annotate scripts/general/gradient.m @ 9015:06cebb6c5dde

Fix calculation of gradient for dims>2. Vector arguments are interpreted as coordinate now. Tests added.
author Kai Habel <kai.habel@gmx.de>
date Wed, 25 Mar 2009 14:33:44 -0400
parents eb63fbe60fab
children 1bf0ce0930be
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1 ## Copyright (C) 2000, 2006, 2007, 2008, 2009 Kai Habel
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {@var{dx} =} gradient (@var{m})
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21 ## @deftypefnx {Function File} {[@var{dx}, @var{dy}, @var{dz}, @dots{}] =} gradient (@var{m})
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22 ## @deftypefnx {Function File} {[@dots{}] =} gradient (@var{m}, @var{s})
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23 ## @deftypefnx {Function File} {[@dots{}] =} gradient (@var{m}, @var{x}, @var{y}, @var{z}, @dots{})
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24 ## @deftypefnx {Function File} {[@dots{}] =} gradient (@var{f}, @var{x0})
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25 ## @deftypefnx {Function File} {[@dots{}] =} gradient (@var{f}, @var{x0}, @var{s})
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26 ## @deftypefnx {Function File} {[@dots{}] =} gradient (@var{f}, @var{x0}, @var{x}, @var{y}, @dots{})
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27 ##
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28 ## Calculate the gradient of sampled data, or of a function. If @var{m}
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29 ## is a vector, calculate the one dimensional gradient of @var{m}. If
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30 ## @var{m} is a matrix the gradient is calculated for each dimension.
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31 ##
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32 ## @code{[@var{dx}, @var{dy}] = gradient (@var{m})} calculates the one
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33 ## dimensional gradient for @var{x} and @var{y} direction if @var{m} is a
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34 ## matrix. Additional return arguments can be use for multi-dimensional
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35 ## matrices.
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36 ##
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37 ## A constant spacing between two points can be provided by the
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38 ## @var{s} parameter. If @var{s} is a scalar, it is assumed to be the spacing
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39 ## for all dimensions.
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40 ## Otherwise, separate values of the spacing can be supplied by
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41 ## the @var{x}, @dots{} arguments. Scalar values specify an equidistant spacing.
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42 ## Vector values for the @var{x}, @dots{} arguments specify the coordinate for that
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43 ## dimension. The length must match their respective dimension of @var{m}.
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44 ##
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45 ## At boundary points a linear extrapolation is applied. Interior points
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46 ## are calculated with the first approximation of the numerical gradient
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47 ##
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48 ## @example
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49 ## y'(i) = 1/(x(i+1)-x(i-1)) * (y(i-1)-y(i+1)).
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50 ## @end example
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51 ##
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52 ## If the first argument @var{f} is a function handle, the gradient of the
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53 ## function at the points in @var{x0} is approximated using central
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54 ## difference. For example, @code{gradient (@@cos, 0)} approximates the
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55 ## gradient of the cosine function in the point @math{x0 = 0}. As with
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56 ## sampled data, the spacing values between the points from which the
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57 ## gradient is estimated can be set via the @var{s} or @var{dx},
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58 ## @var{dy}, @dots{} arguments. By default a spacing of 1 is used.
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59 ## @end deftypefn
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60
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61 ## Author: Kai Habel <kai.habel@gmx.de>
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62 ## Modified: David Bateman <dbateman@free.fr> Added NDArray support
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63
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64 function varargout = gradient (m, varargin)
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65
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66 if (nargin < 1)
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67 print_usage ()
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68 endif
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69
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70 nargout_with_ans = max(1,nargout);
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71 if (ismatrix (m))
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72 [varargout{1:nargout_with_ans}] = matrix_gradient (m, varargin{:});
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73 elseif (isa (m, "function_handle"))
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74 [varargout{1:nargout_with_ans}] = handle_gradient (m, varargin{:});
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75 elseif (ischar(m))
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76 [varargout{1:nargout_with_ans}] = handle_gradient (str2func (m), varargin{:});
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77 else
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78 error ("gradient: first input must be an array or a function");
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79 endif
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80
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81 endfunction
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82
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83 function varargout = matrix_gradient (m, varargin)
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84 transposed = false;
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85 if (isvector (m))
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86 ## make a row vector.
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87 transposed = (size (m, 2) == 1);
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88 m = m(:)';
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89 endif
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90
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91 nd = ndims (m);
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92 sz = size (m);
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93 if (length(sz) > 1)
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94 tmp = sz(1); sz(1) = sz(2); sz(2) = tmp;
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95 endif
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96
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97 if (nargin > 2 && nargin != nd + 1)
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98 print_usage ()
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99 endif
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100
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101 ## cell d stores a spacing vector for each dimension
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102 d = cell (1, nd);
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103 if (nargin == 1)
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104 ## no spacing given - assume 1.0 for all dimensions
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105 for i = 1:nd
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106 d{i} = ones (sz(i) - 1, 1);
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107 endfor
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108 elseif (nargin == 2)
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109 if (isscalar (varargin{1}))
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110 ## single scalar value for all dimensions
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111 for i = 1:nd
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112 d{i} = varargin{1} * ones (sz(i) - 1, 1);
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113 endfor
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114 else
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115 ## vector for one-dimensional derivative
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116 d{1} = diff (varargin{1}(:));
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117 endif
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118 else
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119 ## have spacing value for each dimension
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120 if (length(varargin) != nd)
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121 error ("dimensions and number of spacing values do not match.");
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122 end
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123 for i = 1:nd
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124 if (isscalar (varargin{i}))
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125 d{i} = varargin{i} * ones (sz(i) - 1, 1);
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126 else
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127 d{i} = diff (varargin{i}(:));
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128 endif
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129 endfor
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130 endif
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131
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132 m = shiftdim (m, 1);
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133 for i = 1:min (nd, nargout)
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134 mr = rows (m);
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135 mc = numel (m) / mr;
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136 Y = zeros (size (m), class (m));
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137
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diff changeset
138 if (mr > 1)
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John W. Eaton <jwe@octave.org>
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139 ## Top and bottom boundary.
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140 Y(1,:) = diff (m(1:2, :)) / d{i}(1);
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141 Y(mr,:) = diff (m(mr-1:mr, :) / d{i}(mr - 1));
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142 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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143
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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144 if (mr > 2)
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145 ## Interior points.
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146 Y(2:mr-1,:) = ((m(3:mr,:) - m(1:mr-2,:))
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147 ./ kron (d{i}(1:mr-2) + d{i}(2:mr-1), ones (1, mc)));
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148 endif
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149
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150 ## turn multi-dimensional matrix in a way, that gradient
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151 ## along x-direction is calculated first then y, z, ...
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152
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
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153 if (i == 1)
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154 varargout{i} = shiftdim (Y, nd - 1);
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155 m = shiftdim (m, nd - 1);
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156 elseif (i == 2)
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157 varargout{i} = Y;
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158 m = shiftdim (m, 2);
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159 else
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160 varargout{i} = shiftdim (Y, nd - i + 1);
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161 m = shiftdim (m, 1);
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162 endif
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163 endfor
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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164
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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165 if (transposed)
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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166 varargout{1} = varargout{1}.';
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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167 endif
55404f3b0da1 [project @ 2006-06-01 19:05:31 by jwe]
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168 endfunction
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169
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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170 function varargout = handle_gradient (f, p0, varargin)
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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171 ## Input checking
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172 p0_size = size (p0);
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173
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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174 if (numel (p0_size) != 2)
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175 error ("gradient: the second input argument should either be a vector or a matrix");
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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176 endif
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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177
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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178 if (any (p0_size == 1))
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179 p0 = p0 (:);
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180 dim = 1;
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181 num_points = numel (p0);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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182 else
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183 num_points = p0_size (1);
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184 dim = p0_size (2);
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185 endif
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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186
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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187 if (length (varargin) == 0)
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188 delta = 1;
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189 elseif (length (varargin) == 1 || length (varargin) == dim)
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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190 try
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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191 delta = [varargin{:}];
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
192 catch
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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193 error ("gradient: spacing parameters must be scalars or a vector");
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
194 end_try_catch
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
195 else
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
196 error ("gradient: incorrect number of spacing parameters");
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
197 endif
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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198
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
199 if (isscalar (delta))
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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200 delta = repmat (delta, 1, dim);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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201 elseif (!isvector (delta))
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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202 error ("gradient: spacing values must be scalars or a vector");
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
203 endif
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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204
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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205 ## Calculate the gradient
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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206 p0 = mat2cell (p0, num_points, ones (1, dim));
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207 varargout = cell (1, dim);
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208 for d = 1:dim
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209 s = delta (d);
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210 df_dx = (f (p0{1:d-1}, p0{d}+s, p0{d+1:end})
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211 - f (p0{1:d-1}, p0{d}-s, p0{d+1:end})) ./ (2*s);
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sh@sh-t400
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diff changeset
212 if (dim == 1)
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diff changeset
213 varargout{d} = reshape (df_dx, p0_size);
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214 else
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215 varargout{d} = df_dx;
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
216 endif
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
217 endfor
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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diff changeset
218 endfunction
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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219
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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220 %!test
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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221 %! data = [1, 2, 4, 2];
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
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diff changeset
222 %! dx = gradient (data);
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diff changeset
223 %! dx2 = gradient (data, 0.25);
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parents: 8920
diff changeset
224 %! dx3 = gradient (data, [0.25, 0.5, 1, 3]);
8601
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
225 %! assert (dx, [1, 3/2, 0, -2]);
9015
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
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diff changeset
226 %! assert (dx2, [4, 6, 0, -8]);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
227 %! assert (dx3, [4, 4, 0, -1]);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
228 %! assert (size_equal(data, dx));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
229
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
230 %!test
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
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diff changeset
231 %! [Y,X,Z,U] = ndgrid (2:2:8,1:5,4:4:12,3:5:30);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
232 %! [dX,dY,dZ,dU] = gradient (X);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
233 %! assert (all(dX(:)==1));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
234 %! assert (all(dY(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
235 %! assert (all(dZ(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
236 %! assert (all(dU(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
237 %! [dX,dY,dZ,dU] = gradient (Y);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
238 %! assert (all(dX(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
239 %! assert (all(dY(:)==2));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
240 %! assert (all(dZ(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
241 %! assert (all(dU(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
242 %! [dX,dY,dZ,dU] = gradient (Z);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
243 %! assert (all(dX(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
244 %! assert (all(dY(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
245 %! assert (all(dZ(:)==4));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
246 %! assert (all(dU(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
247 %! [dX,dY,dZ,dU] = gradient (U);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
248 %! assert (all(dX(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
249 %! assert (all(dY(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
250 %! assert (all(dZ(:)==0));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
251 %! assert (all(dU(:)==5));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
252 %! assert (size_equal(dX, dY, dZ, dU, X, Y, Z, U));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
253 %! [dX,dY,dZ,dU] = gradient (U, 5.0);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
254 %! assert (all(dU(:)==1));
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
255 %! [dX,dY,dZ,dU] = gradient (U, 1.0, 2.0, 3.0, 2.5);
06cebb6c5dde Fix calculation of gradient for dims>2. Vector arguments are interpreted as
Kai Habel <kai.habel@gmx.de>
parents: 8920
diff changeset
256 %! assert (all(dU(:)==2));
8601
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
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diff changeset
257
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
258 %!test
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
259 %! x = 0:10;
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
260 %! f = @cos;
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
261 %! df_dx = @(x) -sin (x);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
262 %! assert (gradient (f, x), df_dx (x), 0.2);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
263 %! assert (gradient (f, x, 0.5), df_dx (x), 0.1);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
264
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
265 %!test
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
266 %! xy = reshape (1:10, 5, 2);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
267 %! f = @(x,y) sin (x) .* cos (y);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
268 %! df_dx = @(x, y) cos (x) .* cos (y);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
269 %! df_dy = @(x, y) -sin (x) .* sin (y);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
270 %! [dx, dy] = gradient (f, xy);
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
271 %! assert (dx, df_dx (xy (:, 1), xy (:, 2)), 0.1)
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
272 %! assert (dy, df_dy (xy (:, 1), xy (:, 2)), 0.1)
b297b86f4ad9 gradient.m: Add support for computing the gradient of a function handle
sh@sh-t400
parents: 8507
diff changeset
273