Introduction to Matlab
By: .Ycel zbek
Outline:
What is Matlab?
Matlab Screen
Variables, array, matrix, indexing
Operators (Arithmetic, relational, logical )
Display Facilities
Flow Control
Using of M-File
Writing User Defined Functions
Conclusion
What is Matlab?
Matlab MATLAB (Matrix laboratory) is
basically a high level language which has
many specialized toolboxes for making things
easier for us
Matlab
High Level
Languages such as
C, Pascal etc.
Assembly
What are we interested in?
Matlab (C++ and LabView) are required in
almost every research position.
Advantage: Good toolbox library
Disavantage:
Longer processing time
Price
Free Clones
Octave
Scilab
Matlab Screen
Command Window
type commands
Current Directory
View folders and m-files
Workspace
View program variables
Double click on a variable
to see it in the Array Editor
Command History
view past commands
save a whole session
using diary
Variables
No need for types. i.e.,
int a;
double b;
float c;
All variables are created with double precision unless
specified and they are matrices.
Example:
>>x=5;
>>x1=2;
After these statements, the variables are 1x1 matrices
with double precision
Getting help
The help command
The help window
The lookfor command
CANCEL
GOOGLE: Matlab...
>> help
>> helpwin
>> lookfor
>>CTR C
lookfor
lookfor scholes
scholes
BLSLAMBDA
BLSLAMBDA Black-Scholes
Black-Scholes elasticity.
elasticity.
BLSPRICE
Black-Scholes
put
BLSPRICE Black-Scholes put and
and call
call pricing.
pricing.
BLSRHO
BLSRHO Black-Scholes
Black-Scholes sensitivity
sensitivity to
to interest
interest rate
rate change.
change.
....
....
help
help blsprice
blsprice
BLSPRICE
BLSPRICE Black-Scholes
Black-Scholes put
put and
and call
call pricing.
pricing.
[CALL,PUT]
[CALL,PUT] == BLSPRICE(SO,X,R,T,SIG,Q)
BLSPRICE(SO,X,R,T,SIG,Q) returns
returns the
the value
value of
of
call
call and
and put
put options
options using
using the
the Black-Scholes
Black-Scholes pricing
pricing formula.SO
formula.SO is
is
the
current
asset
price,
X
is
the
exercise
price,
R
is
the
riskthe current asset price, X is the exercise price, R is the riskfree
free
....
....
Array, Matrix
a vector
x = [1 2 5 1]
x =
1
a matrix
x = [1 2 3; 5 1 4; 3 2 -1]
x =
1
5
3
transpose
2
1
2
3
4
-1
y = x
y =
1
2
5
1
Long Array, Matrix
t =1:10
t =
k =2:-0.5:-1
k =
1.5
0.5
-0.5
= [1:4; 5:8]
x =
1
5
2
6
3
7
4
8
-1
10
Generating Vectors from functions
zeros(M,N) MxN matrix of zeros
ones(M,N)
MxN matrix of ones
rand(M,N)
MxN matrix of uniformly
distributed random
numbers on (0,1)
x = zeros(1,3)
x =
0
0
0
x = ones(1,3)
x =
1
1
1
x = rand(1,3)
x =
0.9501 0.2311 0.6068
Matrix Index
The matrix indices begin from 1 (not 0 (as in C))
The matrix indices must be positive integer
Given:
A(-2), A(0)
Error: ??? Subscript indices must either be real positive integers or logicals.
A(4,2)
Error: ??? Index exceeds matrix dimensions.
Concatenation of Matrices
x = [1 2], y = [4 5], z=[ 0 0]
A = [ x y]
1
B = [x ; y]
1 2
4 5
C = [x y ;z]
Error:
??? Error using ==> vertcat CAT arguments dimensions are not consistent.
Operators (arithmetic)
+
*
/
^
addition
subtraction
multiplication
division
power
complex conjugate transpose
Matrices Operations
Given A and B:
Addition
Subtraction
Product
Transpose
Operators
Element by Element
.* element-by-element multiplication
./ element-by-element division
.^ element-by-element power
FIND fuction
X = [1 0 4 -3 0 0 0 8 6];
find(X > 2)
ans =
3
The use of . Element Operation
A = [1 2 3; 5 1 4; 3 2 1]
A=
1 2 3
5 1 4
3 2 -1
x = A(1,:)
x=
y = A(:,3)
y=
1 2 3
3 4 -1
b = x .* y
c=x./y
d = x .^2
b=
c=
0.33 0.5 -3
d=
3 8 -3
K= x^2
Erorr:
??? Error using ==> mpower Matrix must be square.
B=x*y
Erorr:
??? Error using ==> mtimes Inner matrix dimensions must agree.
Math Functions
Basic Task: Plot the function sin(x)
between 0x4
Create an x-array of 100 samples between 0
and 4.
>>x=linspace(0,4*pi,100);
Calculate sin(.) of the x-array
1
0.8
0.6
>>y=sin(x);
0.4
0.2
Plot the y-array
>>plot(y)
0
-0.2
-0.4
-0.6
-0.8
-1
10
20
30
40
50
60
70
80
90
100
Plot the function e-x/3sin(x) between
0x4
Create an x-array of 100 samples between 0
and 4.
>>x=linspace(0,4*pi,100);
Calculate sin(.) of the x-array
>>y=sin(x);
Calculate e-x/3 of the x-array
>>y1=exp(-x/3);
Multiply the arrays y and y1
>>y2=y*y1;
Plot the function e-x/3sin(x) between
0x4
Multiply the arrays y and y1 correctly
>>y2=y.*y1;
Plot the y2-array
0.7
>>plot(y2)
0.6
0.5
0.4
0.3
0.2
0.1
0
-0.1
-0.2
-0.3
10
20
30
40
50
60
70
80
90
100
Display Facilities
0.7
0.6
plot(.)
0.5
0.4
0.3
Example:
>>x=linspace(0,4*pi,100);
>>y=sin(x);
>>plot(y)
>>plot(x,y)
stem(.)
0.2
0.1
0
-0.1
-0.2
-0.3
10
20
30
40
50
60
70
80
90
100
10
20
30
40
50
60
70
80
90
100
0.7
0.6
0.5
0.4
0.3
Example:
>>stem(y)
>>stem(x,y)
0.2
0.1
0
-0.1
-0.2
-0.3
Display Facilities
title(.)
This is the sinus function
>>title(This is the sinus function)
1
0.8
xlabel(.)
0.6
0.4
ylabel(.)
0.2
sin(x)
>>xlabel(x (secs))
0
-0.2
-0.4
-0.6
>>ylabel(sin(x))
-0.8
-1
10
20
30
40
50
60
x (secs)
70
80
90
100
Display Facilities
HOLD ON holds the current plot
HOLD OFF releases hold on current plot
HOLD toggles the hold state
SUBPLOT- display multiple axes
subplot(2,2,1);
subplot(2,2,1);
subplot(#rows, #cols, index)
subplot(2,2,2)
subplot(2,2,2)
...
...
subplot(2,2,3)
subplot(2,2,3)
...
...
subplot(2,2,4)
subplot(2,2,4)
...
...
Alternative Scales for Axes
LOGLOG
Both axes
logarithmic
SEMILOGY
log Y
linear X
SEMILOGX
log X
linear Y
PLOTYY
2 sets of
linear axes
other_axes
Surface Plot Example
tt == 0.001:0.001:0.03;
0.001:0.001:0.03;
ss == 90:0.2:100;
90:0.2:100;
[gt,
[gt, gs]
gs] == meshgrid(t,s);
meshgrid(t,s);
rr == 0.1;
0.1;
kk == 95;
95;
[call,
[call, put]
put] ==
blsprice(gs,k,r,gt,0.3);
blsprice(gs,k,r,gt,0.3);
surf(t,s,call)
surf(t,s,call)
xlabel('Time
xlabel('Time to
to Maturity')
Maturity')
ylabel('Spot
ylabel('Spot Price);
Price);
surface_ex
3-D Surface Plotting
surf_3d
Specialized Plotting Routines
spec_plots
Operators (relational, logical)
== Equal to
~= Not equal to
< Strictly smaller
> Strictly greater
<= Smaller than or equal to
>= Greater than equal to
& And operator
| Or operator
Flow Control
if
for
while
break
.
Control Structures
If Statement Syntax
if (Condition_1)
Matlab Commands
elseif (Condition_2)
Matlab Commands
elseif (Condition_3)
Matlab Commands
else
Matlab Commands
end
Some Dummy Examples
if ((a>3) & (b==5))
Some Matlab Commands;
end
if (a<3)
Some Matlab Commands;
elseif (b~=5)
Some Matlab Commands;
end
if (a<3)
Some Matlab Commands;
else
Some Matlab Commands;
end
Control Structures
Some Dummy Examples
For loop syntax
for i=Index_Array
Matlab Commands
end
for i=1:100
Some Matlab Commands;
end
for j=1:3:200
Some Matlab Commands;
end
for m=13:-0.2:-21
Some Matlab Commands;
end
for k=[0.1 0.3 -13 12 7 -9.3]
Some Matlab Commands;
end
Control Structures
While Loop Syntax
while (condition)
Matlab Commands
end
Dummy Example
while ((a>3) & (b==5))
Some Matlab Commands;
end
Use of M-File
Click to create
a new M-File
Extension .m
A text file containing script or function or program to run
Use of M-File
Save file as Denem430.m
If you include ; at the
end of each statement,
result will not be shown
immediately
Use of M-File
Writing User Defined Functions
Functions are m-files which can be executed by
specifying some inputs and supply some desired outputs.
The code telling the Matlab that an m-file is actually a
function is
function out1=functionname(in1)
function out1=functionname(in1,in2,in3)
function [out1,out2]=functionname(in1,in2)
You should write this command at the beginning of the
m-file and you should save the m-file with a file name
same as the function name
Writing User Defined Functions
Examples
Write a function : out=squarer (A, ind)
Which takes the square of the input matrix if the input
indicator is equal to 1
And takes the element by element square of the input
matrix if the input indicator is equal to 2
Same Name
Writing User Defined Functions
Another function which takes an input array and returns the sum and product
of its elements as outputs
The function sumprod(.) can be called from command window or an m-file as
Notes:
% is the neglect sign for Matlab (equaivalent
of // in C). Anything after it on the same line
is neglected by Matlab compiler.
Sometimes slowing down the execution is
done deliberately for observation purposes.
You can use the command pause for this
purpose
pause %wait until any key
pause(3) %wait 3 seconds
Complex Numbers
Another function which takes an input array and returns the sum and product
of its elements as outputs
z = 2+1.5*j, real(z)
to get the result
z=
2.000+1.500i
ans =
2
Variables
>>I = int8(zeros(100)); % Creates an intermediate array
String Arrays:
Created using single quote delimiter (')
str
str == 'Hi
'Hi there,'
there,'
str
str ==
Hi
Hi there,
there,
str2
str2 == 'Isn''t
'Isn''t MATLAB
MATLAB great?'
great?'
str2
str2 ==
Isn't
Isn't MATLAB
MATLAB great?
great?
Each character is a separate matrix element
(16 bits of memory per character)
str =
Indexing same as for numeric arrays
string_array
1x9 vector
String Arrays:
Using [ ] operator:
Each row must be
same length
Row separator:
semicolon (;)
Column separator:
space / comma (,)
str
str ='Hi
='Hi there,';
there,';
str1='Everyone!';
str1='Everyone!';
1x9 vectors
new_str=[str,
new_str=[str, '' ',
', str1]
str1]
new_str
new_str ==
vectors
1x19 vector
Hi
Hi there,
there, Everyone!
Everyone!
str2
str2 == 'Isn''t
'Isn''t MATLAB
MATLAB great?';
great?';
new_str2=[new_str;
new_str2=[new_str; str2]
str2]
new_str2
new_str2 ==
Hi
Hi there,
there, Everyone!
Everyone!
2x19 matrix
Isn't
MATLAB
great?
Isn't MATLAB great?
For strings of different length:
STRVCAT
STR2MAT
string_cat
new_str3
new_str3 == strvcat(str,
strvcat(str, str2)
str2)
new_str3
new_str3 ==
Hi
2x19 matrix
Hi there,
there,
Isn't
(zero padded)
Isn't MATLAB
MATLAB great?
great?
String Arrays:
String Comparisons
STRCMP - compare whole strings
STRNCMP - compare first N characters
FINDSTR - finds substring within a larger
string
Converting between numeric & string arrays:
NUM2STR - convert from numeric to string
array
STR2NUM - convert from string to numeric
array
File I/O : High-level routines:
SAVE & LOAD
save
save fname
fname
save
save fname
fname xx yy zz
save
save fname
fname data*
data*
save
save fname
fname -ascii
-ascii
save
save fname
fname -v4
-v4
Other file formats:
csvread
files
dlmread
files
textread
Use wildcard (*) for
similar variables
load
load fname
fname
load
load fname
fname xx yy zz
load
load fname
fname -ascii
-ascii
load
load fname
fname -mat
-mat
load
load fname*
fname*
- comma-separated ASCII
- general ASCII delimited
- read formatted data
Low-level text file I/O:
Writing data to text file:
fid
fid == fopen('magic5.txt',
fopen('magic5.txt', 'wt');
'wt');
fprintf(fid,
fprintf(fid, '%s\n',
'%s\n', 'This
'This is
is aa magic
magic matrix');
matrix');
fprintf(fid,
fprintf(fid, '%i\t%i\t%i\t%i\t%i\n',
'%i\t%i\t%i\t%i\t%i\n', magic(5));
magic(5));
fclose(fid);
fclose(fid);
ASCII text file: magic5.txt
This is a magic matrix
17
23
4
24
5
6
1
7
13
8
14
20
15
16
22
10
12
19
21
3
11
18
25
2
9
fid=fopen('magic5.txt', 'rt');
'rt');
Reading data from text file: fid=fopen('magic5.txt',
help fprintf
title
title == fgetl(fid);
fgetl(fid);
[data,count]=fscanf(fid,
[data,count]=fscanf(fid, '%i');
'%i');
data
data == reshape(data,
reshape(data, 5,
5, 5);
5);
fclose(fid);
fclose(fid);
Basic Matlab Operations
% This is a comment, it starts with a %
clc
% Clear command window
clear all
% Clear variables in MatLab
y = 5*3 + 2^2;
% simple arithmetic
x = [1 2 4 5 6]; % create the vector x
x1 = x.^2;
% square each element in x
E = sum(abs(x).^2);
% Calculate signal energy
P = E/length(x); % Calculate av signal
Basic Matlab Operations
% Calculate av signal power
x2 = x(1:3);
% Select first 3 elements in x
z = 1+i;
% Create a complex number
a = real(z);
% Pick off real part
b = imag(z);
% Pick off imaginary part
plot(x);
% Plot the vector as a signal
t = 0:0.1:100;
% Generate sampled time
x3=exp(-t).*cos(t);
% Generate a discrete signal
plot(t, x3, x);% Plot points
Basic Matlab Operations
%This shows how to save a table in Excel
columnHeader = {'t', 'x3'};
xlswrite('Table_1.xls',columnHeader,'Sheet1','A1');
%Saves the heather in Excel
xlswrite('Table_1.xls',[t; x3]','Sheet1','A2');
%Saves the variables in Excel
%This reads the same table in Excel
excel_data = xlsread('Table_1.xls',);
Questions
Thank You
