A Short Introduction To Matlab: Om Ur U GUR

A Short Introduction to Matlab
u Omr UGUR
Institute of Applied Mathematics Middle East Technical University, Ankara, Turkey
March 3, 2011
u Omr UGUR (Middle East Technical University)
A Short Introduction to Matlab @ IAM @ METU
March 3, 2011
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Outline
1
Getting Started Introduction Matrices and Vectors Graphics 2-D Plot 3-D Plot Programming in Matlab Introduction Programming Language Vectorisation
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Getting Started
Introduction
Outline
1
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Getting Started
Introduction
Calculator
The simplest way to start with Matlab:
>> (-1+2+3)*4 - 5/6, exp(log(2)), sqrt((-2)^3) ans = 15.1667 ans = 2 ans = 0 + 2.8284i
Matlab has a comprehensive online documentation: help or doc.

>> help elfun, help matfun, ... help sin, help pi, ... help format, help datatypes
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Getting Started
Introduction
Variables
Built-in functions and constants:
>> i = cos(pi), eps = 10^(-8), sin = 5 i = 0.2837 eps = 1.0000e-08 sin = 5 >> sin(pi) ??? Index exceeds matrix dimensions. >> clear sin
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Getting Started
Introduction
Variables (cont.)
Variable names in Matlab must start with a letter and may follow by a combination of letters and numbers: Variable 123 Name is valid.
>> clear all >> myVar = 1 + 2*4, -cos(pi); myVar2 = myVar + ans myVar = 9 myVar2 = 10
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Getting Started
Introduction
Variables (cont.)
>> who Your variables are: ans >> whos Name ans myVar myVar2 myVar myVar2
Size 1x1 1x1 1x1
Bytes 8 8 8
Class double array double array double array
Grand total is 3 elements using 24 bytes
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Getting Started
Introduction
Saving
It is possible to save all (or some of) workspace variables to a binary le by typing
>> save myFileName myVars
The option -ascii can be used if binary is not desired. The -append option may be used to add variables to an existing le. Matlab also provides a command diary:
>> diary myDiaryFile.txt >> inDiary = 5 inDiary = 5 >> diary off >> notInDiary = 0; >> diary on >> inDiary = 6; >> diary off
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Getting Started
Matrices and Vectors
Outline
1
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Getting Started
Matrices & Vectors

An m n matrix in Matlab is a two-dimensional array of size (m, n).
>> M = [1,2,3; 6,5,4; 7,8,9], col_v = [1;2;3],... row_v = [4,5,6] M = 1 2 3 6 5 4 7 8 9 col_v = 1 2 3 row_v = 4 5 6 >> col_v2 = row_v col_v2 = 4 5 6
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Getting Started
Matrices & Vectors (+ and )

>> rand(state, 13); MT = M; A = MT + M; >> b = MT * ( 2*col_v - rand(3,1) ) + 5 b = 66.9998 70.5823 74.1648
The command rand(state, 13) initialises the uniform random number generator, rand, with the seed that is 13. However, randn generates random numbers that are standard normally distributed. The second line above may be rewritten as follows:
>> b = MT * ( 2*eye(3)*col_v - rand(3,1) ) + 5*ones(3,1);
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Getting Started
Solving Linear Systems

Linear systems of equations of the form A x = b. Matlab introduces a very useful operator (\), the backslash operator.
>> L = [1 0 0; 2 3 0; 4 5 6]; A = L*L; b = [3 2 1]; >> x = A \ b, r = b - A*x x = 3.9691 -0.2438 -0.1204 r = 1.0e-15 * 0 -0.4441 0
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Getting Started
The colon (:) operator

inital:stepsize:final where the default stepsize, which is 1. In this case, inital:final
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Getting Started
The colon (:) operator (cont.)

>> randn(state, 13); A = randn(10,15); >> m = 3:8, n = 2:4:15, r = 0:0.25:1 m = 3 4 5 6 7 8 n = 2 6 10 14 r = 0 0.2500 0.5000 0.7500 1.0000 >> B = A(m,n) B = 1.5319 -0.3251 -0.4470 0.1747 -0.1009 -1.9545 0.8423 1.7590 -0.7548 0.0018 1.8984 0.2954 -0.6805 0.1140 1.6201 1.8069 1.1651 -0.9739 2.0801 -0.9937 1.1551 0.7506 -0.0007 0.6790 >> A(4,10), m(2), n(3), B(2,3) ans = 0.8423 ans = 4 ans = 10 ans = 0.8423 >> B(2,:) ans = -0.1009 -1.9545 1.7590 u Omr UGUR (Middle East Technical University) 0.8423 Introduction to Matlab @ IAM @ METU A Short
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Getting Started
The colon (:) operator (cont.)

For instance, the following Matlab codes simply changes the jth column of the matrix B.
>> rand(state,13); A = rand(3,5); >> B = zeros(size(A)); j = 3; >> B(:,j) = A(:,5), i = [1 3]; B = 0 0 0.8187 0 0 0 0.4153 0 0 0 0.4270 0 >> B(i,:) = [ 1 2 3 4 5; 6:10 ] B = 1.0000 2.0000 3.0000 4.0000 0 0 0.4153 0 6.0000 7.0000 8.0000 9.0000
0 0 0
5.0000 0 10.0000
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Getting Started
Element-wise Computations
Here is an element-by-element operations on matrices:
>> x = linspace(-pi,pi,5), y = x.^2, z = x.*y, y2 = z ./ x x = -3.1416 -1.5708 0 1.5708 3.1416 y = 9.8696 2.4674 0 2.4674 9.8696 z = -31.0063 -3.8758 0 3.8758 31.0063 Warning: Divide by zero. y2 = 9.8696 2.4674 NaN 2.4674 9.8696 >> [1 2; 3 4] .^ [4 3; 2 1] ans = 1 8 9 4
Matlab built-in function linspace(a, b, n): n, is optional and its default value is 100.
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Getting Started
Element-wise Computations (cont.)

Many built-in functions, such as sin, cos, exp, log, acts on the entries of the matrices given as input:
>> x = linspace(-pi,pi,5); y = sin(x), z = exp(x) y = -0.0000 -1.0000 0 1.0000 0.0000 z = 0.0432 0.2079 1.0000 4.8105 23.1407 >> t = atan( [x; y; z] ), e = exp( t ) t = -1.2626 -1.0039 0 1.0039 1.2626 -0.0000 -0.7854 0 0.7854 0.0000 0.0432 0.2050 0.7854 1.3658 1.5276 e = 0.2829 0.3665 1.0000 2.7289 3.5347 1.0000 0.4559 1.0000 2.1933 1.0000 1.0441 1.2275 2.1933 3.9190 4.6071
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Graphics
2-D Plot
Outline
1
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Graphics
2-D Plot
Plotting
The most common plotting function in Matlab may be the plot: plot(x, y) or plot(x, y, style)
One can combine several drawings in a single plot function as plot(x1, y1, style1, x2, y2, style2, ...)
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Graphics
2-D Plot
Plotting (cont.)
>> >> >> >> >> >> x1 = linspace(0,2*pi,20); x2 = 0:pi/20:2*pi; y1 = sin(x1); y2 = cos(x2); y3 = exp(-abs(x1-pi)); plot(x1, y1), hold on plot(x2, y2, r+:), plot(x1, y3, -.o) plot([x1; x1], [y1; y3], -.x), hold off print -depsc -r900 -cmyk ../figures/appendixPlot_1
1
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
Figure: Superimposed two-dimensional plots: using plot

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Graphics
2-D Plot
Plotting: style parameters

Table: Some of the style parameters in plotting graphs
Colours b g r c m y k blue green red cyan magenta yellow black . o x + * s d v
Points point circle x-mark plus star square diamond triangle (down) : -. --
Lines solid dotted dashdot dashed no line
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Graphics
2-D Plot
Plotting: subplot
>> >> >> >> >> >> >> >> >> x = linspace(0,2*pi); subplot(2,2,1); plot(x, sin(x), x, cos(x), --) xlabel(x), ylabel(y), title(Place (1,1)), grid on subplot(2,2,2); plot(exp(i*x)), title(Place (1,2): z = e^{ix}) axis square, text(0,0, i is complex) subplot(2,2,3); polar(x, ones(size(x))), title(Place (2,1)) subplot(2,2,4); semilogx(x,sin(x), x,cos(x), --) title(Place: (2,2)), grid on legend(sin, cos, Location, SouthWest)
Place (1,1) 1 1 Place (1,2): z = eix
0.5
0.5
i is complex
0.5
0.5
4 x Place (2,1) 90 1 120 60 0.5
1 1
0.5
0.5
Place: (2,2) 1
150
30
0.5
180
210 240 270 300
330
0.5 sin cos 1 2 10 10

1
10
10
Figure: Figure window split into 2 2 sub-windows by using subplot

Graphics
3-D Plot
Outline
1
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Graphics
3-D Plot
3-D Plotting
>> x = linspace(-2,2); y = linspace(-2,2,50); >> [X, Y] = meshgrid(x,y); whos Name Size Bytes Class X Y x y 50x100 50x100 1x100 1x50 40000 40000 800 400 double double double double array array array array
Grand total is 10150 elements using 81200 bytes >> X(1:5, 1:5), Y(1:5, ans = -2.0000 -1.9596 -2.0000 -1.9596 -2.0000 -1.9596 -2.0000 -1.9596 -2.0000 -1.9596 ans = -2.0000 -2.0000 -1.9184 -1.9184 -1.8367 -1.8367 -1.7551 -1.7551 -1.6735 -1.6735 1:5) -1.9192 -1.9192 -1.9192 -1.9192 -1.9192 -2.0000 -1.9184 -1.8367 -1.7551 -1.6735 -1.8788 -1.8788 -1.8788 -1.8788 -1.8788 -2.0000 -1.9184 -1.8367 -1.7551 -1.6735 -1.8384 -1.8384 -1.8384 -1.8384 -1.8384 -2.0000 -1.9184 -1.8367 -1.7551 -1.6735
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Graphics
3-D Plot
3-D Plotting (cont.)

>> z = X.^2 + Y.^2; whos z Name Size z 50x100 Bytes 40000 Class double array
Grand total is 5000 elements using 40000 bytes >> >> >> >> >> >> >> >> >> >> subplot(2,2,1), mesh(x,y,z), xlabel(x), ylabel(y) zlabel(z), hold on, contour(x,y,z), title(mesh + contour) subplot(2,2,2), surf(x,y,z), xlabel(x), ylabel(y) zlabel(z), shading interp, title(surf + shading) myZ = z .* exp(-z); subplot(2,2,3), contour3(x,y,myZ,20), xlabel(x), ylabel(y) zlabel(myZ), title(contour3) subplot(2,2,4), H = contour(x,y,myZ); xlabel(x), ylabel(y) zlabel(myZ), title(contour + clabel), clabel(H) print -depsc -r300 -cmyk ../figures/appendixPlot_3D
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Graphics
3-D Plot
3-D Plotting (cont.)
0.05
0.1 0.15 0.2 0.25 0.3 0.35 0.35 0.3 0.25 0.2 0.15 0.1 0.05
0.05
0.05
0.05
Figure: Three-dimensional graphics in Matlab

Graphics
3-D Plot
3-D Plotting: plot3

plot3: plots curves (or lines) in three-dimensional space. For example, for [0, 2], r = 2(1 + cos ) denes a cardioid in polar coordinates, where x = r cos , y = r sin .
Now, if we let z = , then we have a parametric curve in 3-dimensional space.

>> >> >> >> >> >> >> t = linspace(0,2*pi); r = 2 * ( 1 + cos(t) ); x = r .* cos(t); y = r .* sin(t); z = t; subplot(1,2,1), plot(x, y, r), xlabel(x), ylabel(y) axis square, grid on, title(cardioid) subplot(1,2,2), plot3(x, y, z), xlabel(x), ylabel(y), hold on axis square, grid on, title(in 3-D), zlabel(z = t) plot3(x, y, zeros(size(x)), r), view(-40, 60)
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Graphics
3-D Plot
3-D Plotting: plot3 (cont.)

in 3D cardioid 3 2 10 1 z=t 5 0 4 2 0 3 1 0 1 x 2 3 4 y 2 4 1 1 0 x 2 4 3 0 1 2 y
Figure: Parametric curves in two- and three-dimensions
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Programming in Matlab
Introduction
Outline
1
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Introduction
Scripts
Now, suppose that the m-le in Fig. 5 is accessible by Matlab: the le has the name myScript.m and contains just a sequence of Matlab commands and functions.
>> edit myScript.m >> myScript ans = 0.0058 >> who Your variables are: ans myMat n myScript.m % This script computes the determinant of % a randomly chosen square matrix n = 10; % chosen dimension of the square matrix myMat = rand(n); % random matrix det(myMat) % no semi-colon (;) at the end, so displays the output
Figure: Simple structure of a Matlab script le
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Introduction
Functions
A function in Matlab is dened generally by an m-le that begins with a line of the following form: function outArguments = NameOfFunAsYouLike(inArguments)
myFunction.m function [argOut1, argOut2] = NameOfFunAsYouLike(argIn1, argIn2) % This function computes the determinant of % a randomly chosen square matrix % % argIn1 : dimension of the matrix % argIn2 : seed to the random number generator % argOut1 : the determinant of the matrix % argOut2 : the random matrix % % Usage : [myVar1, myVar2] = myFunction(myInput1, myInput2) rand(state, argIn2); % initialise the rand argOut2 = rand(argIn1); % random matrix argOut1 = det(argOut2); % output depends how you call the function
Figure: Simple structure of a Matlab function

Introduction
Functions (cont.)
>> clear all >> myFunction(2,13) ans = 0.1341 >> [detA, A] = myFunction(2,13), whos detA = 0.1341 A = 0.8214 0.2119 0.6159 0.3221 Name Size Bytes A ans detA 2x2 1x1 1x1 32 8 8
Class double array double array double array
Grand total is 6 elements using 48 bytes >> detA = myFunction(2,13) detA = 0.1341
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Introduction
Functions: inline
>> myFun = inline(sin(2*pi*x + theta), x, theta) myFun = Inline function: myFun(x,theta) = sin(2*pi*x + theta) >> myFun(1.5, pi) ans = -4.8986e-16
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Programming Language
Outline
1
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General
Matlab provides its programming language that includes looping statements, conditional statements, and relational and logical operators. Moreover, it is also possible to use subroutines or programs, or even, objects written in other programming languages, such as Java, C/C++ or Fortran within Matlab. However, we will restrict ourselves to programming in Matlab and illustrate basic control structures.
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for loops
The basic syntax is for variable = matrix statements end
myMean.m function myMean = myMean( vector ) % myMean = 0; n = length(vector); for i = 1:n myMean = myMean + vector(i); end myMean = myMean ./ n;
Figure: A simple for loop in Matlab
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for loops (cont.)

>> clear all >> a = rand(1e7,1); >> tic, myMean(a), toc ans = 0.5000 Elapsed time is 0.074817 seconds. >> tic, mean(a), toc ans = 0.5000 Elapsed time is 0.052202 seconds.
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while loops
Its basic syntax is while expression statements end Some of the logical operators used in Matlab are shown in Table 2.
Table: Some of the logical operators in Matlab
Operator <, <=, >, >= ==, ~= & | ~

Meaning less than, less than or equal to, etc. equal to, not equal to logical AND logical OR logical NOT
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while loops (cont.)

The script le myNewton.m describes two inline functions: myFun and myFunDer: f (x) = x sin(x), and f (x) = 1 + cos(x).
The Newtons root nding algorithm approximately computes the solution of the equation f (x) = 0 around a given point x0 : xn+1 = xn f (xn ) , f (xn ) n = 0, 1, 2, . . .
until some certain convergence criteria, such as, |xn+1 xn | .
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while loops (cont.)

myNewton.m % calculates a zero of the function around x0 upto a tolerance eps myFun = inline(x - cos(x), x); myFunDer = inline(1 + sin(x), x); x0 = 0; dx = 1; % eps = 1e-8; % if you like. disp( x0 dx); while ( abs(dx) > eps ) dx = -myFun(x0) / myFunDer(x0); x0 = x0 + dx; fprintf(%6.4f \t %12.8e\n, x0, dx); end
Figure: Newtons root nding by using while loop in Matlab

>> myNewton x0 dx 1.0000 1.00000000e+00 0.7504 -2.49636132e-01 0.7391 -1.12509769e-02 0.7391 -2.77575261e-05 0.7391 -1.70123407e-10 0.7391 -0.00000000e+00 >> fzero(myFun, 0) ans = 0.7391
if statement
In Matlab, the if statements has the following syntax: if expression1 statements1 elseif expression2 statements2 . . . else statements end
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if statement (cont.)
myPi.m function myPi = calculatePi(method, nPoints) % calculates approximate value of pi if nargin < 1 myPi = pi; disp([Value of "pi" in Matlab: , num2str(myPi)]); elseif ( nargin < 2 & ~isempty(method) ) disp([You want to calculate "pi" by the method: , num2str(method)]) elseif nargin == 2 myPi = acos(-1); disp([Value of pi = acos(-1): , num2str(myPi)]); else myPi = input(Enter the value of "pi" yourself: ); end
Figure: Simple structure of if conditional statements in Matlab
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if statement (cont.)
>> myPi(); myPi(Monte Carlo); myPi(MC,1e4); Value of "pi" in Matlab: 3.1416 You want to calculate "pi" by the method: Monte Carlo Value of pi = acos(-1): 3.1416 >> myPi(); Enter the value of "pi" yourself: 3 >> myPi([]); Enter the value of "pi" yourself: 3.14 >> myPi([], 10); Value of pi = acos(-1): 3.1416
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switch statement
The syntax for switch is switch switch expression case case expression1 statements1 case case expression2 statements2 . . . otherwise statements end
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switch statement (cont.)

>> optionPrice(Monte Carlo) Method to be used is Monte Carlo >> optionPrice(PDE) Method to be used is "partial differential equation" (PDE) >> optionPrice(let it be exact) Exact Solution optionPrice.m function price = optionPrice(method) % method is a string. switch lower(method) case {monte carlo, quasi-monte carlo, mc, qmc} disp(Method to be used is Monte Carlo) case {binomial, trinomial} disp(Method to be used is a Lattice Method) case pde disp(Method to be used is "partial differential equation" (PDE)) otherwise disp(Exact Soultion) end
Figure: Simple structure of switch conditional statements in Matlab

Vectorisation
Outline
1
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Vectorisation
Avoid using for loops

Matlab is internally optimised for working with matrices and, in particular, vectors. As a general rule, if a sample of code needs to be executed quickly, for loops in Matlab should be avoided where possible.
>> clear all, N = 100000; >> tic, vec = (1:N) .^ 2; toc Elapsed time is 0.002010 seconds. >> tic, for i = 1:N, vec(i) = i^2; end, toc Elapsed time is 0.138471 seconds.
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Vectorisation
Use Matlab algorithms

testMultiplication.m m = 1000; n = 5000; rand(state, 13); A = rand(m,n); x = rand(n,1); y = zeros(m,1); tic; % usual way for j = 1:n % loop over columns for i = 1:m % loop over rows y(i) = y(i) + A(i,j)*x(j); % multiplication rule for matrices end end toc; % disp(num2str(y)), tic; tic; % in general, may be slightly better: vectorised over columns for i = 1:m y(i) = A(i,:) * x; % dot product % y(i) = dot( A(i,:), x ); % seems to be the worst (why?) end toc; % disp(num2str(y)), tic; tic; % best one y = A*x; % Matlabs way of multiplication toc; % disp(num2str(y))
Figure: Vectorisation in Matlab: speeding up calculations

Vectorisation
Use Matlab algorithms (cont.)

>> testMultiplication Elapsed time is 0.072986 seconds. Elapsed time is 0.057435 seconds. Elapsed time is 0.019355 seconds.
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Vectorisation
Thanks!...
Thanks!...
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A Short Introduction To Matlab: Om Ur U GUR

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A Short Introduction to Matlab

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matlab has a comprehensive online documentation: help or doc.

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Size 1x1 1x1 1x1

Class double array double array double array

Grand total is 3 elements using 24 bytes

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

Matrices & Vectors

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

Matrices & Vectors (+ and )

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

Solving Linear Systems

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

The colon (:) operator

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

The colon (:) operator (cont.)

Matrices and Vectors

The colon (:) operator (cont.)

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Matrices and Vectors

Element-wise Computations (cont.)

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

u Omr UGUR (Middle East Technical University)

A Short Introduction to Matlab @ IAM @ METU

Figure: Superimposed two-dimensional plots: using plot

Plotting: style parameters

Colours b g r c m y k blue green red cyan magenta yellow black . o x + * s d v

Lines solid dotted dashdot dashed no line

u Omr UGUR (Middle East Technical University)