Matlab iiI

Solving non-linear algebra problems

Justin Dawber
September 22, 2011
 Expectations/PreRequisites

• Introduction to MatLab I & II (or equal experience)

• MatLab as a calculator
• Anonymous Functions
• Function and Script m-files
• MatLab Basics
• Element-wise Operations
• 2-D and 3-D Plotting
• Code Cells and Publishing
 Anonymous Function Review

• Used in calling functions indirectly

• >> Sin = @sin; % The variable ‘Sin’ points to the function
‘sin’
• >> Sin(pi) % Evaluates the sine of pi
• (Not the most useful example, more later)

• Can be used to create ‘anonymous functions’

• >> myfun = @(x) 1./(x.ˆ3 + 3*x - 5)
• >> myfun(3)
 M-file review

• Scripts: No input and no output arguments. Contain a

series of commands that may call other scripts and
functions
• Functions: Accept input and returns output arguments.
Usually called program routines and have a special
definition syntax.
• Code Cells: Defined breaks in code that will help
breakdown solution process
 What defines “non-linear”

• Any Equation where the output is not directly proportional to

the input (or does not obey the superposition principle)

• Simplest Examples

• Polynomials

• Single Variable Equations

• Non-linear Multivariate Equations

• The terms make this non-linear
• Multivariate linear equations are also possible
 HUMPS (Built-in)

• HUMPS is a built-in Matlab function that has a strong

maxima at 0.3

• For those that want to know: humps ( x) 

1

1
( x  0.3)  0.01 ( x  0.9) 2  0.04
2
6
 Introducing fsolve

• Solver for systems of non-linear equations

• Requires Optimization Toolbox
• Single Dimension System
• Use fsolve with an anonymous function
• Steps to a solution
• Define the Anonymous Function
• Plot the function to visualize initial guess
• Call fsolve with function and guess
• solution = fsolve(@f, initial_guess)
 Lets See It!

• We will do the following:

• Review a script m-file in Matlab for HUMPS
• Start with a complete srcipt
• Review Code cells to break-up the code
• Plot the function to visualize the guess
• Iterate through the cells
• Review the initial guess and solutions

• Switch to MatLab

nla_humps_comp.m
 An Example: Finding Equilibrium
Concentrations

• For the reaction H2O + CO <=> CO2 + H2

• Given the Equilibrium constant, K = 1.44
• For an equimolar feed of H2O and CO, compute the
equilibrium conversion

• Solution
• C_H2O = (C_H20)0 * (1-Xe)
• C_CO = (C_H20)0 * (1-Xe)
• C_H2 = (C_H20)0 * Xe
• C_CO2 = (C_H20)0 * Xe
• K = C_CO2*C_H2/(C_H20*C_CO)
 Lets Try It:

• We will do the following:

• Write a script m-file in Matlab for the Equilibrium Conversion
• Start with a skeleton script
• Use Code cells to break-up the code
• Plot the function to visualize the guess
• Review a common syntax problem for element-wise operations
• Iterate through the cells
• Review the initial guess and solutions

• Switch to MatLab

nla_equilibrium_comp.m
 2-Dimensional System of non-linear
equations

• What do we have in this case?

• 2 surfaces

• What are we trying to find?

• The point in x and y where both surfaces are zero

• What is different about this case?

• Hard to visualize
• Two initial guesses required
• Requires a Function-Function m-file
• Also know as sub-functions or function in a function
 The multi-dimensional function m-file

• Use sub-functions (function-function)

• Primary function – call fsolve
• Secondary or sub-function – define the multi-variate system

function main
clear all; close all; clc;

%% We can make some plots to help identify initial guesses

x = 0:0.1:2; y=x;
[X,Y] = meshgrid(x,y);

hold on
surf(X,Y,2*X - Y - exp(X) + 2) % first function
surf(X,Y,-X + 2*Y - exp(Y) + 2) % second function
zlabel('z')
view(69,8)

%%
initial_guesses = [1.3 0.9];
[X,fval,exitflag] = fsolve(@myfunc,initial_guesses)

function z = myfunc(X)
% set of equations to be solved
x = X(1);
y = X(2);
z = [2*x - y - exp(x) + 2;
-x + 2*y - exp(y) + 2];
 Lets see it:

• We will do the following:

• Review a script m-file in Matlab for two stretched HUMPS
surfaces
• Start with the complete script
• Review each of the Code cells
• Plot the function to visualize the guess
• Review the initial guess
• Call fsolve and review solutions

• Switch to MatLab

nla_1v_2d.m
 An example: 2-Dimensional system

• Find a solution to the following system:

 Lets see it:

• We will do the following:

• Review a script m-file in Matlab for the preceding example
• Start with the complete script
• Review each Code cell
• Plot the function
• Review the initial guess
• Call fsolve and review solutions

• Switch to MatLab

nla_2d.m
 n-Dimensional Systems Example

• fsolve also works for the n-dimensional case

• No way to graph this case
• Must have knowledge of the problem to specify and initial guess

• Solve the set of equations:

• 0 = K1-(yCO*yH2^3)/(yCH4*yH2O)*p^2;
• 0 = K2 - ((yCO^2)*(yH2^2))/(yCO2*yCH4);
• 0 = (2*yCH4 + yH2 + yH2O)*n - nH2f;
• 0 = (0.5*yCO + yCO2 + 0.5*yH2O)*n - nO2f;
• 0 = (yCH4 + yCO + yCO2)*n - nCf;
• 0 = yCO + yCO2 + yCH4 + yH2 + yH2O - 1;

• Given
• K1 = 25.82;
• K2 = 19.41;
• p = 1;
• nCf = 1; nH2f=0.5; nO2f = 0.5;
 Lets see it:

• We will do the following:

• Review a script m-file in Matlab for the n-Dim example
• Start with the complete script
• Review each Code cell
• Cannot plot the function
• Postulate on the initial guess
• Call fsolve and review solutions

• Switch to MatLab

nla_multidim.m
 Thing to consider when using fsolve

• No Solutions

• Multiple Solutions
• Depends on the initial guess

• Infinite Solutions – coincidence

• The nature of Numerical Solvers – Know your tolerances

Lets take a look at one of each:

 No solution example

• Translated HUMPS
• Let’s slide the HUMPS graph up 50
• It no longer crosses the X-axis
• We can attempt to solve it in the same way

• Lets see how fsolve handles it?

 Lets See it:

• We will do the following:

• Run the earlier script for the 1-D humps example with the
graph translated +50
• Start with the complete script
• Run the script
• Confirm the translation of +50
• Review the output from fsolve

• Switch to MatLab
nla_humps_translated_comp.m
 Multiple Solution example

• Back to the earlier HUMPS example

• Two different guesses yield two different solutions

• As you can see, two Zeros. A guess around -.4 will return the
lower zero, while a guess near 1.2 will yield the high one.
 Infinite Solutions Example

• Back to a 2-D fsolve example

• Solve the system of equations:
• sin(x) + sin(y) - 1.5
• -sin(x) - sin(y) + 1.5
 Lets See it:

• We will review the graph of the two surfaces in the

preceding example
• View graph from different angles
• Call fsolve with multiple initial guesses

• Switch to Matlab
nla_2d_Coincidence.m
 A little bit about Numerical Solvers -
Tolerances

• Numerical Solvers search for a solution starting from and

initial guess
• Several search algorithms can be used
• Termination criteria
• Solver terminates when the value of the function is within a
certain range close to 0
• The solver is unaware of the scale of the problem
• If you are looking for a value in ml, but the problem is in m3 the
solver may stop at ~0.003 m3 … but this is 3 L!
• Lets look at an example of this and how to correct it
 Tolerance Concern Example

• Solve this Equation =0

• Given
• CA0= 2000 mol/m3
• V = .010 m3
• v = .0005 m3/s
• k = .00023 m3/mol/s

• After plotting we will see solution is near 500

• Guess = 500

• Call fsolve
• Guess is exactly right?!? - Something must be wrong
• Scaling is the problem
 Tolerance Concern Example (cont.)

• How to Proceed?

• Option One – Change the tolerance

• Optimset
• options = optimset('TolFun',1e-9);
• Be careful not to set tolerance too tight (1e-15 = too tight)
• Then call fsolve with options
• fsolve(f,cguess,options)

• Results are now much more accurate

Tolerance_Concern.m
 Tolerance Concern Example (cont.)

• How to proceed?

• Option 2 - Scale the input units and guess:

• CA0= 2 mol/L
• V = 10 L
• v = .5 L/s
• k = .23 L/mol/s
• Guess = .5

• Call fsolve with default tolerances

• Results now more accurate
 Lets see it:

• We will do the following:

• Review a script m-file in Matlab for the preceding tolerance
concern example
• Start with the complete script
• Review each Code cell
• Iterate through code cells
• Review solutions using different methods

• Switch to MatLab
 Polynomials in MATLAB

• Defining Polynomials
• How to get f(x) = Ax2+Bx+C into MatLab
• Simple! --- >>f = [A B C]

• Finding Roots of a polynomial f

• Also Simple --- >>roots(f)

• An example: The Van Der Waal equation:

• V3 – ((pnb+nRT)/p)V2 + (n2a/p)V – n3ab/p
• Coefficients [1 -(pnb+nRT/p) (n2a/p) – n3ab/p]
 Lets try it:

• We will compare the solutions to the above polynomial using

fsolve and roots
• Start with a complete script m-file
• Define Polynomial as Anonymous Function
• Define Polynomial as coefficient vector
• [a b c d]
• Find solution using roots() and fsolve()
• roots is an analytical solution
• All solutions
• fsolve is a numerical solution
• Only the Closest Solution

• Switch to Matlab nla_cubic_polynomial.m

 Summary

• fsolve(@f,initial_guess) – non-linear solver (From the optimization toolbox)

• Remember to consider the no/multiple/infinite solution cases
• Remember to set your tolerances or scale you problem to ensure accuracy
• Especially important when using the units package (more on that later)
• Provides only the solution closest to the initial guess

• Quality of initial guess directly related to quality of solution

• Intuition about problem is beneficial
• Use graphical output to aid in choosing guess

• Optimset can set various options for solve

• >>help optimset for more info

• roots() – Solves polynomial defined by their coefficients.

• Provides all solutions