Anda di halaman 1dari 37

# 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 )
t11.zip

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

2
Filtering and Smoothing
 Assume we measured the response in time or other input
factor, for example:
 Reaction product as function of substrate

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

3
Smoothing –
Moving Average

span span

## Remark: The Span should be odd 4

Smoothing –
Behavior at the Edges

5
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)

6
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

7
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

8
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);

## 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

9
interp1 Function Can Use
Different Interpolation Methods

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

10
2D Functions Interpolation
 Also 2D functions can be
interpolated
 Assume we have some data
points of a 2D function
xx = -2:.5:2;
yy = -2:.5:3;
[X,Y] = meshgrid(xx,yy);
Z = X.*exp(-X.^2-Y.^2); Surf uses linear
interpolation
figure;
surf(X,Y,Z);
hold on;
plot3(X,Y,Z+0.01,'ok', 'MarkerFaceColor','r') 11
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')
12
Optimization and Curve Fitting

Curve Fitting –
y ŷ
Y Residual

X

 Residual = Response – fitted response: r  y  y
n n
 2
 Sum square of residuals S   ri   ( yi  yi )
2

1 i 1
 Two assumptions: 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.
14
corrcoef Computes the
Correlation coefficients
 Consider the following data:
x = sort(repmat(linspace(0,10,11),1,20));
y_p = 10 + 3*x + x.^2 + (rand(size(x))-0.5).*x*10;

computing the correlation
between the variables:
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)]); 15
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

16
polyfit Fits a Curve By a
Polynomial of the Variable
 Find a polynomial fit:  We can estimate
poly_y_fit1 = polyfit(x,y_p,1); the fit quality by:
poly_y_fit1 = 12.6156 X + ( -3.3890 ) mean((y_fit1-y_p).^2)
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);

17
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)) 18
with a linear function of several
variables?
Can we put constraints on the
coefficients values?
yˆ  c1 x1  c2 x2  c3 x3

For this type of problems
(and much more)
lets learn the
optimization toolbox

http://www.mathworks.com/products/optimization/description1.html

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
 Nonlinear least-squares and curve fitting==
 Nonlinear system of equation solving
 Constrained linear least squares
 Sparse structured large-scale problems 21
Optimization Toolbox GUI
Can Generate M-files

## The GUI contains

many options.
Everything can be
done using coding.
22
Lets learn some of the things
the optimization tool box can do

Solving Constrained Square
Linear Problem
 lsqlin (Least Square under Linear constraints)

[] – if no constraint

Starting point

24
Simple Use Of Least Squares
Under No Constrains
Assume a response that is a linear combination of two variables
vars = response =
[ 1 1 [ 0.2
-1 1.5 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]);
25
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')
26
with a non linear function?

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)
 Example: @func:
 Hougen-Watson model Function handle –
A way to pass a function as
an argument!
 Write an M-file:
function yhat = hougen(beta,x)
Starting point
 Run:

betafit = nlinfit(reactants,rate,@hougen,beta)
470 300 10 8.55 1.00
285 80 10 3.79 0.05
([x1 x2 x3])… (y)… (coefficients)…
28
Optimization Toolbox – Example
Fitting a Curve With a Non Linear Function
 Example
m
for using lsqcurvefit, We will fit the data :
min
c
 ( F (c, xdata)  ydata)
i 1
2

##  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)  ec ( 2)*xdata(i )
 Steps:
 Write a function which implements the above model:
function y_hat = lsqcurvefitExampleFunction(c,xdata)
 Solve:
c0 = [100; -1] % Starting guess
[c,resnorm] =
lsqcurvefit(@lsqcurvefitExampleFunction,c0,xdata,ydata) 29
system of equations?

Solving Non Linear System
of Equations Using fsolve
 x1
2 x1  x2  e
 Assume we want to solve:
 x2
 We can express it as:  x1  2 x2  e
 Solving it:
 x1
 Write the function M-file: 2 x1  x2  e 0
function f = fSolveExampleFunc(x)
f = [2*x(1) - x(2) - exp(-x(1));  x1  2 x2  e  x2  0
-x(1) + 2*x(2) - exp(-x(2))];
 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] 31
Summary:

## Optimization tool box

has several features:
 Minimization
 Curve fitting
 Equations solving

A taste of Symbolic matlab:

## Derivatives and integrals

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.”

34
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
35
We Can Derive And Integrate
Symbolic Functions
Deriving a function:

This is a good
diff(f,x_sym)
diff('sin(x)',x_sym) place to stop
 Integrate a function:
int(f,x_sym)
 Symbolic Matlab can do
much more…

36
Summary
 Matlab is not Excel…

##  If you know what you want to do –

You will find the right tool!

38