diff: Lagged and Iterated Differences

In CVXR: Disciplined Convex Optimization

Lagged and Iterated Differences

Description

The lagged and iterated differences of a vector. If x is length n, this function returns a length n-k vector of the kth order difference between the lagged terms. diff(x) returns the vector of differences between adjacent elements in the vector, i.e. [x[2] - x[1], x[3] - x[2], ...]. diff(x,1,2) is the second-order differences vector, equivalently diff(diff(x)). diff(x,1,0) returns the vector x unchanged. diff(x,2) returns the vector of differences [x[3] - x[1], x[4] - x[2], ...], equivalent to x[(1+lag):n] - x[1:(n-lag)].

Usage

## S4 method for signature 'Expression'
diff(x, lag = 1, differences = 1, ...)

Arguments

x	An Expression.
lag	An integer indicating which lag to use.
differences	An integer indicating the order of the difference.
...	(Optional) Addition axis argument, specifying the dimension across which to apply the function: 1 indicates rows, 2 indicates columns, and NA indicates rows and columns. The default is axis = 1.

Value

An Expression representing the kth order difference.

Examples

## Problem data
m <- 101
L <- 2
h <- L/(m-1)

## Form objective and constraints
x <- Variable(m)
y <- Variable(m)
obj <- sum(y)
constr <- list(x[1] == 0, y[1] == 1, x[m] == 1, y[m] == 1, diff(x)^2 + diff(y)^2 <= h^2)

## Solve the catenary problem
prob <- Problem(Minimize(obj), constr)
result <- solve(prob)

## Plot and compare with ideal catenary
xs <- result$getValue(x)
ys <- result$getValue(y)
plot(c(0, 1), c(0, 1), type = 'n', xlab = "x", ylab = "y")
lines(xs, ys, col = "blue", lwd = 2)
grid()

CVXR documentation built on June 27, 2024, 5:11 p.m.