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gradient

Numerical gradient

Description

example

FX = gradient(F) returns the one-dimensional numerical gradient of vector F. The output FX corresponds to ∂F/∂x, which are the differences in the x (horizontal) direction. The spacing between points is assumed to be 1.

example

[FX,FY] = gradient(F) returns the x and y components of the two-dimensional numerical gradient of matrix F. The additional output FY corresponds to ∂F/∂y, which are the differences in the y (vertical) direction. The spacing between points in each direction is assumed to be 1.

[FX,FY,FZ,...,FN] = gradient(F) returns the N components of the numerical gradient of F, where F is an array with N dimensions.

example

[___] = gradient(F,h) uses h as a uniform spacing between points in each direction. You can specify any of the output arguments in previous syntaxes.

example

[___] = gradient(F,hx,hy,...,hN) specifies N spacing parameters for the spacing in each dimension of F.

Examples

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Calculate the gradient of a monotonically increasing vector.

x = 1:10
x = 1×10

     1     2     3     4     5     6     7     8     9    10

fx = gradient(x)
fx = 1×10

     1     1     1     1     1     1     1     1     1     1

Calculate the 2-D gradient of xe-x2-y2 on a grid.

x = -2:0.2:2;
y = x';
z = x .* exp(-x.^2 - y.^2);
[px,py] = gradient(z);

Plot the contour lines and vectors in the same figure.

figure
contour(x,y,z)
hold on
quiver(x,y,px,py)
hold off

Figure contains an axes object. The axes object contains 2 objects of type contour, quiver.

Use the gradient at a particular point to linearly approximate the function value at a nearby point and compare it to the actual value.

The equation for linear approximation of a function value is

f(x)f(x0)+(f)x0(x-x0).

That is, if you know the value of a function f(x0) and the slope of the derivative (f)x0 at a particular point x0, then you can use this information to approximate the value of the function at a nearby point f(x)=f(x0+ϵ).

Calculate some values of the sine function between -1 and 0.5. Then calculate the gradient.

y = sin(-1:0.25:0.5);
yp = gradient(y,0.25);

Use the function value and derivative at x = 0.5 to predict the value of sin(0.5005).

y_guess = y(end) + yp(end)*(0.5005 - 0.5)
y_guess = 0.4799

Compute the actual value for comparison.

y_actual = sin(0.5005)
y_actual = 0.4799

Find the value of the gradient of a multivariate function at a specified point.

Consider the multivariate function f(x,y)=x2y3.

x = -3:0.2:3;
y = x';
f = x.^2 .* y.^3;
surf(x,y,f)
xlabel('x')
ylabel('y')
zlabel('z')

Figure contains an axes object. The axes object with xlabel x, ylabel y contains an object of type surface.

Calculate the gradient on the grid.

[fx,fy] = gradient(f,0.2);

Extract the value of the gradient at the point (1,-2). To do this, first obtain the indices of the point you want to work with. Then, use the indices to extract the corresponding gradient values from fx and fy.

x0 = 1;
y0 = -2;
t = (x == x0) & (y == y0);
indt = find(t);
f_grad = [fx(indt) fy(indt)]
f_grad = 1×2

  -16.0000   12.0400

The exact value of the gradient of f(x,y)=x2y3 at the point (1,-2) is

(f)(1,-2)=2xy3iˆ+3x2y2jˆ=-16iˆ+12jˆ.

Input Arguments

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Input array, specified as a vector, matrix, or multidimensional array.

Data Types: single | double
Complex Number Support: Yes

Uniform spacing between points in all directions, specified as a scalar.

Example: [FX,FY] = gradient(F,2)

Data Types: single | double
Complex Number Support: Yes

Spacing between points in each direction, specified as separate inputs of scalars or vectors. The number of inputs must match the number of array dimensions of F. Each input can be a scalar or vector:

  • A scalar specifies a constant spacing in that dimension.

  • A vector specifies the coordinates of the values along the corresponding dimension of F. In this case, the length of the vector must match the size of the corresponding dimension.

Example: [FX,FY] = gradient(F,0.1,2)

Example: [FX,FY] = gradient(F,[0.1 0.3 0.5],2)

Example: [FX,FY] = gradient(F,[0.1 0.3 0.5],[2 3 5])

Data Types: single | double
Complex Number Support: Yes

Output Arguments

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Numerical gradients, returned as arrays of the same size as F. The first output FX is always the gradient along the 2nd dimension of F, going across columns. The second output FY is always the gradient along the 1st dimension of F, going across rows. For the third output FZ and the outputs that follow, the Nth output is the gradient along the Nth dimension of F.

More About

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Numerical Gradient

The numerical gradient of a function is a way to estimate the values of the partial derivatives in each dimension using the known values of the function at certain points.

For a function of two variables, F(x,y), the gradient is

F=Fxi^+Fyj^.

The gradient can be thought of as a collection of vectors pointing in the direction of increasing values of F. In MATLAB®, you can compute numerical gradients for functions with any number of variables. For a function of N variables, F(x,y,z, ...), the gradient is

F=Fxi^+Fyj^+Fzk^+...+FNn^.

Tips

  • Use diff or a custom algorithm to compute multiple numerical derivatives, rather than calling gradient multiple times.

Algorithms

gradient calculates the central difference for interior data points. For example, consider a matrix with unit-spaced data, A, that has horizontal gradient G = gradient(A). The interior gradient values, G(:,j), are

G(:,j) = 0.5*(A(:,j+1) - A(:,j-1));

The subscript j varies between 2 and N-1, with N = size(A,2).

gradient calculates values along the edges of the matrix with single-sided differences:

G(:,1) = A(:,2) - A(:,1);
G(:,N) = A(:,N) - A(:,N-1);

If you specify the point spacing, then gradient scales the differences appropriately. If you specify two or more outputs, then the function also calculates differences along other dimensions in a similar manner. Unlike the diff function, gradient returns an array with the same number of elements as the input.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Version History

Introduced before R2006a