Skip to main content

equation solving - best way for finding approximate root of monotonic sawtooth like function


First I will generate such kind of monotonic sawtooth like function called func


n = 50;

block = Symmetrize[RandomReal[1., {n, n}], Symmetric[{1, 2}]];
diagF = SparseArray[Band[{1, 1}] -> Normal /@ #] &;
mat = diagF[{block, block, block, block}];
dim = Length@mat;
eigs = Transpose@Sort@Transpose@Eigensystem@mat;
eigsdensity = {eigs[[1]], Abs[eigs[[2]]]^2};
fermiCom =
Compile[{{e, _Real}, {u, _Real}, {t, _Real}},
Module[{tmp}, tmp = Exp[(u - e)/t]; tmp = 1./(1. + tmp);
tmp = 1. - tmp], RuntimeOptions -> "Speed"];

Clear[fermi];
fermi[e_?NumericQ, u_?NumericQ, t_?NumericQ] := fermiCom[e, u, t];
num = Length@Select[eigs[[1]], # < 0 &] + 1;
Clear[func];
func[u_] :=
Total[Sum[
eigsdensity[[2, i]] fermi[eigs[[1, i]], u, 0.0001], {i, 1, dim}]]

The plot of func is like this


Plot[func[u], {u, -3, 3}]


enter image description here


This is what I call monomotic sawtooth like function


Now I want to know at which u value, func[u] is closest to num ( num = Length@Select[eigs[[1]], # < 0 &] + 1)


Normally, FindRoot fastest for this kind of task. However it is not working for this problem


FindRoot[func[u] - num == 0, {u, 0}]

gives error



FindRoot::jsing: Encountered a singular Jacobian at the point {u} = {0.}. Try perturbing the initial point(s). >>




This is because num is a value guaranteed to be between two plateaus (the fermi function is very close to step function, while not exactly the same), so it can't find such a root.


Then, we can transform the problem into a minimization problem. That is to minimize Abs[func[u] - num]


HoweverFindMinimum is also not working.


FindMinimum[Abs[func[u] - num], u]


FindMinimum::fmgz: Encountered a gradient that is effectively zero. The result returned may not be a minimum; it may be a maximum or a saddle point. >>



The only working, I know at the moment is NMinimize



NMinimize[Abs[func[u] - num], u] // AbsoluteTiming
(*{0.934564, {1., {u -> 0.0116856}}}*)

But as you can see NMinimize is really expensive. So I wonder, since the func such a good monotonic property, is there a better way than direct NMinimize?



Answer



From the FindRoot documentation:



FindRoot[lhs == rhs, {x, x0, x1}] searches for a solution using $x_0$ and $x_1$ as the first two values of $x$, avoiding the use of derivatives. ... If you specify two starting values, FindRoot uses a variant of the secant method.



Indeed, that does the job pretty much instantly:



FindRoot[func[u] - num == 0, {u, -3, 3}]
(* {u -> 0.00249415} *)

Comments

Popular posts from this blog

functions - Get leading series expansion term?

Given a function f[x] , I would like to have a function leadingSeries that returns just the leading term in the series around x=0 . For example: leadingSeries[(1/x + 2)/(4 + 1/x^2 + x)] x and leadingSeries[(1/x + 2 + (1 - 1/x^3)/4)/(4 + x)] -(1/(16 x^3)) Is there such a function in Mathematica? Or maybe one can implement it efficiently? EDIT I finally went with the following implementation, based on Carl Woll 's answer: lds[ex_,x_]:=( (ex/.x->(x+O[x]^2))/.SeriesData[U_,Z_,L_List,Mi_,Ma_,De_]:>SeriesData[U,Z,{L[[1]]},Mi,Mi+1,De]//Quiet//Normal) The advantage is, that this one also properly works with functions whose leading term is a constant: lds[Exp[x],x] 1 Answer Update 1 Updated to eliminate SeriesData and to not return additional terms Perhaps you could use: leadingSeries[expr_, x_] := Normal[expr /. x->(x+O[x]^2) /. a_List :> Take[a, 1]] Then for your examples: leadingSeries[(1/x + 2)/(4 + 1/x^2 + x), x] leadingSeries[Exp[x], x] leadingSeries[(1/x + 2 + (1 - 1/x...

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...