I hope this hasn't been asked before, if so I apologize.
EDIT: For clarity, the following notation will be used: boldface uppercase for matrices, boldface lowercase for vectors, and italics for scalars.
Suppose x0 is a vector, A and B are matrix functions, and f is a vector function.
I'm looking for the best way to do the following iteration scheme in Mathematica:
A0 = A(x0), B0=B(x0), f0 = f(x0)
x1 = Inverse(A0)(B0.x0 + f0)
A1 = A(x1), B1=B(x1), f1 = f(x1)
x2 = Inverse(A1)(B1.x1 + f1)
...
I know that a for-loop can do the trick, but I'm not quite familiar with Mathematica, and I'm concerned that this is the most efficient way to do it. This is a justified concern as I would like to define a function u(N):=xNand use it in further calculations.
I guess my questions are:
What's the most efficient way to program the scheme?
Is RecurrenceTable a way to go?
EDIT
It was a bit more complicated than I tought. I'm providing more details in order to obtain a more thorough response.
Before doing the recurrence, I'm having problems understanding how to program the functions A, B and f.
Matrices A and B are functions of the time step dt = 1/T and the space step dx = 1/M, where T and M are the number of points in the {0 < x < 1, 0 < t} region. This is also true for vector the function f.
The dependance of A, B and f on x is rather tricky:
A and B are upper and lower triangular matrices (like a tridiagonal matrix; I suppose we can call them multidiagonal), with defined constant values on their diagonals.
Given a point 0 < xs < 1, I need to determine it's representative xn in the mesh (the closest), and then substitute the nth row of A and B with the function v( x) (transposed, of course), and the nth row of f with the function w( x).
Summarizing, A = A(dt, dx, xs, x). The same is true for B and f.
Then I need do the loop mentioned above, to define u( x) = step[T].
Hope I've explained myself.
I'm not sure if it's the best method, but I'd just use plain old memoization. You can represent an individual step as
xstep[x_] := Inverse[A[x]](B[x].x + f[x])
and then
u[0] = x0
u[n_] := u[n] = xstep[u[n-1]]
If you know how many values you need in advance, and it's advantageous to precompute them all for some reason (e.g. you want to open a file, use its contents to calculate xN, and then free the memory), you could use NestList. Instead of the previous two lines, you'd do
xlist = NestList[xstep, x0, 10];
u[n_] := xlist[[n]]
This will break if n > 10, of course (obviously, change 10 to suit your actual requirements).
Of course, it may be worth looking at your specific functions to see if you can make some algebraic simplifications.
I would probably write a function that accepts A0, B0, x0, and f0, and then returns A1, B1, x1, and f1 - say
step[A0_?MatrixQ, B0_?MatrixQ, x0_?VectorQ, f0_?VectorQ] := Module[...]
I would then Nest that function. It's hard to be more precise without more precise information.
Also, if your procedure is numerical, then you certainly don't want to compute Inverse[A0], as this is not a numerically stable operation. Rather, you should write
A0.x1 == B0.x0+f0
and then use a numerically stable solver to find x1. Of course, Mathematica's LinearSolve provides such an algorithm.
Related
I would like to solve problems combining boolean and integer logic in linear arithmetic with a SAT/SMT solver. At first glance, Z3 seems promising.
First of all, is it at all possible to solve the following problem? This answer makes it seem like it works.
int x,y,z
boolean a,b,c
( (3x + y - 2z >= 10) OR (A AND (NOT B OR C)) OR ((A == C) AND (x + y >= 5)) )
If so, how does Z3 solve this kind of problem in theory and is there any documentation about it?
I could think of two ways to solve this problem. One would be to convert the Boolean operations into a linear integer expression. Another solution I read about is to use the Nelson-Oppen Combination Method described in [Kro 08].
I found a corresponding documentation in chapter 3.2.2. Solving Arithmetical Fragments, Table 1 a listing of the implemented algorithms for a certain logic.
Yes, SMT solvers are quite good at solving problems of this sort. Your problem can be expressed using z3's Python interface like this:
from z3 import *
x, y, z = Ints('x y z')
A, B, C = Bools('A B C')
solve (Or(3*x + y - 2*z >= 10
, And(A, Or(Not(B), C))
, And(A == C, x + y >= 5)))
This prints:
[A = True, z = 3, y = 0, B = True, C = True, x = 5]
giving you a (not necessarily "the") model that satisfies your constraints.
SMT solvers can deal with integers, machine words (i.e., bit-vectors), reals, along with many other data types, and there are efficient procedures for combinations of linear-integer-arithmetic, booleans, uninterpreted-functions, bit-vectors amongst many others.
See http://smtlib.cs.uiowa.edu for many resources on SMT solving, including references to other work. Any given solver (i.e., z3, yices, cvc etc.) will be a collection of various algorithms, heuristics and tactics. It's hard to compare them directly as each shine in their own way for certain sublogics, but for the base set of linear-integer arithmetic, booleans, and bit-vectors, they should all perform fairly well. Looks like you already found some good references, so you can do further reading as necessary; though for most end users it's neither necessary nor that important to know how an SMT solver internally works.
I'm puzzled by what I think is a mistake in a partial derivative I'm having Mathematica do for me.
Specifically, this is what I have:
Derivative I'd like to take
I'm trying to take the partial derivative of the following w.r.t. the variable θ (apologies for the formatting):
f=(1/4)(-4e((1+θ)/2)ψ+eN((1+θ)/2)ψ+eN((1+θ)/2-θd)ψ)-s
But the solution Mathematica produces seems very different from the one I get when I take the derivative myself. While Mathematica says the partial derivative of f w.r.t. θ is:
(1/4)eψ(N-2)
By hand, I get and am quite confident the correct answer is instead:
(1/4)eψ(N(1-d)-2)
That is, Mathematica is producing something that drops the variable d when it is differentiating. I've explored different functions that take a derivative in Mathematica, and the possibility that maybe some of the variables I'm using (such as d) might be protected or otherwise special, but I can't say that I know why the answer's so off. This is the first time in the notebook that d appears, so it is not set to 0. For context, I'm trying to confirm that the derivative of the function is positive for values of the variables in certain ranges, and we have d>0 and d<(1/2). Doing this all by hand works but I'm trying to confirm with Mathematica as I will be dealing with more complicated functions and need to make sure I'm having Mathematica produce the right derivatives.
Your didn't add spaces in eN and θd, so it thinks they're some other 2-character variables.
Adding spaces between them gives your expected result:
f[θ,e,N,ψ,d,s] = (1/4) (-4 e ((1+θ)/2) ψ + e N ((1+θ)/2) ψ + e N ((1+θ)/2 - θ d) ψ) - s;
D[f[θ, e, N, ψ, d, s], θ] // FullSimplify
(* 1/4 e (-2 + N - d N) ψ *)
I'm following this paper to implement and Attentive Pooling Network to build a Question Answering system. In chapter 2.1, it speaks about the CNN layer:
where q_emb is a question where each token (word) has been embedded using word2vec. q_emb has shape (d, M). d is the dimension of the word embedding and M the length of the question. In a similar way, a_emb is the embedding of the answer with shape (d, L).
My question is: how is the convolution done and how is it possible that W_1 and b_1 are the same for both the operations? In my opinion at least b_1 should have a different dimension in each case (and it should be a matrix, not a vector....).
At the moment I've implemented this operation in PyTorch:
### Input is a tensor of shape (batch_size, 1, M or L, d*k)
conv2 = nn.Conv2d(1, c, (d*k, 1))
I find that the authors of the paper are trusting the readers to assume/figure out a lot of things here. From what I read, here is what I could gather:
W1 should be a 1 X dk matrix because that is the only shape that would make sense in order to get Q as c X M matrix.
Assuming this, b1 need not be an matrix. From the above, you could get a c X 1 X M matrix which could be reshaped to c X M matrix easily and b1 could be a c X 1 vector which could be broadcasted and added to the rest of the matrix.
Since, c, d and k are hyper parameters, you could easily have the same W1 and b1 for both Q and A.
This is what I think so far, I will re read and edit in case anythings amiss.
I have a differential equation A*dx/dt + B(y-y0) = 0
Where x is a very complicated function of y.
How can I use Mathematica to rearrange y to get a function x in order to solve this?
Thanks
There are two or three different problems here that you might be asking:
Option 1: The subject line
First, if you really do have a function f[x] defined and you want to rearrange it, you would be doing something like this:
f[x_]=2+x+x^2;
Solve[y==f[x],x]
However, even here you should notice that inverse functions are not necessarily unique. There are two functions given, and the domain of each is only for y>=7/4.
Option 2: Solving a DE
Now, the equation you give is a differential equation. That is not the same as "rearranging a function y=f[x] into x=g[y]" because there are derivatives involved.
Mathematica has a built-in differential-equation solver:
DSolve[a y'[t] + b (y[t] - y0) == 0, y[t], t]
That will give you a function (in terms of constants $a,b,y_0$) that is the answer, and it will include the unspecified constant of integration.
Your system seems to refer to two functions, x(t) and y(t). You cannot solve one equation for two variables, so it is impossible to solve this (Mathematica or otherwise) without more information.
Option 3: Rearranging an expression
As a third alternative, if you are trying to rearrange this equation without solving the differential equation, you can do that:
Solve[a x'[t] + b(y[t]-y0)==0,x'[t]]
This will give you $x'(t)$ in terms of the other constants and the function $y(t)$, but in order to integrate this (i.e. to solve the differential equation) you will need to know more about y[t].
I use the LINQ Aggregate operator quite often. Essentially, it lets you "accumulate" a function over a sequence by repeatedly applying the function on the last computed value of the function and the next element of the sequence.
For example:
int[] numbers = ...
int result = numbers.Aggregate(0, (result, next) => result + next * next);
will compute the sum of the squares of the elements of an array.
After some googling, I discovered that the general term for this in functional programming is "fold". This got me curious about functions that could be written as folds. In other words, the f in f = fold op.
I think that a function that can be computed with this operator only needs to satisfy (please correct me if I am wrong):
f(x1, x2, ..., xn) = f(f(x1, x2, ..., xn-1), xn)
This property seems common enough to deserve a special name. Is there one?
An Iterated binary operation may be what you are looking for.
You would also need to add some stopping conditions like
f(x) = something
f(x1,x2) = something2
They define a binary operation f and another function F in the link I provided to handle what happens when you get down to f(x1,x2).
To clarify the question: 'sum of squares' is a special function because it has the property that it can be expressed in terms of the fold functional plus a lambda, ie
sumSq = fold ((result, next) => result + next * next) 0
Which functions f have this property, where dom f = { A tuples }, ran f :: B?
Clearly, due to the mechanics of fold, the statement that f is foldable is the assertion that there exists an h :: A * B -> B such that for any n > 0, x1, ..., xn in A, f ((x1,...xn)) = h (xn, f ((x1,...,xn-1))).
The assertion that the h exists says almost the same thing as your condition that
f((x1, x2, ..., xn)) = f((f((x1, x2, ..., xn-1)), xn)) (*)
so you were very nearly correct; the difference is that you are requiring A=B which is a bit more restrictive than being a general fold-expressible function. More problematically though, fold in general also takes a starting value a, which is set to a = f nil. The main reason your formulation (*) is wrong is that it assumes that h is whatever f does on pair lists, but that is only true when h(x, a) = a. That is, in your example of sum of squares, the starting value you gave to Accumulate was 0, which is a does-nothing when you add it, but there are fold-expressible functions where the starting value does something, in which case we have a fold-expressible function which does not satisfy (*).
For example, take this fold-expressible function lengthPlusOne:
lengthPlusOne = fold ((result, next) => result + 1) 1
f (1) = 2, but f(f(), 1) = f(1, 1) = 3.
Finally, let's give an example of a functions on lists not expressible in terms of fold. Suppose we had a black box function and tested it on these inputs:
f (1) = 1
f (1, 1) = 1 (1)
f (2, 1) = 1
f (1, 2, 1) = 2 (2)
Such a function on tuples (=finite lists) obviously exists (we can just define it to have those outputs above and be zero on any other lists). Yet, it is not foldable because (1) implies h(1,1)=1, while (2) implies h(1,1)=2.
I don't know if there is other terminology than just saying 'a function expressible as a fold'. Perhaps a (left/right) context-free list function would be a good way of describing it?
In functional programming, fold is used to aggregate results on collections like list, array, sequence... Your formulation of fold is incorrect, which leads to confusion. A correct formulation could be:
fold f e [x1, x2, x3,..., xn] = f((...f(f(f(e, x1),x2),x3)...), xn)
The requirement for f is actually very loose. Lets say the type of elements is T and type of e is U. So function f indeed takes two arguments, the first one of type U and the second one of type T, and returns a value of type U (because this value will be supplied as the first argument of function f again). In short, we have an "accumulate" function with a signature f: U * T -> U. Due to this reason, I don't think there is a formal term for these kinds of function.
In your example, e = 0, T = int, U = int and your lambda function (result, next) => result + next * next has a signaturef: int * int -> int, which satisfies the condition of "foldable" functions.
In case you want to know, another variant of fold is foldBack, which accumulates results with the reverse order from xn to x1:
foldBack f [x1, x2,..., xn] e = f(x1,f(x2,...,f(n,e)...))
There are interesting cases with commutative functions, which satisfy f(x, y) = f(x, y), when fold and foldBack return the same result. About fold itself, it is a specific instance of catamorphism in category theory. You can read more about catamorphism here.