feval() with fun as a vector

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Julio Cesar
Julio Cesar 2011-2-6
Hi, I am looking how to use feval with the "fun" string input as a vecor
F=[f1,f2,...,fn]
This is in order tu compute the Jacobian
---------------------------------
function y = test(x)
y=[x(1)^3+x(2)^3 , x(1)];
---------------------------------
------------------------------------
function g = jacobian(fun, x0)
delta = 0.001;
for i = 1 : min(size(x0))
for j = 1 : max(size(x0))
x=x0;
x(j) = x0(j);
aux1 = arrayfun ( fun(i), x );
x(j) = x0(j) + delta;
aux2 = feval ( fun(i), x );
g(i,j)=(aux2-aux1)/(delta);
end
end
end
----------------------------------
And I call the function like this
jacobian('test',x)
with x=[1,1]
The problem is in fun(i), that gives a "t" from "test", I would like to take only the "i" element of the vector.
Do you have a clue?
arrayfun and eval do the same
Regards

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采纳的回答

Walter Roberson
Walter Roberson 2011-2-6
Provided that I have understood your requirements...
fbase = str2fun(fun);
ith = @(v,i) v(i);
for i = 1 : min(size(x0))
fi = @(x) ith(fbase(x), i);
for j = 1 : max(size(x0))
[...]
aux1 = fi(x);
[...]
aux2 = fi(x);
[...]
end
end
  1 个评论
Julio Cesar
Julio Cesar 2011-2-7
thank you!Could you find an improvement? (look dowm)

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更多回答（1 个）

Julio Cesar
Julio Cesar 2011-2-7
Thanks to Walter:
function g = jacobian2(fun, x0)
delta = 0.001;
fbase = str2func(fun); ith = @(v,i) v(i);
for i = 1 : max(size(x0))
fi = @(x) ith(fbase(x), i);
for j = 1 : max(size(x0))
x=x0;
x(j) = x0(j);
aux1 = fi(x);
x(j) = x0(j) + delta;
aux2 = fi(x);
g(i,j)=(aux2-aux1)/(delta);
end
end
end
-----------------------------
function y = test(x) y=[4*x(1)+x(2),6*x(1)*x(2)];
--------------------------- >>x=[2 2]; >>jacobian2('test',x)
ans =
4.0000 1.0000
12.0000 12.0000
I followed this steps http://www.monteroespinosa.com/fotos/resueltos/solucion_20406102.gif
  2 个评论
Walter Roberson
Walter Roberson 2011-2-7
I'm not sure what improvement you were hoping for?
Walter Roberson
Walter Roberson 2011-2-7
test = @(x) [4*x(1)+x(2), 6*x(1)*x(2)];
If you were to use that, then you would not need to use str2func.
You could vectorize without much trouble, at least for the test functions you showed. For example,
test = @(x) [4*x(:,1)+x(:,2), 6*x(:,1)*x(:,2)];
Then a single invocation of fi on an N by 2 array of x values would calculate them all. You would, however, need to modify to
ith = @(v,i) v(:,i);
Your statement
x(j) = x0(j);
is seemingly redundant, coming right after
x = x0;
if x has been assigned all of x0, then copying the j'th position of x0 to the j'th position of x is just going to be copying something that is already there.
x1 = x0;
x1(j) = x1(j) + delta;
aux = fi([x0;x1]);
g(i,j) = (aux(2)-aux(1))/delta;
And you can proceed from there to vectorize over the entire j loop. All provided that your test function is vectorizable.

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