How to feed value to jacobian() function in my case?

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Lu zhang 2016-11-17

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https://ww2.mathworks.cn/matlabcentral/answers/312731-how-to-feed-value-to-jacobian-function-in-my-case

评论： Walter Roberson 2016-11-20

I need to calculate the gradient of a user-defined object function named fcn. I choose to use jacobian() function to calculate the symbolic gradient.

take subset of parameter vector b as input, like

%******************************
%   Parameterized Moments
%******************************
function fm = fcn(b)
global T T_z T_e zt et
teta     =0;
zt       =b(1:T_z);   % Line-7 %
et       =b(1+T_z:T_z+T_e);
dify     =zeros(T,T);

b are pre-calculated parameters. so I write the jacobian() in the following way to call fcn

v   = [zt,et]';
dfb = jacobian(fcn,v);

but Matlab told me that

Error using fcn (line 7)
Not enough input arguments.

I'm not sure if this is due to the way I write jacobian or how I define the fcn? How can I fix the error? Thank you.

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Jan 2016-11-17

编辑：Jan 2016-11-17

The error message tells, that the problem is in "fcn" in line 7. The code you have posted has 6 lines only. Please reveal what is in line 7. If it is the "dify" line: Is "T" a function handle?

Lu zhang 2016-11-17

Yeap, I edit my code

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Answer 1

Walter Roberson 2016-11-17

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https://ww2.mathworks.cn/matlabcentral/answers/312731-how-to-feed-value-to-jacobian-function-in-my-case#answer_243714

在 MATLAB Online 中打开

When you call

jacobian(fcn,v)

then v must evaluate to a vector of symbolic variable names, and fcn must evaluate to a symbolic expression or symbolic function.

When fcn is a function, using it in a syntax such as

jacobian(fcn,v)

causes the function to be invoked with no arguments, exactly equivalent to

jacobian(fcn(),v)

Your fcn function does not like being called with no arguments.

To calculate the jacobian with that fcn, it appears to me you would need to use something like

global T_z T_e zt et
nT = T_z + T_e;
B = sym('B', [1, nT]);
temp = fcn(B);   %zt and et are not defined until fcn is run
v   = [zt,et]';
dfb = jacobian(temp, v);

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Lu zhang 2016-11-18

在 MATLAB Online 中打开

Hi，@Walter，thank you for your help. I adjusted the code as your suggestion and the "not enough input" problem was removed. However, Matlab find another error

>> nT = T_z + T_e;
B = sym('B', [1, nT]);
temp = fcn(B);   %zt and et are not defined until fcn is run
v = [zt,et]';
dfb             = jacobian(fcn,v);
The following error occurred converting from sym to double:
Error using mupadmex
Error in MuPAD command: DOUBLE cannot convert the input expression into a double
array.
If the input expression contains a symbolic variable, use the VPA function instead.
Error in fcn (line 11)
dify(1,1)=zt(1)+et(1)+(1-teta)^2*et(1)+teta^2*et(1);

I'm confused that we have already convert parameter to symbolic by command

B = sym('B', [1, nT]);

Here I attach the whole fcn code.

%******************************
%   Parameterized Moments
%******************************
function fm = fcn(b)
global T T_z T_e zt et
teta     =0;
zt       =b(1:T_z); 
et       =b(1+T_z:T_z+T_e);
dify     =zeros(T,T);
dify(1,1)=zt(1)+et(1)+(1-teta)^2*et(1)+teta^2*et(1);
dify(2,2)=zt(1)+et(2)+(1-teta)^2*et(1)+teta^2*et(1);
dify(3,3)=zt(1)+et(3)+(1-teta)^2*et(2)+teta^2*et(1);
j=4;
while j<=T-3;
    dify(j,j)=zt(j-2)+et(j)+(1-teta)^2*et(j-1)+teta^2*et(j-2); %when teta=0,we have zt(j-2)+et(j)+et(j-1)
j=j+1;
end;          
dify(T-2,T-2)=zt(T-4)+et(T-2)+(1-teta)^2*et(T-3)+teta^2*et(T-4);
dify(T-1,T-1)=zt(T-4)+et(T-2)+(1-teta)^2*et(T-2)+teta^2*et(T-3);
dify(T,T)    =zt(T-4)+et(T-2)+(1-teta)^2*et(T-2)+teta^2*et(T-2);
dify(1,2)=-(1-teta)^2*et(1);
j=3;
while j<=T-1;
    dify(j-1,j)=-(1-teta)*et(j-1)+teta*(1-teta)*et(j-2); %Identification of transition shock v_t (C2)
j=j+1;
end;
dify(T-1,T-2)=-(1-teta)^2*et(T-2);
j=3;
while j<=T;
    dify(j-2,j)=-teta*et(j-2);
j=j+1;
end;
i=2;
while i<=T;
j=i;
while j<=T;
    dify(j,i-1)=dify(i-1,j);
j=j+1;
end;
i=i+1;
end;
% Final matrix % 
dif(1:T,1:T)            =dify;
fm=dif(:);
end

Lu zhang 2016-11-20

This works, since I change the input array size from [1,nT] to [nT,1]. Yet another problem emerged when I tried to calculate the gradient value using MatlabFunction. Can you kindly take a look? Since the question here is already too long, I open a new question

Walter Roberson 2016-11-20

Your revised version is sending a numeric vector as variable names.

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How to feed value to jacobian() function in my case?

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