The example below solves a system in the unknowns α and β:

Similar documents
Least Squares Fitting of Data

Support Vector Machines

8.5 UNITARY AND HERMITIAN MATRICES. The conjugate transpose of a complex matrix A, denoted by A*, is given by

CHAPTER 5 RELATIONSHIPS BETWEEN QUANTITATIVE VARIABLES

Linear Circuits Analysis. Superposition, Thevenin /Norton Equivalent circuits

Causal, Explanatory Forecasting. Analysis. Regression Analysis. Simple Linear Regression. Which is Independent? Forecasting

1. Measuring association using correlation and regression

The OC Curve of Attribute Acceptance Plans

A hybrid global optimization algorithm based on parallel chaos optimization and outlook algorithm

Faraday's Law of Induction

Lecture 2: Single Layer Perceptrons Kevin Swingler

where the coordinates are related to those in the old frame as follows.

Simple Interest Loans (Section 5.1) :

Texas Instruments 30X IIS Calculator

n + d + q = 24 and.05n +.1d +.25q = 2 { n + d + q = 24 (3) n + 2d + 5q = 40 (2)

Implementation of Deutsch's Algorithm Using Mathcad

21 Vectors: The Cross Product & Torque

Section 5.4 Annuities, Present Value, and Amortization

PERRON FROBENIUS THEOREM

Descriptive Models. Cluster Analysis. Example. General Applications of Clustering. Examples of Clustering Applications

Ring structure of splines on triangulations

Conversion between the vector and raster data structures using Fuzzy Geographical Entities

The Greedy Method. Introduction. 0/1 Knapsack Problem

Rotation Kinematics, Moment of Inertia, and Torque

1 Example 1: Axis-aligned rectangles

POLYSA: A Polynomial Algorithm for Non-binary Constraint Satisfaction Problems with and

Fisher Markets and Convex Programs

An Alternative Way to Measure Private Equity Performance

benefit is 2, paid if the policyholder dies within the year, and probability of death within the year is ).

Section 5.3 Annuities, Future Value, and Sinking Funds

Problem Set 3. a) We are asked how people will react, if the interest rate i on bonds is negative.

PSYCHOLOGICAL RESEARCH (PYC 304-C) Lecture 12

Consider a 1-D stationary state diffusion-type equation, which we will call the generalized diffusion equation from now on:

Formulating & Solving Integer Problems Chapter

Module 2 LOSSLESS IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

What is Candidate Sampling

THE METHOD OF LEAST SQUARES THE METHOD OF LEAST SQUARES

Series Solutions of ODEs 2 the Frobenius method. The basic idea of the Frobenius method is to look for solutions of the form 3

SPEE Recommended Evaluation Practice #6 Definition of Decline Curve Parameters Background:

Chapter 7: Answers to Questions and Problems

Using Series to Analyze Financial Situations: Present Value

Financial Mathemetics

7.5. Present Value of an Annuity. Investigate

GRAVITY DATA VALIDATION AND OUTLIER DETECTION USING L 1 -NORM

Logistic Regression. Lecture 4: More classifiers and classes. Logistic regression. Adaboost. Optimization. Multiple class classification

Modern Problem Solving Techniques in Engineering with POLYMATH, Excel and MATLAB. Introduction

Computational Fluid Dynamics II

This circuit than can be reduced to a planar circuit

Regression Models for a Binary Response Using EXCEL and JMP

SIMPLE LINEAR CORRELATION

IDENTIFICATION AND CORRECTION OF A COMMON ERROR IN GENERAL ANNUITY CALCULATIONS

ELM for Exchange version 5.5 Exchange Server Migration

Figure 1. Inventory Level vs. Time - EOQ Problem

Heuristic Static Load-Balancing Algorithm Applied to CESM

Credit Limit Optimization (CLO) for Credit Cards

We assume your students are learning about self-regulation (how to change how alert they feel) through the Alert Program with its three stages:

ANALYZING THE RELATIONSHIPS BETWEEN QUALITY, TIME, AND COST IN PROJECT MANAGEMENT DECISION MAKING

Answer: A). There is a flatter IS curve in the high MPC economy. Original LM LM after increase in M. IS curve for low MPC economy

An Integrated Semantically Correct 2.5D Object Oriented TIN. Andreas Koch

Vision Mouse. Saurabh Sarkar a* University of Cincinnati, Cincinnati, USA ABSTRACT 1. INTRODUCTION

Goals Rotational quantities as vectors. Math: Cross Product. Angular momentum

Luby s Alg. for Maximal Independent Sets using Pairwise Independence

Institute of Informatics, Faculty of Business and Management, Brno University of Technology,Czech Republic

Chapter 4 ECONOMIC DISPATCH AND UNIT COMMITMENT

An Enhanced Super-Resolution System with Improved Image Registration, Automatic Image Selection, and Image Enhancement

The Mathematical Derivation of Least Squares

Face Verification Problem. Face Recognition Problem. Application: Access Control. Biometric Authentication. Face Verification (1:1 matching)

v a 1 b 1 i, a 2 b 2 i,..., a n b n i.

Loop Parallelization

Activity Scheduling for Cost-Time Investment Optimization in Project Management

HÜCKEL MOLECULAR ORBITAL THEORY

Time Value of Money. Types of Interest. Compounding and Discounting Single Sums. Page 1. Ch. 6 - The Time Value of Money. The Time Value of Money

OPTIMAL INVESTMENT POLICIES FOR THE HORSE RACE MODEL. Thomas S. Ferguson and C. Zachary Gilstein UCLA and Bell Communications May 1985, revised 2004

Recurrence. 1 Definitions and main statements

L10: Linear discriminants analysis

Feature selection for intrusion detection. Slobodan Petrović NISlab, Gjøvik University College

HALL EFFECT SENSORS AND COMMUTATION

CHAPTER 14 MORE ABOUT REGRESSION

MATLAB Workshop 15 - Linear Regression in MATLAB

Point cloud to point cloud rigid transformations. Minimizing Rigid Registration Errors

The Development of Web Log Mining Based on Improve-K-Means Clustering Analysis

) of the Cell class is created containing information about events associated with the cell. Events are added to the Cell instance

Forecasting the Direction and Strength of Stock Market Movement

IS-LM Model 1 C' dy = di

MATHCAD'S PROGRAM FUNCTION and APPLICATION IN TEACHING OF MATH

1. Fundamentals of probability theory 2. Emergence of communication traffic 3. Stochastic & Markovian Processes (SP & MP)

YIELD CURVE FITTING 2.0 Constructing Bond and Money Market Yield Curves using Cubic B-Spline and Natural Cubic Spline Methodology.

Mathematics of Finance

A GENETIC ALGORITHM-BASED METHOD FOR CREATING IMPARTIAL WORK SCHEDULES FOR NURSES

NMT EE 589 & UNM ME 482/582 ROBOT ENGINEERING. Dr. Stephen Bruder NMT EE 589 & UNM ME 482/582

J. Parallel Distrib. Comput.

行 政 院 國 家 科 學 委 員 會 補 助 專 題 研 究 計 畫 成 果 報 告 期 中 進 度 報 告

Canon NTSC Help Desk Documentation

8 Algorithm for Binary Searching in Trees

Chapter 12 Inductors and AC Circuits

1. Math 210 Finite Mathematics

Logistic Regression. Steve Kroon

Transcription:

The Fnd Functon The functon Fnd returns a soluton to a system of equatons gven by a solve block. You can use Fnd to solve a lnear system, as wth lsolve, or to solve nonlnear systems. The example below solves a system n the unknowns and β: : 0 β : 0 These are ntal guess values for and β. The algorthm for Fnd starts at these values and moves toward a soluton. Fnd(, β) + sn( β) 1.5 + β 3 0.637 2.363 Fnd(, β) gves a soluton to the system. 0.637 β 2.363 Note: The entres of the soluton vector correspond to the varables n the same order that the varables appear after Fnd. In the prevous example, Fnd(β, ) returns the entres of the soluton vector n reverse order.

To check a soluton returned by Fnd, assgn the results to varables. : 0 β : 0 + sn( β) 1.5 + β 3 β : Fnd( β, ) You can use the same names for the results as for the unknown varables. Evaluate the left hand sdes of the system + sn( β) 1.5 + β 3 to confrm that the soluton s correct. Multple Solutons Look at the system x : 1 y : 1 2x 2 + 3y 2 59 4y x + 8 Fnd( x, y) 4 3

The frst equaton represents an ellpse, whle the second represents a straght lne. These are plotted below, along wth the soluton pont. 5 5 0 5 5 2 x² + 3 y² 59 4 y x + 8 Solve block soluton (4,3)

As the graph shows, the soluton corresponds to the pont n the frst quadrant where the curve and the lne ntersect. However, there s another soluton to the system, correspondng to the pont of ntersecton n the second quadrant. How can you get Fnd to return ths second soluton? One way s by changng the guess values. Keep n mnd that the result returned by the functon Fnd (as well as the functons Mnerr, Mnmze, and Maxmze) s drectly related to the guess values for the unknown varables, and at most one soluton s returned for a gven set of guess values. So changng the guess values mght lead to a dfferent soluton.. Lookng at the graph above, you can see that the second soluton les n the second quadrant. So t seems reasonable to try guess values correspondng to a pont - the guess pont - that also les n the second quadrant. Try the guess pont (-3, 3). x : 3 y : 3 2x 2 + 3y 2 59 4y x + 8 Fnd( x, y) 5.371 0.657 Ths tme Fnd returns the second soluton. Usually, f you choose a guess pont close to a soluton, Fnd returns that soluton. However, as wth the root functon, Fnd does not always return the soluton that s closest to the gven guess pont.

You can see the relatonshp between guess ponts and ther correspondng solutons graphcally by defnng a functon that takes a guess pont to the resultng soluton. 2x 2 + 3y 2 59 4y x + 8 Pt( x, y) : Fnd( x, y) For any guess pont (x, y), the functon Pt(x,y) returns one of the two solutons. For example: Pt( 3, 3) 5.371 0.657 Now, see what happens when you apply the Pt functon to 25 guess ponts, equally spaced on a crcle of radus 4 wth center at the orgn. Draw a lne from each guess pont to the soluton produced by the Pt functon for that guess. The resultng plot s qute nterestng. R : 4 N : 25 : 0.. N 1 X 0, Y 0, : R cos sn 2 π N 2 π N X 1, Y 1, : ( ) Pt X 0,, Y 0,

5 5 0 5 5 2 x² + 3 y² 59 4 y x + 8 Solve block soluton (4, 3) Solve block soluton (-5.371, 0.657) Crcle of guess values Guess > soluton lnk Notce that most guess ponts n the rght half-plane (x > 0) lead to the soluton (4,3). However, some ponts n the rght half-plane lead to the soluton (-3.71, 0.657). Try changng R to 6 n the example above to see what happens when the guess ponts le on a crcle of radus 6. Note that the method for Fnd n ths solve block has been set to Levenberg-Marquardt, a very stable routne that s tolerant of poor guesses. You can choose a dfferent method by rght-clckng the Fnd functon, selectng Nonlnear from the drop-down menu, and selectng one of the choces. Dfferent methods can lead to dfferent solutons even wth the same guess pont.

Guess Pont x : 1.236 y : 3.804 Soluton Usng Levenberg-Marquardt Method 2x 2 + 3y 2 59 4y x + 8 Fnd( x, y) 5.371 0.657

Soluton Usng Conjugate Gradent Method 2x 2 + 3y 2 59 4y x + 8 Fnd( x, y) 4 3 What these examples show s that choosng guess values s actually a guessng game. A pcture can help you dentfy the guess ponts that return the solutons you are lookng for. Errors and Problems wth No Solutons Sometmes there mght be no soluton, or Mathcad mght not fnd a soluton. In ether case, Fnd dsplays the error message "No soluton was found." Here's an example of a problem wth no soluton u : 1 v : 1 u u + v 2 + v 3 Fnd ( u, v ) The problem asks for numbers u and v that add to both 2 and 3, whch s mpossble.

Fnd also returns ths error message f there s a soluton but the solver cannot fnd t. One example s z : 1 sn() z z 2 + 1 Fnd () z The problem here s that the only solutons to the gven equaton are complex numbers. (Graph sn(z) and z 2 + 1, and you'll see the curves do not ntersect.) The real guess value of z : 1 sets the solver off n the wrong drecton. In ths case, just as wth the root functon, tryng a complex guess may help z : 1 + sn() z z 2 + 1 Fnd( z) 0.488 + 0.785 Fnd returns an error f there are any mssng guess values. p 2 1 + p 1 p Fnd ( p ) The error message nforms you that the varable s undefned.

Fnd also returns an error f any of the functons n the solve block s undefned at a guess value. For example: x : 3 y : 4 Γ( x) y + 1 x + y 7 Fnd ( x, y ) Fnd returns the error message "Ths value cannot be 0 or a negatve nteger." At frst ths s confusng. To fnd the source of the error, rght-clck Fnd and select Trace Error. Then clck the Frst button n the Trace Error dalog. The cursor lands on the Gamma functon, tellng you that ths s where the error occurs. The Gamma functon s undefned at the value x: -3.. Γ( 33 ) Changng the value of x solves the problem.

Complex Solutons Solve blocks sometmes return complex solutons even when the guess values are real. The followng example, n whch the solver method s set to Levenberg-Marquardt, llustrates ths. u : 1 v : 2 us vs u 2 : Fnd( u, v) sn( v) v cos( u) u us 1.814 + 0.843 vs 2.181 + 0.704 us 2 sn( vs) vs 0.044 0.486 cos( us) us 0.044 0.486 Try changng the guess values for ths solve block from real to complex, and to dfferent values to see how the results change. When solve blocks begn solvng a problem, they evaluate the constrants at the guess values as a check to see f the problem s real or complex. If the values of the constrants are complex at the guesses, the solve block can produce complex solutons even f the guess values themselves are real. In other cases, where the constrants are only complex over a porton of ther doman, you mght be surprsed by a complex result. Ths can occur f the solver, n the course of calculatng ts teratons, wanders nto a complex regon of solutons as t refnes the guesses nto solutons. Check the constrants n the regons of the guess value f you get real answers when you expect complex ones, or vce versa.