Trouble with Toolboxes. Michael Croucher (University of Manchester)

Transcription

1 Trouble with Toolboxes Michael Croucher (University of Manchester)

2 My background PhD Computational Physics from Sheffield University Support scientific and Mathematical software at Manchester Mathematica, MATLAB, Fortran, C++, Mathcad, Python, Origin, Octave, NAG, Maxima, Scilab, GSL, SAGE etc etc

3 My background A personal blog focusing on mathematics and mathematical software.

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5 MATrix LABoratory Late 70s 80 Commands Cleve Moler

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7 Some MATLAB functionality C u Differential Equations Fourier Transforms Curve fitting Optimisation Linear Algebra Graphics Computational Geometry Statistics Polynomials

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9 The 89 Toolboxes

10 WE DO NOT HAVE A MATLAB SITE LICENSE

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12 Not enough licenses??? License checkout failed. License Manager Error -4 Maximum number of users for Statistics_Toolbox reached. Try again later. To see a list of current users use the lmstat utility or contact your License Administrator.

13 Buy more licenses?

14 Buy your own standalone MATLAB? MATLAB only VAT with our toolboxes VAT

15 Technical Solution

16 Technical Solution What I won't suggest Completely rewrite your code Octave - Free Python - Free Scilab Free R - Free Mathematica Site Licensed Origin Site Licensed

17 Technical Solution Identify the (usually small) piece of code that uses toolboxes Use something else! Usually just a few lines need modifying

18 Technical Solution I can and will help with this

19 Method 1 NAG Toolbox for MATLAB 1600 functions Full site license

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21 Example 1 Statistics ranksum Stats toolbox version x = [0.8147;0.9058;0.1270;0.9134;0.6324;0.0975;0.2785; ;0.9575;0.9649]; y= [0.4076;1.220;1.207;0.735;1.0502;0.3918;0.671;1.16 5;1.0422;1.2094;0.9057;0.285;1.099;1.18;0.928]; p = ranksum(x,y)

22 Example 1 Statistics ranksum NAG toolbox version x = [0.8147;0.9058;0.1270;0.9134;0.6324;0.0975;0.2785; ;0.9575;0.9649]; y = [0.4076;1.220;1.207;0.735;1.0502;0.3918;0.671;1.16 5;1.0422;1.2094;0.9057;0.285;1.099;1.18;0.928]; tail = 'T'; [~, ~, p] = g08ah(x, y, tail);

23 Example 2 Optimisation - fsolve Solves a system of nonlinear equation of the form F(X) = 0 where F and X may be vectors or matrices.

24 Example 2 Optimisation - fsolve NAG has 6 functions that can do this! For when you have function values only c05nb using function values only (easy-to-use) c05nc using function values only (comprehensive) c05nd using function values only (reverse communication) For when you have both function values and first derivatives c05pb Using first derivatives (easy-to-use) c05pc Using first derivatives (comprehensive) c05pd Using first derivatives (reverse communication)

25 Example 2 Optimisation - fsolve NAG is up to 20 times faster!

26 Example 3 Statistics princomp Stats toolbox version [ pc, score, latent ] = princomp(ingredients);

27 Example 3 Statistics princomp NAG toolbox version isx=[int32(1);1;1;1]; s=[1;1;1;1]; wt=[0]; nvar=int32(4); [latent_nag, pc_nag, score_nag] =... g03aa('v', 'E', 'U', ingredients, isx, s, wt, nvar);

28 More Examples Screenshot of itsd site

29 NAG Toolbox for MATLAB Pros Infinite licenses Rock solid numerics Good tech support Thousands of functions Sometimes (MUCH) faster Can replace several Mathworks toolboxes Easier to move to Fortran/C after proto-typing

30 NAG Toolbox for MATLAB Cons Esoteric naming scheme Functions often more complicated Harder to share your code No Mac version (yet)

31 Method 2 Use pure MATLAB Some toolbox functions are trivial

32 Example 1 random() r = random('unif',a,b); %stats toolbox r = a + (b-a).*rand(); %pure matlab

33 Example 2 random() r =random('norm',mu,sigma); %stats toolbox r = randn()* sigma + mu; %pure matlab

34 Example 3 normpdf() normpdf(x,mu,sigma) %stats toolbox exp(-0.5 * ((x - mu)./sigma).^2)./ (sqrt(2*pi).* sigma); %pure matlab

35 Pure MATLAB Pros No toolbox licenses Increases portability

36 Pure MATLAB Cons Limited number of EASY cases

37 Method 3 Octave-Forge The toolbox project for Octave Similar syntax to MATLAB easy to port

38 Octave Forge Ports Example - binopdf defects=0:10; y = octave_binopdf(defects,200,.02) Michael.Croucher@manchester.ac.uk for the code

39 OctaveForge Packages Over 80 packages Highlights: Statistics, optimisation, image, control, splines

40 Octave Forge Ports Pros Free Easy to do in many cases Based on tried code

41 Octave Forge Ports Cons Missing functionality in some functions Sometimes MUCH slower (pdist) Sometimes hard to port Extra work!

42 Method 4 Free Toolboxes For a list of free toolboxes see

43 Free Toolboxes Notable examples PMATLAB Parallel NaN toolbox Stats and machine learning Wavelab Wavelets Poblano Unconstrained optimisation

44 Free Toolboxes Pros Free Close to zero effort Increases code portability

45 Free Toolboxes Cons May be buggy. Some only work with specific versions of MATLAB. Different syntax, form of results etc

46 Method 5 File Exchange exchange/ User generated functions

47 File Exchange Example 1 - pdist IPDM Inter-point distance matrix X = rand(10,2); dists = pdist(x,'euclidean'); dists2 = ipdm(x); Same calculation, slightly different output format

48 File Exchange Pros Free Code portability Massive range of functionality User feedback on each function

49 File Exchange Cons Quality varies (considerably) Syntax differences Licensing issues

50 Method 6 MATLAB Compiler Produce a standalone version of your MATLAB code that needs no licenses at runtime. mcc -m yourcode.m WILL NOT make your code faster!

51 MATLAB compiler Pros Completely removes need for toolbox licenses. Allows you to deploy to machines that don't have MATLAB. Forms the basis of our MATLAB on Condor HTC computing resource.

52 MATLAB compiler Cons Not suitable when you need to constantly modify your code. Not suitable for interactive use. Some functions can't be compiled. Not many compiler licenses on campus.

53 Things I've not tried (yet!) Numerical Recipies in MATLAB GSL in MATLAB (GNU Scientific Library) Specialist commercial toolboxes (e.g. MOSEK, Jacket etc) Symbolic toolbox

54 Summary MATLAB toolboxes are excellent but expensive. There are many alternatives. I can and will help you switch. Can sometimes make your code faster.

55 Your choice

56 Your choice

57 Resources w_content.php?id=100 (lots of examples) (my blog) (me) wforum.php?f=18 (Manchester MATLAB Forum) (RCS community website)