MATLAB Examples

Polynomial expansions

The key building block of the parametized matrix package (pmpack) is the expansion of a vector function in an orthogonal polynomial basis. This demonstration shows how we work with these expansions using our code.

In particular, it demonstrates the codes

• evaluate_expansion
• evaluate_ops
• pseudospectral

Single variable polynomial vectors

A polynomial vector is just like any typical vector, except that the elements are polynomial functions. To get a Matlab vector back from a polynomial vector, we need to evaluate the polynomial at a point.

s = @(x) [2*x + x^2; ... -x^2 + 2]; 
s(0) 
ans = 0 2 
s(1) 
ans = 3 1 
s(2) 
ans = 8 -2 

We can also plot the polynomials themselves.

% fplot takes vectors the wrong'' way, so this function to makes it work trans2fplot = @(x) s(x)'; % plot our vector polynomial fplot(trans2fplot,[-1,1]); legend('s1','s2'); 

The anonymous function represents and directly with their polynomials. In PMPack, we don't use these representations and instead use a basis of orthogonal polynomials. First, let's see how PMPack would represent the vector polynomial s

X.variables = [legendre_parameter()]; X.index_set = [0 1 2]; X.coefficients = [1/3 2/sqrt(3) sqrt(4/45) ; 2-1/3 0 -sqrt(4/45) ]; 

This new variable X is the PMPack representation of the polynomial vector s.

evaluate_expansion(X,0) 
ans = -0.000000000000000 2.000000000000000 
evaluate_expansion(X,1) 
ans = 3.000000000000001 1.000000000000000 
evaluate_expansion(X,2) 
ans = 8.000000000000002 -2.000000000000001 

And now let's draw the polynomials themselves.

% The transpose on the evaluate_expansion is for plotting with fplot fplot(@(x) evaluate_expansion(X,x)', [-1,1]); legend('r1','r2'); 

Although the scale on the plot is slightly different, we hope you see these are the same functions. This methodology may seem needlessly complicated for simple functions. We agree. Working with the representations in orthogonal polynomials, however, gives us the mathematical tools we need to write codes that work when we don't have nice closed form solutions.

Let's continue by exploring the previous example line-by-line.

First, we must tell PMPack what kind of parameters we wish to use for our function. The Legendre parameter is the basic parameter... it literally means "x" when your function is defined over [-1,1].

X.variables = [legendre_parameter()]; 

The orthonormal Legendre polynomials over [-1,1] are

To plot the polynomials and , we need to figure out how they are expressed in these as multiples of these three polynomials. We only need three polynomials, and thus, we create the index set:

X.index_set = [0 1 2]; 

This variable tells pmpack that we want to work with the 0th, 1st, and 2nd orthonormal Legendre polynomials.

We'll leave the next step to you to check, but

and

in which case, we can tell pmpack that we want these combinations of , , and with

X.coefficients = [1/3 2/sqrt(3) sqrt(4/45); % for s_1 2-1/3 0 -sqrt(4/45) ]; % for s_2 

The relationship between X.coefficients and X.index_set is:

  x(1) = sum over i
X.coefficients(1,i)*orthogonal_polynomial(X.index_set(i))

so the index set controls which orthogonal polynomial, and the the coefficients control how much of that polynomial.

The command evaluate_expansion takes in a representation of a function in orthogonal polynomials and returns the value of that function at a point. In this case,

evaluate_expansion(X,0.5) % is doing the same thing as s(0.5) 
ans = 1.250000000000000 1.750000000000000 ans = 1.250000000000000 1.750000000000000 

The last thing we did in the previous example was draw a plot. This just used fplot to call evaluate_expansion at many point:

fplot(@(x) evaluate_expansion(X,x)', [-1,1]); legend('r1','r2'); 

Drawing orthogonal polynomials

One neat feature is that we can easily plot these orthonormal polynomials. This occurs because we write each of our functions in a basis of orthogonal polynomials. To draw the polynomials themselves, then, we just use the identity matrix as the combination of polynomials. Let's see an example

k = 8; % plot the first 8 Legendre polynomials X.variables = [legendre_parameter()]; X.index_set = 0:k-1; X.coefficients = eye(k); % the matrix U tells pmpack how much weight to put on % each orthogonal polynomial, in this case, we are just % weighting the diagonal, which will draw all the % polynomials. fplot(@(x) evaluate_expansion(X,x)', [-1,1]); legend(cellstr(num2str((X.index_set)'))); 

If we use enough polynomials, it makes a really cool picture.

k = 100; % plot the first 10 Legendre polynomials X.variables = [legendre_parameter()]; X.index_set = 1:k; X.coefficients = eye(k); [x,y]=fplot(@(x) evaluate_expansion(X,x)', [-1,1]); plot(x,y,'b.','MarkerSize',0.5); ylim([-5,5]); axis off; 

But there is an easier function for this task. The code evaluation_ops does exactly the same thing!

fplot(@(x) evaluate_ops(legendre_parameter(),8,x)', [-1,1]); 

The Jacobi polynomials

fplot(@(x) evaluate_ops(jacobi_parameter(-1,1,2,3),8,x)', [-1,1]); ylim([-5,5]); 

The Hermite polynomials

fplot(@(x) evaluate_ops(hermite_parameter,8,x)', [-2,2]); ylim([-5,5]); 

Multi-variate polynomial vectors

What happens with multivariate functions? In the previous demostrations, everything used univariate polynomials. It's easy enough in Matlab to create a multi-variable polynomial vector.

% These are defined elementwise, then grouped so we can do plots below. s = @(x1,x2) [x1.*x2 + 1; x1.^2 + x2.^2]; 

These are a slightly tricker to plot, but not too bad. This is mainly due to Matlab's idiocyncracies.

vecplot = @(X,Y,f) mesh(X,Y,reshape(f(X(:)',Y(:)'),[size(X,1),size(X,2)])); [X,Y] = meshgrid(-1:0.1:1,-1:0.1:1); ith_component = @(x,i) x(i,:); subplot(1,2,1); vecplot(X,Y,@(x,y) ith_component(s(x,y),1)); subplot(1,2,2); vecplot(X,Y,@(x,y) ith_component(s(x,y),2)); 

Rather that figuring out the coefficients of the expansion ourselves, we can use the pseudo-spectral code to do it! We won't get into why exactly this works here, but this is equivalent to the problem that the pseudospectral code solves.

X = pseudospectral(@(t) s(t(1),t(2)), [parameter(),parameter()], 2); 

The matrix X now contains our expansion in multi-variate orthogonal polynomials

X 
X = coefficients: [2x9 double] index_set: [2x9 double] variables: [1x2 struct] fun: @(t)s(t(1),t(2)) matfun: [] vecfun: [] matvecfun: [] 

X.variables is always just a copy of [parameter(),parameter()].

Let's look at these results

X.index_set 
ans = 0 0 1 0 1 2 1 2 2 0 1 0 2 1 0 2 1 2 

For univariate functions, index_set is just a list of orthogonal polynomials. For multivariate functions, the orthogonal polynomials are tensor products of 1d-orthgonal polynomials. Thus, X.index_set(:,1) = [0,0] means to use P_0(x1)*P_0(x2) and X.index_set(:,2) = [0,1] means P_0(x1)*P_1(x2) These index sets get complicated rather quickly, but we need them to express the polynomials.

Let's look at the coefficients

X.coefficients 
ans = Columns 1 through 6 1.000000000000000 0.000000000000000 0.000000000000000 0.000000000000000 0.333333333333333 0.000000000000000 0.666666666666667 0.000000000000000 0.000000000000000 0.298142396999972 0.000000000000000 0.298142396999972 Columns 7 through 9 0.000000000000000 0.000000000000000 0.000000000000000 0.000000000000000 0.000000000000000 0.000000000000000 

So what this says is that s1(x1,x2) = 1*P_0(x1)*P_0(x2) + 1/3*P_1(x1)*P_1(x2) s2(x1,x2) = 2/3*P_0(x1)*P_0(x2) + sqrt(4/45)*P_0(x1)*P_2(x2)*P + sqrt(4/45)*P_2(x1)*P_0(x2)

Let's see what this plot looks like! This plot is a little more annoying because evaluate expansion only works at a single point right now.

[GX,GY] = meshgrid(-1:0.1:1,-1:0.1:1); % gather data Z1 = zeros(length(GX)); Z2 = Z1; for i=1:numel(GX) z = evaluate_expansion(X,[GX(i),GY(i)]); Z1(i) = z(1); Z2(i) = z(2); end subplot(1,2,1); mesh(GX,GY,Z1); subplot(1,2,2); mesh(GX,GY,Z2); 

Multivariate orthogonal polynomials

Again, we can plot the orthogonal polynomials too!

npts = 50; k = 3; % plot the first 10 Legendre polynomials X.variables = [legendre_parameter() legendre_parameter()]; X.index_set = [0 0 0 1 1 1 2 2 2; 0 1 2 0 1 2 0 1 2]; X.coefficients = eye(k*k); [x1,x2] = meshgrid(-1:2/npts:1, -1:2/npts:1); Zs = arrayfun(@(x) zeros(size(x1)), 1:k*k, 'UniformOutput',false); for i=1:numel(x1) Z = evaluate_expansion(X,[x1(i),x2(i)]); for j=1:k*k, Zs{j}(i) = Z(j); end end figure(1); clf; for i=1:k*k subplot(k,k,i); mesh(x1,x2,Zs{i}); colormap(bone); end