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Taylor method with automatic differentiation

June 14, 2016 1 comment

I teach numerical analysis course and in the one of the chapters, I teach my students about the numerical solution of ordinary differential equations (ODEs). One of numerical solution methods I teach is the so-called Taylor method. This method works by applying the Taylor series to the solution of the differential equation. Suppose we have one-dimensional differential equation as follow:

$\frac{dy}{dt} = f(y)$ and $y(t) = y_0$.

Let’s assume that we only consider an autonomous ODE first.  To find a solution at the next step, $y(t+h)$, we need to apply Taylor expansion, as follow:

$y(t+h) = y(t) + y'(t) h + y''(t)\frac{h^2}{2} +y'''(t)\frac{h^3}{6}+\dots$.

Therefore, depending on how accurate we want our solution is, all we need is to compute the derivatives of $y(t)$. Unfortunately, computing all the derivatives is not an easy task for a computer. We have to derive all the derivatives by ourselves and then input them to the computer.

In this note, I will introduce an automatic differentiation as a tool to compute the derivatives of $y(t+h)$ so that we can compute $y(t+h)$ as accurately as possible. Let us consider the series expansion of $y(t+h)$ as above, but I will use constant $a_i$ to replace the $i-$th derivative of $y(t)$,

$y(t+h) = a_0 + a_1 h + a_2 h^2 + \dots$.

Let us derive the above series with respect to $h$.

$y'(t+h) = a_1 + 2 a_2 h + 3a_3 h^2 + \dots$.

Notice that the derivative at the left hand side of the above equation is actually equal to $f(y(t+h))$ since we know that $y(t+h)$ satisfies the ordinary differential equation. Then we have,

$f(y(t+h)) = a_1 + 2 a_2 h + 3a_3 h^2 + \dots$.

Since $y(t+h)$ is a series of $h$ then $f(y(t+h))$ is also a series of $h$. Then both sides of the above equation are series of $h$, thus we can equate each of the coefficient of $h^j$ to get $a_1$$a_2$ and so on. The most difficult task in this problem is to find the series of $f(y(t+h))$ since the function $f(y)$ can be anything.

Let’s take an example. Suppose we want to integrate the following differential equation,

$\frac{dy}{dt} = y(1-y)$ and $y(0)=0.5$.

Let us choose $h=0.1$ and compute $y(0.1)$. As before, we assume that $y(0.1)$ is a series of $h$ as follows,

$y(0.1) = a_0 + a_1 h + a_2 h^2 + \dots$.

Differentiating both sides of the above equation, we get

$y'(0.1) = a_1 + 2 a_2 h + 3 a_3 h^2 + \dots$.

The right hand side of the above is equal to

$y'(0.1) = y(0.1)(1-y(0.1)) = (a_0 + a_1 h + \dots)(1 - (a_0 + a_1 h + \dots)) = b_0 + b_1 h + b_2 h^2 + \dots$.

Therefore, we get,

$a_1 = b_0$$a_2 = b_1/2$,$a_3 = b_2/3$,  and so on.

The real question is how to find $b_0$, $b_1$ and so on. If the function $f(y)$ only involves operations such as addition, subtraction and multiplication, it would be easy to find the $b$‘s. But if the function $f(y)$ has operations such as division, exponential, logarithm and trigonometric functions then we have to think a bit harder on how to find $b$‘s. We go back to the previous example. Since the operations in this example are only multiplication and subtraction, we can easily compute $b_0$, $b_1$ and so on. Using algebraic modification, we get the following,

$b_0 = a_0 \times (1-a_0)$, thus $a_1 =a_0 \times (1-a_0)$
$b_1 = (a_0 \times -a_1 ) + (a_1 \times (1-a_0))$, thus $a_2 =((a_0 \times -a_1 ) + (a_1 \times (1-a_0)))/2$
$b_2 = (a_0 \times -a_2 ) + (a_1 \times (-a_1))+(a_2 \times (1-a_0))$, thus $a_3 =((a_0 \times -a_2 ) + (a_1 \times (-a_1))+(a_2 \times (1-a_0)))/3$

and so on.

The more $a$‘s we compute, the more accurate our solution is. Using Taylor method this way, we can easily apply this method in a program. It should be clear why this method is called automatic differentiation because we don’t need to manually derive all the derivatives.

Next, I tried to numerically integrate the previous example. Below is the graphic of the error of Taylor method with automatic differentiation versus time. As we can see from the figure, that the error of our numerical integrator is so small and it is almost exact. The number of $a$ I used in this graph is 10.

I use python to numerically integrate this example. You can find the code to produce the above figure in the end of this note. One of the drawbacks of this method is when you change your ODE, you have to change your code as well. In other numerical integrators such as Runge Kutta, we don’t need to change the whole code, we just need to change the ODE and we should get the solution. Together with my student, I am trying to tackle this problem and I hope it will be posted in here.

import math as m
import numpy as np
import pylab as plt

#preliminary constants
order = 10
h = 0.1
t = 0.0
t_end = 5
y0 = 0.5
#defining solution
sol = []
sol.append(y0)
time = []
time.append(t)
#start of the program
while t<t_end:
a = []
a.append(sol[-1])
for k in range(1,order):
if k == 1:
a.append(a[k-1]*(1-a[k-1]))
else:
sum = 0.0
for j in range(0,k-1):
sum = sum + a[j]*(-a[k-1-j])
a.append((sum+a[k-1]*(1.0-a[0]))/k)
sum = 0.0
for i in range(0,order):
sum = sum + a[i]*h**i
sol.append(sum)
t = t + h
time.append(t)
#end of the program

#real solution computation
real_sol = []
for t in time:
temp = m.exp(t)/(m.exp(t)+1.0)
real_sol.append(temp)

#plotting the error versus time
sol = np.array(sol)
real_sol = np.array(real_sol)
time = np.array(time)
error = sol-real_sol
plt.plot(time[:],error[:])
plt.show()
Categories: Justincase, python

My first try creating a bash script

I am a ubuntu user, but sometimes I also use windows, mainly because my computer in the office is using windows. So, I use both ubuntu and windows. Even, my laptop has both windows and ubuntu. I tried to get rid of windows once, and installed wine to use windows application in my ubuntu. But it runs very slowly and it’s killing me and in the end, I came back to reinstall windows. I mainly use ubuntu for my research. The softwares I use for my research are auto, python, dstool, latex, xfig which run smoothly in ubuntu, even though python and latex can also be installed and run smoothly on windows machine. On the other hand, I use windows to do some regular activities such as browsing the internet, watching movies, checking my email, creating an office documents etc. All of which can be done in ubuntu as well. But there are activities that I must use windows, I sometimes need to use matlab and sometimes I like to play a game that only runs in windows. These two things are the main reason I still come back to use windows. Recently, I learn python so I am now trying to less use matlab.

That is just a background and my main point here is about bash scripting. After a few years using ubuntu, I have not created any bash script. Today, finally I learn to create one script. I created a script to automate my boring routine. When I write a paper, I need some illustrations. I mostly use xfig to create some mathematical images and to be able to use $\LaTeX$ in the figure I need to convert it to an eps file. The produced eps file will be then converted to a pdf file as it is perfectly compatible to my pdflatex command. But before that, I need to crop the resulted pdf file in order to remove white space around the image. Suppose the name of my xfig file is spam.fig. I then write a series of command.

figtex2eps spam.fig
ps2pdf spam.eps
pdfcrop spam.pdf

I want to write a script that do all the above automatically. Thus I created the following script.

#!/bin/bash
# Converts a .fig-file (xfig file) to a .eps-file by using a built-in function figtex2eps
# and then convert it to a .pdf file by using a built-in function ps2pdf
# and finally convert it to a cropped pdf file by using a built-in function pdfcrop
#
# ivanky saputra https://ivanky.wordpress.com
#
# credit to :
# $/home/abel/c/berland/etc/cvsrepository/figtex2eps/prog/figtex2eps$
# $ps2pdf in ubuntu$
# $pdfcrop in ubuntu$
echo "We are going to change the following $1.fig to a cropped pdf file" function quit { exit } if [$1 == ""];
then
echo "no files given";
quit
else
echo "Processing $1.fig............"; figtex2eps$1.fig
ps2pdf $1.eps pdfcrop$1.pdf
echo "Done";
fi

As someone has said that it is better to share your code and data openly as we as human are idiots and will make mistakes, please give me any suggestion to improve mine.

My first Coursera course

In the middle of this year, I received a Fulbright Visiting Scholar that allowed me to go to Athens, OH, US. I spent four months in Ohio University starting in September, which means that I took a leave in the university I am working. One of my activities while I was in Ohio University was I took a course from Coursera. At that time I was eager to learn and to know python programming language therefore I decided to take the course, An Introduction to Interactive Programming in Python, offered by Rice University taught by the following professors: Joe Warren, Scott Rixner, John Griener, and Stephen Wong.

My first coursera was nothing but really, really good. The class could not definitely be better. The intructors have put so much effort in preparing the class and at the same time they were really enjoyable and fun. I really learned a lot from this class and I recommend everyone to take this class. After nine weeks, I finished the course and proudly said that I got 96.9% with distinction mark.

But what I wanted to tell here is the content of the course. From knowing nothing of Python I now know that the word ‘python’ is originally from the Month Python’s Flying Circus not the reptilia. I also know how useful this new programming language is. Python can be used to build an interactive game, to conduct some scientific computations, to analyse data science and many more. There are already many communities that use Python and they are (still) growing. One more good thing is the fact that it is free. Python works on either Windows, Linux or Mac and the installation on each device is not that difficult. I am using both Windows and Ubuntu. For Windows, I use mainly Python(x,y) and for Ubuntu, I don’t have to do anything as it is already inside. However, in this course, I did not have to use all of these as one of the instructors has built a nice Python web application that is called Codeskulptor. It will allows us to make a python scripts on your web browser so actually you don’t have to install python in your computer.

From the course, I learned to make interactive games. Even though the games I made were not perfect but I think it is playable and fun enough. I learned to make games like rock-paper-scissors-spock-lizzard, number guessing game, stopwatch game, pong, memory, and asteroids. The following links are the python scripts for all of the above games I made during the course. The link will bring you to a codeskulptor website, in which I had already written a python script. You just need to press the play button on the top left of your screen.

1. RPSLS  This game is called rock-paper-scissors-lizzard-spock game. It is an extention of rock-paper-scissors and first appeared in The Big Bang Theory series.

2. Number guessing game This game, as you might guess, is a number guessing game. The computer hide a number between a small number and a big number and you have finite tries to guess what number the computer is hiding.

3. Stopwatch This game will train your reflexes. It will show a stopwatch and you have to press the pause button every whole second.

4. Pong Oh, please tell me you know this game.

5. Memory There are 16 cards facing down, and all of them come in pair. Figure out the pair with the smallest number of tries.

6. Blackjack The blackjack game, yes, it is the blackjack game that you always know.

7. Asteroids Asteroids is an arcade space shooter game and I think I played this game when I was a kid. I played this game using an Atari device.

Other than those games, I made two another python scripts just for fun. The first is a fan and the second is the illustration of Hilbert’s curve. Hope you like it.

Categories: Justincase, python, Teachings

Finding a Hopf bifurcation from a cube equation

September 27, 2014 1 comment

Let me first state what I found out this week. Forgive me if this result is trivial for you, but this result indeed helped me in my research.

Lemma 1
Suppose we have a cube equation $x^3 + ax^2 + bx + c=0$. The roots of this equation are a couple of purely imaginary roots and a single real root if and only if the following conditions are satisfied $b>0$ and $c=ab$.

The proof is very easy and I am not going to prove this. Apparently, the conditions $b>0$ and $c=ab$ are a necessary and sufficient condition for the cube equations to have a single real root and a couple of purely imaginary roots.

Okay, now let us move to the beginning why I bother with cube equations in the first place.

At the moment I am studying a mathematical model on HIV-1 virus with cell mediated immunity. I just started so I still don’t know all the representation of this model in the real life. But here is the model.

$\dot{x} = \lambda - dx - \beta x v$
$\dot{y} = \beta x v - ay - p y z$
$\dot{v} = k y- u v$
$\dot{w} = c y w - c q y w - b w$
$\dot{z} = c q y w - h z$

Yes, you are right, it is a five dimensional model. The variables $x, y, v, w, z$ are the state variables that are representing the density of uninfected cells, the infected cells, the density of virus, the CTL response cells and the CTL effector cells respectively. Why it is five dimensional, what are the parameters representing and other modeling questions, I still don’t know the answer. At the moment I am interested to find an equilibrium in this system that can undergo a Hopf bifurcation. An equilibrium can have a Hopf if the Jacobian of the system evaluated at this equilibrium has a purely imaginary eigenvalue. Actually this is the first time I handle a five dimensional system so it will be interesting.

Now we know why I need Lemma 1.

In my case, the situation is greatly simplified as all parameters are numbers except two which are $d$ and $b$. From the paper that I read, I found that there are three equilibria in the system, so called $E_0, E_1, E_2$. At the moment I am interested in the equilibrium $E_1$ because I suspected that this equilibrium can have a Hopf bifurcation and because the coordinate of this equilibrium has the following conditon $w=z=0$. Let us have a look at the Jacobian matrix evaluated at $E_1=(x_1,y_1,v_1,0,0)$.

$J = \left( \begin{array}{ccccc} -d-\beta v_1 & 0 & -\beta x_1 & 0 & 0\\\beta v_1 & -a & \beta x_1 & 0 & -p y_1 \\ 0 & k & -u & 0 & 0 \\ 0 & 0 & 0 & cy_1-c q y_1 - b & 0 \\ 0 & 0 & 0 & c q y_1 & -h \end{array} \right)$

As I said before, all the parameters are numbers except $d$ and $b$. Also $E_1$ will be an expression that depends on $d$ and $b$. As a result the matrix above will be depending on $d,b$.

We are interested in what value of $d,b$ such that the matrix above has a purely imaginary eigenvalues. Even though the above matrix is not a block matrix but when we compute the eigenvalues, we can really separate the matrix above. We can obtain the eigenvalues of the above matrix by computing the eigenvalues of the following two matrices:

$A = \left( \begin{array}{ccccc} -d-\beta v_1 & 0 & -\beta x_1 \\ \beta v_1 & -a & \beta x_1 \\ 0 & k & -u \\ \end{array} \right)$ and

$B = \left( \begin{array}{ccccc} - cy_1-c q y_1 - b & 0 \\ c q y_1 & -h \end{array} \right)$.

The eigenvalues of matrix $B$ is easy and it is real. So the problem really is in the computing the eigenvalue of matrix $A$. Consider the matrix $A$ in a simpler notation.

$A = \left( \begin{array}{ccccc} a & b & c \\ d & e & f \\ g & h & i \\ \end{array} \right)$.

The characteristic polynomial of the above matrix is

$p(\lambda) = \lambda^3 - (a+d+g) \lambda^2 + (bd-ae+fh-ei+cg-ai) \lambda + \det(A)$

Therefore to find the value $d,b$ such that we have a Hopf bifurcation, we only need to solve the following conditions:
1. make sure that $(bd-ae+fh-ei+cg-ai)$ is positive and
2. solve $- (a+d+g) \times (bd-ae+fh-ei+cg-ai) = \det(A)$.

I created this note (which is a part of our paper) so that I won’t forget what I had done. We don’t usually show this kind of computation but for me this little computation will be useful. Even though I uses software to compute and investigate the existence of Hopf bifurcation but it does not show the exact value of the parameter.  Using algebraic approach I found the exact value.

Reference of the model
Yu, Huang, and Jiang, Dynamics of an HIV-1 infection model with cell mediated immunity, Communications in Nonlinear Science and Numerical Simulation, 2014, vol. 19.

Additional note: (Two dimensional case) Suppose the Jacobian matrix evaluated at the equilibrium is given below

$B = \left( \begin{array}{ccccc} p & q \\ r & s \end{array} \right)$.

Then the equilibrium has a Hopf bifurcation if the following conditions are satisfied:
1. $\det(B) > 0$ and
2. $trace(B) = 0$.

Categories: bifurcation, Justincase

Random Numbers in Matlab

In the past two years, I have been supervising bachelor degree students for their final projects. Unfortunately, most of the projects were related to time series, forecasting, stochastics process, financial mathematics and many topics related to application to statistics in finance. To be honest, this is not my strong suit. As a result, we struggled when reading and using many statistical techniques especially the one in time series. With this notes, I hope to understand and to keep remember those techniques. Moreover, as I am teaching Time Series Analysis this semester, I believe this post will be very useful for my students.

In this post, I concentrate on how to generate random numbers with certain distributions in Matlab and its application in my time series lecture. I know that we can easily google on how to do these, but as always, it would be very nice to have this ready in my blog. When I forget to do this, I don’t have to google it again and save myself a few minutes.

Generating random numbers and introduction to subplot, histogram, state commands in matlab

To generate random numbers in Matlab with certain distributions, I  need to type

x1 = normrnd(mean,std,[m,n]); %normal distribution
x2 = binornd(N,p,[m,n]); %binomial distribution
x3 = exprnd(lambda,[m,n]); %exponential distribution
x4 = gamrnd(a,b,[m,n]); %Gamma distribution
x5 = rand(m,n); %uniform distribution
x6 = poissrnd(lambda,[m,n]); %Poisson distribution

The commands above returns an m x n matrix containing pseudorandom values drawn from normal, binomial, exponential, gamma, uniform and Poisson distributions respectively. Some usefull commands related to random number generator in Matlab are

subplot(2,2,1) %top left figure
hist(x1) %histogram of normal random numbers
subplot(2,2,2) %top right figure
hist(x2) %histogram of binomial random numbers
subplot(2,2,3) %bottom left figure
hist(x3) %histogram of exponential random numbers
subplot(2,2,4) %bottom right figure
hist(x4) %histogram of Gamma random numbers

The above commands return histograms of random numbers generated by the previous commands.  The output of those commands is the following figure.

Another useful command regarding random number generators is the ‘state’ option. This is very usefull if we want to repeat our computation that involves random number. The following code will help us understand how to use the state command.

clc;
clear;
theta = -0.8;
phi = 0.9;
mu = 0;
sigma = 0.1;
%-----generating random numbers-------------------------
normrnd('state',100);
e = normrnd(mu,sigma,[100 1]);
%-----generating MA(1) and AR(1) process----------------
y(1) = 0;
z(1) = 1;
for i = 2:length(e)
y(i) = e(i) - theta*e(i-1);
z(i) = phi*z(i-1) + e(i);
end
%-----plotting MA(1) and AR(1) process----------------
subplot(2,1,1)
plot(y,'r*-')
subplot(2,1,2)
plot(z,'b*-')

Using the above command, especially when we write the ‘ state’ option in line 8, it allows us to repeat our computation later. We can show the result of our computation tomorrow exactly the same as our computation we conduct today, even though our code involves a random number.  The result of the above command is plotted in the following figure.

Plotting the auto correlation function and introduction to bar command

In time series analysis, when we have a time series, it is common to plot the sample auto correlation function (ACF) to be compared to time series models we have in the textbooks. The thing is today, our students now rely heavily on statistical softwares to plot the ACF so that they forget how to plot it in the beginning.  Recall that the sample ACF of the observed series $Y_1, Y_2, \dots, Y_n$ is defined as

(1)——–$\displaystyle{r_k = \frac{\sum_{t=k+1}^{n}(Y_t - \bar{Y})(Y_{t-k}-\bar{Y})}{\sum_{t=1}^{n}(Y_t - \bar{Y})^2}}$

The following code shows a MATLAB code that will plot the ACF of both time series generated by the code above.

sumY = 0;
sumZ = 0;
for i = 1:length(y)
sumY = sumY + y(i);
sumZ = sumZ + z(i);
end
ybar = sumY/length(y);
zbar = sumZ/length(z);
sum2Y = 0;
sum2Z = 0;
for i = 1:length(y)
sum2Y = sum2Y + (y(i)-ybar)^2;
sum2Z = sum2Z + (z(i)-zbar)^2;
end
for k = 1:length(y)
sum3Y = 0;
sum3Z = 0;
for t = k+1 : length(y)
sum3Y = sum3Y + (y(t)-ybar)*(y(t-k)-ybar);
sum3Z = sum3Z + (z(t)-zbar)*(z(t-k)-zbar);
end
ry(k) = sum3Y/sum2Y;
rz(k) = sum3Z/sum2Z;
end
subplot(2,1,1);
bar(ry);
subplot(2,1,2);
bar(rz);

The last two commands above will plot the ACF of time series $y$ and $z$ in the bar style as it is always for the ACF, as shown in the following figure.

It doesn’t show, really, the supposed to be acf of MA(1) (above) and AR(1) (below) process. Perhaps this is I have not learned  the sample acf measurement (1).

How to export/import data between Matlab and Excell

Finally, we are going to write a code in Matlab on how to export or import data to/from Excell in Matlab. Again, this is to save myself a few minutes rather than googling it around the internet.

%--------------write data to excell-----------------------
y = transpose(y);
z = transpose(z);
filename = 'ma_ar_data.xlsx';
xlswrite(filename,y,1,'A1');
xlswrite(filename,z,1,'B1');
filename = 'ma_ar_data.xlsx';
sheet = 1;
xlRange = 'A1:A100';

The transpose command above puts the variable $y$ generated before to be a column vector.

Conclusion

In this post, I have created various codes so that I am able to remember

• generating random numbers
• using subplot
• using histogram and bar
• exporting/importing data to/from excell
• plotting the ACF

Liapunov exponent computation

Liapunov exponent method is one of the clever ways to investigate a certain dynamical system to be chaotic. In this post, I shall try to compute Liapunov exponent of one famous discrete dynamical system, i.e. the logistic map. After this, I shall try to compute the Liapunov exponent of a continuous dynamical system.

Actually, I write this post because I want to know how to numerically compute the Liapunov exponent. I often read a book or a website such as wolfram.alpha that shows the Liapunov exponent but it didn’t explain how to get this numerically. After I am able to post this post, and when I forget how to compute this exponent, I’d know where to look.

Suppose we have an initial condition $x_0$ and a nearby initial point $x_0 + \delta_0$, where $\delta_0$ is an initial difference between initial points, which by the way will be extremely small. These two nearby points will be iterated by some map. Let $\delta_n$ be the difference between these two points after n iterations. Consider the following equation

(1) …  $|\delta_n| =|\delta_0 |e^{n \lambda}$.

The coefficient $\lambda$ is called the Liapunov exponent. We want to compute this coefficient. Note that $\delta_n = f^n(x_0)-f^n(x_0+\delta_0)$, where $f$ is the given map. Taking logarithm of (1), we get

(2) … $\lambda = \frac{1}{n} \ln \left|\frac{\delta_n}{\delta_0}\right|=\frac{1}{n} \ln \left|\frac{f^n(x_0)-f^n(x_0+\delta_0)}{\delta_0}\right|=\frac{1}{n} \ln \left|{(f^n)'(x_0)}\right|$

as $\delta_0 \to 0$. The term inside the logarithm can be simplified by using the chain rule: $(f^n)'(x_0) = f'(x_{n-1}) f'(x_{n-2}) \dots f'(x_0)$. Thus (2) becomes

(3) … $\lambda = \frac{1}{n} \sum_{i=0}^{n-1} \ln |f'(x_i)|$.

When $n \rightarrow \infty$, $\lambda$ is defined as the Liapunov exponent. When this exponent is positive, it is a sign of a chaotic attractor.

Let us consider the logistic map that was in my previous post here. Let us fix the parameter value r. Starting at a random initial point, we will iterate the initial point until it reaches the steady state (which will be a fixed point, periodic or aperiodic), say 300 iterates. Now we compute a large number iterates, say 10000 and compute (3) starting from the 301st point. Repeat this procedure for the next r. Then we plot the Liapunov exponent with respect to r. We shall find a figure as follows.

As we can see from the above figure. The map is chaotic in some values of parameter between 3.5 to 4, in which the Liapunov exponent is positive.

The code to produce the above figure is the following

tic; %to compute how long is the computation
clear;clc; %clear screem and clear all the previous variables
a = 3:0.001:4; %parameter of the logistic map
N = 300; %number of iterations until it is stable
N1 = 10000; %number of iterations to compute the Liapunov exponent
y = zeros(length(a),1); %declares variable for Liapunov exponents
for i=1:length(a)
x(1) = rand; %random initial conditions%
for j = 2:N
x(j) = a(i)*x(j-1)*(1-x(j-1));
end
sum = 0;
for j = 1:N1
x(N+j) = a(i)*x(N+j-1)*(1-x(N+j-1));
sum = sum + log(abs(a(i)-2*a(i)*x(N+j)));
end
y(i) = sum/10000;
fprintf('%d %d\n',i,length(a));
end
plot(a,0); hold on;
plot(a,y); %plot Liapunov exponent against parameter
toc; %display how long computation is
clear

Files output in C++

All the programs that we normally use inputs from keyboard and give outputs on the screen. However, in a large scale computation, this situation is not effective. Thus, I have learnt how to produce outputs to a file, so that it can handle a large amount of data. I learned this back in 2007 and I have already forgotten about this code. Now, if I forget about this I know where to look.

Below I wrote a bit of source code that has to be compiled in C++. This program evaluates the exponential of a number from 0 to 3 using four different ways. The first three are using the Taylor polynomial of degree 1, 2 and 3 and the fourth way is using the built in exponential function from C++ itself. The output of this program is a file called “data.dat” that consists of five columns of numbers that can be used for plotting or other programs.

#include <iostream>
#include <fstream>
#include <cmath>
using namespace std;
double taylor(double x, int n);
int factorial(int n);
int main()
{
double number;
ofstream out_stream;
out_stream.open("data.dat");
for (number = 0 ; number <= 3.01 ; number = number + 0.01) {
out_stream << number << " ";
out_stream << taylor(number,1) << "\t";
out_stream << taylor(number,2) << "\t";
out_stream << taylor(number,3) << "\t";
out_stream << exp(number) << "\n";
}
out_stream.close();
return 0;
}
double taylor(double x, int n)
{
double y=1;
for(int k=1; k<=n; k++)
{
y = y + pow(x,k)/factorial(k);
}
return y;
}
int factorial(int n)
{
if (n <= 1)
return 1;
else
return n*factorial(n-1);
}
I then used gnuplot to plot the output of the program. The plot is the following
where column 1 is the x-axis, while columns 2,3,4 and 5 are the evaluation of exponential of x-axis using four different ways. We can see that Taylor polynomials converge to exp(x).