       Re: Time, Inverse, Simulation simple dynamical system, speed issue

• To: mathgroup at smc.vnet.net
• Subject: [mg77428] Re: Time, Inverse, Simulation simple dynamical system, speed issue
• From: kristoph <kristophs.post at web.de>
• Date: Fri, 8 Jun 2007 05:36:22 -0400 (EDT)
• References: <f48f6c\$e1p\$1@smc.vnet.net>

```On 7 Jun., 10:21, kristoph <kristophs.p... at web.de> wrote:
> Attached you find a simulation of 5 dynamical systems each consisting
> of 1000 Periods. For each period t = 1,...,1000 an inverse of a 2x2m
> matrix needs to be computed.
> It takes about 6 seconds to simulate the 5 dynamical systems. I would
> be grateful for any hint in getting the simulation done much quicker.
> It seems that calculating the inverse
>
> Wel = N[Inverse[
>     IdentityMatrix[
>         2] - ThetaMatrix.LamRho, Method -> \
> DivisionFreeRowReduction].ThetaMatrix.divi, 1000]
>
> takes most of the time, therefore I tried to solve the problem
> numerically (see above). This is a lot faster then using just
> Inverse[...]. I tried LinearSolve, but it is slower then the above.
> Decreasing the precision can result in a significant error, depending
> on the parameter constellation.
>
> As you might have guessed I have to simulate not only 5 dynamical
> systems for different parameter  constellations. I would also like to
> increase the order of the matrix that needs to be inverted.
>
> Here is the code. Thanks in advance. Kristoph
>
> << Statistics`ContinuousDistributions`;(*packages and starting values
> needed for the simulation*)
> << Graphics`MultipleListPlot`;
>
> Wel = {5, 5};
> Lam = {{1/2, 2/3}, {1/2, 1/3}};
> Rho = {{1/2, 0}, {0, 648/1000}};
> RelDiv = {{2/3, 1/3}, {1/3, 2/3}, {1, 0}};
> theta[i_, k_] := Lam[[i, k]]*Rho[[i, i]]*Wel[[i]]/Sum[Lam[[j,
> k]]*Rho[[j, j]]*Wel[[j]], {j, 1, 2}];
>
> Timing[For[n = 1, n =E2=89=A4 5, n++,(*begin loop for the 5 simulations o=
> f the
> dynamical systeme*)
>     Wel = {5, 5};(*starting values*)
>     RelWel = {};(*needed for the plots, see below*)
>     ThetaTable = {};(*values needed for recursive calculations, saves
> time*)
>
>     For[t = 0, t =E2=89=A4 1000, t++,(*begin loop for the dynamical system
> consiting of t = 1000 Periods*)
>       Clear[ThetaMatrix];
>       ThetaMatrix = Table[theta[i, k], {i, 1, 2}, {k, 1, 2}];
>       AppendTo[ThetaTable, ThetaMatrix];
>       AppendTo[RelWel, Rho[[1, 1]]*Wel[]/Total[Rho.Wel]];
>       Clear[Wel];
>       x[t] = Random[];(*random pertubations are drawn from the above
> matrix*)
>       If[x[t] =E2=89=A4 1/3, divi = Div[[1, All]], If[1/3 < x[t] =E2=89=
> =A4 2/3,
>         divi = Div[[2, All]], divi = Div[[3, All]]]];
>
>       Wel = N[Inverse[IdentityMatrix -
>             ThetaMatrix.LamRho,
>                 Method -> DivisionFreeRowReduction].ThetaMatrix.divi,
> 1000];(*the inverse needed for t + 1*)
>       ];(*end loop dynamical system*)
>
>     Do[AppendTo[Value[t], RelWel[[t]]], {t, 1, 1000}];
>     ListPlot[RelWel, PlotStyle -> {Hue[.8]}, PlotRange -> {0, 1},
> ImageSize -> 350]
> Clear[RelWel, ThetaTable];
>
> ] (*end loop simulations*)
> ]

Sorry. Here is the right code. Copy plain text did not work. Thanks
again for help.

<< Statistics`ContinuousDistributions`;(*packages and starting values
needed for the simulation*)
<< Graphics`MultipleListPlot`;

Wel = {5, 5};
Lam = {{1/2, 2/3}, {1/2, 1/3}};
Rho = {{1/2, 0}, {0, 648/1000}};
RelDiv = {{2/3, 1/3}, {1/3, 2/3}, {1, 0}};
Div = {{2, 1}, {2, 4}, {1, 0}};
theta[i_, k_] := Lam[[i, k]]*Rho[[i, i]]*Wel[[i]]/Sum[Lam[[j,
k]]*Rho[[j, j]]*Wel[[j]], {j, 1, 2}];

Timing[For[n = 1, n<=5, n++,(*begin loop for the 5 simulations of the
dynamical systeme*)
Wel = {5, 5};(*starting values*)
RelWel = {};(*needed for the plots, see below*)
ThetaTable = {};(*values needed for recursive calculations, saves
time*)

For[t = 0, t<=1000, t++,(*begin loop for the dynamical system
consiting of t = 1,...,1000 Periods*)
Clear[ThetaMatrix];
ThetaMatrix = Table[theta[i, k], {i, 1, 2}, {k, 1, 2}];
AppendTo[ThetaTable, ThetaMatrix];
AppendTo[RelWel, Rho[[1, 1]]*Wel[]/Total[Rho.Wel]];
Clear[Wel];
x[t] = Random[];(*random pertubations are drawn from the above
matrix*)
If[x[t]<=1/3, divi = Div[[1, All]], If[1/3 < x[t]<= 2/3,
divi = Div[[2, All]], divi = Div[[3, All]]]];

Wel = N[Inverse[IdentityMatrix - ThetaMatrix.Lam.Rho,
Method -> DivisionFreeRowReduction].ThetaMatrix.divi,
1000];(*the inverse needed for t + 1*)
];(*end loop dynamical system*)

Do[AppendTo[Value[t], RelWel[[t]]], {t, 1, 1000}];
ListPlot[RelWel, PlotStyle -> {Hue[.8]}, PlotRange -> {0, 1},
ImageSize -> 350]
Clear[RelWel, ThetaTable];

] (*end loop simulations*)
]

```

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