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Introduction to programming in MATLAB

Lecture 3 : Solving Equations and Curve Fitting

Ankit Patel
Danilo Šćepanović

IAP 2008
 Outline

(1) Linear Algebra

(2) Polynomials
(3) Optimization
(4) Differentiation/Integration
(5) Differential Equations
 Systems of Linear Equations

• Given a system of linear equations MATLAB makes linear

 x+2y-3z=5 algebra fun!
 -3x-y+z=-8
 x-y+z=0
• Construct matrices so the system is described by Ax=b
» A=[1 2 -3;-3 -1 1;1 -1 1];
» b=[5;-8;0];

• And solve with a single line of code!

» x=A\b;
 x is a 3x1 vector containing the values of x, y, and z

• The \ will work with square or rectangular systems.

• Gives least squares solution for rectangular systems. Solution
depends on whether the system is over or underdetermined.
 More Linear Algebra

• Given a matrix
» mat=[1 2 -3;-3 -1 1;1 -1 1];

• Calculate the rank of a matrix

» r=rank(mat);
 the number of linearly independent rows or columns

• Calculate the determinant

» d=det(mat);
 mat must be square
 if determinant is nonzero, matrix is invertible

• Get the matrix inverse

» E=inv(mat);
 if an equation is of the form A*x=b with A a square matrix,
x=A\b is the same as x=inv(A)*b
 Matrix Decompositions

• Matlab has built-in matrix decomposition methods

• The most common ones are

» [V,D]=eig(X)
 Eigenvalue decomposition
» [U,S,V]=svd(X)
 Singular value decomposition
» [Q,R]=qr(X)
 QR decomposition
 Exercise: Linear Algebra

• Solve the following systems of equations:

 System 1:
 x+4y=34
 -3x+y=2

 System 2:
 2x-2y=4
 -x+y=3
 3x+4y = 2
 Exercise: Linear Algebra

• Solve the following systems of equations:

 System 1: » A=[1 4;-3 1];

 x+4y=34 » b=[34;2];
 -3x+y=2 » rank(A)
» x=inv(A)*b;

 System 2: » A=[2 -2;-1 1;3 4];

 2x-2y=4 » b=[4;3;2];
 -x+y=3 » rank(A)
 3x+4y = 2  rectangular matrix
» x1=A\b;
 gives least squares solution
» A*x1
 Outline

(1) Linear Algebra

(2) Polynomials
(3) Optimization
(4) Differentiation/Integration
(5) Differential Equations
 Polynomials

• Many functions can be well described by a high-order

polynomial

• Matlab represents a polynomials by a vector of coefficients

 if vector P describes a polynomial
– ax3+bx2+cx+d

P(1) P(2) P(3) P(4)

• P=[1 0 -2] represents the polynomial x2-2

• P=[2 0 0 0] represents the polynomial 2x3

 Polynomial Operations

• P is a vector of length N+1 describing an N-th order polynomial

• To get the roots of a polynomial
» r=roots(P)
 r is a vector of length N

• Can also get the polynomial from the roots

» P=poly(r)
 r is a vector length N

• To evaluate a polynomial at a point

» y0=polyval(P,x0)
 x0 is a single value; y0 is a single value

• To evaluate a polynomial at many points

» y=polyval(P,x)
 x is a vector; y is a vector of the same size
 Polynomial Fitting

• Matlab makes it very easy to fit polynomials to data

• Given data vectors X=[-1 0 2] and Y=[0 -1 3]

» p2=polyfit(X,Y,2);
 finds the best second order polynomial that fits the points
(-1,0),(0,-1), and (2,3)
 see help polyfit for more information
» plot(X,Y,’o’, ‘MarkerSize’, 10);
» hold on;
» x = linspace(-2,2,1000);
» plot(x,polyval(p2,x), ‘r--’);
 Exercise: Polynomial Fitting

• Evaluate x^2 over x=-4:0.1:4 and save it as y.

• Add random noise to these samples. Use randn. Plot the

noisy signal with . markers

• fit a 2nd degree polynomial to the noisy data

• plot the fitted polynomial on the same plot, using the same
x values and a red line
 Exercise: Polynomial Fitting

• Evaluate x^2 over x=-4:0.1:4 and save it as y.

» x=-4:0.1:4;
» y=x.^2;

• Add random noise to these samples. Use randn. Plot the

noisy signal with . markers
» y=y+randn(size(y));
» plot(x,y,’.’);
• fit a 2nd degree polynomial to the noisy data
» [p]=polyfit(x,y,2);
• plot the fitted polynomial on the same plot, using the same
x values and a red line
» hold on;
» plot(x,polyval(p,x),’r’)
 Outline

(1) Linear Algebra

(2) Polynomials
(3) Optimization
(4) Differentiation/Integration
(5) Differential Equations
 Nonlinear Root Finding

• Many real-world problems require us to solve f(x)=0

• Can use fzero to calculate roots for any arbitrary function

• fzero needs a function passed to it.

• We will see this more and more as we delve into solving
equations.

• Make a separate function file

» x=fzero('myfun',1)
» x=fzero(@myfun,1)
 1 specifies a
point close to
the root
 Minimizing a Function

• fminbnd: minimizing a function over a bounded interval

» x=fminbnd('myfun',-1,2);
 myfun takes a scalar input and returns a scalar output
 myfun(x) will be the minimum of myfun for -1x  2

• fminsearch: unconstrained interval

» x=fminsearch('myfun',.5)
 finds the local minimum of myfun starting at x=0.5
 Anonymous Functions

• You do not have to make a separate function file

• Instead, you can make an anonymous function

» x=fzero(@(x)(cos(exp(x))+x^2-1), 1 );
input function to evaluate

» x=fminbnd(@(x) (cos(exp(x))+x^2-1),-1,2);
 Optimization Toolbox

• If you are familiar with optimization methods, use the

optimization toolbox

• Useful for larger, more structured optimization problems

• Sample functions (see help for more info)

» linprog
 linear programming using interior point methods
» quadprog
 quadratic programming solver
» fmincon
 constrained nonlinear optimization
 Exercise: Min-Finding

Find the minimum of the function f(x) =

cos(4*x).*sin(10*x).*exp(-abs(x)) over the range –pi to
pi. Use fminbnd. Is your answer really the minimum
over this range?
 Exercise: Min-Finding

Find the minimum of the function f(x) =

cos(4*x).*sin(10*x).*exp(-abs(x)) over the range –pi to
pi. Use fminbnd. Is your answer really the minimum
over this range?

function y = myFun(x)
y=cos(4*x).*sin(10*x).*exp(-abs(x));

fminbnd(‘myFun’, -pi, pi);

 Outline

(1) Linear Algebra

(2) Polynomials
(3) Optimization
(4) Differentiation/Integration
(5) Differential Equations
 Numerical Differentiation
1

• Matlab can 'differentiate' numerically 0.8

» x=0:0.01:2*pi; 0.6

0.4
» y=sin(x); 0.2

» dydx=diff(y)./diff(x); 0

 diff computes the first difference -0.2

-0.4

-0.6

• Can also operate on matrices -0.8

» mat=[1 3 5;4 8 6]; -1

0 100 200 300 400 500 600 700

» dm=diff(mat,1,2)
 first difference of mat along the 2nd dimension, dm=[2 2;4 -2]
 see help for more details

• 2D gradient
» [dx,dy]=gradient(mat);
 Numerical Integration

• Matlab contains common integration methods

• Adaptive Simpson's quadrature (input is a function)

» q=quad('derivFun',0,10);
 q is the integral of the function derivFun from 0 to 10
» q2=quad(@sin,0,pi)
 q2 is the integral of sin from 0 to pi
• Trapezoidal rule (input is a vector)
» x=0:0.01:pi;
» z=trapz(x,sin(x));
 z is the integral of sin(x) from 0 to pi
» z2=trapz(x,sqrt(exp(x))./x)
x
 z2 is the integral of e x from 0 to pi
 Outline

(1) Linear Algebra

(2) Polynomials
(3) Optimization
(4) Differentiation/Integration
(5) Differential Equations
 ODE Solvers: Method

• Given a differential equation, the solution can be found by

integration:

 Evaluate the derivative at a point and approximate by straight line

 Errors accumulate!
 Variable timestep can decrease the number of iterations
 ODE Solvers: Matlab

• Matlab contains implementations of common ODE solvers

• Using the correct ODE solver can save you lots of time and
give more accurate results
» ode23
 Low-order solver. Use when integrating over small intervals
or when accuracy is less important than speed
» ode45
 High order (Runge-Kutta) solver. High accuracy and
reasonable speed. Most commonly used.
» ode15s
 Stiff ODE solver (Gear's algorithm), use when the diff eq's
have time constants that vary by orders of magnitude
 ODE Solvers: Standard Syntax

• To use standard options and variable time step

» [t,y]=ode45('myODE',[0,10],[1;0])

ODE integrator: Initial conditions

23, 45, 15s Time range
ODE function
• Inputs:
 ODE function name (or anonymous function). This function
takes inputs (t,y), and returns dy/dt
 Time interval: 2-element vector specifying initial and final
time
 Initial conditions: column vector with an initial condition for
each ODE. This is the first input to the ODE function
• Outputs:
 t contains the time points
 y contains the corresponding values of the integrated fcn.
 ODE Function

• The ODE function must return the value of the derivative at

a given time and function value

• Example: chemical reaction 10

 Two equations
dA A B
 10 A  50 B
dt 50
dB
 10 A  50 B
dt

 ODE file:
– y has [A;B]
– dydt has
[dA/dt;dB/dt]
 ODE Function: viewing results

• To solve and plot the ODEs on the previous slide:

» [t,y]=ode45('chem',[0 0.5],[0 1]);
 assumes that only chemical B exists initially
» plot(t,y(:,1),'k','LineWidth',1.5);
» hold on;
» plot(t,y(:,2),'r','LineWidth',1.5);
» legend('A','B');
» xlabel('Time (s)');
» ylabel('Amount of chemical (g)');
» title('Chem reaction');
 ODE Function: viewing results

• The code on the previous slide produces this figure

Chem reaction
1
A
0.9 B

0.8

0.7
Amount of chemical (g)

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (s)
 Higher Order Equations

• Must make into a system of first-order equations to use

ODE solvers
• Nonlinear is OK!
• Pendulum example:
g
  sin     0
L
g
   sin   
L
let   
g
   sin   
L
  
x 
 

dx  
 
dt  
 Plotting the Output

• We can solve for the position and velocity of the pendulum:

» [t,x]=ode45('pendulum',[0 10],[0.9*pi 0]);
 assume pendulum is almost vertical (at top)
» plot(t,x(:,1));
» hold on;
» plot(t,x(:,2),'r');
» legend('Position','Velocity');
8
Position
Velocity
6
Velocity (m/s)
Position in terms of 4

angle (rad) 2

-2

-4

-6

-8
0 1 2 3 4 5 6 7 8 9 10
 Plotting the Output

• Or we can plot in the phase plane:

» plot(x(:,1),x(:,2));
» xlabel('Position');
» yLabel('Velocity');
• The phase plane is just a plot of one variable versus the
other: 8

4
Velocity is greatest
2 when theta=0
Velocity

-2

Velocity=0 when -4

theta is the greatest -6

-8
-3 -2 -1 0 1 2 3
Position
 ODE Solvers: Custom Options

• Matlab's ODE solvers use a variable timestep

• Sometimes a fixed timestep is desirable
» [t,y]=ode45('chem',[0:0.001:0.5],[0 1]);
 Specify the timestep by giving a vector of times
 The function will be evaluated at the specified points
 Fixed timestep is usually slower (if timestep is small) and
possibly inaccurate (if timestep is too large)

• You can customize the error tolerances using odeset

» options=odeset('RelTol',1e-6,'AbsTol',1e-10);
» [t,y]=ode45('chem',[0 0.5],[0 1],options);
 This guarantees that the error at each step is less than
RelTol times the value at that step, and less than AbsTol
 Decreasing error tolerance can considerably slow the solver
 See doc odeset for a list of options you can customize
 Exercise: ODE

• Use ODE45 to solve this differential equation on the range

t=[0 10], with initial condition y(0) = 10: dy/dt=-t*y/10.
Plot the result.
 Exercise: ODE

• Use ODE45 to solve this differential equation on the range

t=[0 10], with initial condition y(0) = 10: dy/dt=-t*y/10.
Plot the result.

» function dydt=odefun(t,y)
» dydt=-t*y/10;

» [t,y]=ode45(‘odefun’,[0 10],10);
» plot(t,y);
 End of Lecture 3

(1) Linear Algebra

(2) Polynomials
(3) Optimization
(4) Differentiation/Integration
(5) Differential Equations

We're almost done!

Extra Slides
 Issues with ODEs

• Stability and accuracy

 if step size is too large, solutions might blow up
 if step size is too small, requires a long time to solve
 use odeset to control errors
– decrease error tolerances to get more accurate
results
– increase error tolerances to speed up
computation (beware of instability!)
• Main thing to remember about ODEs
 Pick the most appropriate solver for your problem
 If ode45 is taking too long, try ode15s