - 12*a*pi*(b + y0)*...
cos(3*pi*(b + y0)) -...
9*b^2*pi*sin(4*pi*(-a + x0)) - 18*b*pi*y0*sin(4*pi*(-a + x0)) +...
2*a*sin(3*pi*(b - y0)) + 2*a*sin(3*pi*(b + y0))))];
end
%----------------------------------------------------
function solve_poisson_2D_square(fh,rhs,M,Lx,Ly,plot_file)
%fh is function which evaluate the force vector
%rhs is string which is the f(x,y), for plotting only
%M=number of element per unit length
%Lx=length in x-direction
%Ly=length in y-direction
N = 4; %number of nodes per element
Mx=M*Lx;
My=M*Ly;
a=(1/M)/2;
b=a;
k_local=getk(a,b);
dof=4;
nodes = (Mx+1)*(My+1); %total number of nodes
kk = zeros(nodes); %global stiffness vector
f = zeros(nodes,1); %global force vector
mtb = generate_coordinates_table(Mx,My);
fmtb = generate_physical_coordinates_table(Mx,My,a,b);
for i = 1:(Mx*My)
x0 = fmtb(i,1); y0 = fmtb(i,2);
%call to load different force vector, pre-computed offline
f_local=fh(x0,y0,a,b);
%assemble force vecotr and global stiffness matrix
for ii = 1:N
f(mtb(i,ii)) = f(mtb(i,ii)) + f_local(ii);
for jj = 1:N
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 384
kk(mtb(i,ii),mtb(i,jj)) = kk(mtb(i,ii),mtb(i,jj))+...
k_local(ii,jj);
end
end
end
%fix the global stiffness matrix and force vector for B.C.
edge_nodes=[1:Mx+1 (Mx+2):(Mx+1):nodes-...
Mx (2*Mx+2):(Mx+1):(nodes-(Mx+1)) nodes-(Mx-1):nodes];
for i=1:length(edge_nodes)
z=edge_nodes(i);
kk(z,:)=0;
f(z)=0;
end
for i=1:length(edge_nodes)
z=edge_nodes(i);
kk(z,z)=1;
end
y=kk\f; %solve
Z=reshape(y,Mx+1,My+1);
[X,Y] = meshgrid(0:2*b:Ly,0:2*a:Lx);
h=surf(X,Y,Z);
shading interp
set(h','edgecolor','k');
set(gcf,'defaulttextinterpreter','latex');
plot_title=sprintf('$\\nabla^2 u=%s$, number of elements $%d$',rhs,Mx*My);
title(plot_title,'fontweight','bold','fontsize',14);
print(gcf, '-dpdf', '-r300', ['images/',plot_file]);
print(gcf, '-dpng', '-r300', ['images/',plot_file]);
figure;
[C,h] = contourf(X,Y,Z);
clabel(C,h)
set(gcf,'defaulttextinterpreter','latex');
title(plot_title,'fontweight','bold','fontsize',14);
colormap cool
print(gcf, '-dpdf', '-r300', ['images/',[plot_file,'_c']]);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 385
print(gcf, '-dpng', '-r300', ['images/',[plot_file,'_c']]);
end
%----------------------------------------------------
function mtb=generate_coordinates_table(Mx,My)
%Mx= number of element x-wise
%My= number of element y-wise
mtb=zeros(Mx*My,4);
for i=1:My
for j=1:Mx
mtb(j+Mx*(i-1),:) =[j j+1 j+(Mx+2) j+(Mx+1)]+(Mx+1)*(i-1);
end
end
end
%----------------------------------------------------
function fmtb=generate_physical_coordinates_table(Mx,My,a,b)
%Mx= number of element x-wise
%My= number of element y-wise
%2a is width of element
%2b is height of element
fmtb=zeros(Mx*My,2);
for i=1:My
for j=1:Mx
fmtb(j+Mx*(i-1),:) = [(2*j-1)*a (2*i-1)*b];
end
end
end
Here is the output for the three force functions, for different number of elements.
4.15.7 Case 4
Case f (x, y) = 1.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 386
r2 u = 1, number of elements 16
r2 u = 1, number of elements 16
1
0.01
0.9 01 0.02
0. 2
0.0 0.03 0.0
3
0.08 0.8 0.04
0.05
0.7
0.04
0.06
0.01
0.6 06
0.
0.02
0.05
0.04
0.5
0.01
0.04
0.03
0.02 0.4 6
0. 0.0
0.02
05
0.03
0
0.3
1 0.04
0.2
1
0.02 0.03 01
0.5
0.8
0.02 0.
0.6 0.1
0.4 0.01
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 1, number of elements 128
r2 u = 1, number of elements 128
1
0.01 0.01
0.02
0.03 0.0
0.9 0.04 2
0.02.01
0.05
3
5
0.0 0.06
0
0.04 0.0
0.06
0.0 4
0.12 0.8
0.0
0.07 0.07
3
0.1 0.08 0.09 0.
0.7 08
0.08 0.1
0.6
0.09
0.06
0.05
0.11
0.01
0.5
0.04
0.
0.02
1
0.06
0.4
0.02
0.05
0.1
6
0.0
0.09
0.
0.0
0.01
07
0.0302
0.3 8
07
0
0.08
0.
0.
0.03
4
0.0
1 0. 0.07
0.2 04 0.05
2 0.06
1.5 0.05
0.5 0.1 0.04
1 0.03
0.02 0.02
0.5 0.01 0.01
0 0 0
0 0.5 1 1.5 2
r2 u = 1, number of elements 1024
r2 u = 1, number of elements 1024
1
0.02 0.02
0.9 0.04 0.04
0.06
0.15 0.8 0 .06
0.08 0.08
0.04
0.02
0.7 0.1
0.06
0.1
0.1
0.6
0.02
2
0.1
2
0.5
0.05 0.1
0.1
0.08
0.04
0.4
0.08
0.06
0
0.3 0.1
1
0.0
0.02
0.2 0.08
4 0.06
4
3 0.06
0.5 0.1 0.04
2 0.04
1 0.02 0.02
0 0 0
0 0.5 1 1.5 2 2.5 3 3.5 4
r2 u = 1, number of elements 3750
r2 u = 1, number of elements 3750
1
0.02 0.02
0.9 0.04 0.04
0.06
2
6
0.0
0.0.0
04
0.15 0.8 0.08
0.08
0.06
0.1
0.7
0.1
0.1
0.6 0.12
2
0.08
0.02
0.1
0.5
0.1
0.05
0.04
0.4 0.12
0.08
0.060.04
0.3 0.1
0.02
0 0.1
1
06
0.2 0.08 0.08
0.
6
0.06
0.5 4 0.1 0.04 0.04
2 0.02 0.02
0 0 0
0 1 2 3 4 5 6
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 387
4.15.8 Case 5
Case : f (x, y) = xy
r2 u = xy, number of elements 16
r2 u = xy, number of elements 16 1
0.002
0.004
0.9 02 0.0
0.0 4 0.008
06
0.00 0.0
0.015 0.8 06 1
0.0 0.012
0.002
0.7
0.
0.01
0.008
0.01 012
0.6
0.004
0.5
0.0 0.008
0.005
06
0.00
0. 0.01
0
0.0
0.4 0. 08
00
04
6
0 0.3
1
0.2 2
1 0.004 00
0.5
0.8 0.
0.6 0.1 0.002
0.4
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = xy, number of elements 128
r2 u = xy, number of elements 128
1 0.005
0.005 0.
0.01
0.02 0.015 01
0.9 0.015 0.025
0.03
2
0.0 5 0.035
2 0.04
5
0.06 0.8 0.0 0.045
0.00
0.01
0.05
3
0.7
0.0
05
0.035
0.055
0.
0.04
0.05
0.04
0.6
0.015
0.0150.02
3
0.03
0.00.0
25
0.005
0.0
0.5 55
0.0
0.
35
0.02
04
0.01
04
5
0.
0.4
0.0
0.01 0.
02
2
0.04
0.3 5
0 0.035
0.0
1 0. 0.03
01
05
0.2 0.025
2 0.01
5 0.02
0.5 1.5 0.015
1 0.1
0.005 0.01
0.5 0.005
0 0 0
0 0.5 1 1.5 2
r2 u = xy, number of elements 1024
r2 u = xy, number of elements 1024
1
0.02 0.04
0.9 0.04 0.06 0.08
0.02
2
0.0 0.1
0.2 0.8 2
0.1 0.14
08
6
0.06
0.
0.0
0.7
0.1
0.15
0.6
0.12
0.04
0.1
0.04
0.5
0.08
0.16
0.05 4
0.4 0.1 0.1
0.1
0.02
2
0.02
0.3 0.0
0 8 0.1
0.0
1 6 0.08
0.2 6
4 0.04 0.0
0.5 3
2 0.1 0.04
0.02
1 0.02
0 0 0
0 0.5 1 1.5 2 2.5 3 3.5 4
r2 u = xy, number of elements 3750
r2 u = xy, number of elements 3750
1
0.05
0.9 0.1 0.15
5
0.0
0.1
0.3 0.8 0.2
0.05
15
0.25 0.7 0.
0.25
0.2
0.6
0.1
0.15
0.2
0.5
0.
25
0.1
0.2
0.15
0.4
0.0
0.05
5
0.3 0.1
0.05 0.1
0 5
1
0.2 0.1
6
0.5 4 0.1 0.05
2
0 0 0
0 1 2 3 4 5 6
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 388
4.15.9 case 6
Case f (x, y) = 3(cos(4πx) + sin(3πy)).
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 16
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 16 1 0
0.9 -0
.0
01 .02 1 0
0.06
0. 0 -0.02
0.8
-0.01
0.04 0.7
0.03
0.02 0.6
0.01
-0.02
0
0 0.5
0.02 3
0.0
-0.02
-0.01
-0.02 0.4
0.0
-0.0
0.01
3
0
-0.04 0.3
-0.
1 -0.03
01
0.2 0.
1 01
0.8 -0.02 1 0
0.5 0.6 0.1 .0
-0
0.4
0.2
0
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 128
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 128 1 0
0
-0
0.9 -0.0 -0.0 -0 .02
-0.
4 -0.054 .03
0
03
-0.01
-0.01
-0.05
-0.01
-0.01
-0.01
0.05 0.8
-0.02
-0.02
-0.02
-0.0
0
-0 0
2
0.7
.0
03 -0.03
1
0.0 .02
0. 03
0.01
0 04 0.
0.02
3
0.01
-0.03
0
0.6 0.
0.01
0.01
0
0.5
0
-0.05 -0. -0 -0
-0. 04 -0. .04 0.02 .0
01
0.4 2 0.01 -0 2
0.0
-0.03
0
05
-0.03
0.
05 .03
-0.
-0.01
0
-0.01
06
0 -0.01
-0.01
0.3
0
-0.1
-0.01
-0.02
2
-0.0
-0.0
-0.0
1 0.01
-0.0 0
0.2
2
-0. 0.0
2
1
03 1
0.01
1.5 -0.03
0.5 0.1
1
0
0.5
0 0 0 0
0 0.5 1 1.5 2
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 1024 r2 u = 3(cos(4:x) + sin(3:y)), number of elements 1024
1 0 0
0
0.9 0
-0-0
-0.02
-0.0
-0.0
-0.0
-0.0
-0.-0.0
.02
-0.02
-0.
-0.
-0.
-0.
-0.0304
-0.0
04
-0.0
.0
04 5
-0.04 -0.
6
6
3 4
0.05
3 4
05
6 05
3
06 05
0.8 3
.0
.0
.0
5
0-0
-0.01
-0.01
-0.01
.
-0.01
-0
-0
-0
-0
-0.01
.021
.021
.021
-0.01
-0.01
-0.0
-0.0
.01
-0.0
-0.01
-0.02
-0
-0.02
0.7
-0
-0
-0
-0.03 0.01
.02
0
.01
0.01
0.01
0.01
0.02
0.03
0.6 0.04
02
0.03
0.02
0.02
0.02
0.03 0.0
0.0
0
-0-0.02
-0.02
3
.03
-0.03
-0.03
-0.03
0.5
0.01
0.01
0
0
0.02
-0.05
0
0
0
0
0
-0-0
-0-0
-0-0
0.4
0 -0.
-0-0
-0-0
-0.03
.04
.04.05
.04
.04
.04
-0.02
-0.06
.05
04
.05
-0.06 -0.06
.05
-0.06
-0.03
-0.03
-0.03
-0.03
-0.
.05
02
0.3
-0.1
-0.03.01
-0.03
-0.0
1
0-0
-0.010
-0.01
-0.01
-0.01
0.01
-0.01
-0.01
-0.01
-0.01
-0.01
0 1
0.2
-0.0
4
-0.0
-0.0 0
-0.0
3 0.01
0.5 0.1
2
2
2
2
0
1
0
0 0 0
0 0.5 1 1.5 2 2.5 3 3.5 4
r2 u = 3(cos(4:x) + sin(3:y)), number of elements 3750 r2 u = 3(cos(4:x) + sin(3:y)), number of elements 3750
1 0
0
0
0
0.9 0
-0-0.0
-0-0.0
-0-0.0
-0-0.0
-0-0.0
-0-0.0
-0-0.0
-0.0
-0.
-0.0
-0.03
-0.0
.0-0.0
.0-0.0
-0.0
.0-0.0
.0-0.0
.0-0.0
.0-0.04
.0304
-0.0
-0.04
-0.03
-0.04
-0.04
-0.04
-0.04
-0.04
0.05 6 6
32 5
6
32 5
6
32 5
32 5
32 5
325
0.8 6 -0.0 -0.0 6 6
-0.0 -0.0 -0.0 -0.0 -0.0
2
24
5
5
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
-0
-0.0
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
0.7
.02
1
0
0.6
0.02
0
0.02
0.02
0.02
0.02
0.02
1
0.02
0.01
0.01
0.01
0.01
0.01
0.01
-0.02
-0.02
-0.02
-0.02
-0.02
-0.02
0.03
-0.02
-0.02
0.01
4
0.02
0.03
0.0
0.02
0.0
0.01
0.03 0.0
3
0
0.5
-0.03
-0.03
-0.03
-0.03
03
-0.03
-0.03
-0.
-0.05
0
0
0
0
0
0
0.01
0
0
0
0
0
0.4
-0
-0
-0
-0
-0.0
-0..004
-0..004
-0..004
-0..004
-0.04
-0.0
-0.04
0
-0..0
-0
-0.0.034
-0..0
-0
-0
-0.0
-0.0
-0.0
-0.0
-0.0
-0.0
6
04
-0.03
-0.03
-0.03
-0.03
-0.03
-0.03
-0.03
045
-0.0
5 6
5 6
5 6
5 6
5 6
5 6
0.3
-0.02
-0.02
-0.02
-0.02
-0.02
-0.02
-0.02
-0.01 -0.02
-0.1
-0.0-0.
-0.02
1
-0.01
-0.01
-0.01
-0.01 0
-0.01
-0.01
-0.01
0.2
3 01
0.01
-0.01
0 .01
-0.01
-0.01
-0.01
-0.01
-0.01
-0.01
6
0
-0
0.5 4 0.1
0
2
0
0 0 0 0 0
0 1 2 3 4 5 6
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 389
4.16 How to solve Poisson PDE in 2D using finite
elements methods using triangle element?
Solve ∇2 u = f (x, y) on square using FEM. Assume u = 0 on boundaries and solve
using f (x, y) = xy and also f (x, y) = 1 and f (x, y) = 3(cos(4πx) + sin(3πy))
Use Galerkin method and weak form, Using triangle element.
Solution
Using as an example with 9 elements to illustrate the method. The program below can
be called with different number of elements.
13 14 15 16
18
14 16
15 17
13
10 11
9 12
3
8 10 12
element
7 9 11
1 2 6 7
5 2
1 3 2 13 2 1
8
3
2 4 6
1 3 5
1 3 1 3 1 3
2 2 2
1 2 3 4
Local node numbers Global node number
Figure 4.1: node numbering
Looking at one element
The trial function is
ũ = c1 + c2 x + c3 y (1)
Evaluating the trial function (1) at each corner node of the above element gives
ũ1 = c1 + c2 x1 + c3 y1
ũ2 = c1 + c2 x2 + c3 y2
ũ3 = c1 + c2 x3 + c3 y3
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 390
x 3, y 3
3
1 2
x 1, y 1 x 2, y 2
area
1
A 2
x 1y 2 y 3 x 2y 3 y 1 x 3y 1 y 2
Figure 4.2: element in physical coordinates
Hence
ũ1 1 x1 y1 c1
ũ2 = 1 x2 y2 c2
ũ3 1 x3 y3 c3
Therefore
−1
c1 1 x1 y1 ũ1
c2 = 1 x2 y2 ũ2
c3 1 x3 y3 ũ3
x2 y3 − x3 y2 x3 y1 − x1 y3 x1 y2 − y1 x2 ũ1
1
= y2 − y3 y3 − y1 y1 − y2 ũ2 (2)
|D|
x3 − x2 x1 − x3 x2 − x1 ũ3
1 x1 y 1
Where |D| is the determinant of 1 x2 y2 which is |D| = −y1 x2 + x3 y1 + x1 y2 −
1 x3 y 3
x3 y2 − x1 y3 + x2 y3 .
This quantity is twice the area of the triangle A = 12 (x1 (y2 − y3 ) + x2 (y3 − y1 ) + x3 (y1 − y2 )).
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 391
Substituting (2) into (1) in order to find the shape functions gives
ũ = c1 + c2 x + c3 y
1
= [(x2 y3 − x3 y2 ) ũ1 + (x3 y1 − x1 y3 ) ũ2 + (x1 y2 − y1 x2 ) ũ3 ]
2A
1
+ [(y2 − y3 ) ũ1 + (y3 − y1 ) ũ2 + (y1 − y2 ) ũ3 ] x
2A
1
+ [(x3 − x2 ) ũ1 + (x1 − x3 ) ũ2 + (x2 − x1 ) ũ3 ] y
2A
Collecting terms in ũi
1
ũ = ũ1 ((x2 y3 − x3 y2 ) + (y2 − y3 ) x + (x3 − x2 ) y)
2A
1
+ ũ2 ((x3 y1 − x1 y3 ) + (y3 − y1 ) x + (x1 − x3 ) y)
2A
1
+ ũ3 ((x1 y2 − y1 x2 ) + (y1 − y2 ) x + (x2 − x1 ) y)
2A
Hence
1
N1 (x, y) = ((x2 y3 − x3 y2 ) + (y2 − y3 ) x + (x3 − x2 ) y)
2A
1
N2 (x, y) = ((x3 y1 − x1 y3 ) + (y3 − y1 ) x + (x1 − x3 ) y)
2A
1
N3 (x, y) = ((x1 y2 − y1 x2 ) + (y1 − y2 ) x + (x2 − x1 ) y)
2A
Therefore (1) can be written as
ũ = N1 (x, y) ũ1 + N2 (x, y) ũ2 + N3 (x, y) ũ3
Now that the shape functions are found, the test or weight function w(x, y) can be
found. Since wi (x, y) = ∂∂ũũi for i = 1, 2, 3, therefore this results in
N1 (x, y) (x2 y3 − x3 y2 ) + (y2 − y3 ) x + (x3 − x2 ) y
w1
1
w(x, y) = w2 = N2 (x, y) = (x3 y1 − x1 y3 ) + (y3 − y1 ) x + (x1 − x3 ) y
2A
w3 N3 (x, y) (x1 y2 − y1 x2 ) + (y1 − y2 ) x + (x2 − x1 ) y
The weak form formulation now gives
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 392
Z Z Z Z N1 (x, y)
∂Ni ∂Nj ∂Ni ∂Nj ∂ ũ
Ii = − dΩ − dΩ + w dΓ − N2 (x, y) f (x, y) dΩ
∂x ∂x ∂y ∂y ∂n
Ω Ω Γ Ω N3 (x, y)
Hence
∂N1 (x,y)
Z ∂x n o ũ1
∂N2 (x,y) ∂N1 (x,y) ∂N2 (x,y) ∂N3 (x,y)
Ii = − ũ dΩ
2
∂x ∂x ∂x ∂x
Ω ∂N3 (x,y) ũ3
∂x
∂N1 (x,y)
Z ∂y o ũ1
∂N2 (x,y) n ∂N1 (x,y) ∂N2 (x,y) ∂N3 (x,y)
− ũ dΩ
2
∂y ∂y ∂y ∂y
Ω
∂N (x,y)
3 ũ3
∂y
N1 (x, y)
Z ũ1
∂ ũ
+ N2 (x, y) ũ2 dΓ
∂n
Γ N3 (x, y) ũ3
Z N1 (x, y)
− N2 (x, y) f (x, y) dΩ
Ω N3 (x, y)
Since w = 0 on the boundary with Dirichlet conditions, and since there are no natural
boundary conditions, the above simplifies to
∂N1 (x,y)
Z ∂x n o ũ1
∂N2 (x,y) ∂N1 (x,y) ∂N2 (x,y) ∂N3 (x,y)
Ii = − ũ dΩ
2
∂x ∂x ∂x ∂x
Ω ∂N3 (x,y) ũ3
∂x
∂N1 (x,y)
ũ1 Z N1 (x, y)
Z ∂y
∂N2 (x,y) n ∂N1 (x,y) ∂N2 (x,y) ∂N3 (x,y)
o
− dΩ ũ2 − N2 (x, y) f (x, y) dΩ
∂y ∂y ∂y ∂y
Ω
∂N (x,y)
3 ũ3 Ω N3 (x, y)
∂y
Now each integral is calculated for the triangle element. First the derivatives are found
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 393
∂N1 (x,y)
∂x (y2 − y3 )
∂N2 (x,y) 1
∂x = (y3 − y1 )
2A
∂N3 (x,y) (y1 − y2 )
∂x
and
∂N1 (x,y)
∂y (x3 − x2 )
∂N2 (x,y) 1
∂y = 2A (x1 − x3 )
(x2 − x1 )
∂N (x,y)
3
∂y
Hence
∂N1 (x,y)
∂x n o ∂Ni ∂Nj
∂N2 (x,y) ∂N1 (x,y) ∂N2 (x,y) ∂N3 (x,y)
∂x ∂x ∂x ∂x
=
∂x ∂x
∂N3 (x,y)
∂x
(y2 − y3 )2 (y2 − y3 ) (y3 − y1 ) (y2 − y3 ) (y1 − y2
1
= 2 (y3 − y1 ) (y2 − y3 ) (y3 − y1 )2 (y3 − y1 ) (y1 − y2
(2A)
(y1 − y2 ) (y2 − y3 ) (y1 − y2 ) (y3 − y1 ) (y1 − y2 )2
And
∂N1 (x,y)
∂y
∂N2 (x,y) ∂N1 (x,y) ∂N2 (x,y) ∂N3 (x,y) ∂Ni ∂Nj
∂y
∂y ∂y ∂y
=
∂y ∂y
∂N3 (x,y)
∂y
2
(x3 − x2 ) (x3 − x2 ) (x1 − x3 ) (x3 − x2 ) (x2 − x1 )
1
2
= 2 (x1 − x3 ) (x3 − x2 ) (x1 − x3 ) (x1 − x3 ) (x2 − x1 )
(2A)
2
(x2 − x1 ) (x3 − x2 ) (x2 − x1 ) (x1 − x3 ) (x2 − x1 )
We see the above terms do not depend on x nor on y. Hence the next integration is
done over the area of the triangle as follow
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 394
ũ1 ũ Z
∂Ni ∂Nj 1
Z
∂Ni ∂Nj
ũ2 dΩ = ũ2 dΩ
∂x ∂x ∂x ∂x
Ω ũ3 ũ3 Ω
R
But dΩ is the area of the triangle. Hence
Ω
ũ1 ũ
∂Ni ∂Nj 1
Z
∂Ni ∂Nj
ũ2 dΩ = ũ2 A
∂x ∂x ∂x ∂x
Ω ũ3 ũ3
∂Ni ∂Nj
Replacing ∂x ∂x
by the expression we found for it above, gives
2
ũ (y − y ) (y − y ) (y − y ) (y − y ) (y − y )
ũ1
Z 1 2 3 2 3 3 1 2 3 1 2
∂Ni ∂Nj A 2
ũ2 dΩ = (y3 − y1 ) (y2 − y3 ) (y3 − y1 ) (y3 − y1 ) (y1 − y2 ) ũ2
∂x ∂x (2A)2
Ω ũ3 (y1 − y2 ) (y2 − y3 ) (y1 − y2 ) (y3 − y1 ) (y1 − y2 )2 ũ3
2
(y2 − y3 ) (y2 − y3 ) (y3 − y1 ) (y2 − y3 ) (y1 − y2 ) ũ 1
1 2
= (y3 − y1 ) (y2 − y3 ) (y3 − y1 ) (y3 − y1 ) (y1 − y2 ) ũ
2
4A
(y1 − y2 ) (y2 − y3 ) (y1 − y2 ) (y3 − y1 ) (y1 − y2 ) 2 ũ3
(3)
Now we do the same for the second integral
ũ1 ũ Z
∂Ni ∂Nj 1
Z
∂Ni ∂Nj
ũ2 dΩ = ũ2 dΩ
∂y ∂y ∂y ∂y
Ω ũ3 ũ3 Ω
R
But dΩ is the area of the triangle. Hence
Ω
ũ1 ũ
∂Ni ∂Nj 1
Z
∂Ni ∂Nj
ũ2 dΩ = ũ2 A
∂y ∂y ∂y ∂y
Ω ũ3 ũ3
∂Ni ∂Nj
Replacing ∂y ∂y
by the expression we found for it above, gives
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 395
2
Z
ũ1 (x 3 − x 2 ) (x 3 − x 2 ) (x 1 − x 3 ) (x 3 − x 2 ) (x 2 − x 1 )
ũ1
∂Ni ∂Nj A 2
ũ2 dΩ = (x1 − x3 ) (x3 − x2 ) (x1 − x3 ) (x1 − x3 ) (x2 − x1 ) ũ2
∂x ∂x (2A)2
Ω ũ3 (x2 − x1 ) (x3 − x2 ) (x2 − x1 ) (x1 − x3 ) (x2 − x1 )2 ũ3
(x3 − x2 )2 (x3 − x2 ) (x1 − x3 ) (x3 − x2 ) (x2 − x1 )
ũ1
1
= (x − x3 ) (x3 − x2 ) (x1 − x3 )2 (x1 − x3 ) (x2 − x1 ) ũ2
4A 1
(x2 − x1 ) (x3 − x2 ) (x2 − x1 ) (x1 − x3 ) (x2 − x1 )2 ũ3
(4)
Adding (3) and (4) to obtain the local stiffness matrix
ũ1 (y2 − y3 )2 (y2 − y3 ) (y3 − y1 ) (y2 − y3 ) (y1 − y2 )
ũ1
1
ki ũ2 = (y − y1 ) (y2 − y3 ) (y3 − y1 )2 ũ2
(y3 − y1 ) (y1 − y2 )
4A 3
ũ3 i (y1 − y2 ) (y2 − y3 ) (y1 − y2 ) (y3 − y1 ) (y1 − y2 )2 ũ3
(x3 − x2 )2 (x3 − x2 ) (x1 − x3 ) (x3 − x2 ) (x2 − x1 ) ũ1
1
+ (x − x3 ) (x3 − x2 ) (x1 − x3 )2 ũ2
(x1 − x3 ) (x2 − x1 )
4A 1
(x2 − x1 ) (x3 − x2 ) (x − x ) (x − x ) (x − x )2 ũ3
2 1 1 3 2 1
or
2 2
(y2 − y3 ) + (x3 − x2 ) (y2 − y3 ) (y3 − y1 ) + (x3 − x2 ) (x1 − x3 ) (y2 − y3 ) (y1 − y2 ) + (x3 −
1 2 2
ki = (y − y1 ) (y2 − y3 ) + (x1 − x3 ) (x3 − x2 ) (y3 − y1 ) + (x1 − x3 ) (y3 − y1 ) (y1 − y2 ) + (x1 −
4A 3
2
(y1 − y2 ) (y2 − y3 ) + (x2 − x1 ) (x3 − x2 ) (y1 − y2 ) (y3 − y1 ) + (x2 − x1 ) (x1 − x3 ) (y1 − y2 ) + (x2 −
And the final integral (the force vector) depends on the nature of f (x, y). For f (x, y) = 1
we obtain
Z N1 (x, y) Z (x2 y3 − x3 y2 ) + (y2 − y3 ) x + (x3 − x2 ) y
1
N2 (x, y) f (x, y) dΩ = (x3 y1 − x1 y3 ) + (y3 − y1 ) x + (x1 − x3 ) y dydx
2A
Ω N3 (x, y) Ω (x1 y2 − y1 x2 ) + (y1 − y2 ) x + (x2 − x1 ) y
And for f (x, y) = xy similarly
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 396
Z N1 (x, y) Z (x2 y3 − x3 y2 ) + (y2 − y3 ) x + (x3 − x2 ) y
1
N2 (x, y) f (x, y) dΩ = (x3 y1 − x1 y3 ) + (y3 − y1 ) x + (x1 − x3 ) y xydydx
2A
Ω N3 (x, y) Ω (x1 y2 − y1 x2 ) + (y1 − y2 ) x + (x2 − x1 ) y
And similarly for other f (x, y). These were all integrated off-line and the resulting
expression evaluated during the run of the program. These expression are all functions
of the node coordinates (x1 , y1 , x2 , y2 , x3 , y3 ). No actual integration is done in the code,
but only evaluation of the integration result obtained. The integration was done using
Mathematica. These are the results for the three functions of interest. The integration
was done on two triangles. The odd numbered ones and the even numbered ones due to
the node numbering difference. For odd numbered triangles, the integration limits are
Rx2 y3R−x Rx1 y2R−x
dydx while on the even numbered elements the limits are dydx as shown
x1 y1 x2 y1
in this diagram
y
Odd numbered
triangle Even numbered
integration triangle 13 14 15 16
integration
x 3, y 3 14 16
18
3 x 2, y 2 x 1, y 1
y
17
2 1 13 15
10 11
y3
9 12
x
3
8 10 12
y
1 2 3 element
y2
9
x 1, y 1 x 2, y 2 x 3, y 3 7 11
6 7
x
1 2
5 2
1 3 2 13 2 1
8
3
x 2 y 3 x x 2 y 2 x 2 4 6
dydx dydx 1
1
2
3 1
3
3 1
5
3
x1 y1 x1 y1 (0,0)
1 2
2 2
4 X
3
Global node number
Figure 4.3: Integrating over elements
Note that this is not how integration is normally done in actual finite element methods.
Using Gaussian quadrature method is the recommended way. This method was done
here for learning and to compare.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 397
4.16.1 case 1
Case f (x, y) = 1. For odd numbered elements
n1 = (1/(2*area))*((x2*y3 - x3*y2) + (y2 - y3)*x + (x3 - x2)*y);
n2 = (1/(2*area))*((x2*y1 - x1*y3) + (y3 - y1)*x + (x1 - x3)*y);
n3 = (1/(2*area))*((x1*y2 - y1*x2) + (y1 - y2)*x + (x2 - x1)*y);
w = {{n1}, {n2}, {n3}};
Integrate[w, {x, x1, x2}, {y, y1, y3 - x}]
Out[11]= {{(1/(12*area))*((x1 - x2)*(x2^3 + x1^2*(x2 - x3 + 2*y2 - 2*y3) +
3*x3*(y1 - y3)*(y1 - 2*y2 + y3) - x2^2*(x3 - 2*y2 + 2*y3) -
3*x2*(y1^2 + x3*y2 - x3*y3 + y2*y3 - y1*(y2 + y3)) + x1*
(x2^2 - 3*(y2 - y3)*(x3 - y1 + y3) - x2*(x3 - 2*y2 + 2*y3))))},
{-(((x1 - x2)*(x1^3 + x1^2*(x2 - x3 + 2*y1 - 2*y3) - x2^2*(x3 + y1 + 2*y3) +
3*x3*(y1^2 - y3^2) + 3*x2*(-y1^2 + y3*(x3 + y3)) +
x1*(x2^2 + 3*x3*y3 - x2*(x3 + y1 + 2*y3))))/(12*area))},
{((x1 - x2)^2*(x1^2 + x2^2 + x1*(x2 + 2*y1 + y2 - 3*y3) + x2*(y1 + 2*y2 - 3*y3) +
3*(y1 - y3)*(y2 - y3)))/(12*area)}}
For even numbered elements
Integrate[w, {x, x1, x2}, {y, y1, y2 - x}]
{{((x1 - x2)*(x2^3 + 3*x3*(y1 - y2)^2 + x1*(x2^2 + 3*(y1 - y2)*(y2 - y3) -
x2*(x3 + y2 - y3)) + x1^2*(x2 - x3 + 2*y2 - 2*y3) -
3*x2*(y1 - y2)*(y1 - y3) - x2^2*(x3 + y2 - y3)))/(12*area)},
{-((1/(12*area))*((x1 - x2)*(x1^3 - 3*x3*(y1 - y2)^2 - 3*x2*(y1 - y2)*
(x3 - y1 + y3) + x1^2*(x2 - x3 + 2*y1 - 3*y2 + y3) -
x2^2*(x3 - 2*y1 + 2*y3) + x1*(x2^2 - 3*(y1 - y2)*(x3 + y2 - y3) +
x2*(-x3 + 2*y1 - 3*y2 + y3)))))},
{((x1 - x2)^2*(x1^2 + x1*(x2 + 2*y1 - 2*y2) + x2*(x2 + y1 - y2)))/(12*area)}
}
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 398
4.16.2 Program output
This is an implementation of the above for f (x, y) = 1. The coordinates mapping was
first carried out in order to map each elements local node numbers to the global node
numbering so we know where to add each element stiffness matrix to the global stiffness
matrix. Also we need to build the mapping of each element to the physical coordinates
of its local node number 1 to use for calculating the force vector since that depends on
physical location of each element.
1, 2, 3
1 1 2 5
2 6 5 2
3 2 3 6 13 14 15 16
4 7 6 3 14 16
18
5 3 4 7 13 15 17
10 11
6 8 7 4 9
3
12
8 10 12
7 5 6 9 element
7 9 11
8 10 9 6 5
1
2
2 6 7
8
3 1 3 2 13 2 1
2 4
9 6 7 10 6
1 3 5
10 11 10 7 1 2
3 1 3
2 1 2
3
11 7 8 11 1 2 3 4
12 12 11 8 Local node numbers Global node number
13 9 10 13
14 14 13 10
15 10 11 14
16 15 14 11
17 11 12 15
18 16 15 12
Element Global node numbers
numbers mapping
The mapping of physical coordinate location relative to the global frame of reference is
shown below
x 1, y 1, x 2, y 2, x 3, y 3
1 0 0 h 0 0 h
2 h h 0 h h 0
y
3 h 0 2h 0 h h
4 2h h h h 2h 0
13 14 15 16
5 2h 0 3h 0 2h h
6 3h h 2h h 3h 0
18
14 16
17
7 0 h h h 0 2h 13
10
15
11
9 12
8 h 2h 0 2h h h 3
8 10 12
9 h h 2h h h 2h element
7 9 11
10 2h 2h h 2h 2h h 1 2 6 7
5 2
1 3 2 13 2 1
8
3
11 2h h 3h h 2h 2h 2 4
h 6
12 3h 2h 2h 2h 3h h 1
1
3 1
3
3
5
3
2 1
13 0 2h h 2h 0 3h (0,0)
2
2
2
4
X
1 3
14 h 3h 0 3h h 2h h Global node number
15 h 2h 2h 2h h 3h
16 2h 3h h 3h 2h 2h
17 2h 2h 3h 2h 2h 3h
18 3h 3h 2h 3h 3h 2h
Element (x,y)
number coordinates of
nodes 1,2,3 of
each element
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 399
function matlab_98()
close all; clear all;
number_of_elements=[16*2 64*2 256*2 625*2];
function_string={'1'};
%function_handles={@f_1,@f_xy,@f_2};%something wrong with the other
%cases, need to work more on it.
function_handles={@f_1};
figure_image_file={'matlab_e98_1'};
for i=1:length(function_handles)
for j=1:length(number_of_elements)
plot_file=sprintf('%s_%d',figure_image_file{i},...
number_of_elements(j));
close all;
solve_poisson_2D_square(function_handles{i},...
function_string{i},number_of_elements(j),plot_file);
end
end
end
%----------------------------------
function k_local=getk(area,x1,y1,x2,y2,x3,y3)
k11=(y2-y3)^2+(x3-x2)^2;
k12=(y2-y3)*(y3-y1)+(x3-x2)*(x1-x3);
k13=(y2-y3)*(y1-y2)+(x3-x2)*(x2-x1);
k22=(y3-y1)^2+(x1-x3)^2;
k23=(y3-y1)*(y1-y2)+(x1-x3)*(x2-x1);
k33=(y1-y2)^2+(x2-x1)^2;
k_local = [k11 k12 k13;
k12 k22 k23;
k13 k23 k33];
k_local = k_local/(4*area);
end
%----------------------------------------------------
%use this for f(x,y)=1
function f_local=f_1(area,x1,y1,x2,y2,x3,y3,ele)
if mod(ele,2)
f_local=[(1/(12*area))*((x1 - x2)*(x2^3 + x1^2*...
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 400
(x2 - x3 + 2*y2 - 2*y3) +...
3*x3*(y1 - y3)*(y1 - 2*y2 + y3) - x2^2*(x3 - 2*y2 + 2*y3) -...
3*x2*(y1^2 + x3*y2 - x3*y3 + y2*y3 - y1*(y2 + y3)) + x1*(x2^2 -...
3*(y2 - y3)*(x3 - y1 + y3) - x2*(x3 - 2*y2 + 2*y3))));
-((1/(12*area))*((x1 - x2)*(x1^3 + x1^2*(x2 - x3 + 2*y1 - 2*y3) -...
3*x3*(y1 - y3)^2 - 3*x2*(y1 - y3)*(x3 - y1 + y3) -...
x2^2*(x3 - 2*y1 + 2*y3) + x1*(x2^2 + 3*x3*(-y1 + y3) -...
x2*(x3 - 2*y1 + 2*y3)))));
((x1 - x2)^2*(x1^2 + x2^2 + x1*(x2 + 2*y1 + y2 - 3*y3) +...
x2*(y1 + 2*y2 - 3*y3) + 3*(y1 - y3)*(y2 - y3)))/(12*area)];
else
f_local=[((x1 - x2)*(x2^3 + 3*x3*(y1 - y2)^2 + x1*(x2^2 +...
3*(y1 - y2)*(y2 - y3) - x2*(x3 + y2 - y3)) + x1^2*...
(x2 - x3 + 2*y2 - 2*y3) -...
3*x2*(y1 - y2)*(y1 - y3) - x2^2*(x3 + y2 - y3)))/(12*area);
-((1/(12*area))*((x1 - x2)*(x1^3 - 3*x3*(y1 - y2)^2 -...
3*x2*(y1 - y2)*(x3 - y1 + y3) + x1^2*...
(x2 - x3 + 2*y1 - 3*y2 + y3) -...
x2^2*(x3 - 2*y1 + 2*y3) + x1*(x2^2 - 3*(y1 - y2)*(x3 + y2 - y3)...
+ x2*(-x3 + 2*y1 - 3*y2 + y3)))));
((x1 - x2)^2*(x1^2 + x1*(x2 + 2*y1 - 2*y2) + ...
x2*(x2 + y1 - y2)))/(12*area)];
end
end
%----------------------------------------------------
function solve_poisson_2D_square(fh,rhs,M,plot_file)
%fh is function which evaluate the force vector
%rhs is string which is the f(x,y), for plotting only
%M=total number of elements
L = 1; %length of grid
N = 3; %number of nodes per element
h=(L/sqrt(M/2));
%area is same for each element, otherwise use
%area = 0.5*(x1*(y2-y3)+x2*(y3-y1)+x3*(y1-y2));
area= (1/2)*h^2;
N1 = sqrt(M/2)+1; %number of nodes per edge
dof=3;
nodes = N1^2; %total number of nodes
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 401
kk = zeros(nodes); %global stiffness vector
f = zeros(nodes,1); %global force vector
mtb = generate_coordinates_table(M);
fmtb = generate_physical_coordinates_table(M,h);
for i = 1:M
x1 = fmtb(i,1); y1 = fmtb(i,2);
x2 = fmtb(i,3); y2 = fmtb(i,4);
x3 = fmtb(i,5); y3 = fmtb(i,6);
k_local=getk(area,x1,y1,x2,y2,x3,y3);
%call to load different force vector, pre-computed offline
f_local=fh(area,x1,y1,x2,y2,x3,y3,i);
for ii = 1:N %assemble force vector and global stiffness matrix
f(mtb(i,ii)) = f(mtb(i,ii)) + f_local(ii);
for jj = 1:N
kk(mtb(i,ii),mtb(i,jj)) = kk(mtb(i,ii),mtb(i,jj))+...
k_local(ii,jj);
end
end
end
%fix the global stiffness matrix and force vector for B.C.
edge_nodes=[1:N1 (N1+1):N1:nodes-N1+1 ...
(2*N1):N1:nodes nodes-N1+2:nodes-1];
for i=1:length(edge_nodes)
z=edge_nodes(i);
kk(z,:)=0;
f(z)=0;
end
for i=1:length(edge_nodes)
z=edge_nodes(i);
kk(z,z)=1;
end
y=kk\f; %solve
Z=reshape(y,N1,N1);
[X,Y] = meshgrid(0:h:1,0:h:1);
h=surf(X,Y,Z);
shading interp
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 402
set(h','edgecolor','k');
set(gcf,'defaulttextinterpreter','latex');
plot_title=sprintf('$\\nabla^2 u=%s$, number of elements $%d$',rhs,M);
title(plot_title,'fontweight','bold','fontsize',14);
print(gcf, '-dpdf', '-r600', ['images/',plot_file]);
print(gcf, '-dpng', '-r300', ['images/',plot_file]);
figure;
[C,h] = contourf(X,Y,Z);
clabel(C,h)
set(gcf,'defaulttextinterpreter','latex');
title(plot_title,'fontweight','bold','fontsize',14);
colormap cool
print(gcf, '-dpdf', '-r300', ['images/',plot_file,'_c']);
print(gcf, '-dpng', '-r300', ['images/',plot_file,'_c']);
end
%----------------------------------------------------
function A=generate_coordinates_table(M)
%M=number_of_elements
A=zeros(M,3);
n=2*sqrt(M/2); %number of elements per row
for i=1:n/2
for j=1:n
ele=j+n*(i-1);
if j==1
A(ele,:)=[(n/2+1)*(i-1)+1 (n/2+1)*(i-1)+2 (n/2+1)*i+1];
else
if mod(j,2)
A(ele,:) =[A(ele-1,3) A(ele-1,3)+1 A(ele-1,1)];
else
A(ele,:) =[A(ele-1,3)+1 A(ele-1,3) A(ele-1,2)];
end
end
end
end
end
%----------------------------------------------------
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 403
function A=generate_physical_coordinates_table(M,h)
%M=number_of_elements
A=zeros(M,6);
n=2*sqrt(M/2); %number of elements per row
for i=1:n/2
for j=1:n
ele=j+n*(i-1);
if j==1
A(ele,:)=[0 (i-1)*h h (i-1)*h 0 i*h];
else
if mod(j,2)
A(ele,:) =[A(ele-1,5) A(ele-1,6) ...
A(ele-1,5)+h A(ele-1,6) A(ele-1,1) A(ele-1,2)];
else
A(ele,:) =[A(ele-1,5)+h A(ele-1,6) ...
A(ele-1,5) A(ele-1,6) A(ele-1,3) A(ele-1,4)];
end
end
end
end
end
Here is the output for the three force functions, for different number of elements.
4.16.3 case 2
Case f (x, y) = 1
r2 u = 1, number of elements 32
r2 u = 1, number of elements 32
1
0.01
0.9 01 0.02
0. 2
0.0 0.03 0.0
0.08 0.8 3
0.04 0.0
5 4
0.7 0.0
0.06
0.01
0.6 06
0.0
0.
0.02
5
0.04
0.5
0.01
0.03
0.02 0.4 06
0.
0.02
0.03
0.
0.3 05
0
04
1 0.04 0.05 0.
0.2
1
0.03 01
0.5
0.8 0.02
0.02 0.
0.6 0.1
0.4 0.01
0.2
0 0 0
0 0.2 0.4 0.6 0.8 1
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 404
r2 u = 1, number of elements 128
r2 u = 1, number of elements 128
1
0.01
0.02 0.0
0.9 1
0.03
0.01
2
0.04
0.0
0.08 0.8 0.0
0.02
0.05 4
0.0
3
0.7 0.0
0.06 6
0.03
0.05
0.6
0.07
0.04
0.06
0.5
0.01
0.02 0.4
0.04
0.0
5
0.3 0.06
4
0.02
0
0.01
0.0
1 0.05 03
2
0.
0.0
0.2
1 0.04
0.8
0.5 0.6 0.1 0.03
0.4 0.02
0.2
0.01 0.01
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 1, number of elements 512
r2 u = 1, number of elements 512
1
0.01 0.01
0.02
0.9 0.03
0.04
2
0.0
0.08 0.8
0.02
04 0.05
0.
0.0
0.01
0.06
3
0.7
0.03
0.06
0.05
0.6
0.07
0.01
0.04
0.5
0.06
0.04
0.02 0.4 0.07
0.0
6
5
0.3 0.0
0.02
0
0.
04
1
2
0.05
0.0
03
0.2
0.01
1 0.0
0.
0.8 3 0.04
0.5 0.6 0.1 0.03
0.4 0.02
0.2 0.01 0.01
0 0 0
0 0.2 0.4 0.6 0.8 1
r2 u = 1, number of elements 1250
r2 u = 1, number of elements 1250 1
0.01 0.01
0.02
0.9 0.03 0.0
2
0
0.04
0.08 0.8
0.05
0.0
3
0.06
4
0.06 0.7
0.02
0.01
0.0
0.0
0.03
5
0.01
0.04 0.6
0.04
0.07
0.02 0.5
7
0.0
6
0.4
0.02
0.0
0 0.
0
0.0
6
5
-0.02 0.3
1
3
0.05
0.0
0.2 0.0
1 4
0.0 0.03 0.04
0.8 2
1
0.5 0.03
0.0
0.6 0.1
0.4 0.01 0.02
0.2 0.01
0 0 0 0 0
0 0.2 0.4 0.6 0.8 1
4.17 How to solve wave equation using leapfrog
method?
Solve utt = c2 uxx for 0 ≥ x ≤ 1 with initial data defined as f (x) = sin 2π x−0.2
0.4
over
0.2 ≥ x ≤ 0.6 and fixed at both ends.
Mathematica
SetDirectory[NotebookDirectory[]];
Dynamic[p]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 405
nPoints=100;
speed=351;
f1[x_]:= Piecewise[{{Sin[2 Pi (x-0.2)/0.4],0.2<=x<=0.6},{0,True}}];
coord = Table[j h,{j,0,nPoints-1}];
ic = f1[#]&/@ coord;
h = 1/(nPoints-1);
delT = h/speed;
nSteps=1000;
end = -1;
uNow = ic;
uLast = uNow;
uNext = uNow;
Do[
Which[
n==1,
uNext[[2;;end-1]]=(1/2)(uNow[[1;;end-2]]+uNow[[3;;end]]);
uLast=uNow;
uNow=uNext,
n>2,
uNext[[2;;(end-1)]]=uNow[[1;;(end-2)]]+uNow[[3;;end]]-uLast[[2;;(end-1)]];
uLast=uNow;
uNow=uNext
];
(*Pause[.02];*)
p=Grid[{
{Row[{"time",Spacer[5],N[n*delT],Spacer[5],"step number",Spacer[2],n}]},
{ListLinePlot[Transpose[{coord,uNow}],PlotRange->{{-.1,1.1},{-1,1}},
ImageSize->400,GridLines->Automatic,GridLinesStyle->LightGray],SpanFromLeft}
},Alignment->Center
],
{n,1,nSteps}];
Export["images/mma_100.pdf",p]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 406
time 0.0287778 step number 1000
1.0
0.5
0.2 0.4 0.6 0.8 1.0
-0.5
-1.0
Matlab
%Nasser M. Abbasi July 8, 2014
%solve u_tt = wave_speed * u_xx using leap frog
% 0<x<1
% initial data is f(x)
% initial speed = 0;
% fixed at x=0 and x=1
close all;
nPoints = 100;
speed = 351;
f = @(x) sin(2*pi*(x-0.2)/0.4).*(x>0.2&x<=0.6)
coord = linspace(0,1,nPoints);
ic = f(coord);
h = 1/(nPoints-1);
delT = h/speed;
last = ic;
now = last;
next = now;
nSteps = 500;
for n=1:nSteps
if n==1
next(2:end-1) = 1/2*(now(1:end-2)+now(3:end));
last = now;
now = next;
else
next(2:end-1) = now(1:end-2)+now(3:end)-last(2:end-1);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 407
last = now;
now = next;
end
plot(now,'r');
xlim([0 nPoints]);
ylim([-1 1]);
grid;
pause(.1);
drawnow;
end
print(gcf, '-dpdf', '-r600', 'images/matlab_100');
0.8
0.6
0.4
0.2
-0.2
-0.4
-0.6
-0.8
-1
0 20 40 60 80 100
Ada
with Ada.Text_IO; use Ada.Text_IO;
with Ada.Float_Text_IO; use Ada.Float_Text_IO;
with Ada.Integer_Text_IO; use Ada.Integer_Text_IO;
with Ada.Numerics; use Ada.Numerics;
with Ada.Numerics.Elementary_Functions; use Ada.Numerics.Elementary_Functions;
procedure foo is
nPoints : constant Integer := 100;
type grid_type is array (1 .. nPoints) of Float;
Output : File_Type;
nSteps : constant Integer := 500;
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 408
speed : constant Float := 351.0;
coord : array (1 .. nPoints) of Float;
h : constant Float := 1.0 / (Float (nPoints) - 1.0);
delT : constant Float := h / speed;
last : grid_type := (others => 0.0);
now : grid_type := last;
next : grid_type := last;
-- output one snapshot to file to plot later
procedure put_rec (rec : in grid_type) is
begin
for i in rec'Range loop
Put (Output, rec (i));
Put (Output,' ');
end loop;
end put_rec;
-- define function of initial data
function f (x : Float) return Float is
begin
if (x > 0.2 and x <= 0.6) then
return Sin (2.0 * Pi * (x - 0.2) / 0.4);
else
return 0.0;
end if;
end f;
begin
Create (File => Output, Mode => Out_File, Name => "output2.txt");
for i in 1 .. nPoints loop
coord (i) := Float (i - 1) * h;
last (i) := f (coord (i));
end loop;
now := last;
next := now;
put_rec (now);
New_Line (File => Output);
for i in 1 .. nSteps loop
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 409
if i = 1 then
for j in 2 .. nPoints - 1 loop
next (j) := (1.0 / 2.0) * (now (j - 1) + now (j + 1));
end loop;
last := now;
now := next;
put_rec (now);
New_Line (File => Output);
else
for j in 2 .. nPoints - 1 loop
next (j) := now (j - 1) + now (j + 1) - last (j);
end loop;
last := now;
now := next;
put_rec (now);
if i < nSteps then
New_Line (File => Output);
end if;
end if;
end loop;
Close (Output);
end foo;
The GPR file to build the above is
project One is
for Main use ("foo.adb");
for Source_Files use ("foo.adb");
package Builder is
for Executable_Suffix use ".exe";
end Builder;
package Compiler is
for Default_Switches ("ada") use ("-g", "-gnata", "-gnato", "-fstack-check",
"-gnatE", "-fcallgraph-info=su,da");
end Compiler;
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 410
end One;
The animation for Ada was done by reading the output and using the plot command
in Matlab to show the result.
close all;
A= dlmread('output2.txt');
[nRow,nCol]=size(A);
for i=1:2:nRow
plot(A(i,:))
ylim([-1 1]);
grid;
pause(.1);
drawnow;
end
4.18 Numerically integrate f(x) on the real line
Problem: Integrate
Z 2
1 1 x
(322 + 3x(98 + x(37 + x))) − 24 dx
−2 5 100 1 + x2
The exact answer is 94/25 = 3.76
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 411
Mathematica
f[x_] := (1/5)(1/100(322+3*x(98+x(37+x)))-
24(x/(1+x^2))) Out[15]= 94/25
r = Integrate[f[x],{x,-2,2}]
N[r] Out[17]= 3.76
To compare with Matlab, replace 1 by 1.0 in the expression (or
use N)
f[x_]:=(1.0/5)(1/100(322+3*x(98+x(37+x)))-
24(x/(1+x^2))) Out[62]= 3.7600000000000007
r = Integrate[f[x],{x,-2,2}];
InputForm[r]
Matlab
clear all;
format long ans =
f=@(x)(1/5)*(1/100*(322+3*x.*(98+x.*(37+x)))... 3.760000000000001
-24*(x/(1+x.^2)));
integral(f,-2,2)
integral(f,-2,2,'AbsTol',1e-6,'RelTol',1e-6) ans =
3.760000000000001
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 412
4.19 Numerically integrate f(x,y) in 2D
Problem: Integrate
Z 10 Z 14
x2 + 4y dxdy
7 11
The exact answer is 1719
Mathematica
f[x_,y_] := x^2+4 y Out[69]= 1719
r = Integrate[f[x,y],{x,11,14},{y,7,10}]
Matlab
clear all;
format long ans =
f=@(x,y) x.^2+4*y; 1.719000000000004e+03
integral2(f,11,14,7,10)
4.20 How to solve set of differential equations in
vector form
Given differential equations, written in vector form, as in
! !
y 0 (t) f (t, y(t), x(t))
=
x0 (t) g(t, y(t), x(t))
How to solve them?
Reference: https://mathematica.stackexchange.com/questions/76713/dsolve-c
annot-be-used-as-a-functtion
Maple
restart;
A:=<1,0,0>;
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 413
p:=t-> <p1(t),p2(t),p3(t)>:
q:=t-> <q1(t),q2(t),q3(t)>:
eq1:= diff~(p(t),t) = LinearAlgebra[CrossProduct](A,q(t));
d
dt
p1 (t) 0
d
p2 (t) = −q3 (t)
dt
d
p3 (t) q2 (t)
dt
eq2:= diff~(q(t),t) = LinearAlgebra[CrossProduct](A,p(t));
d
dt
q1 (t) 0
d
q2 (t) = −p3 (t)
dt
d
q3 (t) p2 (t)
dt
ic1:= p(0)=<0.5, 0.5, 0.3>;
p1 (0)
0.5
p2 (0) = 0.5
p3 (0) 0.3
ic2:= q(0)=<0.1, 0.2, 0.3>;
q1 (0)
0.1
q2 (0) = 0.2
q3 (0) 0.3
sol:=dsolve({eq1,eq2,ic1,ic2},convert(<p(t),q(t)>,Vector));
Notice in the above, the dependent variable had to be converted to one vector, hence
the use of the convert() command. The result is
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 414
p1 (t) 1/2
p2 (t) −3/10 sin (t) + 1/2 cos (t)
p3 (t) 1/5 sin (t) + 3/10 cos (t)
=
q1 (t)
1/10
q2 (t) 1/5 cos (t) − 3/10 sin (t)
q3 (t) 3/10 cos (t) + 1/2 sin (t)
Mathematica
Clear[P, A, t]
A = {1, 0, 0}
P[t_] = {P1[t], P2[t], P3[t]}
Q[t_] = {Q1[t], Q2[t], Q3[t]}
sol = DSolve[{P'[t] == Cross[A, Q[t]], Q'[t] == Cross[A, P[t]],
P[0] == {0.5, 0.5, 0.3}, Q[0] == {0.1, 0.2, 0.3}},
Flatten@{P[t], Q[t]}, t]
MatrixForm@{sol}
P1(t) → 0.5
P2(t) → 0.5 cos(t) − 0.3 sin(t)
Q3(t) → 0.5 sin(t) + 0.3 cos(t)
P3(t) → 0.2 sin(t) + 0.3 cos(t)
Q2(t) → 0.2 cos(t) − 0.3 sin(t)
Q1(t) → 0.1
4.21 How to implement Runge-Kutta to solve
differential equations?
4.21.1 First order ODE
dx 1 1 1−cos(t)
Solve dt
= x(t) sin(t) with initial conditions x(0) = 10
. The exact solution is 10
e
Find x(t) for 5 seconds, using ∆t = 0.001
Matlab
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 415
function [x,t] = nma_RK4_2( )
%solve dx/dt= x*sin(t); with x(0)=1/10 which has solution
%x(t)=1/10*exp(1-cos(t));
delT = 0.001; %time grid
t = linspace(0,5,round(5/delT)); %time
N = length(t);
x = zeros(N,1);
x(1) = 0.1; %initial conditions
for i = 1:(N-1)
k1 = delT * f( t(i) , x(i) );
k2 = delT * f( t(i)+1/2*delT , x(i)+1/2*k1 );
k3 = delT * f( t(i)+1/2*delT , x(i)+1/2*k2 );
k4 = delT * f( t(i)+delT , x(i)+k3 );
x(i+1) = x(i)+1/6*(k1+2*k2+2*k3+k4);
end
function r=f(t,x) %change RHS as needed
r=x*sin(t);
end
end
Now call the above function and plot the solution
[x,t]=nma_RK4_2();
plot(t,x)
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0 1 2 3 4 5
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 416
4.21.2 second order ODE
To solve second (and higher order ODE’s), we have to first rewrite the ODE as set of
first order ODE and only then implement RK similarly to the above. There will be a
ki parameters for each first order ODE in the set. For this example, since we have two
first order ode’s (since it is second order ODE), we can call the parameters for the first
oder ODE ki and for the second order ODE zi . For higher order, we can use a matrix
to keep track of the RK parameters.
Solve x00 (t) = x(t) + x0 (t)2 − 5tx0 (t) with initial conditions x(0) = 2, x0 (0) = 0.01. The
right hand side is f (x, x0 (t), t) = x(t) + x0 (t)2 − 5tx0 (t). This is non-linear second order
ode.
The first step is to convert this to two first order odes. Let x = x(t) and v(t) = x0 (t),
hence x0 (t) = v(t) and v 0 (t) = x00 (t) = f (x, v, t).
Matlab
function [x,v,t] = nma_RK4_3( )
%solve x''(t)=x - 5 t x'(t) + (x'(t))^2 with x(0)=2,x'(0)=0.01,
delT = 0.001; %time grid
t = linspace(0,5,round(5/delT)); %time
N = length(t);
x = zeros(N,1);
v = zeros(N,1);
x(1) = 2; %initial conditions
v(1) = 0.01;
for i = 1:(N-1)
k1 = delT * v(i);
z1 = delT * f( t(i) , x(i) , v(i) );
k2 = delT * (v(i) + 1/2* z1);
z2 = delT * f( t(i)+1/2*delT , x(i)+1/2*k1 , v(i)+1/2*z1);
k3 = delT * (v(i) + 1/2* z2);
z3 = delT * f( t(i)+1/2*delT , x(i)+1/2*k2 , v(i)+1/2*z2);
k4 = delT * (v(i) + z3);
z4 = delT * f( t(i)+delT , x(i)+k3 , v(i)+z3);
x(i+1) = x(i)+1/6*(k1+2*k2+2*k3+k4);
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 417
v(i+1) = v(i)+1/6*(z1+2*z2+2*z3+z4);
end
function r=f(t,x,v)
r=x - 5*t*v + v^2;
end
end
The above function is called the solution is plotted
[x,v,t]=nma_RK4_3();
plot(t,x);
plot(t,v);
Here is plot result
4
3.8
3.6
3.4
3.2
2.8
2.6
2.4
2.2
2
0 1 2 3 4 5
0.9
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5
A better way to do the above, which also generalized to any number of system of
equations is to use vectored approach. Writing
[ẋ] = [f (t, x, x0 , . . . )]
Where now [x] is the derivative of state vector and [f (t, x, x0 , . . . )] is the right hand
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 418
side, in matrix form. The above second order is now solved again using this method.
This shows it is simpler approach than the above method.
function [x,t] =nma_RK4_4( )
%solve x''(t)=x - 5 t x'(t) + (x'(t))^2 with x(0)=2,x'(0)=0.01,
delT = 0.001; %time grid
t = linspace(0,5,round(5/delT)); %time
N = length(t);
x = zeros(2,N);
x(1,1) = 2; %initial conditions
x(2,1) = 0.01;
for i = 1:(N-1)
k1 = delT * f( t(i) , x(:,i));
k2 = delT * f( t(i)+1/2*delT , x(:,i)+1/2*k1);
k3 = delT * f( t(i)+1/2*delT , x(:,i)+1/2*k2);
k4 = delT * f( t(i)+delT , x(:,i)+k3);
x(:,i+1) = x(:,i)+1/6*(k1+2*k2+2*k3+k4);
end
function r=f(t,x)
r=[x(2)
x(1)-5*t*x(2)+x(2)^2];
end
end
The above is called as follows
[x,t]=nma_RK4_4();
plot(t,x(1,:)) %plot the position x(t) solution
plot(t,x(2,:)) %plot the velocity x'(t) solution
Same plots result as given above.
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 419
4.22 How to differentiate treating a combined
expression as single variable?
Problem: Differentiate
2
2r
√ r r
e a +3 √ + √
a a
w.r.t √r to produce
a
2r
√ r
2e a + 3 + 2√
a
In other words, we want to treat √r as x in the expression
a
e2x + 3x + x2
Mathematica
Clear[p, x, r, a]
p[x_] := Exp[2 x] + x^2 + 3*x;
v = r/Sqrt[a]; 2r
√
2r
With[{v = x}, Inactive[D][p[v], v]];
√
a
+ 2e a +3
Activate[%];
% /. x -> v
Maple
Credit for the Maple answer goes to an inter-
net post by Carl Love
2 e2 √ra + 3 + 2 √ra
restart;
D(x->exp(2*x)+3*x+x^2) (r/sqrt(a));
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 420
4.23 How to solve Poisson PDE in 2D with
Neumann boundary conditions using Finite
Elements
Solve 52 T − 20T = −20 on the unit square 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 subject to insulated
boundary conditions at x = 0 and y = 0 and T = 0 at x = 1, y = 1.
4.23.1 Mathematica
In Mathematica 10.0, one can use Finite elements directly. Here is the code to solve
the above.
Clear[u,x,y];
r=NDSolveValue[{D[u[x,y],{x,2}]+D[u[x,y],{y,2}]-20*u[x,y]==
-200+NeumannValue[0,x==0]
+NeumannValue[0,y==0],
DirichletCondition[u[x,y]==0,x==1],
DirichletCondition[u[x,y]==0,y==1]},
u,{x,0,1},{y,0,1},
Method->{"FiniteElement",
"MeshOptions"->{"BoundaryMeshGenerator"->"Continuation"}}];
Plotting the solution
Plot3D[r[x,y],{x,0,1},{y,0,1},Mesh->All]
chapter 4. d i f f e r e n t i a l , p d e s o lv i n g , i n t e g r at i o n , . . . 421
Now we make a contour plot
ContourPlot[r[x,y],{x,0,1},{y,0,1}]
1.0
0.8
0.6
0.4
0.2
0.0
0.0 0.2 0.4 0.6 0.8 1.0
CHAPTER 5
p l o t t i n g h ow t o , e l l i p s e , 3 D
5.1 Generate a plot using x and y data
Problem: Generate x and y data for sin(x) and plot the data.
Mathematica
Remove["Global`*"];
data = Table[{x,Sin[x]},
{x, -2Pi,2 Pi,Pi/100}];
plot of sin(x)
ListPlot[data, 1.0
Frame -> True,
GridLines->Automatic, 0.5
GridLinesStyle->Dashed,
sin(x)
0.0
ImageSize->300,
AspectRatio->1,
-0.5
PlotStyle->Red,
FrameLabel->{{"sin(x)",None}, -1.0
{"x","plot of sin(x)"}}, -6 -4 -2 0
x
2 4 6
FrameTicks->{{-2Pi,-Pi,0,Pi,2Pi},
None,Automatic,None}
]
422
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 423
Matlab
clear all;
plot of sin(x)
x = -2*pi:pi/100:2*pi; 1
plot(x,sin(x),'r');
grid on; 0.5
title('plot of sin(x)');
sin(x)
xlabel('x');
0
ylabel('sin(x)');
-0.5
set(gca,'XTick',-2*pi:pi:2*pi)
set(gca,'XTickLabel',...
-1
{'-2*pi','-pi','0','pi','2*pi'}) -2*pi -pi 0 pi 2*pi
x
set(gcf,'Position',[10,10,340,340]);
Maple
restart; with(plots);
lis := [seq(sin((1/100)*theta), theta = 1 .. 1000)];
listplot(lis, axes = box)
5.2 Plot the surface described by 2D function
Problem: Plot the function
f (x, y) = x2 − 2xy + 3y + 2
Mathematica
Remove["Global`*"];
f[x_,y_]:=x^2-2x y+3y+2;
Plot3D[f[x,y],{x,-4,4},{y,-3,3},
PlotLabel->"Plot of x^2-2x y+3y+2",
ImageSize->300]
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 424
Matlab
2
plot of z=x -2(x y)+3y+2
clear all; close all;
x = -4:.3:4; 60
y = -3:.3:3; 40
[X,Y] = meshgrid(x,y); 20
Z = X.^2 - 2*(X.*Y) + 3*Y + 2; 0
surf(X,Y,Z) -20
title('plot of z=x^2-2(x y)+3y+2'); 4
2 4
set(gcf,'Position',[10,10,420,420]); 0 2
0
-2
-2
-4 -4
5.3 Find the point of intersection of 3 surfaces
Problem: Given 3 surfaces find the point where they intersect by solving the linear
system and display the solution.
Let the 3 surfaces be
z = 2x + y
z = 2y
z=2
In Mathematica, plot the surfaces using the Plot3D command, and then use Linear-
Solve to solve the system of equations in order to find point of intersection, then use
ScatterPlot to plot the point solution. In Matlab, use surf command to do the plotting,
and solve the system of equations using Matlab
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 425
Mathematica
Remove["Global`*"];
eq1 = z-2x-y ==0;
eq2 = z-2y ==0;
eq3 = z- 2 ==0;
p1 = ContourPlot3D[Evaluate@eq1,
{x,-5,5},{y,-5,5},{z,-10,10},
AxesLabel->{"x","y","z"},
PlotLabel->"z=2x+y",
ImageSize->250];
p2 = ContourPlot3D[Evaluate@eq2,
{x,-5,5},{y,-5,5},{z,-10,10},
AxesLabel->{"x","y","z"},
PlotLabel->"z=2x",
ImageSize->250];
p3 = ContourPlot3D[Evaluate@eq3,
{x,-5,5},{y,-5,5},{z,-10,10},
AxesLabel->{"x","y","z"},
PlotLabel->"z=2",
ImageSize->250];
Grid[{{p1,p2,p3}},Frame->All]
{b,a} = CoefficientArrays[{eq1,eq2,eq3},
{x,y,z}];
sol = LinearSolve[a,-b]//N
Out[301]= {0.5,1.,2.}
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 426
Show[p1,p2,p3,
Graphics3D[{PointSize[0.2],
Red,Point[sol]}],
PlotLabel->"point where surfaces meet)"]
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 427
Matlab
clear all; close all;
x = -4:.5:4;
y = -3:.5:3;
[X,Y] = meshgrid(x,y);
subplot(1,3,1);
Z = 2*X + Y; surf(X,Y,Z);
title('z=2x+y');
subplot(1,3,2);
Z = 2*Y; surf(X,Y,Z);
title('z=2y');
subplot(1,3,3);
Z = zeros(length(y),length(x));
Z(1:end,1:end)=2;
surf(X,Y,Z);
title('z=2');
A=[-2 -1 1;0 -2 1;0 0 1];
b=[0;0;2];
sol=A\b
figure;
surf(X,Y,2*X + Y); hold on;
surf(X,Y,2*Y);
surf(X,Y,Z);
%now add the point of intersection
%from the solution
plot3(sol(1),sol(2),sol(3),...
'k.','MarkerSize',30)
title('solution to system of linear equations.');
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 428
sol =
0.5000
1.0000
2.0000
5.4 How to draw an ellipse?
5.4.1 draw an ellipse centered at origin and given its
semi-major/minor (a, b)
draw an ellipse centered at (0, 0) with a = 2, b = 1 being its semi-major and minor.
x2 y2
The ellipse equation for the above is a2
+ b2
=1
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 429
Mathematica 1.0
0.5
a = 2;
b = 1; -2 -1 1 2
Graphics[Circle[{0, 0}, {a, b}], Axes -> True]
-0.5
-1.0
1.5
Matlab
1
a=2; 0.5
b=1;
t=linspace(0,2*pi,50); 0
plot(a*cos(t),b*sin(t)) -0.5
axis equal
-1
-1.5
-1.5 -1 -0.5 0 0.5 1 1.5 2
5.4.2 draw an ellipse centered at (x, y) and given its
semi-major/minor (a, b)
draw an ellipse centered at (1, 2) with a = 2, b = 1 being its semi-major and minor.
2 2
The ellipse equation for the above is xa2 + yb2 = 1
Mathematica
a = 2;
3.0
b = 1;
Graphics[ 2.5
{ 2.0
Circle[{1, 2}, {a, b}],
Point[{1, 2}] 1.5
}, Axes -> True -1 1 2 3
]
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 430
Matlab 4
3.5
close all;
a=2; b=1;
3
t=linspace(0,2*pi,50); 2.5
plot(a*cos(t)+1,b*sin(t)+2) 2
axis equal 1.5
xlim([-1,4]); 1
ylim([0,4]); 0.5
0
-1 0 1 2 3 4
5.4.3 draw an ellipse centered at origin and given its
semi-major/minor (a, b) and rotated at angle θ
draw an ellipse centered at (0, 0) with a = 2, b = 1 being its semi-major and minor
titlted at angle θ = 30 degrees anti-clockwise.
x2 y2
The ellipse equation for the above is a2
+ b2
= 1. After drawing it, we rotate it.
Mathematica
a = 2;
b = 1;
Graphics[ 1.0
Rotate[
{Circle[{0, 0}, {a, b}], 0.5
Line[{{-a, 0}, {a, 0}}],
Line[{{0, -b}, {0, b}}] -1.5 -1.0 -0.5 0.5 1.0 1.5
} -0.5
, 30 Degree
] -1.0
, Axes -> True
]
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 431
Matlab
Matlab does not have rotate function, so use the
rotation tranformation matrix.
close all;
a = 2;
1
b = 1;
t = linspace(0,2*pi,50); 0.5
rotateAngle = 30*pi/180; 0
mat = [cos(rotateAngle) -sin(rotateAngle)
-0.5
sin(rotateAngle) cos(rotateAngle)];
-1
%2x2 times 2x50 = 2x50 -1.5 -1 -0.5 0 0.5 1 1.5
data = mat*[a*cos(t);b*sin(t)];
plot(data(1,:),data(2,:))
axis equal
5.5 How to plot a function on 2D using
coordinates of grid locations?
Sometimes in finite difference we want to evaluate the force or the function in the RHS
of the equation f (x, y) using the coordinates x, y on a 2D grid. The grid spacing can be
h and the coordinates extend from some x value to some other x value and from some
y value to some other y values. In Matlab, the coordinates are setup using meshgrid.
In Mathematica, there is really no need for meshgrid as the build-in command Map
can be used to evaluate the function at each grid point. The coodinates physical values
are generated using the Table command. Here is example evaluating and plotting
f (x, y) = sin(10xy)e−xy on a grid of spacing h = 1/N where N is number of elements.
The grid goes from x = −1 to x = 1 by spacing of h. Same for the y direction.
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 432
Mathematica
Clear[x, y, z];
nElem = 10.;
h = 1/nElem
N@Range[-1, 1, h]
grid = N@Table[{i, j}, {i, -1, 1, h}, {j, -1, 1, h}];
f[x_, y_] := Sin[x*10 y] Exp[-x y];
force = Map[f[#[[1]], #[[2]]] &, grid, {2}];
ListPlot3D[force, AxesLabel -> {x, y, z}]
To use the actual physical coordinates on the axis above, then replace the plot above
with this below. This also includes an implementation of meshgrid like function in
Mathematica which makes it easier to work with for someone familiar with Matlab:
meshgrid[x_List,y_List]:={ConstantArray[x, Length[x]],
Transpose@ConstantArray[y, Length[y]]};
nElem = 10.;
h = 1/nElem;
{x, y} = meshgrid[Range[-1, 1, h], Range[-1, 1, h]];
f[x_, y_] := Sin[x*10 y] Exp[-x y];
force = f[x, y];
pts = Flatten[{x, y, force}, {2, 3}];
ListPlot3D[pts, PlotRange -> All,
AxesLabel -> Automatic, ImagePadding -> 20,
ColorFunction -> "Rainbow", Boxed -> False]
To see each point value, use InterpolationOrder -> 0 in the plot command.
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 433
Matlab
clear all; close all;
nElem = 10;
h = 1/nElem;
[X,Y] = meshgrid(-1:h:1,-1:h:1);
f = @(x,y) sin(x*10.*y) .* exp(-x.*y);
force = f(X,Y);
surf(X,Y,force)
5.6 How to make table of x, y values and plot them
Generate a list or table of (x, sin(x)) values and plot them.
Mathematica 1.0
0.5
lst=Table[{x, Sin[x]}, {x, -Pi, Pi, 1/10}];
ListLinePlot[lst]
-3 -2 -1 1 2 3
-0.5
-1.0
Matlab
Matlab does not have a nice function like
Table so one can either make the x vari-
able and then use it to make sin(x) 1
0.8
or use arrayfun
0.6
close all; 0.4
x=-pi:.1:pi; 0.2
plot(x,sin(x));
0
-0.2
-0.4
Using arrayfun -0.6
-0.8
A=cell2mat(arrayfun(@(x) [x;sin(x)],... -1
-pi:.1:pi, 'UniformOutput',false));-4 -3 -2 -1 0 1 2 3 4
plot(A(1,:),A(2,:))
chapter 5. p l o t t i n g h ow t o , e l l i p s e , 3 d 434
5.7 How to make contour plot of f (x, y) ?
Problem: Make contour of f (x, y) = (11 − x − y)2 + (1 + x + 10y − xy)2 over region
0 < x < 20 and 0 < y < 10.
Contour label placement seems to be better in Matlab. It is put in the middle of the
line automatically.
Mathematica
f = (11 - x - y)^2 + (1 + x + 10 y - x y)^2; 15
ContourPlot[f, {x, 0, 20}, {y, 0, 15}, 9700
8730
7760
10 9700 6790
Contours -> 10, ContourShading -> None,
8730 5820
7760 4850
6790 3880
5820
Out[15]= 2910
4850
ContourLabels -> Function[{x, y, z}, 3880 1940
5 2910 970
1940
Text[z, {x, y}]], AspectRatio -> Automatic, 970
PlotRangePadding -> 2]
0
0 5 10 15 20
Matlab Contours Labeled Using clabel(C,h)
15
x = 0:0.05:20;
.90 5
5
91
.54
727
62
51
22
1.2
51
y = 0:0.05:15;
.90
83
41
62
418
91
81
.2
10
[x,y] = meshgrid(x,y);
72
21
7
10
.6
z = (11-x-y).^2 + (1+x+10*y-x.*y).^2;
3
64
4
36
.6
[C,h] =contour(x,y,z,10); 5
21
10
clabel(C,h)
title('Contours Labeled Using clabel(C,h)')
0
0 5 10 15 20
CHAPTER 6
S o m e s y m b o l i c o p e r at i o n s
6.1 How to find all exponents of list of
expressions?
Given {f 2 , g 3 , k p , h} write code to return {2, 3, p, 1} as the exponents.
Mathematica
ClearAll[f, g, k, p, h];
lst = {f^2, g^3, k^p, h}; {2, 3, p, 1}
Cases[lst, x_^n_. :> n]
435
chapter 6. s o m e s y m b o l i c o p e r at i o n s 436
Maple
unassign('f,g,k,p,h');
foo:=proc(expr)
if nops(expr)=1 then
return 1;
elif hastype(expr,`^`) then
return( op(2,expr) );
[2, 3, p, 1]
fi;
return(NULL);
end proc:
expr:=[f^2, g^3, k^p, h]:
map(foo,expr)
This document was compiled using
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