Calculating particle equilibrium using Monte Carlo - algorithm

I am trying to write a function that calculates the number of iterations it takes for two chambers to have equally as many particles.The evolution of the system is considered as a series of time-steps, beginning at t = 1. At each time-step exactly
one particle will pass through the hole, and we assume that the particles do not interact. The probability that
a particle will move from the left to the right chamber is pLR = NL/N, and the probability of a particle will
move from the right to the left chamber is pRL = 1 − pLR = (N − NL)/N.
The simulation will iteratively proceed as follows:
Get a random number r from the interval 0 ≤ r ≤ 1.
If r ≤ pLR, move one particle from the left to the right chamber. Otherwise move one particle from the
right to the left chamber.
Repeat step 1 and 2 until NL = NR. Report back, how many time-steps it took to reach this equilibrium
This is my code thus far.
function t = thermoEquilibrium(N, r) %N = number of particles, r = random numbers from 0-1
h = []; %right side of the chamber
v = []; %left side of the chamber
rr = r;
k = false
NL=N-length(h) %This is especially where i suspect i make a mistake.
%How can the probability change with every iteration?
pLR = NL/N;
pRL = 1 - pLR;
count = 1
while k==false
for i = r
if i<=pLR
h(end+1)=i
rr = rr(rr~=i)
end
end
for l = h
if pRL>l
v(end+1) = l
h = h(h~=l)
end
end
if length(h)==N/2 && length(v)==N/2
k=true
end
count = count + 1
end
t = count
Can someone point me in a direction, so i can get a bit closer to something that works?

Related

Searching a 3D array for closest point satisfying a certain predicate

I'm looking for an enumeration algorithm to search through a 3D array "sphering" around a given starting point.
Given an array a of size NxNxN where each N is 2^k for some k, and a point p in that array. The algorithm I'm looking for should do the following: If a[p] satisfies a certain predicate, the algorithm stops and p is returned. Otherwise the next point q is checked, where q is another point in the array that is the closest to p and hasn't been visited yet. If that doesn't match either, the next q'is checked an so on until in the worst case the whole array has been searched.
By "closest" here the perfect solution would be the point q that has the smallest Euclidean distance to p. As only discrete points have to be considered, perhaps some clever enumeration algorithm woukd make that possible. However, if this gets too complicated, the smallest Manhattan distance would be fine too. If there are several nearest points, it doesn't matter which one should be considered next.
Is there already an algorithm that can be used for this task?
You can search for increasing squared distances, so you won't miss a point. This python code should make it clear:
import math
import itertools
# Calculates all points at a certain distance.
# Coordinate constraint: z <= y <= x
def get_points_at_squared_euclidean_distance(d):
result = []
x = int(math.floor(math.sqrt(d)))
while 0 <= x:
y = x
while 0 <= y:
target = d - x*x - y*y
lower = 0
upper = y + 1
while lower < upper:
middle = (lower + upper) / 2
current = middle * middle
if current == target:
result.append((x, y, middle))
break
if current < target:
lower = middle + 1
else:
upper = middle
y -= 1
x -= 1
return result
# Creates all possible reflections of a point
def get_point_reflections(point):
result = set()
for p in itertools.permutations(point):
for n in range(8):
result.add((
p[0] * (1 if n % 8 < 4 else -1),
p[1] * (1 if n % 4 < 2 else -1),
p[2] * (1 if n % 2 < 1 else -1),
))
return sorted(result)
# Enumerates all points around a center, in increasing distance
def get_next_point_near(center):
d = 0
points_at_d = []
while True:
while not points_at_d:
d += 1
points_at_d = get_points_at_squared_euclidean_distance(d)
point = points_at_d.pop()
for reflection in get_point_reflections(point):
yield (
center[0] + reflection[0],
center[1] + reflection[1],
center[2] + reflection[2],
)
# The function you asked for
def get_nearest_point(center, predicate):
for point in get_next_point_near(center):
if predicate(point):
return point
# Example usage
print get_nearest_point((1,2,3), lambda p: sum(p) == 10)
Basically you consume points from the generator until one of them fulfills your predicate.
This is pseudocode for a simple algorithm that will search in increasing-radius spherical husks until it either finds a point or it runs out of array. Let us assume that condition returns either true or false and has access to the x, y, z coordinates being tested and the array itself, returning false (instead of exploding) for out-of-bounds coordinates:
def find_from_center(center, max_radius, condition) returns a point
let radius = 0
while radius < max_radius,
let point = find_in_spherical_husk(center, radius, condition)
if (point != null) return point
radius ++
return null
the hard part is inside find_in_spherical_husk. We are interested in checking out points such that
dist(center, p) >= radius AND dist(center, p) < radius+1
which will be our operating definition of husk. We could iterate over the whole 3D array in O(n^3) looking for those, but that would be really expensive in terms of time. A better pseudocode is the following:
def find_in_spherical_husk(center, radius, condition)
let z = center.z - radius // current slice height
let r = 0 // current circle radius; maxes at equator, then decreases
while z <= center + radius,
let z_center = (z, center.x, point.y)
let point = find_in_z_circle(z_center, r)
if (point != null) return point
// prepare for next z-sliced cirle
z ++
r = sqrt(radius*radius - (z-center.z)*(z-center.z))
the idea here is to slice each husk into circles along the z-axis (any axis will do), and then look at each slice separately. If you were looking at the earth, and the poles were the z axis, you would be slicing from north to south. Finally, you would implement find_in_z_circle(z_center, r, condition) to look at the circumference of each of those circles. You can avoid some math there by using the Bresenham circle-drawing algorithm; but I assume that the savings are negligible compared with the cost of checking condition.

Compute double sum in matlab efficiently?

I am looking for an optimal way to program this summation ratio. As input I have two vectors v_mn and x_mn with (M*N)x1 elements each.
The ratio is of the form:
The vector x_mn is 0-1 vector so when x_mn=1, the ration is r given above and when x_mn=0 the ratio is 0.
The vector v_mn is a vector which contain real numbers.
I did the denominator like this but it takes a lot of times.
function r_ij = denominator(v_mn, M, N, i, j)
%here x_ij=1, to get r_ij.
S = [];
for m = 1:M
for n = 1:N
if (m ~= i)
if (n ~= j)
S = [S v_mn(i, n)];
else
S = [S 0];
end
else
S = [S 0];
end
end
end
r_ij = 1+S;
end
Can you give a good way to do it in matlab. You can ignore the ratio and give me the denominator which is more complicated.
EDIT: I am sorry I did not write it very good. The i and j are some numbers between 1..M and 1..N respectively. As you can see, the ratio r is many values (M*N values). So I calculated only the value i and j. More precisely, I supposed x_ij=1. Also, I convert the vectors v_mn into a matrix that's why I use double index.
If you reshape your data, your summation is just a repeated matrix/vector multiplication.
Here's an implementation for a single m and n, along with a simple speed/equality test:
clc
%# some arbitrary test parameters
M = 250;
N = 1000;
v = rand(M,N); %# (you call it v_mn)
x = rand(M,N); %# (you call it x_mn)
m0 = randi(M,1); %# m of interest
n0 = randi(N,1); %# n of interest
%# "Naive" version
tic
S1 = 0;
for mm = 1:M %# (you call this m')
if mm == m0, continue; end
for nn = 1:N %# (you call this n')
if nn == n0, continue; end
S1 = S1 + v(m0,nn) * x(mm,nn);
end
end
r1 = v(m0,n0)*x(m0,n0) / (1+S1);
toc
%# MATLAB version: use matrix multiplication!
tic
ninds = [1:m0-1 m0+1:M];
minds = [1:n0-1 n0+1:N];
S2 = sum( x(minds, ninds) * v(m0, ninds).' );
r2 = v(m0,n0)*x(m0,n0) / (1+S2);
toc
%# Test if values are equal
abs(r1-r2) < 1e-12
Outputs on my machine:
Elapsed time is 0.327004 seconds. %# loop-version
Elapsed time is 0.002455 seconds. %# version with matrix multiplication
ans =
1 %# and yes, both are equal
So the speedup is ~133×
Now that's for a single value of m and n. To do this for all values of m and n, you can use an (optimized) double loop around it:
r = zeros(M,N);
for m0 = 1:M
xx = x([1:m0-1 m0+1:M], :);
vv = v(m0,:).';
for n0 = 1:N
ninds = [1:n0-1 n0+1:N];
denom = 1 + sum( xx(:,ninds) * vv(ninds) );
r(m0,n0) = v(m0,n0)*x(m0,n0)/denom;
end
end
which completes in ~15 seconds on my PC for M = 250, N= 1000 (R2010a).
EDIT: actually, with a little more thought, I was able to reduce it all down to this:
denom = zeros(M,N);
for mm = 1:M
xx = x([1:mm-1 mm+1:M],:);
denom(mm,:) = sum( xx*v(mm,:).' ) - sum( bsxfun(#times, xx, v(mm,:)) );
end
denom = denom + 1;
r_mn = x.*v./denom;
which completes in less than 1 second for N = 250 and M = 1000 :)
For a start you need to pre-alocate your S matrix. It changes size every loop so put
S = zeros(m*n, 1)
at the start of your function. This will also allow you to do away with your else conditional statements, ie they will reduce to this:
if (m ~= i)
if (n ~= j)
S(m*M + n) = v_mn(i, n);
Otherwise since you have to visit every element im afraid it may not be able to get much faster.
If you desperately need more speed you can look into doing some mex coding which is code in c/c++ but run in matlab.
http://www.mathworks.com.au/help/matlab/matlab_external/introducing-mex-files.html
Rather than first jumping into vectorization of the double loop, you may want modify the above to make sure that it does what you want. In this code, there is no summing of the data, instead a vector S is being resized at each iteration. As well, the signature could include the matrices V and X so that the multiplication occurs as in the formula (rather than just relying on the value of X to be zero or one, let us pass that matrix in).
The function could look more like the following (I've replaced the i,j inputs with m,n to be more like the equation):
function result = denominator(V,X,m,n)
% use the size of V to determine M and N
[M,N] = size(V);
% initialize the summed value to one (to account for one at the end)
result = 1;
% outer loop
for i=1:M
% ignore the case where m==i
if i~=m
for j=1:N
% ignore the case where n==j
if j~=n
result = result + V(m,j)*X(i,j);
end
end
end
end
Note how the first if is outside of the inner for loop since it does not depend on j. Try the above and see what happens!
You can vectorize from within Matlab to speed up your calculations. Every time you use an operation like ".^" or ".*" or any matrix operation for that matter, Matlab will do them in parallel, which is much, much faster than iterating over each item.
In this case, look at what you are doing in terms of matrices. First, in your loop you are only dealing with the mth row of $V_{nm}$, which we can use as a vector for itself.
If you look at your formula carefully, you can figure out that you almost get there if you just write this row vector as a column vector and multiply the matrix $X_{nm}$ to it from the left, using standard matrix multiplication. The resulting vector contains the sums over all n. To get the final result, just sum up this vector.
function result = denominator_vectorized(V,X,m,n)
% get the part of V with the first index m
Vm = V(m,:)';
% remove the parts of X you don't want to iterate over. Note that, since I
% am inside the function, I am only editing the value of X within the scope
% of this function.
X(m,:) = 0;
X(:,n) = 0;
%do the matrix multiplication and the summation at once
result = 1-sum(X*Vm);
To show you how this optimizes your operation, I will compare it to the code proposed by another commenter:
function result = denominator(V,X,m,n)
% use the size of V to determine M and N
[M,N] = size(V);
% initialize the summed value to one (to account for one at the end)
result = 1;
% outer loop
for i=1:M
% ignore the case where m==i
if i~=m
for j=1:N
% ignore the case where n==j
if j~=n
result = result + V(m,j)*X(i,j);
end
end
end
end
The test:
V=rand(10000,10000);
X=rand(10000,10000);
disp('looped version')
tic
denominator(V,X,1,1)
toc
disp('matrix operation')
tic
denominator_vectorized(V,X,1,1)
toc
The result:
looped version
ans =
2.5197e+07
Elapsed time is 4.648021 seconds.
matrix operation
ans =
2.5197e+07
Elapsed time is 0.563072 seconds.
That is almost ten times the speed of the loop iteration. So, always look out for possible matrix operations in your code. If you have the Parallel Computing Toolbox installed and a CUDA-enabled graphics card installed, Matlab will even perform these operations on your graphics card without any further effort on your part!
EDIT: That last bit is not entirely true. You still need to take a few steps to do operations on CUDA hardware, but they aren't a lot. See Matlab documentation.

Reduce Close Points

input: C matrix 2xN (2D points)
output: C matrix 2xM (2D points) with equal or less points.
Lets say we have C matrix 2xN that contains several 2D points, and it looks something like that:
What we want is to group "close" points to one point, measured by the average of the other points.
For example, in the second image, every group of blue circle will be one point, the point coordinate will be the average point off all points in the blue circle.
also by saying "close", I mean that: their distance one to each other will be smaller then DELTA (known scalar). So wanted output is:
About running time of the algorithm, I don't have upper-limit request but I call that method several times...
What i have tried:
function C = ReduceClosePoints(C ,l_boundry)
x_size = abs(l_boundry(1,1)-l_boundry(1,2)); %220
DELTA = x_size/10;
T = [];
for i=1:size(C,2)
sum = C(:,i);
n=1;
for j=1:size(C,2)
if i~=j %not in same point
D = DistancePointToPoint(C(:,i),C(:,j));
if D < DELTA
sum = sum + C(:,j);
n=n+1;
end
end
end
sum = sum./n; %new point -> save in T matrix
T = [T sum];
end
C = T;
end
I am using Matlab.
Thank you
The simplest way to remove the duplicates from the output is in the final step, by replacing:
C = T;
with:
C = unique(T', 'rows')';
Note that unique() in matrix context only works row-wise, so we have to transpose twice.
I forgot to remove points that i have tested before.
If that code will be useful to someone use that code:
function C = ReduceClosePoints(C ,l_boundry)
x_size = abs(boundry(1,1)-boundry(1,2)); %220 / 190
DELTA = x_size/10;
i=1;
while i~=size(C,2)+1
sum = C(:,i);
n=1;
j=i;
while j~=size(C,2)+1
if i~=j %not same point
D = DistancePointToPoint(C(:,i),C(:,j));
if D < DELTA
sum = sum + C(:,j);
n=n+1;
C(:,j) = [];
j=j-1;
end
end
j=j+1;
end
C(:,i) = sum./n; %change to new point
i=i+1;
end
end

implementing a simple big bang big crunch (BB-BC) in matlab

i want to implement a simple BB-BC in MATLAB but there is some problem.
here is the code to generate initial population:
pop = zeros(N,m);
for j = 1:m
% formula used to generate random number between a and b
% a + (b-a) .* rand(N,1)
pop(:,j) = const(j,1) + (const(j,2) - const(j,1)) .* rand(N,1);
end
const is a matrix (mx2) which holds constraints for control variables. m is number of control variables. random initial population is generated.
here is the code to compute center of mass in each iteration
sum = zeros(1,m);
sum_f = 0;
for i = 1:N
f = fitness(new_pop(i,:));
%keyboard
sum = sum + (1 / f) * new_pop(i,:);
%keyboard
sum_f = sum_f + 1/f;
%keyboard
end
CM = sum / sum_f;
new_pop holds newly generated population at each iteration, and is initialized with pop.
CM is a 1xm matrix.
fitness is a function to give fitness value for each particle in generation. lower the fitness, better the particle.
here is the code to generate new population in each iteration:
for i=1:N
new_pop(i,:) = CM + rand(1) * alpha1 / (n_itr+1) .* ( const(:,2)' - const(:,1)');
end
alpha1 is 0.9.
the problem is that i run the code for 100 iterations, but fitness just decreases and becomes negative. it shouldnt happen at all, because all particles are in search space and CM should be there too, but it goes way beyond the limits.
for example, if this is the limits (m=4):
const = [1 10;
1 9;
0 5;
1 4];
then running yields this CM:
57.6955 -2.7598 15.3098 20.8473
which is beyond all limits.
i tried limiting CM in my code, but then it just goes and sticks at all top boundaries, which in this example give CM=
10 9 5 4
i am confused. there is something wrong in my implementation or i have understood something wrong in BB-BC?

Improving performance of interpolation (Barycentric formula)

I have been given an assignment in which I am supposed to write an algorithm which performs polynomial interpolation by the barycentric formula. The formulas states that:
p(x) = (SIGMA_(j=0 to n) w(j)*f(j)/(x - x(j)))/(SIGMA_(j=0 to n) w(j)/(x - x(j)))
I have written an algorithm which works just fine, and I get the polynomial output I desire. However, this requires the use of some quite long loops, and for a large grid number, lots of nastly loop operations will have to be done. Thus, I would appreciate it greatly if anyone has any hints as to how I may improve this, so that I will avoid all these loops.
In the algorithm, x and f stand for the given points we are supposed to interpolate. w stands for the barycentric weights, which have been calculated before running the algorithm. And grid is the linspace over which the interpolation should take place:
function p = barycentric_formula(x,f,w,grid)
%Assert x-vectors and f-vectors have same length.
if length(x) ~= length(f)
sprintf('Not equal amounts of x- and y-values. Function is terminated.')
return;
end
n = length(x);
m = length(grid);
p = zeros(1,m);
% Loops for finding polynomial values at grid points. All values are
% calculated by the barycentric formula.
for i = 1:m
var = 0;
sum1 = 0;
sum2 = 0;
for j = 1:n
if grid(i) == x(j)
p(i) = f(j);
var = 1;
else
sum1 = sum1 + (w(j)*f(j))/(grid(i) - x(j));
sum2 = sum2 + (w(j)/(grid(i) - x(j)));
end
end
if var == 0
p(i) = sum1/sum2;
end
end
This is a classical case for matlab 'vectorization'. I would say - just remove the loops. It is almost that simple. First, have a look at this code:
function p = bf2(x, f, w, grid)
m = length(grid);
p = zeros(1,m);
for i = 1:m
var = grid(i)==x;
if any(var)
p(i) = f(var);
else
sum1 = sum((w.*f)./(grid(i) - x));
sum2 = sum(w./(grid(i) - x));
p(i) = sum1/sum2;
end
end
end
I have removed the inner loop over j. All I did here was in fact removing the (j) indexing and changing the arithmetic operators from / to ./ and from * to .* - the same, but with a dot in front to signify that the operation is performed on element by element basis. This is called array operators in contrast to ordinary matrix operators. Also note that treating the special case where the grid points fall onto x is very similar to what you had in the original implementation, only using a vector var such that x(var)==grid(i).
Now, you can also remove the outermost loop. This is a bit more tricky and there are two major approaches how you can do that in MATLAB. I will do it the simpler way, which can be less efficient, but more clear to read - using repmat:
function p = bf3(x, f, w, grid)
% Find grid points that coincide with x.
% The below compares all grid values with all x values
% and returns a matrix of 0/1. 1 is in the (row,col)
% for which grid(row)==x(col)
var = bsxfun(#eq, grid', x);
% find the logical indexes of those x entries
varx = sum(var, 1)~=0;
% and of those grid entries
varp = sum(var, 2)~=0;
% Outer-most loop removal - use repmat to
% replicate the vectors into matrices.
% Thus, instead of having a loop over j
% you have matrices of values that would be
% referenced in the loop
ww = repmat(w, numel(grid), 1);
ff = repmat(f, numel(grid), 1);
xx = repmat(x, numel(grid), 1);
gg = repmat(grid', 1, numel(x));
% perform the calculations element-wise on the matrices
sum1 = sum((ww.*ff)./(gg - xx),2);
sum2 = sum(ww./(gg - xx),2);
p = sum1./sum2;
% fix the case where grid==x and return
p(varp) = f(varx);
end
The fully vectorized version can be implemented with bsxfun rather than repmat. This can potentially be a bit faster, since the matrices are not explicitly formed. However, the speed difference may not be large for small system sizes.
Also, the first solution with one loop is also not too bad performance-wise. I suggest you test those and see, what is better. Maybe it is not worth it to fully vectorize? The first code looks a bit more readable..

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