matlabBasics

matlabBasics - Matlab Basics Paul Schrimpf Paul Schrimpf...

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Matlab Basics Paul Schrimpf January 14, 2009 Paul Schrimpf () Matlab Basics January 14, 2009 1 / 24
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Overview Goals I Matlab features I Program design I Numerical methods Paul Schrimpf () Matlab Basics January 14, 2009 2 / 24
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Topics to be covered Essentials of Matlab Using Matlab’s features to design good programs I Example: dynamic programming Optimization and integration I Example: maximum likelihood Object-oriented programming I Example: automatic differentiation Paul Schrimpf () Matlab Basics January 14, 2009 3 / 24
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Matlab References help function or more detailed, doc function Matlab Primer MATLAB on Athena 10.34 Matlab tutorial Numerical Computing with Matlab Art of Matlab Paul Schrimpf () Matlab Basics January 14, 2009 4 / 24
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Operators Matrix Operators 1 a+b; 2 a - b; 3 a * b; 4 aˆn; 5 A'; 6 A \ b; % returns x s.t. A * x=b 7 A / b; % returns x s.s. x * A=b Array Operators 1 a. * b; 2 a.ˆn; 3 a. \ b; % these are 4 a./b; % equivalent 5 a & b; % don't confuse with && 6 a | b; % don't confuse with | | 7 a; t Paul Schrimpf () Matlab Basics January 14, 2009 5 / 24
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Avoid Matrix Inversion 1 K = 2000; N = K+1; b = ones(K,1); 2 x = randn(N,K); y = x * b + randn(N,1); 3 xx = x' * x; 4 xy = x' * y; 5 6 % from slow to fast . .. 7 tic; bhat1 = (xx)ˆ( - 1) * xy; toc; 8 tic; bhat2 = inv(xx) * xy; toc; 9 tic; bhat3 = xx \ xy; toc; \ is also more accurate, see purpose of inv Example: funWithInv.m Paul Schrimpf () Matlab Basics January 14, 2009 6 / 24
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Array Functions Arrays of Constants 1 eye(10); % 10 by 10 identity 2 zeros(3); % 3 by 3 of zeros 3 zeros(2,3); % 2 by 3 of zeros 4 ones(31,35,69); 5 1:5; % [1 2 3 4 5] Vector Functions 1 sum(a,2); % sum along 2nd dimension of x 2 max(a); % max along 1st dimension of a 3 any(a,2); % a(:,1) | a(:,2) | ... 4 all(b); % b(1,:) & b(2,:) & . .. 5 cumprod(a); % cumulative product Paul Schrimpf () Matlab Basics January 14, 2009 7 / 24
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More Functions All standard mathematical functions – linear algebra, special functions, polynomials, etc Manipulating arrays – sort, permute, find, set operations Strings – regexp, findstr, etc Use the Matlab Function Reference Paul Schrimpf () Matlab Basics January 14, 2009 8 / 24
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Flow Control 1 if (j==3) 2 % ... some commands . ..
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matlabBasics - Matlab Basics Paul Schrimpf Paul Schrimpf...

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