diff function taking very long time while differentiating symbolic expressions
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Hello all,
I need to make a Jacobian matrix where both the function (f) array and the variable (y) array are of 5420-by-1. f is an array of symbolic expressions. The sample code is below.
for i=1:5420
for j=1:5420
jacobian(i,j)=diff(f(i), y(j)); % Finding the jacobian element
end
end
After running a few iterations, it seems like it will take more than 5 days. Is there any other way to do that so it should take less time? Thanks in advance.
2 个评论
Walter Roberson
2020-7-23
It is not clear why you are not using the jacobian() function
M Al Mamun
2020-7-24
采纳的回答
Walter Roberson
2020-7-23
Potentially faster:
numf = length(f);
numy = length(y);
Jac = zeros(numf, numy, 'sym');
for i = 1 : numf
thisf = f(i);
thesevars = symvar(thisf);
[~, varidx] = ismember(thesevars, y); %convert variable names to indices
for j = varidx
Jac(i, j) = diff(thisf, y(j));
end
end
What this does is query each f element for the unbound variables present in it, and then only tries to differentiate with respect to those variables.
In the form written it will fail if there are unbound variables that are not listed in y; the fix would not be difficult.
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