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數值方法 2008, Applied Mathematics NDHU 3 A procedure for CSR ► function Q=CSR(fs,a,b,n) ► fx=inline(fs); ► h=(b-a)/(2*n); ► ind=0:1:2*n; ► Q=fx(a)+fx(b); ► % Red ► ind_odd=1:2:(2*n-1); ► % white ► ind_even=2:2:2*(n-1); ► Q=Q+sum(4*fx(a+ind_odd*h)); ► Q=Q+sum(2*fx(a+ind_even*h)); ► Q=Q/3*h;
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數值方法2008, Applied Mathematics NDHU 1
Numerical Differentiation
數值方法2008, Applied Mathematics NDHU 2
Composite Simpson ruleComposite Simpson ruleh=(b-a)/2nh=(b-a)/2n
Simpson's Rule for Numerical Integration
數值方法2008, Applied Mathematics NDHU 3
A procedure for CSRA procedure for CSR► function Q=CSR(fs,a,b,n) function Q=CSR(fs,a,b,n) ► fx=inline(fs);fx=inline(fs);► h=(b-a)/(2*n); h=(b-a)/(2*n); ► ind=0:1:2*n;ind=0:1:2*n;► Q=fx(a)+fx(b);Q=fx(a)+fx(b);► % Red% Red► ind_odd=1:2:(2*n-1); ind_odd=1:2:(2*n-1); ► % white% white► ind_even=2:2:2*(n-1);ind_even=2:2:2*(n-1);► Q=Q+sum(4*fx(a+ind_odd*h));Q=Q+sum(4*fx(a+ind_odd*h));► Q=Q+sum(2*fx(a+ind_even*h));Q=Q+sum(2*fx(a+ind_even*h));► Q=Q/3*h;Q=Q/3*h;
數值方法2008, Applied Mathematics NDHU 4
Symbolic DifferentiationSymbolic Differentiation
demo_diff.m
數值方法2008, Applied Mathematics NDHU 5
ExampleExample
-5 -4 -3 -2 -1 0 1 2 3 4 5-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
function of x:tanh(x)
fx1 =
Inline function: fx1(x) = 1-tanh(x).^2
數值方法2008, Applied Mathematics NDHU 6
Numerical differentiationNumerical differentiation
數值方法2008, Applied Mathematics NDHU 7
Truncation error Truncation error
The truncation error linearly depends on h
數值方法2008, Applied Mathematics NDHU 8
Better approximationBetter approximation
數值方法2008, Applied Mathematics NDHU 9
Truncation errorTruncation error
O(h2) : big order of h square The truncation error linearly depends on h2
數值方法2008, Applied Mathematics NDHU 10
Richardson extrapolationRichardson extrapolationRichardson extrapolation is with O(h3)Start at the formula that is with O(h2)
Strategy: elimination of h2 term
數值方法2008, Applied Mathematics NDHU 11
Halving step-sizeHalving step-size
數值方法2008, Applied Mathematics NDHU 12
Richardson extrapolationRichardson extrapolation
數值方法2008, Applied Mathematics NDHU 13
Richardson extrapolationRichardson extrapolation
數值方法2008, Applied Mathematics NDHU 14
Demo_RichardsonDemo_Richardsondemo_Richardson.m
數值方法2008, Applied Mathematics NDHU 15
ExampleExample>>demo_Richardsonfunction of x:sin(x)
fx1 =
Inline function: fx1(x) = cos(x)
h:0.01
數值方法2008, Applied Mathematics NDHU 16
Example: differentiation of Example: differentiation of sinsin
[-5 5]h=0.01
-5 -4 -3 -2 -1 0 1 2 3 4 5-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
1
數值方法2008, Applied Mathematics NDHU 17
ExerciseExerciseDue to 12/26Due to 12/26
► Implement the Richardson Implement the Richardson extrapolation method for numerical extrapolation method for numerical differentiationdifferentiation
►Give two examples to verify your Give two examples to verify your matlab functions for Richardson matlab functions for Richardson extrapolation implementationextrapolation implementation
數值方法2008, Applied Mathematics NDHU 18
Line fittingLine fitting
數值方法2008, Applied Mathematics NDHU 19
Problem statementProblem statement►S={(uS={(ui i vvii)})}ii
►Find a line to fit a set of 2D points,Find a line to fit a set of 2D points,
數值方法2008, Applied Mathematics NDHU 20
Paired dataPaired data
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 11.8
2
2.2
2.4
2.6
2.8
3
3.2
3.4
3.6
m=100;u=rand(1,m);v=1.5*u+2+rand(1,m)*0.1-0.05;plot(u,v,'.')
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Linear modelLinear model
數值方法2008, Applied Mathematics NDHU 22
Over-determined Linear Over-determined Linear systemsystem
數值方法2008, Applied Mathematics NDHU 23
Form A and bForm A and b
A=[u' ones(100,1)];b=v';
ii
i
vbu
1] [ia
數值方法2008, Applied Mathematics NDHU 24
Line fittingLine fitting
>> x=inv(A'*A)*A'*b
x =
1.4816 2.0113
數值方法2008, Applied Mathematics NDHU 25
Demo_line_fittingDemo_line_fittingdemo_line_fitting.m
數值方法2008, Applied Mathematics NDHU 26
Stand alone executable fileStand alone executable file
mcc -m demo_line_fitting.m