### Archive

Posts Tagged ‘numerical computations’

## Using parfor in Matlab

We all know that loops don’t behave well in Matlab. Whenever it is possible to vectorize the code (i.e. use vectors and matrices to do simultaneous operations, instead of one at a time) significant speed-up is possible. However, there are complex tasks which cannot be vectorized and loops cannot be avoided. I recently needed to compute eigenvalues for some 10 million domains. Since the computations are independent, they could be run in parallel. Fortunately Matlab offers a simple way to do this, using parfor.

There are some basic rules one need to respect to use parfor efficiently:

1. Don’t use parfor if vectorization is possible. If the task is not vectorizable and computations are independent, then parfor is the way to go.
2. Variables used in each computation should not overlap between processors. This is for obvious reasons: if two processors try to change the same variable using different values, the computations will be meaningless in the end.
3. You can use an array or cell to store the results given by each processor, with the restriction that processors should work on disjoint parts of the array, so there is no overlap.

The most restrictive requirement is the fact that one cannot use the same variables in the computations for different processors. In order to do this, the simplest way I found was to use a function for the body of the loop. When using a matlab function, all variables are local, so when running the same function in parallel, the variables won’t overlap, since they are local to each function.

So instead of doing something like

parfor i = 1:N
commands ...
array(i) = result
end

you can do the following:

parfor i=1:N
array(i) = func(i);
end

function res = func(i)
commands...

This should work very well and no conflict between variables will appear. Make sure to initialize the array before running the parfor, a classical Matlab speedup trick: array = zeros(1,N). Of course, you could have multiple outputs and the output array could be a matrix.

There is another trick to remember if the parpool cannot initialize. It seems that the parallel cluster doesn’t like all the things present in the path sometimes. Before running parfor try the commands

c = parcluster('local');
c.parpool

If you recieve an error, then run

restoredefaultpath
c = parcluster('local');
c.parpool

and add to path just the right folders for your code to work.

## Project Euler Problem 285

Another quite nice problem from Project Euler is number 285. The result of the problem depends on the computation of a certain probability, which in turn is related to the computation of a certain area. Below is an illustration of the computation for k equal to 10.

To save you some time, here’s a picture of the case k=1 which I ignored and spent quite a lot of time debugging… Plus, it only affects the last three digits or so after the decimal point…

Here’s a Matlab code which can construct the pictures above and can compute the result for low cases. To solve the problem, you should compute explicitly all these areas.

function problem285(k)

N = 100000;

a = rand(1,N);
b = rand(1,N);

ind = find(abs(sqrt((k*a+1).^2+(k*b+1).^2)-k)<0.5);

plot(a(ind),b(ind),'.');
axis equal

M = k;
pl = 1;

for k=1:M
if mod(k,100)==0
k
end
r1 = (k+0.5)/k;
r2 = (k-0.5)/k;

f1 = @(x) (x<=(-1/k+r1)).*(x>=(-1/k-r1)).*(sqrt(r1^2-(x+1/k).^2)-1/k).*(x>=0).*(x<=1); f1 = @(x) f1(x).*(f1(x)>=0);
f2 = @(x) (x<=(-1/k+r2)).*(x>=(-1/k-r2)).*(sqrt(r2^2-(x+1/k).^2)-1/k).*(x>=0).*(x<=1); f2 = @(x) f2(x).*(f2(x)>=0);

if k == pl
thetas = linspace(0,pi/2,200);
hold on
plot(-1/k+r1*cos(thetas),-1/k+r1*sin(thetas),'r','LineWidth',2);
plot(-1/k+r2*cos(thetas),-1/k+r2*sin(thetas),'r','LineWidth',2);
plot([0 1 1 0 0],[0 0 1 1 0],'k','LineWidth',3);
hold off
axis off
end

A(k) = integral(@(x) f1(x)-f2(x),0,1);

end

xs = xlim;
ys = ylim;

w = 0.01;
axis([xs(1)-w xs(2)+w ys(1)-w ys(2)+w]);

sum((1:k).*A)

## Two more mind games solved using Matlab

March 31, 2014 1 comment

After doing this, solving the Sudoku puzzle with Matlab, I wondered what else can we do using integer programming? Many of the mind games you can find on the Internet can be modelled as matrix problems with linear constraints. I will present two of them, as well as their solutions, below. The game ideas are taken from www.brainbashers.com. Note that in order to use the pieces of code I wrote you need to install the YALMIP toolbox.

1. Three in a row

You have a ${2n \times 2n}$ table ${(n \geq 3)}$ and on each row and column you need to have ${n}$ squares coloured with color ${A}$ and ${n}$ squares coloured with color ${B}$ such that no three squares taken vertically or horizontally have the same color. In the begining you are given the colors of some of the square such that it leads to a unique solution satisfying the given properties. The goal is to find the colors corresponding to each small square starting from the ones given such that the end configuration satisfies the given properties.