Path: news.mathworks.com!not-for-mail From: "Toan Cao" <toancv3010@gmail.com> Newsgroups: comp.soft-sys.matlab Subject: Re: Optimization with function: lsqnonlin Date: Thu, 28 Mar 2013 17:29:07 +0000 (UTC) Organization: university of Ulsan Lines: 41 Message-ID: <kj1ul3$ho4$1@newscl01ah.mathworks.com> References: <kivpf1$st9$1@newscl01ah.mathworks.com> <kj1dhf$hh5$2@newscl01ah.mathworks.com> Reply-To: "Toan Cao" <toancv3010@gmail.com> NNTP-Posting-Host: www-01-blr.mathworks.com Content-Type: text/plain; charset=UTF-8; format=flowed Content-Transfer-Encoding: 8bit X-Trace: newscl01ah.mathworks.com 1364491747 18180 172.30.248.46 (28 Mar 2013 17:29:07 GMT) X-Complaints-To: news@mathworks.com NNTP-Posting-Date: Thu, 28 Mar 2013 17:29:07 +0000 (UTC) X-Newsreader: MATLAB Central Newsreader 2244433 Xref: news.mathworks.com comp.soft-sys.matlab:792210 Alan_Weiss <aweiss@mathworks.com> wrote in message <kj1dhf$hh5$2@newscl01ah.mathworks.com>... > On 3/27/2013 5:48 PM, Toan Cao wrote: > > Hi everyone, > > I know there are many people who have uses function "lsqnonlin" for > > optimization. Currently, I am encountering a problem relating > > calculation of Jacobian matrix for this function. > > My problem is described as follows: > > > > I have a vector-value function F consists of n=1000 scale-value > > functions. Total variables for F is about m=700. > > 1) I define a mx1 symbolic array of symbolic variables: X=[X1; X2; > > ...; X700]. > > 2) Then, i compute symbolic gradient : grad_F = jacobian(F,X). > > 3) After step 2, i have Jacobian matrix nxm of F in Symbolic > > Expression, for example > > grad_F = [2*X1 +5*X7 - 35*X550; 4*X12 + 56*X45; > > ..... > > 67*X1 - 45*X15*X17] > > Now, if i want to obtain Jacobian matrix of F with a real variable y > > =[1; 2;...;700], how can i do ? > > Of course, we can use "for loop" by running row by row of grad_F and > > replace a symbolic variable Xi by a respective real variable y(i) at > > each position in this matrix. Uhmm, It takes so long time to > > accomplish just for one time. > > > > If you have any solution, please help me. > > Thanks in advance, > > Toan > > Take a look at some documentation on using symbolic variables with > Optimization Toolbox: > http://www.mathworks.com/help/optim/examples/using-symbolic-mathematics-with-optimization-toolbox-solvers.html > http://www.mathworks.com/help/optim/ug/symbolic-math-toolbox-calculates-gradients-and-hessians.html > > Alan Weiss > MATLAB mathematical toolbox documentation Hi Alan Weiss. Thanks for your links, they are very useful. Toan