Find analytic solution to this system of quadratic equations - math

I have reduced my problem to this system of 3 quadratic equations:
(k1*x + k2*y + k4)^2 = k7
(k2*y + k3*z + k5)^2 = k8
(k3*z + k1*x + k6)^2 = k9
(Solve for x, y, z, k1..k9 are constants)
I have spent quite some time not finding an analytical solution. Can someone give me the solution?
P.S. There are some relations between the constants that may simplify the problem. I can post them if needed tomorrow.
Thx Peter

pure math but solvable by programig,... first use the Gilles-Philippe Paillé comment and separate variables:
(k1*x + k2*y + k4)^2 = k7
(k2*y + k3*z + k5)^2 = k8
(k3*z + k1*x + k6)^2 = k9
-------------------------
k1*x + k2*y + k4 = sqrt(k7)
k2*y + k3*z + k5 = sqrt(k8)
k3*z + k1*x + k6 = sqrt(k9)
-------------------------
k1*x + k2*y = sqrt(k7) - k4
k2*y + k3*z = sqrt(k8) - k5
k3*z + k1*x = sqrt(k9) - k6
-------------------------
k1*x + k2*y + 0*z = sqrt(k7) - k4
0*x + k2*y + k3*z = sqrt(k8) - k5
k1*x + 0*y + k3*z = sqrt(k9) - k6
-------------------------
Now you can rewrite to matrix form
| k1 k2 0 |
A = | 0 k2 k3 |
| k1 0 k3 |
| x |
B = | y |
| z |
| sqrt(k7) - k4 |
C = | sqrt(k8) - k5 |
| sqrt(k9) - k6 |
A * B = C
Inverse(A) * A * B = Inverse(A) * C
B = Inverse(A) * C
So its simple Inverse of 3x3 matrix. If you expand it to 4x4 by zeor padding and adding 1 to diagonal You can use 4x4 matrix inverse like this:
Understanding 4x4 homogenous transform matrices
Just look for matrix_inv in the C++ code example. You can find also the multiplication of matrix and vector there too matrix_mul_vector...
The code would in C++ look like this:
double A[16]=
{
k1, 0,k1, 0,
k2,k2, 0, 0,
0,k3,k3, 0,
0, 0, 0, 1
};
double B[4],C[4]=
{
sqrt(k7) - k4,
sqrt(k8) - k5,
sqrt(k9) - k6
};
matrix_inv(A,A);
matrix_mul(B,A,C);
now B should hold your resulting x,y,z values if your equation has solution. What is left is just to add sign combinations as the sqrt of the system loss it ... In case all constants and variables are non negative you can forget about this and use the result directly without trying the 8 combinations ...
If I see it right the combinations are done like this
double C[4]=
{
(+/-)sqrt(k7) - k4,
(+/-)sqrt(k8) - k5,
(+/-)sqrt(k9) - k6
};
so for each of the 8 C combinations compute the result ... The combinations itself can be done by a for cycle using 3 lowest bits of iterator variable to decide the sign like:
matrix_inv(A,A);
for (int i=0;i<8;i++)
{
if ((i&1)==0) C[0]=+sqrt(k7)-k4; else C[0]=-sqrt(k7)-k4;
if ((i&2)==0) C[1]=+sqrt(k8)-k5; else C[1]=-sqrt(k8)-k5;
if ((i&4)==0) C[2]=+sqrt(k9)-k6; else C[2]=-sqrt(k9)-k6;
matrix_mul(B,A,C);
// here B holds the i-th solution
}
In case of complex domain just change the double with a complex data-type...

Related

How is it possible to collect NLexpression in a loop?

Would you please help me that how I can collect some NLexpressions in a loop?
I Want to keep k8 and k9 for all i=1:10 as scenarios. It means in the end of the loop, Q equal to collection of k8 and k9 under each scenario ( i ). I couldn't define a matrix and put each pair of k8 and k9 in that as an element. with considering Q the code doesn't work as well.
Many thanks for your kindly help.
using JuMP,CPUTime, Distributions, Ipopt,Juniper,Cplex
n1=1; #the least of scenarios
N=4; #number of scenarios
M=20; #number of sampling
landa=0.01;
E=0.05
T0=0;
T1=2;
T2=2;
gam2=1; gam1=1;
a1=0.5; a2=0.1; a3=50; ap=25;
c0=10;
Zn=zeros(N, 4)
Q=0;
for i in n1:N
C1=rand(100:100:300);
sig=rand(0.5:0.5:2);
f(x) = cdf(Normal(0, 1), x);
#---------------------------------------------------------------------------
ALT= Model(optimizer_with_attributes(Juniper.Optimizer, "nl_solver"=>optimizer_with_attributes(Ipopt.Optimizer, "print_level" => 0),
"mip_solver"=>optimizer_with_attributes(Cplex.Optimizer, "logLevel" => 0),"registered_functions" =>[Juniper.register( :f, 1, f; autodiff = true)])
);
# variables-----------------------------------------------------------------
JuMP.register(ALT, :f, 1, f; autodiff = true);
#variable(ALT, h >= 0.001);
#variable(ALT, L >= 0.000001);
#variable(ALT, n>=2, Int);
#---------------------------------------------------------------------------
#NLexpression(ALT,k1,h/(1-f(L-sig*sqrt(n))+f(-L - sig*sqrt(n)))); # HARL1
#NLexpression(ALT,k2,(1-(1+landa*h)*exp(-landa*h))/(landa*(1-exp(-landa*h)))); #to
#NLexpression(ALT,k3,E*n+T1*gam1+T2*gam2);
#NLexpression(ALT,k8,(C1*(k1-k2+k3)));# depend on scenario
#NLexpression(ALT,k9,(((a1+a2*n)/h)*(k1)));#depend on scenario
Q=Q+k8+k9;
#-----------------------------------------------------------------------
end
You have a couple of issues in your code.
Why are you creating a new model every loop? You cannot aggregate expressions across models like you do with Q=Q+k8+k9
You cannot add nonlinear expressions like Q=Q+k8+k9. All nonlinear expressions must occur inside macros
In general, you are not limited to the specific syntax of JuMP. You can use any Julia data structures to help. In the code below, I just push expressions into a vec
I haven't tested, so there might be typos etc, but this should point you in the right direction:
using JuMP, Distributions
E, landa, T1, T2, gam1, gam2, a1, a2 = 0.05, 0.01, 2, 2, 1, 1, 0.5, 0.1
ALT = Model()
f(x) = cdf(Normal(0, 1), x)
JuMP.register(ALT, :f, 1, f; autodiff = true)
#variable(ALT, h >= 0.001)
#variable(ALT, L >= 0.000001)
#variable(ALT, n >= 2, Int)
k8, k9 = Any[], Any[]
for i in 1:4
C1 = rand(100:100:300)
sig = rand(0.5:0.5:2)
k1 = #NLexpression(ALT, h / (1 - f(L - sig * sqrt(n)) + f(-L - sig * sqrt(n))))
k2 = #NLexpression(ALT, (1 - (1 + landa * h) * exp(-landa * h)) / (landa * (1 - exp(-landa * h))))
k3 = #NLexpression(ALT, E * n + T1 * gam1 + T2 * gam2)
push!(k8, #NLexpression(ALT, C1 * (k1 - k2 + k3))
push!(k9, #NLexpression(ALT, k9, (a1 + a2 * n) / h * k1)
end
Q = #NLexpression(ALT, sum(k for k in k8) + sum(k for k in k9))

Find maximum angle of box in slot

How would I find the maximum possible angle (a) which a rectangle of width (W) can be at within a slot of width (w) and depth (h) - see my crude drawing below
Considering w = hh + WW at the picture:
we can write equation
h * tan(a) + W / cos(a) = w
Then, using formulas for half-angles and t = tan(a/2) substitution
h * 2 * t / (1 - t^2) + W * (1 + t^2) / (1 - t^2) = w
h * 2 * t + W * (1 + t^2) = (1 - t^2) * w
t^2 * (W + w) + t * (2*h) + (W - w) = 0
We have quadratic equation, solve it for unknown t, then get critical angle as
a = 2 * atan(t)
Quick check: Python example for picture above gives correct angle value 18.3 degrees
import math
h = 2
W = 4.12
w = 5
t = (math.sqrt(h*h-W*W+w*w) - h) / (W + w)
a = math.degrees(2 * math.atan(t))
print(a)
Just to elaborate on the above answer as it is not necessarly obvious, this is why why you can write equation:
h * tan(a) + W / cos(a) = w
PS: I suppose that the justification for "why a is the maximum angle" is obvious

How to algebraically solve a system of equations?

I am not sure whether this is right place to ask. Here N, L, H, p, and d are parameters. I need to solve this system of equations. Specifically, I need to solve for b(t) and e(t).
Variables | t=1 | t>1
----------|--------|------------------------
n(t) | N |N(1-p)^(t-1)
s(t) | 1 |((1-p+dp)/(1-p))^(t-1)
b(t) | L |b(t-1)+p(H-b(t-1))
e(t) |(H-L)/2 |e(t-1)+(p(H-b(t-1)))/2
c(t) |(1-d)pN |(1-d)pN(1-p+dp)^(t-1)
Please help me how should I start this problem to solve.
Since you used a Wolfram-Mathematica tag, perhaps you intend to use Mathematica
RSolve[{b[1]==L, b[t]==b[t-1]+p(H-b[t-1]),
e[1]==(H-L)/2, e[t]==e[t-1]+p(H-b[t-1])/2}, {b[t],e[t]}, t]//FullSimplify
which returns
Solve::svars: Equations may not give solutions for all "solve" variables
{b[t]->H+(-H+L)(1-p)^(-1+t),
e[t]->((H-L)(-2+(1-p)^t+2 p))/(2(-1+p))}
It seems that these formulas give recurrent equations - you find values for t = 1 (from table), then calculate values for t = 2, then for t = 3 and so on
b(t) = b(t-1) + p * (H - b(t-1))
t = 1: L
t = 2: b(2) = b(1) + p * (H - b(1)) or
L + p * (H - L) = L + p * H - p * L
t = 3: b(3) = b(2) + p * (H - b(2))
Example: L= 2; p = 3; H = 7;
b(1) = 2
b(2) = 2 + 3 * (7 - 2) = 17
b(3) = 17 + 3 * (7 - 17) = -13

Solve Linear System Over Finite Field with Module

Is there in sage, any instruction to solve a linear system equations
module p(x) (polynomial over finite field), where the system coefficients are polynomials over finite field in any indeterminate?. I know that for integers exists something like, example
sage: I6 = IntegerModRing(6)
sage: M = random_matrix(I6, 4, 4)
sage: v = random_vector(I6, 4)
sage: M \ v
(4, 0, 2, 1)
Here my code
F.<a> = GF(2^4)
PR = PolynomialRing(F,'X')
X = PR.gen()
a11 = (a^2)*(X^3)+(a^11)*(X^2)+1
a12 = (a)*(X^4)+(a^13)*(X^3)+X+1
a13 = X^2+(a^13)*(X^3)+a*(X^2)+1
a21 = X^3
a22 = X+a
a23 = X^2+X^3+a*X
a31 = (a^12)*X+a*(X^2)
a32 = (a^8)*(X^2)+X^2+X^3
a33 = a*X + (a^2)*(X^3)
M = matrix([[a11,a12,a13],[a21,a22,a23],[a31,a32,a33]])
v = vector([(a^6)*(X^14)+X^13+X,a*(X^2)+(X^3)*(a^11)+X^2+X+a^12,(a^8)*(X^7)+a*(X^2)+(a^12)* (X^13)+X^3+X^2+X+1])
p = (a^2 + a)*X^3 + (a + 1)*X^2 + (a^2 + 1)*X + 1 # is than 6 in the firs code
I'm trying
matrix(PolynomialModRing(p),M)\vector(PolynomialModRing(p),v)
but PolynomialModRing not exist ...
EDIT
another person talk me that I will make
R.<Xbar> = PR.quotient(PR.ideal(p))
# change your formulas to Xbar instead of X
A \ b
# ==> (a^3 + a, a^2, (a^3 + a^2)*Xbar^2 + (a + 1)*Xbar + a^3 + a)
this work fine but Now I'm trying to apply the Chinese Theorem Remainder after the code, then .... I defined
q = X^18 + a*X^15 + a*X^12 + X^11 + (a + 1)*X^2 + a
r = a^3*X^3 + (a^3 + a^2 + a)*X^2 + (a^2 + 1)*X + a^3 + a^2 + a
#p,q and r are relatively prime
and I'm trying ...
crt([(A\b)[0],(A\b)[1],(A\b)[2]],[p,q,r])
but I get
File "element.pyx", line 344, in sage.structure.element.Element.getattr (sage/structure/element.c:3871)
File "misc.pyx", line 251, in sage.structure.misc.getattr_from_other_class (sage/structure/misc.c:1606)
AttributeError: 'PolynomialQuotientRing_field_with_category.element_class' object has no attribute 'quo_rem'
I'm thinking that problem is the change Xbar to X
Here my complete example to integers
from numpy import arange, eye, linalg
#2x-3y+2z=21
#x+4y-z=1
#-x+2y+z=17
A = matrix([[2,-3,2],[1,4,-1],[-1,2,1]])
b=vector([21,1,17])
p=[17,11,13]
d=det(A)
dlist=[0,0,0]
ylist=matrix(IntegerModRing(p[i]),[[2,-3,2],[1,4,-1], [-1,2,1]])\vector(IntegerModRing(p[i]),[21,1,17])
p1=[int(ylist[0]),int(ylist[1]),int(ylist[2])]
CRT(p1,p)
Maybe... this is what you want? Continuing your example:
G = F.extension(p) # This is what you want for "PolynomialModRing(p)
matrix(G,M)\vector(G,v)
which outputs
(a^3 + a, a^2, (a^3 + a^2)*X^2 + (a + 1)*X + a^3 + a)
In your question you ask "where the system coefficients are polynomials over finite field in any indeterminate" so what I'm doing above is NOT what you have actually asked, which would be a weird question to ask given your example. So, I'm going to just try to read your mind... :-)

Solving the recurrence W(n) = W(n / 2) + n log n?

Please verify my logic to see if what I'm attempting is valid or shady.
W(n) = W(n/2) + nlg(n)
W(1) = 1
n =2^k
By trying the pattern
line 1 : W (2^k) = W(2^k-1) + nlgn
line 2 : = W(2^k-2) + nlgn + nlgn
...
line i : = W(2^k-i) + i*nlgn
and then solve the rest for i.
I just want to make sure it's cool if I substitute in 2k in one place (on line 1) but not in the other for the n lg n.
I find by subbing in 2^k for 2^k lg(2^k) gets really greasy.
Any thoughts are welcome (specifically if I should be subbing in 2^k, and if I should then how would you suggest the solution)
It's fine to switch back and forth between n and 2k as needed because you're assuming that n = 2k. However, that doesn't mean that what you have above is correct. Remember that as n decreases, the value of n log n keeps decreasing as well, so it isn't the case that the statement
line i = W(2k-i) + i * n lg n
is true.
Let's use the iteration method one more time:
W(n) = W(n / 2) + n log n
= (W(n / 4) + (n/2) log (n/2)) + n log n
= W(n / 4) + (n/2) (log n - 1) + n log n
= W(n / 4) + n log n / 2 - n / 2 + n log n
= W(n / 4) + (1 + 1/2) n log n - n / 2
= (W(n / 8) + (n / 4) log(n/4)) + (1 + 1/2) n log n - n / 2
= W(n / 8) + (n / 4) (log n - 2) + (1 + 1/2) n log n - n / 2
= W(n / 8) + n log n / 4 - n / 2 + (1 + 1/2) log n - n / 2
= W(n / 8) + (1 + 1/2 + 1/4) n log n - n
= (W(n / 16) + (n / 8) log(n/8)) + (1 + 1/2 + 1/4) n log n - n
= W(n / 16) + (n / 8) (log n - 3)) + (1 + 1/2 + 1/4) n log n - n
= W(n / 16) + n log n / 8 - 3n / 8 + (1 + 1/2 + 1/4) n log n - n
= W(n / 16) + (1 + 1/2 + 1/4 + 1/8) n log n - n - 3/8n
We can look at this to see if we spot a pattern. First, notice that the n log n term has a coefficient of (1 + 1/2 + 1/4 + 1/8 + ...) as we keep expanding outward. This series converges to 2, so when the iteration stops that term will be between n log n and 2n log n. Next, look at the coefficient of the -n term. If you look closely, you'll notice that this coefficient is -1 times
(1 / 2 + 2 / 4 + 3 / 8 + 4 / 16 + 5 / 32 + ... )
This is the sum of i / 2i, which converges to 2. Therefore, if we iterate this process, we'll find at each step that the value is Θ(n log n) - Θ(n), so the overall recurrence solves to Θ(n log n).
Hope this helps!

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