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I aim to calculate and preserve the results from the maximization of a function with two arguments and one exogenous parameter, when the maximum can not be derived (in closed form) by maximize. For instance, let
f[x_,y_,a_]=Max[0,Min[a-y,1-x-y]
be the objective function where a is positive. The maximization shall take place over [0,1]^2, therefore I set
m[a_]=Maximize[{f[x, y, a], 0 <= x <= 1 && 0 <= y <= 1 && 0 <= a}, {x,y}]
Obviously m can be evaluated at any point a and it is therefore possible to plot the maximizing x by employing
Plot[x /. m[a][[2]], {a, 0.01, 1}]
As I need to do several plots and further derivations containing the optimal solutions x and y (which of course are functions of a), i would like to preserve/save the results from the optimization for further use. Is there an elegant way to do this, or do I have to write some kind of loop to extract the values myself?
Now that I've seen the full text of your comment on my original comment, I suspect that you do understand the differences between Set and SetDelayed well enough. I think what you may be looking for is memoisation, sometimes implemented a bit like this;
f[x_,y_] := f[x,y] = Max[0,Min[a-y,1-x-y]]
When you evaluate, for example f[3,4] for the first time it will evaluate to the entire expression to the right of the :=. The rhs is the assignment f[3,4] = Max[0,Min[a-y,1-x-y]]. Next time you evaluate f[3,4] Mathematica already has a value for it so doesn't need to recompute it, it just recalls it. In this example the stored value would be Max[0,Min[a-4,-6]] of course.
I remain a little uncertain of what you are trying to do so this answer may not be any use to you at all.
Simple approach
results = Table[{x, y, a} /. m[a][[2]], {a, 0.01, 1, .01}]
ListPlot[{#[[3]], #[[1]]} & /# results, Joined -> True]
(The Set = is ok here so long as 'a' is not previosly defined )
If you want to utilise Plot[]s automatic evaluation take a look at Reap[]/Sow[]
{p, data} = Reap[Plot[x /. Sow[m[a]][[2]], {a, 0.01, 1}]];
Show[p]
(this takes a few minutes as the function output is a mess..).
hmm try this again: assuming you want x,y,a and the minimum value:
{p, data} = Reap[Plot[x /. Sow[{a, m[a]}][[2, 2]], {a, 0.01, .1}]];
Show[p]
results = {#[[1]], x /. #[[2, 2]], y /. #[[2, 2]], #[[2, 1]]} & /# data[[1]]
BTW Your function appears to be independent of x over some ranges which is why the plot is a mess..
(I made some changes...)
very often I want to simplify the function's argument, or apply a pattern to it, eg. I want to change:
Exp[a(b+c)]
into
Exp[a b + a c]
simple pattern doesn't help:
Sin[a(b+c)] /. Sin[aaa_] -> Sin[Expand[aaa]]
gives again
Sin[a(b+c)]
However, with functions other than Simplify / Expand it seems to do what I expect:
Sin[a (b + c)] /. Sin[aaa_] -> Sin[f[aaa]]
gives
Sin[ f[a(b+c)] ]
My usual solution was to use 2 patterns and Hold:
(Exp[a(b+c)] /. Exp[aaa_] -> Exp[Hold[ Expand[aaa] ]] ) /. Hold[xxx_] -> xxx
which results in
E^(a*b + a*c)
The disadvantage of this method is that code gets more complicated than it's neccesary.
MY REAL LIFE EXAMPLE is:
ppp2 =
( ppp1
/. { ExpIntegralEi[aaa_] ->
ExpIntegralEi[Hold[aaa /. { u2 -> 0, w2 -> 0, u3 -> x, w3 -> x}]],
Log[aaa_] ->
Log[Hold[aaa /. {u2 -> 0, w2 -> 0, u3 -> x, w3 -> x}]]
}
) /. Hold[xxx_] -> xxx;
where ppp1 is a long sum of terms containing u2, w2, u3, w3 and so on. I want to change the values of u, w2... ONLY in ExpIntegral and Log.
My other solution is a function:
ExpandArgument[expr_, what_] := Module[{list},
list = Extract[expr, Position[ expr, what[_] ]];
list = Map[Rule[#, what[Expand[ #[[1]] ]]] &, list];
Return[expr /. list]
]
The function I wrote can be easily generalised to make it possible to use not only Expand but also Simplify and so on:
ApplyToArgument[expr_, ToWhat_, WhatFunction_] := Module[{list},
list = Extract[expr, Position[ expr, ToWhat[_] ]];
list = Map[Rule[#, ToWhat[WhatFunction[ #[[1]] ]]] &, list];
Return[expr /. list]
]
For example:
ApplyToArgument[Sin[a (b + c)], Sin, Expand]
gives
Sin[a b + a c]
and
ApplyToArgument[Sin[a b + a c ], Sin, Simplify]
gives
Sin[a (b + c)]
This solution is easy to read but needs some refinement before being applied to many-argument functions (and I need these functions).
I guess I'm missing something fundamental about patterns in mathematica... How should I apply patterns to arguments of functions? (Or simplify, expand, etc. them)
Thanks a lot!
For the first part of the question, you could consider using RuleDelayed:
Sin[a (b + c)] /. Sin[aaa_] :> Sin[Expand[aaa]]
gives
Sin[a b + a c]
Use :> instead of ->. With ->, the right hand side is immediately evaluated, and only then applied. Expansion of aaa of course gives just aaa, and therefore evaluation of Sin[Expand[aaa]] gives Sin[aaa], thus the rule asks for replacing each application of Sin by itself. Then you also should not need those Hold constructs.
In a related note: Instead of applying the rule Hold[xxx_]->xxx, you can just pass your expression to ReleaseHold, for example ReleaseHold[Hold[1+1] /. 1->2] gives 4.
Also consider using ExpandAll:
ExpandAll[Exp[a (b + c)]] // FullForm
will give:
Power[E, Plus[Times[a, b], Times[a, c]]]
(This will turn Exp[...] into E^... though)
This is not a direct answer (others provided that), but for these kinds of manipulations the Algebraic Manipulation Palette (Palettes -> Other) is often quite convenient:
The disadvantage is that unlike typed-in commands, this operation won't be "recorded" and saved in the notebook.
So generally, if you have two functions f,g: X -->Y, and if there is some binary operation + defined on Y, then f + g has a canonical definition as the function x --> f(x) + g(x).
What's the best way to implement this in Mathematica?
f[x_] := x^2
g[x_] := 2*x
h = f + g;
h[1]
yields
(f + g)[1]
as an output
of course,
H = Function[z, f[z] + g[z]];
H[1]
Yields '3'.
Consider:
In[1]:= Through[(f + g)[1]]
Out[1]= f[1] + g[1]
To elaborate, you can define h like this:
h = Through[ (f + g)[#] ] &;
If you have a limited number of functions and operands, then UpSet as recommended by yoda is surely syntactically cleaner. However, Through is more general. Without any new definitions involving Times or h, one can easily do:
i = Through[ (h * f * g)[#] ] &
i[7]
43218
Another way of doing what you're trying to do is using UpSetDelayed.
f[x_] := x^2;
g[x_] := 2*x;
f + g ^:= f[#] + g[#] &; (*define upvalues for the operation f+g*)
h[x_] = f + g;
h[z]
Out[1]= 2 z + z^2
Also see this very nice answer by rcollyer (and also the ones by Leonid & Verbeia) for more on UpValues and when to use them
I will throw in a complete code for Gram - Schmidt and an example for function addition etc, since I happened to have that code written about 4 years ago. Did not test extensively though. I did not change a single line of it now, so a disclaimer (I was a lot worse at mma at the time). That said, here is a Gram - Schmidt procedure implementation, which is a slightly generalized version of the code I discussed here:
oneStepOrtogonalizeGen[vec_, {}, _, _, _] := vec;
oneStepOrtogonalizeGen[vec_, vecmat_List, dotF_, plusF_, timesF_] :=
Fold[plusF[#1, timesF[-dotF[vec, #2]/dotF[#2, #2], #2]] &, vec, vecmat];
GSOrthogonalizeGen[startvecs_List, dotF_, plusF_, timesF_] :=
Fold[Append[#1,oneStepOrtogonalizeGen[#2, #1, dotF, plusF, timesF]] &, {}, startvecs];
normalizeGen[vec_, dotF_, timesF_] := timesF[1/Sqrt[dotF[vec, vec]], vec];
GSOrthoNormalizeGen[startvecs_List, dotF_, plusF_, timesF_] :=
Map[normalizeGen[#, dotF, timesF] &, GSOrthogonalizeGen[startvecs, dotF, plusF, timesF]];
The functions above are parametrized by 3 functions, realizing addition, multiplication by a number, and the dot product in a given vector space. The example to illustrate will be to find Hermite polynomials by orthonormalizing monomials. These are possible implementations for the 3 functions we need:
hermiteDot[f_Function, g_Function] :=
Module[{x}, Integrate[f[x]*g[x]*Exp[-x^2], {x, -Infinity, Infinity}]];
SetAttributes[functionPlus, {Flat, Orderless, OneIdentity}];
functionPlus[f__Function] := With[{expr = Plus ## Through[{f}[#]]}, expr &];
SetAttributes[functionTimes, {Flat, Orderless, OneIdentity}];
functionTimes[a___, f_Function] /; FreeQ[{a}, # | Function] :=
With[{expr = Times[a, f[#]]}, expr &];
These functions may be a bit naive, but they will illustrate the idea (and yes, I also used Through). Here are some examples to illustrate their use:
In[114]:= hermiteDot[#^2 &, #^4 &]
Out[114]= (15 Sqrt[\[Pi]])/8
In[107]:= functionPlus[# &, #^2 &, Sin[#] &]
Out[107]= Sin[#1] + #1 + #1^2 &
In[111]:= functionTimes[z, #^2 &, x, 5]
Out[111]= 5 x z #1^2 &
Now, the main test:
In[115]:=
results =
GSOrthoNormalizeGen[{1 &, # &, #^2 &, #^3 &, #^4 &}, hermiteDot,
functionPlus, functionTimes]
Out[115]= {1/\[Pi]^(1/4) &, (Sqrt[2] #1)/\[Pi]^(1/4) &, (
Sqrt[2] (-(1/2) + #1^2))/\[Pi]^(1/4) &, (2 (-((3 #1)/2) + #1^3))/(
Sqrt[3] \[Pi]^(1/4)) &, (Sqrt[2/3] (-(3/4) + #1^4 -
3 (-(1/2) + #1^2)))/\[Pi]^(1/4) &}
These are indeed the properly normalized Hermite polynomials, as is easy to verify. The normalization of built-in HermiteH is different. Our results are normalized as one would normalize the wave functions of a harmonic oscillator, say. It is trivial to obtain a list of polynomials as expressions depending on a variable, say x:
In[116]:= Through[results[x]]
Out[116]= {1/\[Pi]^(1/4),(Sqrt[2] x)/\[Pi]^(1/4),(Sqrt[2] (-(1/2)+x^2))/\[Pi]^(1/4),
(2 (-((3 x)/2)+x^3))/(Sqrt[3] \[Pi]^(1/4)),(Sqrt[2/3] (-(3/4)+x^4-3 (-(1/2)+x^2)))/\[Pi]^(1/4)}
I would suggest defining an operator other than the built-in Plus for this purpose. There are a number of operators provided by Mathematica that are reserved for user definitions in cases such as this. One such operator is CirclePlus which has no pre-defined meaning but which has a nice compact representation (at least, it is compact in a notebook -- not so compact on a StackOverflow web page). You could define CirclePlus to perform function addition thus:
(x_ \[CirclePlus] y_)[args___] := x[args] + y[args]
With this definition in place, you can now perform function addition:
h = f \[CirclePlus] g;
h[x]
(* Out[3]= f[x]+g[x] *)
If one likes to live on the edge, the same technique can be used with the built-in Plus operator provided it is unprotected first:
Unprotect[Plus];
(x_ + y_)[args___] := x[args] + y[args]
Protect[Plus];
h = f + g;
h[x]
(* Out[7]= f[x]+g[x] *)
I would generally advise against altering the behaviour of built-in functions -- especially one as fundamental as Plus. The reason is that there is no guarantee that user-added definitions to Plus will be respected by other built-in or kernel functions. In some circumstances calls to Plus are optimized, and those optimizations might be not take the user definitions into account. However, this consideration may not affect any particular application so the option is still a valid, if risky, design choice.
Let's say I have a relation r^2 = x^2 + y^2. Now suppose after a calculation i get a complicated output of x and y, but which could in theory be simplified a lot by using the above relation. How do I tell Mathematica to do that?
I'm referring to situations where replacement rules x^2+y^2 -> r^2 and using Simplify/FullSimplify with Assumptions won't work, e.g. if the output is x/y + y/x = (x^2+y^2)/(xy) = r^2/(xy).
Simplification works really well with built in functions but not with user defined functions! So essentially I would like my functions to be treated like the built in functions!
I believe you are looking for TransformationFunctions.
f = # /. x^2 + y^2 -> r^2 &;
Simplify[x/y + y/x, TransformationFunctions -> {Automatic, f}]
(* Out= r^2/(x y) *)
In the example you give
(x/y + y/x // Together) /. {x^2 + y^2 -> r^2}
==> r^2/(x y)
works. But I've learned that in many occasions replacements like this don't work. A tip I once got was to replace this replacement with one which has a more simpler LHS like: x^2 -> r^2-y^2 (or even x->Sqrt[r^2-y^2] if you know that the values of x and y allow this).
I'm trying to figure out how to use Mathematica to solve systems of equations where some of the variables and coefficients are vectors. A simple example would be something like
where I know A, V, and the magnitude of P, and I have to solve for t and the direction of P. (Basically, given two rays A and B, where I know everything about A but only the origin and magnitude of B, figure out what the direction of B must be such that it intersects A.)
Now, I know how to solve this sort of thing by hand, but that's slow and error-prone, so I was hoping I could use Mathematica to speed things along and error-check me. However, I can't see how to get Mathematica to symbolically solve equations involving vectors like this.
I've looked in the VectorAnalysis package, without finding anything there that seems relevant; meanwhile the Linear Algebra package only seems to have a solver for linear systems (which this isn't, since I don't know t or P, just |P|).
I tried doing the simpleminded thing: expanding the vectors into their components (pretend they're 3D) and solving them as if I were trying to equate two parametric functions,
Solve[
{ Function[t, {Bx + Vx*t, By + Vy*t, Bz + Vz*t}][t] ==
Function[t, {Px*t, Py*t, Pz*t}][t],
Px^2 + Py^2 + Pz^2 == Q^2 } ,
{ t, Px, Py, Pz }
]
but the "solution" that spits out is a huge mess of coefficients and congestion. It also forces me to expand out each of the dimensions I feed it.
What I want is a nice symbolic solution in terms of dot products, cross products, and norms:
But I can't see how to tell Solve that some of the coefficients are vectors instead of scalars.
Is this possible? Can Mathematica give me symbolic solutions on vectors? Or should I just stick with No.2 Pencil technology?
(Just to be clear, I'm not interested in the solution to the particular equation at top -- I'm asking if I can use Mathematica to solve computational geometry problems like that generally without my having to express everything as an explicit matrix of {Ax, Ay, Az}, etc.)
With Mathematica 7.0.1.0
Clear[A, V, P];
A = {1, 2, 3};
V = {4, 5, 6};
P = {P1, P2, P3};
Solve[A + V t == P, P]
outputs:
{{P1 -> 1 + 4 t, P2 -> 2 + 5 t, P3 -> 3 (1 + 2 t)}}
Typing out P = {P1, P2, P3} can be annoying if the array or matrix is large.
Clear[A, V, PP, P];
A = {1, 2, 3};
V = {4, 5, 6};
PP = Array[P, 3];
Solve[A + V t == PP, PP]
outputs:
{{P[1] -> 1 + 4 t, P[2] -> 2 + 5 t, P[3] -> 3 (1 + 2 t)}}
Matrix vector inner product:
Clear[A, xx, bb];
A = {{1, 5}, {6, 7}};
xx = Array[x, 2];
bb = Array[b, 2];
Solve[A.xx == bb, xx]
outputs:
{{x[1] -> 1/23 (-7 b[1] + 5 b[2]), x[2] -> 1/23 (6 b[1] - b[2])}}
Matrix multiplication:
Clear[A, BB, d];
A = {{1, 5}, {6, 7}};
BB = Array[B, {2, 2}];
d = {{6, 7}, {8, 9}};
Solve[A.BB == d]
outputs:
{{B[1, 1] -> -(2/23), B[2, 1] -> 28/23, B[1, 2] -> -(4/23), B[2, 2] -> 33/23}}
The dot product has an infix notation built in just use a period for the dot.
I do not think the cross product does however. This is how you use the Notation package to make one. "X" will become our infix form of Cross. I suggest coping the example from the Notation, Symbolize and InfixNotation tutorial. Also use the Notation Palette which helps abstract away some of the Box syntax.
Clear[X]
Needs["Notation`"]
Notation[x_ X y_\[DoubleLongLeftRightArrow]Cross[x_, y_]]
Notation[NotationTemplateTag[
RowBox[{x_, , X, , y_, }]] \[DoubleLongLeftRightArrow]
NotationTemplateTag[RowBox[{ ,
RowBox[{Cross, [,
RowBox[{x_, ,, y_}], ]}]}]]]
{a, b, c} X {x, y, z}
outputs:
{-c y + b z, c x - a z, -b x + a y}
The above looks horrible but when using the Notation Palette it looks like:
Clear[X]
Needs["Notation`"]
Notation[x_ X y_\[DoubleLongLeftRightArrow]Cross[x_, y_]]
{a, b, c} X {x, y, z}
I have run into some quirks using the notation package in the past versions of mathematica so be careful.
I don't have a general solution for you by any means (MathForum may be the better way to go), but there are some tips that I can offer you. The first is to do the expansion of your vectors into components in a more systematic way. For instance, I would solve the equation you wrote as follows.
rawSol = With[{coords = {x, y, z}},
Solve[
Flatten[
{A[#] + V[#] t == P[#] t & /# coords,
Total[P[#]^2 & /# coords] == P^2}],
Flatten[{t, P /# coords}]]];
Then you can work with the rawSol variable more easily. Next, because you are referring the vector components in a uniform way (always matching the Mathematica pattern v_[x|y|z]), you can define rules that will aid in simplifying them. I played around a bit before coming up with the following rules:
vectorRules =
{forms___ + vec_[x]^2 + vec_[y]^2 + vec_[z]^2 :> forms + vec^2,
forms___ + c_. v1_[x]*v2_[x] + c_. v1_[y]*v2_[y] + c_. v1_[z]*v2_[z] :>
forms + c v1\[CenterDot]v2};
These rules will simplify the relationships for vector norms and dot products (cross-products are left as a likely painful exercise for the reader). EDIT: rcollyer pointed out that you can make c optional in the rule for dot products, so you only need two rules for norms and dot products.
With these rules, I was immediately able to simplify the solution for t into a form very close to yours:
In[3] := t /. rawSol //. vectorRules // Simplify // InputForm
Out[3] = {(A \[CenterDot] V - Sqrt[A^2*(P^2 - V^2) +
(A \[CenterDot] V)^2])/(P^2 - V^2),
(A \[CenterDot] V + Sqrt[A^2*(P^2 - V^2) +
(A \[CenterDot] V)^2])/(P^2 - V^2)}
Like I said, it's not a complete way of solving these kinds of problems by any means, but if you're careful about casting the problem into terms that are easy to work with from a pattern-matching and rule-replacement standpoint, you can go pretty far.
I've taken a somewhat different approach to this issue. I've made some definitions that return this output:
Patterns that are known to be vector quantities may be specified using vec[_], patterns that have an OverVector[] or OverHat[] wrapper (symbols with a vector or hat over them) are assumed to be vectors by default.
The definitions are experimental and should be treated as such, but they seem to work well. I expect to add to this over time.
Here are the definitions. The need to be pasted into a Mathematica Notebook cell and converted to StandardForm to see them properly.
Unprotect[vExpand,vExpand$,Cross,Plus,Times,CenterDot];
(* vec[pat] determines if pat is a vector quantity.
vec[pat] can be used to define patterns that should be treated as vectors.
Default: Patterns are assumed to be scalar unless otherwise defined *)
vec[_]:=False;
(* Symbols with a vector hat, or vector operations on vectors are assumed to be vectors *)
vec[OverVector[_]]:=True;
vec[OverHat[_]]:=True;
vec[u_?vec+v_?vec]:=True;
vec[u_?vec-v_?vec]:=True;
vec[u_?vec\[Cross]v_?vec]:=True;
vec[u_?VectorQ]:=True;
(* Placeholder for matrix types *)
mat[a_]:=False;
(* Anything not defined as a vector or matrix is a scalar *)
scal[x_]:=!(vec[x]\[Or]mat[x]);
scal[x_?scal+y_?scal]:=True;scal[x_?scal y_?scal]:=True;
(* Scalars times vectors are vectors *)
vec[a_?scal u_?vec]:=True;
mat[a_?scal m_?mat]:=True;
vExpand$[u_?vec\[Cross](v_?vec+w_?vec)]:=vExpand$[u\[Cross]v]+vExpand$[u\[Cross]w];
vExpand$[(u_?vec+v_?vec)\[Cross]w_?vec]:=vExpand$[u\[Cross]w]+vExpand$[v\[Cross]w];
vExpand$[u_?vec\[CenterDot](v_?vec+w_?vec)]:=vExpand$[u\[CenterDot]v]+vExpand$[u\[CenterDot]w];
vExpand$[(u_?vec+v_?vec)\[CenterDot]w_?vec]:=vExpand$[u\[CenterDot]w]+vExpand$[v\[CenterDot]w];
vExpand$[s_?scal (u_?vec\[Cross]v_?vec)]:=Expand[s] vExpand$[u\[Cross]v];
vExpand$[s_?scal (u_?vec\[CenterDot]v_?vec)]:=Expand[s] vExpand$[u\[CenterDot]v];
vExpand$[Plus[x__]]:=vExpand$/#Plus[x];
vExpand$[s_?scal,Plus[x__]]:=Expand[s](vExpand$/#Plus[x]);
vExpand$[Times[x__]]:=vExpand$/#Times[x];
vExpand[e_]:=e//.e:>Expand[vExpand$[e]]
(* Some simplification rules *)
(u_?vec\[Cross]u_?vec):=\!\(\*OverscriptBox["0", "\[RightVector]"]\);
(u_?vec+\!\(\*OverscriptBox["0", "\[RightVector]"]\)):=u;
0v_?vec:=\!\(\*OverscriptBox["0", "\[RightVector]"]\);
\!\(\*OverscriptBox["0", "\[RightVector]"]\)\[CenterDot]v_?vec:=0;
v_?vec\[CenterDot]\!\(\*OverscriptBox["0", "\[RightVector]"]\):=0;
(a_?scal u_?vec)\[Cross]v_?vec :=a u\[Cross]v;u_?vec\[Cross](a_?scal v_?vec ):=a u\[Cross]v;
(a_?scal u_?vec)\[CenterDot]v_?vec :=a u\[CenterDot]v;
u_?vec\[CenterDot](a_?scal v_?vec) :=a u\[CenterDot]v;
(* Stealing behavior from Dot *)
Attributes[CenterDot]=Attributes[Dot];
Protect[vExpand,vExpand$,Cross,Plus,Times,CenterDot];