i have a matlab code that can solve dy/dt=t/y and y(0)=1, how can i generalize this to solve dy/dt=f(t,y), y(o)=y_0 for ANY given f(t,y)?
You will have to read a few books on numerical methods for ODEs. I think you cannot make general code even for this relatively simple case. You have here y' + F(y,t) = 0 which is just a first-order ODE. Without knowing the structure of F we can't talk about a single way to find a solution. But if F is at least Lipschitz continuous you may try any of the Euler methods. They are not that difficult.
I can imagine that your code is already using one of Euler methods, so if you don't care about F being some "bad" function, you can just modify your code to use F and y(0)=y_0 instead of y/t and (0,1).
Related
The question seems too easy to answer, however it is not, since I have to deal with functions that do not have closed forms (or I don't know how to find them). For example, I would like to find inverse functions for:
y == x Tan[x]
and
y == a x + b Tan[x].
Thus far, I used Newton-Rhapson's method for the inverse transformations. It works fine, but requires iterations. I just wonder whether there is a method to prove that there is a better solution or not. I've tried Wolfram Mathematica to find a solution, but since I'm a beginner. I have had no luck to get anything meaningful.
Seems it can't be done.
Solve[y == x Tan[x], x]
Solve::nsmet: This system cannot be solved with the methods available to Solve.
InverseFunction[# Tan[#] &]
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I have a math problem that I can't solve: I don't know how to find the value of n so that
365! / ((365-n)! * 365^n) = 50%.
I am using the Casio 500ms scientific calculator but I don't know how.
Sorry because my question is too easy, I am changing my career so I have to review and upgrade my math, the subject that I have neglected for years.
One COULD in theory use a root-finding scheme like Newton's method, IF you could take derivatives. But this function is defined only on the integers, since it uses factorials.
One way out is to recognize the identity
n! = gamma(n+1)
which will effectively allow you to extend the function onto the real line. The gamma function is defined on the positive real line, though it does have singularities at the negative integers. And of course, you still need the derivative of this expression, which can be done since gamma is differentiable.
By the way, a danger with methods like Newton's method on problems like this is it may still diverge into the negative real line. Choose poor starting values, and you may get garbage out. (I've not looked carefully at the shape of this function, so I won't claim for what set of starting values it will diverge on you.)
Is it worth jumping through the above set of hoops? Of course not. A better choice than Newton's method might be something like Brent's algorithm, or a secant method, which here will not require you to compute the derivative. But even that is a waste of effort.
Recognizing that this is indeed a problem on the integers, one could use a tool like bisection to resolve the solution extremely efficiently. It never requires derivatives, and it will work nicely enough on the integers. Once you have resolved the interval to be as short as possible, the algorithm will terminate, and take vary few function evaluations in the process.
Finally, be careful with this function, as it does involve some rather large factorials, which could easily overflow many tools to evaluate the factorial. For example, in MATLAB, if I did try to evaluate factorial(365):
factorial(365)
ans =
Inf
I get an overflow. I would need to move into a tool like the symbolic toolbox, or my own suite of variable precision integer tools. Alternatively, one could recognize that many of the terms in these factorials will cancel out, so that
365! / (365 - n)! = 365*(365-1)*(365-2)*...*(365-n+1)
The point is, we get an overflow for such a large value if we are not careful. If you have a tool that will not overflow, then use it, and use bisection as I suggested. Here, using the symbolic toolbox in MATLAB, I get a solution using only 7 function evaluations.
f = #(n) vpa(factorial(sym(365))/(factorial(sym(365 - n))*365^sym(n)));
f(0)
ans =
1.0
f(365)
ans =
1.4549552156187034033714015903853e-157
f(182)
ans =
0.00000000000000000000000095339164972764493041114884521295
f(91)
ans =
0.000004634800180846641815683109605743
f(45)
ans =
0.059024100534225072005461014516788
f(22)
ans =
0.52430469233744993108665513602619
f(23)
ans =
0.49270276567601459277458277166297
Or, if you can't take an option like that, but do have a tool that can evaluate the log of the gamma function, AND you have a rootfinder available as MATLAB does...
f = #(n) exp(gammaln(365+1) - gammaln(365-n + 1) - n*log(365));
fzero(#(n) f(n) - .5,10)
ans =
22.7677
As you can see here, I used the identity relating gamma and the factorial function, then used the log of the gamma function, in MATLAB, gammaln. Once all the dirty work was done, then I exponentiated the entire mess, which will be a reasonable number. Fzero tells us that the cross-over occurs between 22 and 23.
If a numerical approximation is ok, ask Wolfram Alpha:
n ~= -22.2298272...
n ~= 22.7676903...
I'm going to assume you have some special reason for wanting an actual algorithm, even though you only have one specific problem to solve.
You're looking for a value n where...
365! / ((365-n)! * 365^n) = 0.5
And therefore...
(365! / ((365-n)! * 365^n)) - 0.5 = 0.0
The general form of the problem is to find a value x such that f(x)=0. One classic algorithm for this kind of thing is the Newton-Raphson method.
[EDIT - as woodchips points out in the comment, the factorial is an integer-only function. My defence - for some problems (the birthday problem among them) it's common to generalise using approximation functions. I remember the Stirling approximation of factorials being used for the birthday problem - according to this, Knuth uses it. The Wikipedia page for the Birthday problem mentions several approximations that generalise to non-integer values.
It's certainly bad that I didn't think to mention this when I first wrote this answer.]
One problem with that is that you need the derivative of that function. That's more a mathematics issue, though you can estimate the derivative at any point by taking values a short distance either side.
You can also look at this as an optimisation problem. The general form of optimisation problems is to find a value x such that f(x) is maximised/minimised. In your case, you could define your function as...
f(x)=((365! / ((365-n)! * 365^n)) - 0.5)^2
Because of the squaring, the result can never be negative, so try to minimise. Whatever value of x gets you the smallest f(x) will also give you the result you want.
There isn't so much an algorithm for optimisation problems as a whole field - the method you use depends on the complexity of your function. However, this case should be simple so long as your language can cope with big numbers. Probably the simplest optimisation algorithm is called hill-climbing, though in this case it should probably be called rolling-down-the-hill. And as luck would have it, Newton-Raphson is a hill-climbing method (or very close to being one - there may be some small technicality that I don't remember).
[EDIT as mentioned above, this won't work if you need an integer solution for the problem as actually stated (rather than a real-valued approximation). Optimisation in the integer domain is one of those awkward issues that helps make optimisation a field in itself. The branch and bound is common for complex functions. However, in this case hill-climbing still works. In principle, you can even still use a tweaked version of Newton-Raphson - you just have to do some rounding and check that you don't keep rounding back to the same place you started if your moves are small.]
I am a Mechanical engineer with a computer scientist question. This is an example of what the equations I'm working with are like:
x = √((y-z)×2/r)
z = f×(L/D)×(x/2g)
f = something crazy with x in it
etc…(there are more equations with x in it)
The situation is this:
I need r to find x, but I need x to find z. I also need x to find f which is a part of finding z. So I guess a value for x, and then I use that value to find r and f. Then I go back and use the value I found for r and f to find x. I keep doing this until the guess and the calculated are the same.
My question is:
How do I get the computer to do this? I've been using mathcad, but an example in another language like C++ is fine.
The very first thing you should do faced with iterative algorithms is write down on paper the sequence that will result from your idea:
Eg.:
x_0 = ..., f_0 = ..., r_0 = ...
x_1 = ..., f_1 = ..., r_1 = ...
...
x_n = ..., f_n = ..., r_n = ...
Now, you have an idea of what you should implement (even if you don't know how). If you don't manage to find a closed form expression for one of the x_i, r_i or whatever_i, you will need to solve one dimensional equations numerically. This will imply more work.
Now, for the implementation part, if you never wrote a program, you should seriously ask someone live who can help you (or hire an intern and have him write the code). We cannot help you beginning from scratch with, eg. C programming, but we are willing to help you with specific problems which should arise when you write the program.
Please note that your algorithm is not guaranteed to converge, even if you strongly think there is a unique solution. Solving non linear equations is a difficult subject.
It appears that mathcad has many abstractions for iterative algorithms without the need to actually implement them directly using a "lower level" language. Perhaps this question is better suited for the mathcad forums at:
http://communities.ptc.com/index.jspa
If you are using Mathcad, it has the functionality built in. It is called solve block.
Start with the keyword "given"
Given
define the guess values for all unknowns
x:=2
f:=3
r:=2
...
define your constraints
x = √((y-z)×2/r)
z = f×(L/D)×(x/2g)
f = something crazy with x in it
etc…(there are more equations with x in it)
calculate the solution
find(x, y, z, r, ...)=
Check Mathcad help or Quicksheets for examples of the exact syntax.
The simple answer to your question is this pseudo-code:
X = startingX;
lastF = Infinity;
F = 0;
tolerance = 1e-10;
while ((lastF - F)^2 > tolerance)
{
lastF = F;
X = ?;
R = ?;
F = FunctionOf(X,R);
}
This may not do what you expect at all. It may give a valid but nonsense answer or it may loop endlessly between alternate wrong answers.
This is standard substitution to convergence. There are more advanced techniques like DIIS but I'm not sure you want to go there. I found this article while figuring out if I want to go there.
In general, it really pays to think about how you can transform your problem into an easier problem.
In my experience it is better to pose your problem as a univariate bounded root-finding problem and use Brent's Method if you can
Next worst option is multivariate minimization with something like BFGS.
Iterative solutions are horrible, but are more easily solved once you think of them as X2 = f(X1) where X is the input vector and you're trying to reduce the difference between X1 and X2.
As the commenters have noted, the mathematical aspects of your question are beyond the scope of the help you can expect here, and are even beyond the help you could be offered based on the detail you posted.
However, I think that even if you understood the mathematics thoroughly there are computer science aspects to your question that should be addressed.
When you write your code, try to make organize it into functions that depend only upon the parameters you are passing in to a subroutine. So write a subroutine that takes in values for y, z, and r and returns you x. Make another that takes in f,L,D,G and returns z. Now you have testable routines that you can check to make sure they are computing correctly. Check the input values to your routines in the routines - for instance in computing x you will get a divide by 0 error if you pass in a 0 for r. Think about how you want to handle this.
If you are going to solve this problem interatively you will need a method that will decide, based on the results of one iteration, what the values for the next iteration will be. This also should be encapsulated within a subroutine. Now if you are using a language that allows only one value to be returned from a subroutine (which is most common computation languages C, C++, Java, C#) you need to package up all your variables into some kind of data structure to return them. You could use an array of reals or doubles, but it would be nicer to choose to make an object and then you can reference the variables by their name and not their position (less chance of error).
Another aspect of iteration is knowing when to stop. Certainly you'll do so when you get a solution that converges. Make this decision into another subroutine. Now when you need to change the convergence criteria there is only one place in the code to go to. But you need to consider other reasons for stopping - what do you do if your solution starts diverging instead of converging? How many iterations will you allow the run to go before giving up?
Another aspect of iteration of a computer is round-off error. Mathematically 10^40/10^38 is 100. Mathematically 10^20 + 1 > 10^20. These statements are not true in most computations. Your calculations may need to take this into account or you will end up with numbers that are garbage. This is an example of a cross-cutting concern that does not lend itself to encapsulation in a subroutine.
I would suggest that you go look at the Python language, and the pythonxy.com extensions. There are people in the associated forums that would be a good resource for helping you learn how to do iterative solving of a system of equations.
What is the fastest way in R to compute a recursive sequence defined as
x[1] <- x1
x[n] <- f(x[n-1])
I am assuming that the vector x of proper length is preallocated. Is there a smarter way than just looping?
Variant: extend this to vectors:
x[,1] <- x1
x[,n] <- f(x[,n-1])
Solve the recurrence relationship ;)
In terms of the question of whether this can be fully "vectorized" in any way, I think the answer is probably "no". The fundamental idea behind array programming is that operations apply to an entire set of values at the same time. Similarly for questions of "embarassingly parallel" computation. In this case, since your recursive algorithm depends on each prior state, there would be no way to gain speed from parallel processing: it must be run serially.
That being said, the usual advice for speeding up your program applies. For instance, do as much of the calculation outside of your recursive function as possible. Sort everything. Predefine your array lengths so they don't have to grow during the looping. Etc. See this question for a similar discussion. There is also a pseudocode example in Tim Hesterberg's article on efficient S-Plus Programming.
You could consider writing it in C / C++ / Fortran and use the handy inline package to deal with the compiling, linking and loading for you.
Of course, your function f() may be a real constraint if that one needs to remain an R function. There is a callback-from-C++-to-R example in Rcpp but this requires a bit more work than just using inline.
Well if you need the entire sequence how fast it can be? assuming that the function is O(1), you cannot do better than O(n), and looping through will give you just that.
In general, the syntax x$y <- f(z) will have to reallocate x every time, which would be very slow if x is a large object. But, it turns out that R has some tricks so that the list replacement function [[<- doesn't reallocate the whole list every time. So I think you can reasonably efficiently do:
x[[1]] <- x1
for (m in seq(2, n))
x[[m]] <- f(x[[m-1]])
The only wasteful aspect here is that you have to generate an array of length n-1 for the for loop, which isn't ideal, but it's probably not a giant issue. You could replace it by a while loop if you preferred. The usual vectorization tricks (lapply, etc.) won't work here...
(The double brackets give you a list element, which is what you probably want, rather than a singleton list.)
For more details, see Chambers (2008). Software for Data Analysis. p. 473-474.
I have values returned by unknown function like for example
# this is an easy case - parabolic function
# but in my case function is realy unknown as it is connected to process execution time
[0, 1, 4, 9]
is there a way to predict next value?
Not necessarily. Your "parabolic function" might be implemented like this:
def mindscrew
#nums ||= [0, 1, 4, 9, "cat", "dog", "cheese"]
#nums.pop
end
You can take a guess, but to predict with certainty is impossible.
You can try using neural networks approach. There are pretty many articles you can find by Google query "neural network function approximation". Many books are also available, e.g. this one.
If you just want data points
Extrapolation of data outside of known points can be estimated, but you need to accept the potential differences are much larger than with interpolation of data between known points. Strictly, both can be arbitrarily inaccurate, as the function could do anything crazy between the known points, even if it is a well-behaved continuous function. And if it isn't well-behaved, all bets are already off ;-p
There are a number of mathematical approaches to this (that have direct application to computer science) - anything from simple linear algebra to things like cubic splines; and everything in between.
If you want the function
Getting esoteric; another interesting model here is genetic programming; by evolving an expression over the known data points it is possible to find a suitably-close approximation. Sometimes it works; sometimes it doesn't. Not the language you were looking for, but Jason Bock shows some C# code that does this in .NET 3.5, here: Evolving LINQ Expressions.
I happen to have his code "to hand" (I've used it in some presentations); with something like a => a * a it will find it almost instantly, but it should (in theory) be able to find virtually any method - but without any defined maximum run length ;-p It is also possible to get into a dead end (evolutionary speaking) where you simply never recover...
Use the Wolfram Alpha API :)
Yes. Maybe.
If you have some input and output values, i.e. in your case [0,1,2,3] and [0,1,4,9], you could use response surfaces (basicly function fitting i believe) to 'guess' the actual function (in your case f(x)=x^2). If you let your guessing function be f(x)=c1*x+c2*x^2+c3 there are algorithms that will determine that c1=0, c2=1 and c3=0 given your input and output and given the resulting function you can predict the next value.
Note that most other answers to this question are valid as well. I am just assuming that you want to fit some function to data. In other words, I find your question quite vague, please try to pose your questions as complete as possible!
In general, no... unless you know it's a function of a particular form (e.g. polynomial of some degree N) and there is enough information to constrain the function.
e.g. for a more "ordinary" counterexample (see Chuck's answer) for why you can't necessarily assume n^2 w/o knowing it's a quadratic equation, you could have f(n) = n4 - 6n3 + 12n2 - 6n, which has for n=0,1,2,3,4,5 f(n) = 0,1,4,9,40,145.
If you do know it's a particular form, there are some options... if the form is a linear addition of basis functions (e.g. f(x) = a + bcos(x) + csqrt(x)) then using least-squares can get you the unknown coefficients for the best fit using those basis functions.
See also this question.
You can apply statistical methods to try and guess the next answer, but that might not work very well if the function is like this one (c):
int evil(void){
static int e = 0;
if(50 == e++){
e = e * 100;
}
return e;
}
This function will return nice simple increasing numbers then ... BAM.
That's a hard problem.
You should check out the recurrence relation equation for special cases where it could be possible such a task.