Introduction to Matlab & Data Analysis

Tutorial 11: Using Matlab for Numerical Analysis

Please change directory to directory E:\Matlab (cd E:\Matlab;) From the course website (http://www.weizmann.ac.il/midrasha/courses/MatlabIntro//course_outline.htm ) Download: t11.zip
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Outline

Data Smoothing Data interpolation Correlation coefficients Curve Fitting Optimization Derivatives and integrals

Filtering and Smoothing

Assume we measured the response in time or other input factor, for example: Reaction product as function of substrate Cell growth as function of time response factor

Our measuring device has some random noise One way to subtract the noise from the results is to smooth each data point using its close environment

Smoothing Moving Average

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Remark: The Span should be odd

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Smoothing Behavior at the Edges

The Smooth Function

x = linspace(0, 4 * pi, len_of_vecs); y = sin(x) + (rand(1,len_of_vecs)-0.5)*error_rat;

Data: y Generating Function: sin(x)

Smoothed data:
smooth(x,y)
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The Smooth Quality Is Affected By The Smooth Function And The Span
y_smooth = smooth(x,y,11,'rlowess');

Like very low pass filter

Different method

Data Interpolation Definition

Interpolation A way of estimating values of a function between those given by some set of data points.
Interpolation

Data points

plot Performs linear interpolation between the data points

Interpolating Data Using interp1 Function

x_full = linspace(0, 2.56 * pi, 32); y_full = sin(x_full); x_missing = x_full; x_missing([14:15,20:23]) = NaN; y_missing = sin(x_missing);

x_i = linspace(0, 2.56 * pi, 64);

Data points which we want to interpolate

not_nan_i = ~isnan(x_missing);

y_i = interp1(x_missing(not_nan_i), y_missing(not_nan_i), x_i);

Default: Linear interpolation

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interp1 Function Can Use Different Interpolation Methods

y_i=interp1(x_missing,y_missing,x_i,'cubic');

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2D Functions Interpolation

Also 2D functions can be interpolated Assume we have some data points of a 2D function
= = = = -2:.5:2; -2:.5:3; meshgrid(xx,yy); X.*exp(-X.^2-Y.^2);

xx yy [X,Y] Z

figure; surf(X,Y,Z); hold on; plot3(X,Y,Z+0.01,'ok', 'MarkerFaceColor','r')

Surf uses linear interpolation

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2D Functions Interpolation

interp2 function

xx_i = -2:.1:2; yy_i = -2:.1:3; [X_i,Y_i] = meshgrid(xx_i,yy_i); Z_i = interp2(xx,yy,Z,X_i,Y_i,'cubic'); Data points Points to interpolate figure; surf(X_i,Y_i,Z_i); hold on; plot3(X,Y,Z+0.01,'ok', 'MarkerFaceColor','r')
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Optimization and Curve Fitting

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Curve Fitting Assumptions About The Residuals

Y X

Residual

Residual = Response fitted response: r y y

2 Sum square of residuals S ri ( yi yi )
2 n n

Two assumptions:

1 i 1 This is i what we want to minimize

The error exists only in the response data, and not in the predictor data. The errors are random and follow a normal (Gaussian) distribution with zero mean and constant variance.
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corrcoef Computes the Correlation coefficients

Consider the following data: In many cases we start with computing the correlation between the variables:

x = sort(repmat(linspace(0,10,11),1,20)); y_p = 10 + 3*x + x.^2 + (rand(size(x))-0.5).*x*10;

cor_mat = corrcoef(x , y_p); cor = cor_mat(1,2); figure; plot(x,y_p,'b.'); xlabel('x');ylabel('y'); title(['Correlation: ' num2str(cor)]);

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Curve fitting Using a GUI Tool (Curve Fitting Tool Box)

cftool A graphical tool for curve fitting Example:

Fitting

x_full = linspace(0, 2.56 * pi, 32); y_full = sin(x_full);

With cubic polynomial

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polyfit Fits a Curve By a Polynomial of the Variable

Find a polynomial fit:

poly_y_fit1 = polyfit(x,y_p,1);
poly_y_fit1 = 12.6156 X + ( -3.3890 )

We can estimate the fit quality by:

y_fit1 = polyval(poly_y_fit1,x); y_fit1 = 12.6156*x-3.3890 poly_y_fit2 = polyfit(x,y_p,2); y_fit2 = polyval(poly_y_fit2,x); poly_y_fit3 = polyfit(x,y_p,3); y_fit3 = polyval(poly_y_fit3,x);

mean((y_fit1-y_p).^2)

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We Can Use polyfit to Fit Exponential Data Using Log Transformation

poly_exp_y_fit1 = 1.9562 5.0152

Polyfit on the log of the data:

x = sort(repmat(linspace(0,1,11),1,20)); y_exp = exp(5 + 2*x + (rand(size(x))-0.5).*x); poly_exp_y_fit1 = polyfit(x,log(y_exp),1); y_exp_fit1 = exp(polyval(poly_exp_y_fit1,x))

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What about fitting a Curve with a linear function of several variables? Can we put constraints on the coefficients values?

c1 x1 c2 x2 c3 x3 y
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For this type of problems (and much more) lets learn the optimization toolbox

http://www.mathworks.com/products/optimization/description1.html
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Optimization Toolbox Can Solve Many Types of Optimization Problems

Optimization Toolbox

Extends the capability of the MATLAB numeric computing environment.

The toolbox includes routines for many types of optimization including:

Unconstrained nonlinear minimization Constrained nonlinear minimization, including goal attainment problems and minimax problems Semi-infinite minimization problems Quadratic and linear programming Nonlinear least-squares and curve fitting Nonlinear system of equation solving Constrained linear least squares Sparse structured large-scale problems

==

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Optimization Toolbox GUI Can Generate M-files

The GUI contains many options. Everything can be done using coding.
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Lets learn some of the things the optimization tool box can do

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Solving Constrained Square Linear Problem

lsqlin (Least Square under Linear constraints)

[] if no constraint

Starting point

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Simple Use Of Least Squares Under No Constrains

Assume a response that is a linear combination of two variables
vars = [ 1 1 -1 1.5 ] response = [ 0.2 0.4 ]

1 min sum((vars coeff_lin response) 2 ) x 2 coeff_lin = lsqlin(vars,response,[],[]);

We can also put constraints on the value of the coefficients:
coeff_lin = lsqlin(vars,response,[],[],[],[],[-1 -1],[1 1]);
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Simple Use Of Least Sum of Squares Under No Constraints

xx = -2:.1:2; yy = -2:.1:2; [X,Y] = meshgrid(xx,yy); Z = coeff_lin(1)*X+ coeff_lin(2)*Y; coeff_lin = -0.2361 -0.8379

figure; mesh(X,Y,Z,'FaceAlpha',0.75);colorbar; hold on; plot3(vars(:,1),vars(:,2),response, 'ok', 'MarkerFaceColor','r')

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What about fitting a Curve with a non linear function?

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We Can Fit Any Function Using Non-Linear Fitting

You Can fit any non linear function using:

nlinfit (Non linear fit) lsqnonlin (least squares non-linear fit) lsqcurvefit (least squares curve fit)
Hougen-Watson model

Example:

@func:

Write an M-file: function yhat = hougen(beta,x) Starting point Run: betafit = nlinfit(reactants,rate,@hougen,beta)

Function handle A way to pass a function as an argument!

470 300 10 285 80 10 ([x1 x2 x3])

8.55 3.79 (y)

1.00 0.05 (coefficients)

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Optimization Toolbox Example Fitting a Curve With a Non Linear Function

Example for using lsqcurvefit, We will fit the data : m

min
c

( F (c, xdata) ydata)

i 1

Assume we have the following data:

xdata = [0.9 1.5 13.8 19.8 24.1 28.2 35.2 60.3 74.6 81.3]; ydata = [455.2 428.6 124.1 67.3 43.2 28.1 13.1 -0.4 -1.3 -1.5];

We want to fit the data with our model:

ydata(i ) c(1) e

c ( 2 )*xdata ( i )

Steps:

Write a function which implements the above model: Solve:

function y_hat = lsqcurvefitExampleFunction(c,xdata)

c0 = [100; -1] % Starting guess [c,resnorm] = lsqcurvefit(@lsqcurvefitExampleFunction,c0,xdata,ydata)

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What about solving non linear system of equations?

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Solving Non Linear System of Equations Using fsolve

Assume we want to solve: We can express it as: Solving it:

2 x1 x2 e
2 x1 x2 e
x1

x1 x2

x1 2 x2 e

Write the function M-file:

function f = fSolveExampleFunc(x) f = [2*x(1) - x(2) - exp(-x(1)); -x(1) + 2*x(2) - exp(-x(2))];

x1 2 x2 e x2 0

Choose initial guess: x0 = [-5; -5];

Run matlab optimizer: options=optimset('Display','iter'); % Option to display output

[x,fval] = fsolve(@fSolveExampleFunc,x0,options) x = [ 0.5671 0.5671]
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Summary:

Optimization tool box has several features:

Minimization Curve fitting Equations solving

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A taste of Symbolic matlab:

Derivatives and integrals

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What Is Symbolic Matlab?

Symbolic Math Toolbox uses symbolic objects to represent symbolic variables, expressions, and matrices. Internally, a symbolic object is a data structure that stores a string representation of the symbol.

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Defining Symbolic Variables and Functions

Define symbolic variables: a_sym = sym('a') b_sym = sym('b') c_sym = sym('c') x_sym = sym('x') Define a symbolic expression f = sym('a*x^2 + b*x + c') Substituting variables: g = subs(f,x_sym,3)

g = 9*a+3*b+c
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We Can Derive And Integrate Symbolic Functions

Deriving a function:
diff(f,x_sym) diff('sin(x)',x_sym)

This is a good place to stop

Integrate a function:
int(f,x_sym)

Symbolic Matlab can do much more

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Summary

Matlab is not Excel

If you know what you want to do You will find the right tool!

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