Least Squares: I obtain convergence only changing '+' into a '-' - python

During the least squares computation:
x = N(-1) * At * Q(-1) * (yo -b)
Instead of doing:
Xnew = Xold + x[0]
Ynew = Yold + x[1]
In order to obtain the convergence I have to change the '+' into a '-':
Xnew = Xold - x[0]
Ynew = Yold - x[1]
Does anyone know the reason? I am doing something wrong?
Here is my Python Code:
import numpy as np
x_m = np.dot(np.linalg.pinv(N_matrix),A_matrix.T)
x_mat = np.dot(corr_m,np.linalg.pinv(Q_matrix))
x_matrix = np.dot(corr_mat,delta_y)
xnew.iloc[0,0] = xold.iloc[0,0] - x_matrix[0]
xnew.iloc[0,1] = xold.iloc[0,1] - x_matrix[1]

Related

Need help on plotting this piecewise linear interpolation code in Python

I am trying my hand on interpolating data using a simple linear function, Lagrange Interpolating Polynomial. I have managed to get the required equations, however, I am not able to figure out how to plot it piece-wise. I do understand using sympy is not the best way forward, but I am a noob and I wanted to see how my equations look.
How can I make it plot in matplotlib without having the need to manually type the equations at the end?
import numpy as np
import matplotlib.pyplot as plt
import sympy as sym
x = sym.Symbol('x')
year = np.arange(1960,2020,10)
pop = [179323,203302,226542,249633,281422,308746]
def lgn(a,b): #this ideally should be taking a value of x where you'd like to interpolate.
result = []
for i in range(1,len(a)):
L0 = (x - a[i])/(a[i-1] - a[i])
L1 = (x - a[i-1])/(a[i] - a[i-1])
temp = (L0 * b[i-1]) + (L1 * b[i])
result.append(temp)
return result
lgn(year,pop) #result gives a list of linear equations between each year value.
[23979*x/10 - 4520561,
2324*x - 4374978,
23091*x/10 - 4345476,
31789*x/10 - 6076378,
13662*x/5 - 5183378]
#plotting for each interval. this is what I am trying to code.
x1 = np.linspace(year[0],year[1],10)
y1 = 23979 * x1/10 - 4520561
x2 = np.linspace(year[1],year[2],10)
y2 = 2324*x2 - 4374978
x3 = np.linspace(year[2],year[3],10)
y3 = 23091*x3/10 - 4345476
x4 = np.linspace(year[3],year[4],10)
y4 = 31789*x4/10 - 6076378
x5 = np.linspace(year[4],year[5],10)
y5 = 13662*x5/5 - 5183378
plt.plot(year,pop,'ro',x1,y1,x2,y2,x3,y3,x4,y4,x5,y5 )
To convert a sympy expression to a numerical value with expr.subs(x, 123).evalf(). Note that this only works for substituting a single value. To work with arrays, sym.lambdify() can convert the expression to a function that understands numpy arrays, which then can be used for plotting.
Here is some example code:
import numpy as np
import matplotlib.pyplot as plt
import sympy as sym
def lgn(a, b):
result = []
for i in range(1, len(a)):
L0 = (x - a[i]) / (a[i - 1] - a[i])
L1 = (x - a[i - 1]) / (a[i] - a[i - 1])
temp = (L0 * b[i - 1]) + (L1 * b[i])
result.append(temp)
return result
x = sym.Symbol('x')
year = np.arange(1960, 2020, 10)
pop = [179323, 203302, 226542, 249633, 281422, 308746]
equations = lgn(year, pop)
for i in range(1, len(year)):
xi = np.linspace(year[i - 1], year[i], 10)
yi_np = sym.lambdify(x, equations[i - 1])
yi = yi_np(xi)
plt.plot(xi, yi)
plt.plot(year, pop, 'ro')
plt.show()
Here is an approach using sympy's Piecewise:
import numpy as np
import matplotlib.pyplot as plt
import sympy as sym
def line_2points(a0, b0, a1, b1):
L0 = (x - a1) / (a0 - a1)
L1 = (x - a0) / (a1 - a0)
return L0 * b0 + L1 * b1
x = sym.Symbol('x')
year = np.arange(1960, 2020, 10)
pop = [179323, 203302, 226542, 249633, 281422, 308746]
eq = 0
for i in range(1, len(year)):
eq = sym.Piecewise( (line_2points(year[i-1], pop[i-1], year[i], pop[i]), (x >= year[i-1] ) & (x <= year[i] ) ),
(eq, True) )
# sym.plot(eq, (x, year[0], year[-1])) # this also works, but the visualization is much harder to customize
eq_np = sym.lambdify(x, eq)
xs = np.linspace(year[0], year[-1], 200)
plt.plot(xs, eq_np(xs))
plt.plot(year, pop, 'ro')
plt.show()

How I can do a double Reimann sum with one ecuation limit in python

I'm triying to make a double reimann sum, with a limit b = (x^2 + y^2 = 16), the problem is when I use Sympy and marks as a TypeError in the linespace column, I tried to def the ecuation but nothing works, I'm doing somethin wrong or should I change something?
import numpy as np
import matplotlib.pyplot as plt
import sympy
# function to integrate = x +3*y + 1
# Limit funtion 'b' =(x^2 + y^2 = 16)
Width=15; Length=20;
x = sympy.Symbol('x')
a = 0
b =(sympy.sqrt(16-x**2))
c = 0
d = 3
#Heigth of x
deltax= (b - a) / Width
#Heigth of y
deltay = (d - c) / Length
#Area of each square
dA = deltax * deltay
x = np.linspace((a, b - deltax, Width));
y = np.linspace((c, d - deltay, Length));
f = lambda x,y: x +3*y + 1
[X, Y] = np.meshgrid(x, y);
#reimann sum
Suma=sum(dA * f(X, Y))
Suma = sum(Suma)
int(Suma)
print(Suma)

Cannot get RK4 to solve for position of orbiting body in Python

I am trying to solve for the position of a body orbiting a much more massive body, using the idealization that the much more massive body doesn't move. I am trying to solve for the position in cartesian coordinates using 4th order Runge-Kutta in python.
Here is my code:
dt = .1
t = np.arange(0,10,dt)
vx = np.zeros(len(t))
vy = np.zeros(len(t))
x = np.zeros(len(t))
y = np.zeros(len(t))
vx[0] = 10 #initial x velocity
vy[0] = 10 #initial y velocity
x[0] = 10 #initial x position
y[0] = 0 #initial y position
M = 20
def fx(x,y,t): #x acceleration
return -G*M*x/((x**2+y**2)**(3/2))
def fy(x,y,t): #y acceleration
return -G*M*y/((x**2+y**2)**(3/2))
def rkx(x,y,t,dt): #runge-kutta for x
kx1 = dt * fx(x,y,t)
mx1 = dt * x
kx2 = dt * fx(x + .5*kx1, y + .5*kx1, t + .5*dt)
mx2 = dt * (x + kx1/2)
kx3 = dt * fx(x + .5*kx2, y + .5*kx2, t + .5*dt)
mx3 = dt * (x + kx2/2)
kx4 = dt * fx(x + kx3, y + x3, t + dt)
mx4 = dt * (x + kx3)
return (kx1 + 2*kx2 + 2*kx3 + kx4)/6
return (mx1 + 2*mx2 + 2*mx3 + mx4)/6
def rky(x,y,t,dt): #runge-kutta for y
ky1 = dt * fy(x,y,t)
my1 = dt * y
ky2 = dt * fy(x + .5*ky1, y + .5*ky1, t + .5*dt)
my2 = dt * (y + ky1/2)
ky3 = dt * fy(x + .5*ky2, y + .5*ky2, t + .5*dt)
my3 = dt * (y + ky2/2)
ky4 = dt * fy(x + ky3, y + ky3, t + dt)
my4 = dt * (y + ky3)
return (ky1 + 2*ky2 + 2*ky3 + ky4)/6
return (my1 + 2*my2 + 2*my3 + my4)/6
for n in range(1,len(t)): #solve using RK4 functions
vx[n] = vx[n-1] + fx(x[n-1],y[n-1],t[n-1])*dt
vy[n] = vy[n-1] + fy(x[n-1],y[n-1],t[n-1])*dt
x[n] = x[n-1] + vx[n-1]*dt
y[n] = y[n-1] + vy[n-1]*dt
Originally, no matter which way I tweaked the code, I was getting an error on my for loop, either "object of type 'float' has no len()" (I didn't understand what float python could be referring to), or "setting an array element with a sequence" (I also didn't understand what sequence it meant). I've managed to get rid of the errors, but my results are just wrong. I get vx and vy arrays of 10s, an x array of integers from 10. to 109., and a y array of integers from 0. to 99.
I suspect there are issues with fx(x,y,t) and fy(x,y,t) or with the way I have coded the runge-kutta functions to go with fx and fy, because I've used the same runge-kutta code for other functions and it works fine.
I greatly appreciate any help in figuring out why my code isn't working. Thank you.
Physics
The Newton law gives you a second order ODE u''=F(u) with u=[x,y]. Using v=[x',y'] you get the first order system
u' = v
v' = F(u)
which is 4-dimensional and has to be solved using a 4 dimensional state. The only reduction available is to use the Kepler laws which allow to reduce the system to a scalar order one ODE for the angle. But that is not the task here.
But to get the scales correct, for a circular orbit of radius R with angular velocity w one gets the identity w^2*R^3=G*M which implies that the speed along the orbit is w*R=sqrt(G*M/R) and period T=2*pi*sqrt(R^3/(G*M)). With the data given, R ~ 10, w ~ 1, thus G*M ~ 1000 for a close-to-circular orbit, so with M=20 this would require G between 50 and 200, with an orbital period of about 2*pi ~ 6. The time span of 10 could represent one half to about 2 or 3 orbits.
Euler method
You correctly implemented the Euler method to calculate values in the last loop of your code. That it may look un-physical can be because the Euler method continuously increases the orbit, as it moves to the outside of convex trajectories following the tangent. In your implementation this outward spiral can be seen for G=100.
This can be reduced in effect by choosing a smaller step size, such as dt=0.001.
You should select the integration time to be a good part of a full orbit to get a presentable result, with above parameters you get about 2 loops, which is good.
RK4 implementation
You made several errors. Somehow you lost the velocities, the position updates should be based on the velocities.
Then you should have halted at fx(x + .5*kx1, y + .5*kx1, t + .5*dt) to reconsider your approach as that is inconsistent with any naming convention. The consistent, correct variant is
fx(x + .5*kx1, y + .5*ky1, t + .5*dt)
which shows that you can not decouple the integration of a coupled system, as you need the y updates alongside the x updates. Further, the function values are the accelerations, thus update the velocities. The position updates use the velocities of the current state. Thus the step should start as
kx1 = dt * fx(x,y,t) # vx update
mx1 = dt * vx # x update
ky1 = dt * fy(x,y,t) # vy update
my1 = dt * vy # y update
kx2 = dt * fx(x + 0.5*mx1, y + 0.5*my1, t + 0.5*dt)
mx2 = dt * (vx + 0.5*kx1)
ky2 = dt * fy(x + 0.5*mx1, y + 0.5*my1, t + 0.5*dt)
my2 = dt * (vy + 0.5*ky1)
etc.
However, as you see, this already starts to become unwieldy. Assemble the state into a vector and use a vector valued function for the system equations
M, G = 20, 100
def orbitsys(u):
x,y,vx,vy = u
r = np.hypot(x,y)
f = G*M/r**3
return np.array([vx, vy, -f*x, -f*y]);
Then you can use a cook-book implementation of the Euler or Runge-Kutta step
def Eulerstep(f,u,dt): return u+dt*f(u)
def RK4step(f,u,dt):
k1 = dt*f(u)
k2 = dt*f(u+0.5*k1)
k3 = dt*f(u+0.5*k2)
k4 = dt*f(u+k3)
return u + (k1+2*k2+2*k3+k4)/6
and combine them into an integration loop
def Eulerintegrate(f, y0, tspan):
y = np.zeros([len(tspan),len(y0)])
y[0,:]=y0
for k in range(1, len(tspan)):
y[k,:] = Eulerstep(f, y[k-1], tspan[k]-tspan[k-1])
return y
def RK4integrate(f, y0, tspan):
y = np.zeros([len(tspan),len(y0)])
y[0,:]=y0
for k in range(1, len(tspan)):
y[k,:] = RK4step(f, y[k-1], tspan[k]-tspan[k-1])
return y
and invoke them with your given problem
dt = .1
t = np.arange(0,10,dt)
y0 = np.array([10, 0.0, 10, 10])
sol_euler = Eulerintegrate(orbitsys, y0, t)
x,y,vx,vy = sol_euler.T
plt.plot(x,y)
sol_RK4 = RK4integrate(orbitsys, y0, t)
x,y,vx,vy = sol_RK4.T
plt.plot(x,y)
You are not using rkx, rky functions anywhere!
There are two return at the end of function definition you should use
return [(kx1 + 2*kx2 + 2*kx3 + kx4)/6, (mx1 + 2*mx2 + 2*mx3 + mx4)/6] (as pointed out by #eapetcho). Also, your implementation of Runge-Kutta is not clear to me.
You have dv/dt so you solve for v and then update r accordingly.
for n in range(1,len(t)): #solve using RK4 functions
vx[n] = vx[n-1] + rkx(vx[n-1],vy[n-1],t[n-1])*dt
vy[n] = vy[n-1] + rky(vx[n-1],vy[n-1],t[n-1])*dt
x[n] = x[n-1] + vx[n-1]*dt
y[n] = y[n-1] + vy[n-1]*dt
Here is my version of the code
import numpy as np
#constants
G=1
M=1
h=0.1
#initiating variables
rt = np.arange(0,10,h)
vx = np.zeros(len(rt))
vy = np.zeros(len(rt))
rx = np.zeros(len(rt))
ry = np.zeros(len(rt))
#initial conditions
vx[0] = 10 #initial x velocity
vy[0] = 10 #initial y velocity
rx[0] = 10 #initial x position
ry[0] = 0 #initial y position
def fx(x,y): #x acceleration
return -G*M*x/((x**2+y**2)**(3/2))
def fy(x,y): #y acceleration
return -G*M*y/((x**2+y**2)**(3/2))
def rk4(xj, yj):
k0 = h*fx(xj, yj)
l0 = h*fx(xj, yj)
k1 = h*fx(xj + 0.5*k0 , yj + 0.5*l0)
l1 = h*fy(xj + 0.5*k0 , yj + 0.5*l0)
k2 = h*fx(xj + 0.5*k1 , yj + 0.5*l1)
l2 = h*fy(xj + 0.5*k1 , yj + 0.5*l1)
k3 = h*fx(xj + k2, yj + l2)
l3 = h*fy(xj + k2, yj + l2)
xj1 = xj + (1/6)*(k0 + 2*k1 + 2*k2 + k3)
yj1 = yj + (1/6)*(l0 + 2*l1 + 2*l2 + l3)
return (xj1, yj1)
for t in range(1,len(rt)):
nv = rk4(vx[t-1],vy[t-1])
[vx[t],vy[t]] = nv
rx[t] = rx[t-1] + vx[t-1]*h
ry[t] = ry[t-1] + vy[t-1]*h
I suspect there are issues with fx(x,y,t) and fy(x,y,t)
This is the case, I just checked my code for fx=3 and fy=y and I got a nice trajectory.
Here is the ry vs rx plot:

how to calculate the integral with temporal data?

I would like to compute the integral of discrete signal segment Y (Y=[y1,y2,...y50]) and X is the following datetime64[ns] object:
x=['2018-01-24T13:41:25.057000000' '2018-01-24T13:41:25.069000000'
'2018-01-24T13:41:25.077000000' '2018-01-24T13:41:25.090000000'
'2018-01-24T13:41:25.097000000' '2018-01-24T13:41:25.111000000'
'2018-01-24T13:41:25.117000000' '2018-01-24T13:41:25.130000000'
'2018-01-24T13:41:25.138000000' '2018-01-24T13:41:25.150000000'
'2018-01-24T13:41:25.158000000' '2018-01-24T13:41:25.170000000'
'2018-01-24T13:41:25.178000000' '2018-01-24T13:41:25.199000000'
'2018-01-24T13:41:25.200000000' '2018-01-24T13:41:25.211000000'
'2018-01-24T13:41:25.218000000' '2018-01-24T13:41:25.231000000'
'2018-01-24T13:41:25.238000000' '2018-01-24T13:41:25.250000000'
'2018-01-24T13:41:25.258000000' '2018-01-24T13:41:25.269000000'
'2018-01-24T13:41:25.278000000' '2018-01-24T13:41:25.290000000'
'2018-01-24T13:41:25.298000000' '2018-01-24T13:41:25.311000000'
'2018-01-24T13:41:25.317000000' '2018-01-24T13:41:25.331000000'
'2018-01-24T13:41:25.338000000' '2018-01-24T13:41:25.350000000'
'2018-01-24T13:41:25.358000000' '2018-01-24T13:41:25.370000000'
'2018-01-24T13:41:25.378000000' '2018-01-24T13:41:25.390000000'
'2018-01-24T13:41:25.398000000' '2018-01-24T13:41:25.411000000'
'2018-01-24T13:41:25.418000000' '2018-01-24T13:41:25.430000000'
'2018-01-24T13:41:25.437000000' '2018-01-24T13:41:25.450000000'
'2018-01-24T13:41:25.469000000' '2018-01-24T13:41:25.469000000'
'2018-01-24T13:41:25.479000000' '2018-01-24T13:41:25.493000000'
'2018-01-24T13:41:25.502000000' '2018-01-24T13:41:25.510000000'
'2018-01-24T13:41:25.517000000' '2018-01-24T13:41:25.530000000'
'2018-01-24T13:41:25.537000000' '2018-01-24T13:41:25.550000000']
My attempt is using the following python code:
Case A, with the above x:
f_x_tot_acc = Y
x_n = x[-1]
x_0 = x[0]
h = (x_n - x_0) / (len(f_x_tot_acc) - 1)
print('trapz [' + str(integrate.trapz(f_x_tot_acc, dx=h)) + ']')
The Result is: trapz [6203255447 nanoseconds]
Case B,
x = range(0,50)
f_x_tot_acc = Y
x_n = x[-1]
x_0 = x[0]
h = (x_n - x_0) / (len(f_x_tot_acc) - 1)
print('trapz [' + str(integrate.trapz(f_x_tot_acc, dx=h)) + ']')
The Result is: trapz [616.5507767408332].
Which is the correct one?
Many Thanks in advance,
Best Regards,
Carlo

scipy.odeint strange behavior

Here is my code to solve differential equation dy / dt = 2 / sqrt(pi) * exp(-x * x) to plot erf(x).
import matplotlib.pyplot as plt
from scipy.integrate import odeint
import numpy as np
import math
def euler(df, f0, x):
h = x[1] - x[0]
y = [f0]
for i in xrange(len(x) - 1):
y.append(y[i] + h * df(y[i], x[i]))
return y
def i(df, f0, x):
h = x[1] - x[0]
y = [f0]
y.append(y[0] + h * df(y[0], x[0]))
for i in xrange(1, len(x) - 1):
fn = df(y[i], x[i])
fn1 = df(y[i - 1], x[i - 1])
y.append(y[i] + (3 * fn - fn1) * h / 2)
return y
if __name__ == "__main__":
df = lambda y, x: 2.0 / math.sqrt(math.pi) * math.exp(-x * x)
f0 = 0.0
x = np.linspace(-10.0, 10.0, 10000)
y1 = euler(df, f0, x)
y2 = i(df, f0, x)
y3 = odeint(df, f0, x)
plt.plot(x, y1, x, y2, x, y3)
plt.legend(["euler", "modified", "odeint"], loc='best')
plt.grid(True)
plt.show()
And here is a plot:
Am I using odeint in a wrong way or it's a bug?
Notice that if you change x to x = np.linspace(-5.0, 5.0, 10000), then your code works. Therefore, I suspect the problem has something to do with exp(-x*x) being too small when x is very small or very large. [Total speculation: Perhaps the odeint (lsoda) algorithm adapts its stepsize based on values sampled around x = -10 and increases the stepsize in such a way that values around x = 0 are missed?]
The code can be fixed by using the tcrit parameter, which tells odeint to pay special attention around certain critical points.
So, by setting
y3 = integrate.odeint(df, f0, x, tcrit = [0])
we tell odeint to sample more carefully around 0.
import matplotlib.pyplot as plt
import scipy.integrate as integrate
import numpy as np
import math
def euler(df, f0, x):
h = x[1] - x[0]
y = [f0]
for i in xrange(len(x) - 1):
y.append(y[i] + h * df(y[i], x[i]))
return y
def i(df, f0, x):
h = x[1] - x[0]
y = [f0]
y.append(y[0] + h * df(y[0], x[0]))
for i in xrange(1, len(x) - 1):
fn = df(y[i], x[i])
fn1 = df(y[i - 1], x[i - 1])
y.append(y[i] + (3 * fn - fn1) * h / 2)
return y
def df(y, x):
return 2.0 / np.sqrt(np.pi) * np.exp(-x * x)
if __name__ == "__main__":
f0 = 0.0
x = np.linspace(-10.0, 10.0, 10000)
y1 = euler(df, f0, x)
y2 = i(df, f0, x)
y3 = integrate.odeint(df, f0, x, tcrit = [0])
plt.plot(x, y1)
plt.plot(x, y2)
plt.plot(x, y3)
plt.legend(["euler", "modified", "odeint"], loc='best')
plt.grid(True)
plt.show()

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