X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=forward_euler.m;h=6984cfc8dc9c14963bc1f8f1eb83b67f36869419;hp=ec678a15c741ee29bb7aec50929e6330959a7adc;hb=99b1398f7acd8c15e42160c047dcaff816643020;hpb=ba154db78b02163be343b235438e3add73cba526 diff --git a/forward_euler.m b/forward_euler.m index ec678a1..6984cfc 100644 --- a/forward_euler.m +++ b/forward_euler.m @@ -1,17 +1,49 @@ function coefficients = forward_euler(integer_order, xs, x) - ## - ## Return the coefficients of u(x0), u(x1), ..., u(xn) as a vector. - ## Take for example a first order approximation, with, - ## - ## xs = [x0,x1,x2,x3,x4] - ## - ## f'(x=x1) ~= [f(x2)-f(x1)]/(x2-x1) - ## - ## This would return [0, -1/(x2-x1), 2/(x2-x1), 0, 0]. This aids - ## the solution of linear systems. - ## + % + % Return the coefficients of u(x0), u(x1), ..., u(xn) as a vector. + % Take for example a first order approximation, with, + % + % xs = [x0,x1,x2,x3,x4] + % + % f'(x1) ~= [f(x2)-f(x1)]/(x2-x1) + % + % This would return [0, -1/(x2-x1), 2/(x2-x1), 0, 0]. This aids the + % solution of linear systems. + % + % + % INPUTS: + % + % * ``integer_order`` - The order of the derivative which we're + % approximating. + % + % * ``xs`` - The vector of x-coordinates. + % + % * ``x`` - The point `x` at which you'd like to evaluate the + % derivative of the specified `integer_order`. This should be an + % element of `xs`. + % + % + % OUTPUTS: + % + % * ``coefficients`` - The vector of coefficients, in order, of + % f(x0), f(x1), ..., f(xn). + % + + if (integer_order < 0) + % You have made a grave mistake. + coefficients = NA; + return; + end + if (integer_order == 0) - df = x; + coefficients = x; + return; + end + + if (length(xs) < 2) + % You can't approximate a derivative of order greater than zero + % with zero or one points! + coefficients = NA return; end @@ -19,15 +51,15 @@ function coefficients = forward_euler(integer_order, xs, x) offset_b = integer_order / 2; offset_f = offset_b; else - ## When the order is odd, we need one more "forward" point than we - ## do "backward" points. + % When the order is odd, we need one more "forward" point than we + % do "backward" points. offset_b = (integer_order - 1) / 2; offset_f = offset_b + 1; end - ## Zero out the coefficients for terms that won't appear. We compute - ## where `x` is, and we just computed how far back/forward we need to - ## look from `x`, so we just need to make the rest zeros. + % Zero out the coefficients for terms that won't appear. We compute + % where `x` is, and we just computed how far back/forward we need to + % look from `x`, so we just need to make the rest zeros. x_idx = find(xs == x); first_nonzero_idx = x_idx - offset_b; last_nonzero_idx = x_idx + offset_f; @@ -37,7 +69,10 @@ function coefficients = forward_euler(integer_order, xs, x) trailing_zeros = zeros(1, trailing_zero_count); targets = xs(first_nonzero_idx : last_nonzero_idx); - cs = divided_difference_coefficients(targets); - coefficients = horzcat(leading_zeros, cs, trailing_zeros); + % The multiplier comes from the Taylor expansion. + multiplier = factorial(integer_order); + cs = divided_difference_coefficients(targets) * multiplier; + + coefficients = horzcat(leading_zeros, cs, trailing_zeros); end