When I input any integral, say sin[x] or ln[x], all I get back is the input. And from what I understand that usually means that mathematica can't evaluate the integral...What am i missing here?
I'm new to stackoverflow so I can't post screenshots.
Read the documentation:
Sin[x] manual
Log[x] manual
Note also that by default Log function is of base e, therefore it is your Ln.
In addition, if you have further questions mathematica/wolfram has it's own subsite where you should ask related questions https://mathematica.stackexchange.com/
As of version 9 you can query wolfram alpha directly and it can even try to interpret human language (and fix syntax mistakes like this). To query wolfram alpha start line with =.
Related
I am interested in Julia and would like to understand a couple of things before I dive into it. I would like to have a look at a working code which calculates this expression.
In that expression everything is a constant but for the Bessel functions, of course. The number n is an integer and "e" is an eccentricity (ranging from 0. to, say, 0.999).
For a given value of n I would like to derive hc,n. E.g. if n=2, then hc,2.
No, I am not tricking you into coding for me.
I am used to working with shell scripts, bc, and plot with gnuplot. I would like to have something more flexible than all of this and this one would be a good example to start looking at julia. Thanks!
For the best tutorial on doing equations/mathematics in Julia have a look at https://github.com/mossr/BeautifulAlgorithms.jl
This will give you an excellent overview along with the initial feelling of the language.
I am trying to integrate a Heaviside theta function with two signs inside and Mathematica won't give me a solution. Is there any way of improving the approach before just acknowledging that Mathematica cannot integrate it?
Some things you do really worry me.
You use X as a variable and as the name of a function. I've changed those to X and Xf.
You use ω as a variable and as the name of a function. I've changed those to ω and ωf.
You use = and not := in your function definitions. I've changed that.
With those changes I have
Xf[s1_,s2_,α_]:=(1+s2(-2+α)-α+s1(-1+2s2+α))/((-1+2 s1)(-1+2s2));
ωf[s1_,s2_,α_]:=((1-s2+s1(-3+4s2))(1+s2(-2+α)-α+s1(-1+2s2+α)))/((-1+2s1)(-1+s1+s2)(-1+2s2));
λ1[s1_,s2_,α_,X_,ω_]:=1/2(s1-2s2-3s1 X+3s2 X-α+s1 α+s2 α+ω-s1 ω-s2 ω-
1/2Sqrt[(4(α-ω+s2(2-3X-α-ω)+s1(-1+3X-α+ω))^2+8(2-5X+4X^2-2α+2X α+
s1(-2+4s2(1-2X)^2+7X-8X^2+2α-2X α-ω)+ω-s2(4-11X+8X^2-2α+2X α+ω)))]);
λ2[s1_,s2_,α_,X_,ω_]:=1/2(s1-2s2-3s1 X+3s2 X-α+s1 α+s2 α+ω-s1 ω-s2 ω+
1/2Sqrt[(4(α-ω+s2(2-3X-α-ω)+s1(-1+3X-α+ω))^2+8(2-5X+4X^2-2α+2X α+
s1(-2+4s2(1-2X)^2+7X-8X^2+2α-2X α-ω)+ω-s2(4-11X+8X^2-2α+2X α+ω)))]);
λ1simp[s1_,s2_,α_]:=λ1[s1,s2,α,Xf[s1,s2,α],ωf[s1,s2,α]];
λ2simp[s1_,s2_,α_]:=λ2[s1,s2,α,Xf[s1,s2,α],ωf[s1,s2,α]];
fint[s1_,s2_]:=HeavisideTheta[Sign[-λ1simp[s1,s2,α]]*Sign[-λ2simp[s1,s2,α]]];
Please check that very carefully to see if I've made any mistakes.
Now I want to look at your integrand and see what Mathematica sees.
Simplify[fint[s1,s2],1/2<=s1<=1&&1/2<=s2<=s1]
And it responds with
HeavisideTheta[CompexInfinity] 2s1==1||2s2==1||s1+s2==1
HeavisideTheta[True Sign[...]*Sign[...]]
so it looks like your integrand is blowing up at the boundary.
I check that with
Simplify[fint[1/2,s2]]
or
Simplify[fint[s1,1/2]]
and it responds with 1/0 and Indeterminate and HeavisideTheta[Indeterminate]
When it isn't at the boundary, for example
Simplify[fint[3/4,3/4]]
it returns
HeavisideTheta[Sign[5-4*Sqrt[7-28*α+25*α^2]]*Sign[5+4*Sqrt[7-28*α+25*α^2]]]
and that probably says that α is a free variable and we aren't able to determine the value of the Sign without more information.
So I think this is a strong hint where I would begin looking for why your integration is not simply completing.
If you are curious what that integrand looks like then try
α=1/4;
Plot3D[fint[s1,s2],{s1,1/2,1},{s2,1/2,s1}]
Sage seems to want to evaluate derivatives as far as possible using the chain rule. A simple example is:
var('theta')
f = function('f')(theta)
g = function('g')(theta)
h = f*g
diff(h,theta)
which would display
g(theta)*diff(f(theta), theta) + f(theta)*diff(g(theta), theta)
My question is, is there a way to control just how far Sage will take derivatives? In the example above for instance, how would I get Sage to display instead:
diff(f(theta)*g(theta))
I'm working through some pretty intensive derivations in fluid mechanics, and being able to not evaluate derivatives all the way like discussed above would really help with this. Thanks in advance. Would appreciate any help on this.
This would be called "holding" the derivative.
Adding this possibility to Sage has already been considered.
Progress on this is tracked at:
Sage Trac ticket 24861
and the ticket even links to a branch with code implementing this.
Although progress on this is stalled, and the branch has not been merged,
you could use the code from the branch.
Right upfront: this is an issue I encountered when submitting an R package to CRAN. So I
dont have control of the stack size (as the issue occured on one of CRANs platforms)
I cant provide a reproducible example (as I dont know the exact configurations on CRAN)
Problem
When trying to submit the cSEM.DGP package to CRAN the automatic pretest (for Debian x86_64-pc-linux-gnu; not for Windows!) failed with the NOTE: C stack usage 7975520 is too close to the limit.
I know this is caused by a function with three arguments whose body is about 800 rows long. The function body consists of additions and multiplications of these arguments. It is the function varzeta6() which you find here (from row 647 onwards).
How can I adress this?
Things I cant do:
provide a reproducible example (at least I would not know how)
change the stack size
Things I am thinking of:
try to break the function into smaller pieces. But I dont know how to best do that.
somehow precompile? the function (to be honest, I am just guessing) so CRAN doesnt complain?
Let me know your ideas!
Details / Background
The reason why varzeta6() (and varzeta4() / varzeta5() and even more so varzeta7()) are so long and R-inefficient is that they are essentially copy-pasted from mathematica (after simplifying the mathematica code as good as possible and adapting it to be valid R code). Hence, the code is by no means R-optimized (which #MauritsEvers righly pointed out).
Why do we need mathematica? Because what we need is the general form for the model-implied construct correlation matrix of a recursive strucutral equation model with up to 8 constructs as a function of the parameters of the model equations. In addition there are constraints.
To get a feel for the problem, lets take a system of two equations that can be solved recursivly:
Y2 = beta1*Y1 + zeta1
Y3 = beta2*Y1 + beta3*Y2 + zeta2
What we are interested in is the covariances: E(Y1*Y2), E(Y1*Y3), and E(Y2*Y3) as a function of beta1, beta2, beta3 under the constraint that
E(Y1) = E(Y2) = E(Y3) = 0,
E(Y1^2) = E(Y2^2) = E(Y3^3) = 1
E(Yi*zeta_j) = 0 (with i = 1, 2, 3 and j = 1, 2)
For such a simple model, this is rather trivial:
E(Y1*Y2) = E(Y1*(beta1*Y1 + zeta1) = beta1*E(Y1^2) + E(Y1*zeta1) = beta1
E(Y1*Y3) = E(Y1*(beta2*Y1 + beta3*(beta1*Y1 + zeta1) + zeta2) = beta2 + beta3*beta1
E(Y2*Y3) = ...
But you see how quickly this gets messy when you add Y4, Y5, until Y8.
In general the model-implied construct correlation matrix can be written as (the expression actually looks more complicated because we also allow for up to 5 exgenous constructs as well. This is why varzeta1() already looks complicated. But ignore this for now.):
V(Y) = (I - B)^-1 V(zeta)(I - B)'^-1
where I is the identity matrix and B a lower triangular matrix of model parameters (the betas). V(zeta) is a diagonal matrix. The functions varzeta1(), varzeta2(), ..., varzeta7() compute the main diagonal elements. Since we constrain Var(Yi) to always be 1, the variances of the zetas follow. Take for example the equation Var(Y2) = beta1^2*Var(Y1) + Var(zeta1) --> Var(zeta1) = 1 - beta1^2. This looks simple here, but is becomes extremly complicated when we take the variance of, say, the 6th equation in such a chain of recursive equations because Var(zeta6) depends on all previous covariances betwenn Y1, ..., Y5 which are themselves dependend on their respective previous covariances.
Ok I dont know if that makes things any clearer. Here are the main point:
The code for varzeta1(), ..., varzeta7() is copy pasted from mathematica and hence not R-optimized.
Mathematica is required because, as far as I know, R cannot handle symbolic calculations.
I could R-optimze "by hand" (which is extremly tedious)
I think the structure of the varzetaX() must be taken as given. The question therefore is: can I somehow use this function anyway?
Once conceivable approach is to try to convince the CRAN maintainers that there's no easy way for you to fix the problem. This is a NOTE, not a WARNING; The CRAN repository policy says
In principle, packages must pass R CMD check without warnings or significant notes to be admitted to the main CRAN package area. If there are warnings or notes you cannot eliminate (for example because you believe them to be spurious) send an explanatory note as part of your covering email, or as a comment on the submission form
So, you could take a chance that your well-reasoned explanation (in the comments field on the submission form) will convince the CRAN maintainers. In the long run it would be best to find a way to simplify the computations, but it might not be necessary to do it before submission to CRAN.
This is a bit too long as a comment, but hopefully this will give you some ideas for optimising the code for the varzeta* functions; or at the very least, it might give you some food for thought.
There are a few things that confuse me:
All varzeta* functions have arguments beta, gamma and phi, which seem to be matrices. However, in varzeta1 you don't use beta, yet beta is the first function argument.
I struggle to link the details you give at the bottom of your post with the code for the varzeta* functions. You don't explain where the gamma and phi matrices come from, nor what they denote. Furthermore, seeing that beta are the model's parameter etimates, I don't understand why beta should be a matrix.
As I mentioned in my earlier comment, I would be very surprised if these expressions cannot be simplified. R can do a lot of matrix operations quite comfortably, there shouldn't really be a need to pre-calculate individual terms.
For example, you can use crossprod and tcrossprod to calculate cross products, and %*% implements matrix multiplication.
Secondly, a lot of mathematical operations in R are vectorised. I already mentioned that you can simplify
1 - gamma[1,1]^2 - gamma[1,2]^2 - gamma[1,3]^2 - gamma[1,4]^2 - gamma[1,5]^2
as
1 - sum(gamma[1, ]^2)
since the ^ operator is vectorised.
Perhaps more fundamentally, this seems somewhat of an XY problem to me where it might help to take a step back. Not knowing the full details of what you're trying to model (as I said, I can't link the details you give to the cSEM.DGP code), I would start by exploring how to solve the recursive SEM in R. I don't really see the need for Mathematica here. As I said earlier, matrix operations are very standard in R; analytically solving a set of recursive equations is also possible in R. Since you seem to come from the Mathematica realm, it might be good to discuss this with a local R coding expert.
If you must use those scary varzeta* functions (and I really doubt that), an option may be to rewrite them in C++ and then compile them with Rcpp to turn them into R functions. Perhaps that will avoid the C stack usage limit?
What is the smartest way to design a math parser? What I mean is a function that takes a math string (like: "2 + 3 / 2 + (2 * 5)") and returns the calculated value? I did write one in VB6 ages ago but it ended up being way to bloated and not very portable (or smart for that matter...). General ideas, psuedo code or real code is appreciated.
A pretty good approach would involve two steps. The first step involves converting the expression from infix to postfix (e.g. via Dijkstra's shunting yard) notation. Once that's done, it's pretty trivial to write a postfix evaluator.
I wrote a few blog posts about designing a math parser. There is a general introduction, basic knowledge about grammars, sample implementation written in Ruby and a test suite. Perhaps you will find these materials useful.
You have a couple of approaches. You could generate dynamic code and execute it in order to get the answer without needing to write much code. Just perform a search on runtime generated code in .NET and there are plenty of examples around.
Alternatively you could create an actual parser and generate a little parse tree that is then used to evaluate the expression. Again this is pretty simple for basic expressions. Check out codeplex as I believe they have a math parser on there. Or just look up BNF which will include examples. Any website introducing compiler concepts will include this as a basic example.
Codeplex Expression Evaluator
If you have an "always on" application, just post the math string to google and parse the result. Simple way but not sure if that's what you need - but smart in some way i guess.
I know this is old, but I came across this trying to develop a calculator as part of a larger app and ran across some issues using the accepted answer. The links were IMMENSELY helpful in understanding and solving this problem and should not be discounted. I was writing an Android app in Java and for each item in the expression "string," I actually stored a String in an ArrayList as the user types on the keypad. For the infix-to-postfix conversion, I iterated through each String in the ArrayList, then evaluated the newly arranged postfix ArrayList of Strings. This was fantastic for a small number of operands/operators, but longer calculations were consistently off, especially as the expressions started evaluating to non-integers. In the provided link for Infix to Postfix conversion, it suggests popping the Stack if the scanned item is an operator and the topStack item has a higher precedence. I found that this is almost correct. Popping the topStack item if it's precedence is higher OR EQUAL to the scanned operator finally made my calculations come out correct. Hopefully this will help anyone working on this problem, and thanks to Justin Poliey (and fas?) for providing some invaluable links.
The related question Equation (expression) parser with precedence? has some good information on how to get started with this as well.
-Adam
Assuming your input is an infix expression in string format, you could convert it to postfix and, using a pair of stacks: an operator stack and an operand stack, work the solution from there. You can find general algorithm information at the Wikipedia link.
ANTLR is a very nice LL(*) parser generator. I recommend it highly.
Developers always want to have a clean approach, and try to implement the parsing logic from ground up, usually ending up with the Dijkstra Shunting-Yard Algorithm. Result is neat looking code, but possibly ridden with bugs. I have developed such an API, JMEP, that does all that, but it took me years to have stable code.
Even with all that work, you can see even from that project page that I am seriously considering to switch over to using JavaCC or ANTLR, even after all that work already done.
11 years into the future from when this question was asked: If you don't want to re-invent the wheel, there are many exotic math parsers out there.
There is one that I wrote years ago which supports arithmetic operations, equation solving, differential calculus, integral calculus, basic statistics, function/formula definition, graphing, etc.
Its called ParserNG and its free.
Evaluating an expression is as simple as:
MathExpression expr = new MathExpression("(34+32)-44/(8+9(3+2))-22");
System.out.println("result: " + expr.solve());
result: 43.16981132075472
Or using variables and calculating simple expressions:
MathExpression expr = new MathExpression("r=3;P=2*pi*r;");
System.out.println("result: " + expr.getValue("P"));
Or using functions:
MathExpression expr = new MathExpression("f(x)=39*sin(x^2)+x^3*cos(x);f(3)");
System.out.println("result: " + expr.solve());
result: -10.65717648378352
Or to evaluate the derivative at a given point(Note it does symbolic differentiation(not numerical) behind the scenes, so the accuracy is not limited by the errors of numerical approximations):
MathExpression expr = new MathExpression("f(x)=x^3*ln(x); diff(f,3,1)");
System.out.println("result: " + expr.solve());
result: 38.66253179403897
Which differentiates x^3 * ln(x) once at x=3.
The number of times you can differentiate is 1 for now.
or for Numerical Integration:
MathExpression expr = new MathExpression("f(x)=2*x; intg(f,1,3)");
System.out.println("result: " + expr.solve());
result: 7.999999999998261... approx: 8
This parser is decently fast and has lots of other functionality.
Work has been concluded on porting it to Swift via bindings to Objective C and we have used it in graphing applications amongst other iterative use-cases.
DISCLAIMER: ParserNG is authored by me.