Simple second order ODE in Scilab - differential-equations

I am very new to scilab and am trying to understand how ODE works for second order ODE works in SCILAB.
My Equation is:
(d^2y)/(dt^2 )+2 dy/dt + y=0
I would like to plot the results.
So far I have understood I need to break down the equations in to two first order equations. So the program must look like:
function dx=f(x, y)
dx(1)=2*y+1;
dx(2)=y;
endfunction
Can you check if this is correct, I am not sure if dx(1) and dx(2) is correct.
Thank you.

If x_1 is y and x_2 is dy/dt you would rather write your ode right hand side (i.e. dx/dt) like this
function dxdt=f(t, x)
dxdt(1) = x(2);
dxdt(2) = -x(1)-2*x(2);
endfunction

Related

Projection of fisheye camera model by Scaramuzza

I am trying to understand the fisheye model by Scaramuzza, which is implemented in Matlab, see https://de.mathworks.com/help/vision/ug/fisheye-calibration-basics.html#mw_8aca38cc-44de-4a26-a5bc-10fb312ae3c5
The backprojection (uv to xyz) seems fairly straightforward according to the following equation:
, where rho=sqrt(u^2 +v^2)
However, how does the projection (from xyz to uv) work?! In my understanding we get a rather complex set of equations. Unfortunately, I don't find any details on that....
Okay, I believe I understand it now fully after analyzing the functions of the (windows) calibration toolbox by Scaramuzza, see https://sites.google.com/site/scarabotix/ocamcalib-toolbox/ocamcalib-toolbox-download-page
Method 1 found in file "world2cam.m"
For the projection, use the same equation above. In the projection case, the equation has three known (x,y,z) and three unknown variables (u,v and lambda). We first substitute lambda with rho by realizing that
u = x/lambda
v = y/lambda
rho=sqrt(u^2+v^2) = 1/lambda * sqrt(x^2+y^2) --> lambda = sqrt(x^2+y^2) / rho
After that, we have the unknown variables (u,v and rho)
u = x/lambda = x / sqrt(x^2+y^2) * rho
v = y/lambda = y / sqrt(x^2+y^2) * rho
z / lambda = z /sqrt(x^2+y^2) * rho = a0 + a2*rho^2 + a3*rho^3 + a4*rho^4
As you can see, the last equation now has only one unknown, namely rho. Thus, we can solve it easily using e.g. the roots function in matlab. However, the result does not always exist nor is it necessarily unique. After solving the unknown variable rho, calculating uv is very simple using the equation above.
This procedure needs to be performed for each point (x,y,z) separately and is thus rather computationally expensive for an image.
Method 2 found in file "world2cam_fast.m"
The last equation has the form rho(x,y,z). However, if we define m = z / sqrt(x^2+y^2) = tan(90°-theta), it only depends on one variable, namely rho(m).
Instead of solving this equation rho(m) for every new m, the authors "plot" the function for several values of m and fit an 8th order polynomial to these points. Using this polynomial they can calculate an approximate value for rho(m) much quicker in the following.
This becomes clear, because "world2cam_fast.m" makes use of ocam_model.pol, which is calculated in "undistort.m". "undistort.m" in turn makes use of "findinvpoly.m".

GAMS - Unit step function

I need to use the step function in order to count the number of non-zero elements in a parameter. The step function that I am considering is the following:
After searching on the internet for solution, I realized we can create stepwise functions in GAMS, but I need a continuous function for x > 1.
I tried the following code to reproduce a step-like function:
round(1 / (1 + exp(-x)) - 0.01)
which is:
Unfortunately, this formula does not work with GAMS. When I try to run the code, I got this error:
Endogenous function argument(s) not allowed in linear models
I am working with a MIP (Mixed Integer Linear Program) model. Is there a way to use a step function in GAMS?
I assume, that x is a variable in your code? Then you can try something like this (if x would be a parameter, it would be easier):
Equation a, b;
Variable x;
Binary Variable y;
Scalar BigM / 1e3/
SmallM /1e-3/;
a.. y*BigM =g= x;
b.. y*SmallM =l= x;
So, if x=0, y will be 0 as well because of equation b. And if x>0, y will become 1 because of equation a. The BigM you should choose as small as possible and as big as necessary (so it should be the maximum value x can take) and SmallM the other way around. This assumes of course, that there is something like a lower and upper bound for x, if it is not 0...
Hope that helps!
Lutz

sum only on certain dimension

I have a Fortran 90array (matrix) like:
REAL(8),DIMENSION(Xmax, Ymax, Zmax, Xmax, Ymax, Zmax) :: Mat
I read through my matrix in this way:
DO X1=1,Xmax
Do Y1=1,Ymax
DO Z1=1,Zmax
DO Xv=1,Xmax
Do Yv=1,Ymax
DO Zv=1,Zmax
Mat(X1, Y1, Z1, Xv, Yv, Zv)
END DO
END DO
END DO
END DO
END DO
END DO
I would like to create a new matrix NewMat (dimension(Xmax, Ymax, Zmax) only) which will contain for each (Xv, Yv, Zv) the sum of all respectively (X1, Y1, Z1) from my initial matrix.
My question is: Do I need to iterate to sum? Or is there a way to use some function? what would be more efficient?
You're almost certainly looking for the intrinsic sum function which can be used to reduce an array (by addition) from rank n to rank n-1. So the expression
sum(mat, dim=6)
will 'flatten' the 6th dimension of mat. I'm not entirely sure that I understand exactly what you are trying to do, but the assignment
newmat = sum(sum(sum(mat, dim=6), dim=5), dim=4)
might satisfy your needs. I haven't got Fortran on this machine, and if I had I'd probably balk at setting up a rank-6 array to test it. So, if it isn't quite what you want fiddle around until you get it..
This probably isn't any faster than nesting loops, and it's arguably harder to read, but it does look like it was written by someone who understands modern Fortran's array operations.

Constrained np.polyfit

I am trying to fit a quadratic to some experimental data and using polyfit in numpy. I am looking to get a concave curve, and hence want to make sure that the coefficient of the quadratic term is negative, also the fit itself is weighted, as in there are some weights on the points. Is there an easy way to do that? Thanks.
The use of weights is described here (numpy.polyfit).
Basically, you need a weight vector with the same length as x and y.
To avoid the wrong sign in the coefficient, you could use a fit function definition like
def fitfunc(x,a,b,c):
return -1 * abs(a) * x**2 + b * x + c
This will give you a negative coefficient for x**2 at all times.
You can use curve_fit
.
Or you can run polyfit with rank 2 and if the last coefficient is bigger than 0. run again linear polyfit (polyfit with rank 1)

Normal Distribution function

edit
So based on the answers so far (thanks for taking your time) I'm getting the sense that I'm probably NOT looking for a Normal Distribution function. Perhaps I'll try to re-describe what I'm looking to do.
Lets say I have an object that returns a number of 0 to 10. And that number controls "speed". However instead of 10 being the top speed, I need 5 to be the top speed, and anything lower or higher would slow down accordingly. (with easing, thus the bell curve)
I hope that's clearer ;/
-original question
These are the times I wish I remembered something from math class.
I'm trying to figure out how to write a function in obj-C where I define the boundries, ex (0 - 10) and then if x = foo y = ? .... where x runs something like 0,1,2,3,4,5,6,7,8,9,10 and y runs 0,1,2,3,4,5,4,3,2,1,0 but only on a curve
Something like the attached image.
I tried googling for Normal Distribution but its way over my head. I was hoping to find some site that lists some useful algorithms like these but wasn't very successful.
So can anyone help me out here ? And if there is some good sites which shows useful mathematical functions, I'd love to check them out.
TIA!!!
-added
I'm not looking for a random number, I'm looking for.. ex: if x=0 y should be 0, if x=5 y should be 5, if x=10 y should be 0.... and all those other not so obvious in between numbers
alt text http://dizy.cc/slider.gif
Okay, your edit really clarifies things. You're not looking for anything to do with the normal distribution, just a nice smooth little ramp function. The one Paul provides will do nicely, but is tricky to modify for other values. It can be made a little more flexible (my code examples are in Python, which should be very easy to translate to any other language):
def quarticRamp(x, b=10, peak=5):
if not 0 <= x <= b:
raise ValueError #or return 0
return peak*x*x*(x-b)*(x-b)*16/(b*b*b*b)
Parameter b is the upper bound for the region you want to have a slope on (10, in your example), and peak is how high you want it to go (5, in the example).
Personally I like a quadratic spline approach, which is marginally cheaper computationally and has a different curve to it (this curve is really nice to use in a couple of special applications that don't happen to matter at all for you):
def quadraticSplineRamp(x, a=0, b=10, peak=5):
if not a <= x <= b:
raise ValueError #or return 0
if x > (b+a)/2:
x = a + b - x
z = 2*(x-a)/b
if z > 0.5:
return peak * (1 - 2*(z-1)*(z-1))
else:
return peak * (2*z*z)
This is similar to the other function, but takes a lower bound a (0 in your example). The logic is a little more complex because it's a somewhat-optimized implementation of a piecewise function.
The two curves have slightly different shapes; you probably don't care what the exact shape is, and so could pick either. There are an infinite number of ramp functions meeting your criteria; these are two simple ones, but they can get as baroque as you want.
The thing you want to plot is the probability density function (pdf) of the normal distribution. You can find it on the mighty Wikipedia.
Luckily, the pdf for a normal distribution is not difficult to implement - some of the other related functions are considerably worse because they require the error function.
To get a plot like you showed, you want a mean of 5 and a standard deviation of about 1.5. The median is obviously the centre, and figuring out an appropriate standard deviation given the left & right boundaries isn't particularly difficult.
A function to calculate the y value of the pdf given the x coordinate, standard deviation and mean might look something like:
double normal_pdf(double x, double mean, double std_dev) {
return( 1.0/(sqrt(2*PI)*std_dev) *
exp(-(x-mean)*(x-mean)/(2*std_dev*std_dev)) );
}
A normal distribution is never equal to 0.
Please make sure that what you want to plot is indeed a
normal distribution.
If you're only looking for this bell shape (with the tangent and everything)
you can use the following formula:
x^2*(x-10)^2 for x between 0 and 10
0 elsewhere
(Divide by 125 if you need to have your peek on 5.)
double bell(double x) {
if ((x < 10) && (x>0))
return x*x*(x-10.)*(x-10.)/125.;
else
return 0.;
}
Well, there's good old Wikipedia, of course. And Mathworld.
What you want is a random number generator for "generating normally distributed random deviates". Since Objective C can call regular C libraries, you either need a C-callable library like the GNU Scientific Library, or for this, you can write it yourself following the description here.
Try simulating rolls of dice by generating random numbers between 1 and 6. If you add up the rolls from 5 independent dice rolls, you'll get a surprisingly good approximation to the normal distribution. You can roll more dice if you'd like and you'll get a better approximation.
Here's an article that explains why this works. It's probably more mathematical detail than you want, but you could show it to someone to justify your approach.
If what you want is the value of the probability density function, p(x), of a normal (Gaussian) distribution of mean mu and standard deviation sigma at x, the formula is
p(x) = exp( ((x-mu)^2)/(2*sigma^2) ) / (sigma * 2 * sqrt(pi))
where pi is the area of a circle divided by the square of its radius (approximately 3.14159...). Using the C standard library math.h, this is:
#include <math>
double normal_pdf(double x, double mu, double sigma) {
double n = sigma * 2 * sqrt(M_PI); //normalization factor
p = exp( -pow(x-mu, 2) / (2 * pow(sigma, 2)) ); // unnormalized pdf
return p / n;
}
Of course, you can do the same in Objective-C.
For reference, see the Wikipedia or MathWorld articles.
It sounds like you want to write a function that yields a curve of a specific shape. Something like y = f(x), for x in [0:10]. You have a constraint on the max value of y, and a general idea of what you want the curve to look like (somewhat bell-shaped, y=0 at the edges of the x range, y=5 when x=5). So roughly, you would call your function iteratively with the x range, with a step that gives you enough points to make your curve look nice.
So you really don't need random numbers, and this has nothing to do with probability unless you want it to (as in, you want your curve to look like a the outline of a normal distribution or something along those lines).
If you have a clear idea of what function will yield your desired curve, the code is trivial - a function to compute f(x) and a for loop to call it the desired number of times for the desired values of x. Plot the x,y pairs and you're done. So that's your algorithm - call a function in a for loop.
The contents of the routine implementing the function will depend on the specifics of what you want the curve to look like. If you need help on functions that might return a curve resembling your sample, I would direct you to the reading material in the other answers. :) However, I suspect that this is actually an assignment of some sort, and that you have been given a function already. If you are actually doing this on your own to learn, then I again echo the other reading suggestions.
y=-1*abs(x-5)+5