Introduction to GNU Octave http://math.jacobs-university.de/oliver/teaching/iub/resources/octave/oc...

Introduction to GNU Octave

Hubert Selhofer, revised by Marcel Oliver
updated to current Octave version by Thomas L. Scofield

Date: 2008/08/16

Contents
• 1 Basics
◦ 1.1 What is Octave?
◦ 1.2 Help!
◦ 1.3 Input conventions
◦ 1.4 Variables and standard operations

• 2 Vector and matrix operations

◦ 2.1 Vectors
◦ 2.2 Matrices

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◦ 2.3 Basic matrix arithmetic

◦ 2.4 Element-wise operations
◦ 2.5 Indexing and slicing
◦ 2.6 Solving linear systems of equations
◦ 2.7 Inverses, decompositions, eigenvalues
◦ 2.8 Testing for zero elements

• 3 Control structures
◦ 3.1 Functions
◦ 3.2 Global variables
◦ 3.3 Loops
◦ 3.4 Branching
◦ 3.5 Functions of functions
◦ 3.6 Efficiency considerations
◦ 3.7 Input and output

• 4 Graphics
◦ 4.1 2D graphics
◦ 4.2 3D graphics:
◦ 4.3 Commands for 2D and 3D graphics

• 5 Exercises
◦ 5.1 Linear algebra
◦ 5.2 Timing
◦ 5.3 Stability functions of BDF-integrators
◦ 5.4 3D plot
◦ 5.5 Hilbert matrix
◦ 5.6 Least square fit of a straight line
◦ 5.7 Trapezoidal rule

1 Basics
1.1 What is Octave?
Octave is an interactive programming language specifically suited for vectorizable numerical calculations. It
provides a high level interface to many standard libraries of numerical mathematics, e.g. LAPACK or BLAS.

The syntax of Octave resembles that of Matlab. An Octave program usually runs unmodified on Matlab.
Matlab, being commercial software, has a larger function set, and so the reverse does not always work,
especially when the program makes use of specialized add-on toolboxes for Matlab.

1.2 Help!
• help lists the names of all built-in functions and internal variables.
• help name further explains the variable or function ``name''.

Example:

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octave:1> help eig

1.3 Input conventions

• All commands can be typed in at the prompt or read from a script.
• Scripts are plain text files with file suffix .m. They are imported by calling the file name without the
suffix and behave as if their content was typed in line by line.
• ; separates several commands within a line. A command terminated by ; does not display its result on-
screen.
• , separates two commands without suppressing on-screen output.
• ... at the end of the line denotes that an expression continues into the next line.
• Comments are preceded by %.
• Octave is case sensitive.

1.4 Variables and standard operations

• varname = expression assigns the result of expression to varname.
• Octave has all the usual mathematical functions +, -, *, /, ^, sin, cos, exp, acos, abs, etc.
• The operators of elementary logic are:

< smaller <= smaller or equal & and

> greater >= greater or equal | or
== equal ~= not equal ~ not

When debugging user-defined objects, the following commands are useful:

• whos shows all user-defined variables and functions (see Section 3.1).
• clear name clears name from memory; if no name is given, all variables and functions will be cleared.
• type name displays information about the variable or function name on the screen.

Examples:

octave:1> x12 = 1/8, long_name = 'A String'

x12 = 0.12500
long_name = A String
octave:2> sqrt(-1)-i
ans = 0
octave:3> x = sqrt(2); sin(x)/x
ans = 0.69846

And here is a script doless, saved in a file named doless.m:

one = 1;
two = 2;
three = one + two;

Calling the script:

octave:1> doless
octave:2> whos
*** local user variables:
prot type rows cols name

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==== ==== ==== ==== ====

wd real scalar 1 1 three
wd real scalar 1 1 one
wd real scalar 1 1 two

2 Vector and matrix operations

Matrices and vectors are the most important building blocks for programming in Octave.

2.1 Vectors
• Row vector: :

v = [ 1 2 3 ]

• Column vector: :

v = [ 1; 2; 3 ]

• Automatic generation of vectors with constant increment:

Start[:Increment]:End

Examples:

octave:1> x = 3:6
x =
3 4 5 6
octave:2> y = 0:.15:.7
y =
0.00000 0.15000 0.30000 0.45000 0.60000
octave:3> z = pi:-pi/4:0
z =
3.14159 2.35619 1.57080 0.78540 0.00000

2.2 Matrices

A matrix is generated as follows.

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

Matrices can assembled from submatrices:

octave:2> b = [5; 6];
octave:3> M = [A b]
M =

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1 2 5
3 4 6

There are functions to create frequently used matrices. If , only one argument is necessary.

• eye(m,n) produces a matrix with ones on the main diagonal and zeros elsewhere. When , the
identity matrix is generated.
• zeros(m,n) generates the zero matrix of dimension .
• ones(m,n) generates an matrix where all entries are .
• rand(m,n) generates a random matrix whose entries are uniformly distributed in the interval .

2.3 Basic matrix arithmetic

• +, -, and * denote matrix addition, subtraction, and multiplication.
• A' transposes and conjugates A.
• A.' transposes A.

Examples:

octave:1> A = [1 2; 3 4]; B = 2*ones(2,2);

octave:2> A+B, A-B, A*B
ans =
3 4
5 6
ans =
-1 0
1 2
ans =
6 6
14 14

2.4 Element-wise operations

While * refers to the usual matrix multiplication, .* denotes element-wise multiplication. Similarly, ./ and .^
denote the element-wise division and power operators.

Examples:

octave:1> A = [1 2; 3 4]; A.^2 % Element-wise power

ans =

1 4
9 16

octave:2> A^2 % Proper matrix power: A^2 = A*A

ans =

7 10
15 22

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2.5 Indexing and slicing

• v(k) is the -th element of the row or column vector .
• A(k,l) is the matrix element .
• v(m:n) is the ``slice'' of the vector from its th to its -th entry.
• A(k,:) is the th row of matrix .
• A(:,l) is the th column of matrix .

Querying dimensions:

• length(v) returns the number of elements of the vector .

• [Rows,Columns] = size(A) returns the number of rows and columns of the matrix .

Reshaping:

• reshape(A,m,n) transforms A into an -matrix.

• diag(A) creates a column vector containing the diagonal elements of the matrix A.
• diag(v) generates a matrix with the elements from the vector v on the diagonal.
• diag(v,k) generates a matrix with the elements from the vector v on the k-th diagonal.
• A(k,:) = rv assigns to the k-th row of A the row vector rv.
• A(k,:) = [] deletes the k-th row of A.
• A(:,j) = cv assigns to the j-th column of A the column vector cv.
• A(:,j) = [] deletes the j-th column of A.

Examples:

octave:1> A = [1 2 3; 4 5 6]; v = [7; 8];

octave:2> A(2,3) = v(2)
A =

1 2 3
4 5 8

octave:3> A(:,2) = v
A =

1 7 3
4 8 8

octave:4> A(1,1:2) = v'

A =

7 8 3
4 8 8

2.6 Solving linear systems of equations

• A\b solves the equation .

2.7 Inverses, decompositions, eigenvalues

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• B = inv(A) computes the inverse of .

• [L,U,P] = lu(A) computes the LU-decomposition .
• [Q,R] = qr(A) computes the QR-decomposition .
• R = chol(A)computes the Cholesky decomposition of .
• S = svd(A)computes the singular values of .
• H = hess(A) brings into Hessenberg form.
• E = eig(A) computes the eigenvalues of .
• [V,D] = eig(A) computes a diagonal matrix , containing the eigenvalues of , and a matrix
containing the corresponding eigenvectors such that .
• norm(X,p) calculates the -norm of vector . If is a matrix, can only take the values 1, 2 or
inf. The default is .
• cond(A) computes the condition number of with respect to the -norm.

A lot of these commands support further options. They can be listed by typing help funcname.

2.8 Testing for zero elements

• [i,j,v] = find(A) finds the indices of all nonzero elements of A. The resulting vectors satisfy
.
• any(v) returns if the vector v contains nonzero elements.
• any(A) applies any to each of the columns of the matrix A.

3 Control structures

3.1 Functions
Traditionally, functions are also stored in plain text files with suffix .m. In contrast to scripts, functions can be
called with arguments, and all variables used within the function are local--they do not influence variables
defined previously.

Example:

A function f, saved in the file named f.m.

function y = f (x)
y = cos(x/2)+x;
end

Remark:

In Octave, several functions can be defined in a single script file. Matlab on the other hand, strictly enforces
one function per .m file, where the name of the function must match the name of the file. If compatibility with
Matlab is important, this restriction should also be applied to programs written in Octave.

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Example with two function values:

A function dolittle, which is saved in the file named dolittle.m.

function [out1,out2] = dolittle (x)

out1 = x^2;
out2 = out1*x;
end

Calling the function:

octave:1> [x1,x2]=dolittle(2)
x1 = 4
x2 = 8
octave:2> whos
*** currently compiled functions:
prot type rows cols name
==== ==== ==== ==== ====
wd user function - - dolittle
*** local user variables:
prot type rows cols name
==== ==== ==== ==== ====
wd real scalar 1 1 x1
wd real scalar 1 1 x2

Obviously, the variables out1 and out2 were local to dolittle. Previously defined variables out1 or out2
would not have been affected by calling dolittle.

3.2 Global variables

global name declares name as a global variable.

Example:

A function foo in the file named foo.m:

global N % makes N a global variable; may be set in main file

function out = foo(arg1,arg2)

global N % makes local N refer to the global N
<Computation>
end

If you change N within the function, it changes in the value of N everywhere.

3.3 Loops
The syntax of for- and while-loops is immediate from the following examples:

for n = 1:10
[x(n),y(n)]=dolittle(n);
end

while t<T
t = t+h;
end

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For-loop backward:
for n = 10:-1:1
...

3.4 Branching
Conditional branching works as follows.

if x==0
error('x is 0!');
else
y = 1/x;
end

switch pnorm
case 1
sum(abs(v))
case inf
max(abs(v))
otherwise
sqrt(v'*v)
end

3.5 Functions of functions

• eval(string) evaluates string as Octave code.
• feval(funcname,arg1, ) is equivalent to calling funcname with arguments arg1, .

Example:

Approximate an integral by the midpoint rule:

We define two functions, gauss.m and mpr.m, as follows:

function y = gauss(x)
y = exp(-x.^2/2);
end

function S = mpr(fun,a,b,N)
h = (b-a)/N;
S = h*sum(feval(fun,[a+h/2:h:b]));
end

Now the function gauss can be integrated by calling:

octave:1> mpr('gauss',0,5,500)

3.6 Efficiency considerations

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Loops and function calls, especially through feval, have a very high computational overhead. Therefore, if
possible, vectorize all operations.

Example:

We are programming the midpoint rule from the previous section with a for-loop (file name is mpr_long.m):
function S = mpr_long(fun,a,b,N)
h = (b-a)/N; S = 0;
for k = 0:(N-1),
S = S + feval(fun,a+h*(k+1/2));
end
S = h*S;
end

We verify that mpr and mpr_long yield the same answer, and compare the evaluation times.
octave:1> t = cputime;
> Int1=mpr('gauss',0,5,500); t1=cputime-t;
octave:2> t = cputime;
> Int2=mpr_long('gauss',0,5,500); t2=cputime-t;
octave:3> Int1-Int2, t2/t1
ans = 0
ans = 45.250

3.7 Input and output

• save data var1 [var2 ] saves the values of variables var1 etc. into the file data.
• reads the file data, restoring the values of the previously saved variables.
load data
• fprintf(string[,var1, ]) resembles C syntax for formatting output, see man fprintf under Unix.
• format [long|short] enlarges or reduces the number of decimals displayed. Calling format without
argument restores the default.
• pause Suspends evaluation until a key is pressed.

Example:

octave:1> for k = .1:.2:.5,

> fprintf('1/%g = %10.2e\n',k,1/k); end
1/0.1 = 1.00e+01
1/0.3 = 3.33e+00
1/0.5 = 2.00e+00

4 Graphics
4.1 2D graphics
• plot(x,y[,fmt]) plots a line through the points . With the string fmt you can select line style
and color; see help plot for details.
• semilogx(x,y[,fmt]) like plot with a logarithmic scale for the axis.
• semilogy(x,y[,fmt]) like plot with a logarithmic scale for the axis.

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• loglog(x,y[,fmt]) like plot with a logarithmic scale for both axes.

Procedure for plotting a function :

1. Generate a vector with the -coordinates of the points to be plotted.

x = x_min:step_size:x_max;

(See also Section 2.1.)

2. Generate a vector containing the corresponding -values by letting act on the vector element-
wise.
y = f(x);

Important: Since operates element-wise, you must use of the operators .+, .-, .^ etc. instead of the
usual +, - and ^! (See Section 2.4.)
3. Finally you call the plot command.
plot(x,y)

4. To generate a coordinate grid, write:

plot(x,y)
grid

Example:

octave:1> x = -10:.1:10;
octave:2> y = sin(x).*exp(-abs(x));
octave:3> plot(x,y)
octave:4> grid

4.2 3D graphics:

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• [xx,yy] = meshgrid(x,y) generates the grid data for a 3D plot--two matrices xx whose rows are copies
of x, and yy whose columns are copies of y.
• mesh(x,y,z) plots a surface in 3D.

Example:

octave:1> x = -2:0.1:2;
octave:2> [xx,yy] = meshgrid(x,x);
octave:3> z = sin(xx.^2-yy.^2);
octave:4> mesh(x,x,z);

4.3 Commands for 2D and 3D graphics

• title(string) writes string as title for the graphics.
• xlabel(string) labels the -axis with string.
• ylabel(string) labels the -axis with string.
• zlabel(string) labels the -axis with string.
• axis(v) set axes limits for the plot. v is a vector of form v = (xmin, xmax, ymin, ymax[, zmin zmax]).
• hold [on|off] controls whether the next graphics output should or not clear the previous graphics.
• clg clears the graphics window.

5 Exercises
5.1 Linear algebra
Take a matrix and a vector with

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and

Solve the system of equations . Calculate the LU and QR decompositions, and the eigenvalues and
eigenvectors of . Compute the Cholesky decomposition of , and verify that
.

Solution:

A = reshape(1:4,2,2).'; b = [36; 88];

A\b
[L,U,P] = lu(A)
[Q,R] = qr(A)
[V,D] = eig(A)
A2 = A.'*A;
R = chol(A2)
cond(A)^2 - cond(A2)

5.2 Timing
Compute the matrix-vector product of a random matrix with a random vector in two different
ways. First, use the built-in matrix multiplication *. Next, use for-loops. Compare the results and computing
times.

Solution:

A = rand(100); b = rand(100,1);
t = cputime;
v = A*b; t1 = cputime-t;
w = zeros(100,1);
t = cputime;
for n = 1:100,
for m = 1:100
w(n) = w(n)+A(n,m)*b(m);
end
end
t2 = cputime-t;

norm(v-w), t2/t1

Running this script yields the following output.

ans = 0
ans = 577.00

5.3 Stability functions of BDF-integrators

Calculate all the roots of the polynomial

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Hint: Use the command compan.

Plot these roots as points in the complex plane and draw a unit circle for comparison. (Hint: hold, real,
imag).

Solution:

bdf6 = [147/60 -6 15/2 -20/3 15/4 -6/5 1/6];

R = eig(compan(bdf6));
plot(R,'+'); hold on
plot(exp(pi*i*[0:.01:2]));
if any(find(abs(R)>1))
fprintf('BDF6 is unstable\n');
else
fprintf('BDF6 is stable\n');
end

5.4 3D plot
Plot the graph of the function

Solution:

x = -3:0.1:3;
[xx,yy] = meshgrid(x,x);
z = exp(-xx.^2-yy.^2);
figure, mesh(x,x,z);
title('exp(-x^2-y^2)');

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5.5 Hilbert matrix

For each Hilbert matrix where compute the solution to the linear system ,
ones(n,1). Calculate the error and the condition number of the matrix and plot both in semi-logarithmic
coordinates. (Hint: hilb, invhilb.)

Solution:

err = zeros(15,1); co = zeros(15,1);

for k = 1:15
H = hilb(k);
b = ones(k,1);
err(k) = norm(H\b-invhilb(k)*b);
co(k) = cond(H);
end
semilogy(1:15,err,'r',1:15,co,'x');

5.6 Least square fit of a straight line

Calculate the least square fit of a straight line to the points , given as two vectors and . Plot the
points and the line.

Solution:

function coeff = least_square (x,y)

n = length(x);
A = [x ones(n,1)];
coeff = A\y;
plot(x,y,'x');
hold on
interv = [min(x) max(x)];
plot(interv,coeff(1)*interv+coeff(2));
end

5.7 Trapezoidal rule

Write a program to integrate an arbitrary function in one variable on an interval numerically using

the trapezoidal rule with :

For a function of your choice, check, by generating a doubly logarithmic error plot, that the trapezoidal
rule is of order .

Solution:

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function S = trapez(fun,a,b,N)
h = (b-a)/N;
% fy = feval(fun,[a:h:b]); better:
fy = feval(fun,linspace(a,b,N+1));
fy(1) = fy(1)/2;
fy(N+1) = fy(N+1)/2;
S = h*sum(fy);
end

function y = f(x)
y = exp(x);
end

for k=1:15;
err(k) = abs(exp(1)-1-trapez('f',0,1,2^k));
end
loglog(1./2.^[1:15],err);
hold on;
title('Trapezoidal rule, f(x) = exp(x)');
xlabel('Increment');
ylabel('Error');
loglog(1./2.^[1:15],err,'x');

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