I'm absolutely stuck in my programming exercise. I need to find a weight Matrix Q_weight which makes the objective feasible and has a low cost. I know that the Q has only elements on the diagonal.
I have a function which takes Q and gives me as an output a boolean if the objective is feasible, and cost function. Right now I can only think about a brute force method with several for loops. Since the values can range over several magnitudes [1e-2,1e-3](could be more), this would be very inefficient.
The lqr_tuning takes as input the initial state x0, Q matrix which is [q_1 ,q_2, ... q_n], with each q_i I create the weight matrix Q_weight = diag(q_i), and some parameters. The output is a struct (nx5) which includes the cost, and the boolean if the objective is feasible + more. i_opt is the index which corresponds to the lowest cost, if it's not feasible it will be nan. So I can find the optimal q_i with Q(:,i_opt).
for i=0.1:1000
for a=0.1:1000
for b=0.1:1000
for c=0.1:1000
for d=0.1:1000
for e=0.1:1000
Q = [e d c b a i];
[tuning_struct, i_opt] = lqr_tuning(x0,Q,params);
if (tuning_struct(i_opt).InputCost < max_cost) && (tuning_struct(i_opt).TrajFeasible)
max_cost = tuning_struct(i_opt).InputCost;
elseif (tuning_struct(i_opt).InputCost-max_cost<=thresh)
break
end
end
end
end
end
end
end
I also thought about a random approach, but I don't think that would be the right approach. Does someone could give me a hint how to tackle that problem.
Maybe you notice that I'm not a pro in matlab programming, so any help is very much appreciated.
Thanks in Advance
Related
Is there anyway to improve the below codes? It takes much time in higher values. I'd be appreciated if a solution for improving be advised.
term3=0;
ngrain=70;
etas = rand(512*512,70);
glist = round(1,70);
en = zeros(1,70);
for i=1:70
en(i)=0.493;
end
for igrain=1:ngrain
for jgr=1:ngrain+nrex
if(glist(jgr)== 1)
den(igrain,jgr)=en(jgr)-en(igrain);
term3=term3-8/pi*(etas(:,igrain).*etas(:,jgr)).^0.5*den(igrain,jgr);
end
end
end
please be more precise in the future. Here are a couple of hints to improve your coding:
Building a vector out of constants can be achieved in several ways (unfortunately, you picked the least efficient one):
a for-loop (with or without pre-allocation of memory, you did allocate, so that is good!)
use 1 * constant => ones(1,70)*0.493
repeat the 1x1 matrix: repmat() => repmat(1,70,0.493) (this is the most efficient approach, you may check this using tic() and toc() )
Anyway, this wasn't your bottleneck.
You can do logical comparisons directly instead of looping and using if:
lg = glist == 1;
idx = find(lg);
for i = 1:length(idx)
jgr = idx(i)
end
Note that your example does not work because nrex is not defined. It would also be great if you format your code nicer (consistent spacing, indention, a naming that is a bit more intuitive)
I have a large matrix, and I need to extract a small matrix taken from a sliding window which runs all over the large matrix, but during the operations the content of the extracted matrix does not change, so I'd like to extract the submatrix without creating a new copy but instead just acts like a C pointer that points to a portion of the large matrix. How can I do this? Please help me, thank you very much :)
I did some benchmarking to test if not using an explicit temporary matrix is faster, and it's probably not:
function move_mean(N)
M = randi(100,N);
window_size = [50 50];
dir_time = timeit(#() direct(M,window_size))
tmp_time = timeit(#() with_tmp(M,window_size))
end
function direct(M,window_size)
m = zeros(size(M)./2);
for r = 1:size(M,1)-window_size(1)
for c = 1:size(M,2)-window_size(2)
m(r,c) = mean(mean(M(r:r+window_size(1),c:c+window_size(2))));
end
end
end
function with_tmp(M,window_size)
m = zeros(size(M)./2);
for r = 1:size(M,1)-window_size(1)
for c = 1:size(M,2)-window_size(2)
tmp = M(r:r+window_size(1),c:c+window_size(2));
m(r,c) = mean(mean(tmp));
end
end
end
for M at size 100*100:
dir_time =
0.22739
tmp_time =
0.22339
So it's seems like using a temporary variable only makes your code readable, not slower.
In this answer I describe what is the 'best' solution in general. For this answer I define 'best' as most readable without a significant performance hit. (Partially shown by the existing answer).
Basically there are 2 situations that you may be in.
1. You use your submatrix several times
In this situation the best solution in general is to create a temporary variable containing the submatrix.
A = M(rmin:rmax, cmin:cmax)
There may be ways around it (defining a function/anonymous function that indexes into the matrix for you), but in general that won't make you happy.
2. You use your submatrix only 1 time
In this case the best solution is typically exactly what you referred to in the comments:
M(rmin:rmax, cmin:cmax)
A specific case of using the submatrix only 1 time, is when it is passed once to a function. Of course the contents of the submatrix may be used in that function several times, but that is irrelevant.
I have a vector, A.
A=[3,4,5,2,2,4;2,3,4,5,3,4;2,4,3,2,3,1;1,2,3,2,3,4]
Some of the records in A must be replaced by NaN values, as they are inaccurate.
I have created vector rowid, which records the last value that must be kept after which the existing values must be swapped to NaN.
rowid=[4,5,4,3]
So the vector I wish to create, B, would look as follows:
B=[3,4,5,2,NaN,NaN;2,3,4,5,3,NaN;2,4,3,2,NaN,NaN;1,2,3,NaN,NaN,NaN]
I am at a loss as to how to do this. I have tried to use
A(:,rowid:end)
to start selecting out the data from vector A. I am expecting to be able to use sub2ind or some sort of idx to do this, possibly an if loop, but I don't know where to start and cannot find an appropriate similar question to base my thoughts on!
I would very much appreciate any tips/pointers, many thanks
If you are not yet an expert of matlab, I would stick to simple for-loops for now:
B = A;
for i=1:length(rowid)
B(i, rowid(i)+1:end) = NaN;
end
It is always a sport to write this as a one-liner (see Mohsen's answer), but in many cases an explicit for-loop is much clearer.
A compact one is:
B = A;
B(bsxfun(#lt, rowid.', 1:size(A,2)))=NaN;
After having learned basic programming in Java, I have found that the most difficult part of transitioning to MatLab for my current algorithm course, is to avoid loops. I know that there are plenty of smart ways to vectorize operations in MatLab, but my mind is so "stuck" in loop-thinking, that I am finding it hard to intuitively see how I may vectorize code. Once I am shown how it can be done, it makes sense to me, but I just don't see it that easily myself. Currently I have the following code for finding the barycentric weights used in Lagrangian interpolation:
function w = barycentric_weights(x);
% The function is used to find the weights of the
% barycentric formula based on a given grid as input.
n = length(x);
w = zeros(1,n);
% Calculating the weights
for i = 1:n
prod = 1;
for j = 1:n
if i ~= j
prod = prod*(x(i) - x(j));
end
end
w(i) = prod;
end
w = 1./w;
I am pretty sure there must be a smarter way to do this in MatLab, but I just can't think of it. If anyone has any tips I will be very grateful :). And the only way I'll ever learn all the vectorizing tricks in MatLab is to see how they are used in various scenarios such as above.
One has to be creative in matlab to avoid for loop:
[X,Y] =meshgrid(x,x)
Z = X - Y
w =1./prod(Z+eye(length(x)))
Kristian, there are a lot of ways to vectorize code. You've already gotten two. (And I agree with shakinfree: you should always consider 1) how long it takes to run in non-vectorized form (so you'll have an idea of how much time you might save by vectorizing); 2) how long it might take you to vectorize (so you'll have a better sense of whether or not it's worth your time; 3) how many times you will call it (again: is it worth doing); and 3) readability. As shakinfree suggests, you don't want to come back to your code a year from now and scratch your head about what you've implemented. At least make sure you've commented well.
But at a meta-level, when you decide that you need to improve runtime performance by vectorizing, first start with small (3x1 ?) array and make sure you understand exactly what's happening for each iteration. Then, spend some time reading this document, and following relevant links:
http://www.mathworks.com/help/releases/R2012b/symbolic/code-performance.html
It will help you determine when and how to vectorize.
Happy MATLABbing!
Brett
I can see the appeal of vectorization, but I often ask myself how much time it actually saves when I go back to the code a month later and have to decipher all that repmat gibberish. I think your current code is clean and clear and I wouldn't mess with it unless performance is really critical. But to answer your question here is my best effort:
function w = barycentric_weights_vectorized(x)
n = length(x);
w = 1./prod(eye(n) + repmat(x,n,1) - repmat(x',1,n),1);
end
Hope that helps!
And I am assuming x is a row vector here.
This question is related to these two:
Introduction to vectorizing in MATLAB - any good tutorials?
filter that uses elements from two arrays at the same time
Basing on the tutorials I read, I was trying to vectorize some procedure that takes really a lot of time.
I've rewritten this:
function B = bfltGray(A,w,sigma_r)
dim = size(A);
B = zeros(dim);
for i = 1:dim(1)
for j = 1:dim(2)
% Extract local region.
iMin = max(i-w,1);
iMax = min(i+w,dim(1));
jMin = max(j-w,1);
jMax = min(j+w,dim(2));
I = A(iMin:iMax,jMin:jMax);
% Compute Gaussian intensity weights.
F = exp(-0.5*(abs(I-A(i,j))/sigma_r).^2);
B(i,j) = sum(F(:).*I(:))/sum(F(:));
end
end
into this:
function B = rngVect(A, w, sigma)
W = 2*w+1;
I = padarray(A, [w,w],'symmetric');
I = im2col(I, [W,W]);
H = exp(-0.5*(abs(I-repmat(A(:)', size(I,1),1))/sigma).^2);
B = reshape(sum(H.*I,1)./sum(H,1), size(A, 1), []);
Where
A is a matrix 512x512
w is half of the window size, usually equal 5
sigma is a parameter in range [0 1] (usually one of: 0.1, 0.2 or 0.3)
So the I matrix would have 512x512x121 = 31719424 elements
But this version seems to be as slow as the first one, but in addition it uses a lot of memory and sometimes causes memory problems.
I suppose I've made something wrong. Probably some logic mistake regarding vectorizing. Well, in fact I'm not surprised - this method creates really big matrices and probably the computations are proportionally longer.
I have also tried to write it using nlfilter (similar to the second solution given by Jonas) but it seems to be hard since I use Matlab 6.5 (R13) (there are no sophisticated function handles available).
So once again, I'm asking not for ready solution, but for some ideas that would help me to solve this in reasonable time. Maybe you will point me what I did wrong.
Edit:
As Mikhail suggested, the results of profiling are as follows:
65% of time was spent in the line H= exp(...)
25% of time was used by im2col
How big are I and H (i.e. numel(I)*8 bytes)? If you start paging, then the performance of your second solution is going to be affected very badly.
To test whether you really have a problem due to too large arrays, you can try and measure the speed of the calculation using tic and toc for arrays A of increasing size. If the execution time increases faster than by the square of the size of A, or if the execution time jumps at some size of A, you can try and split the padded I into a number of sub-arrays and perform the calculations like that.
Otherwise, I don't see any obvious places where you could be losing lots of time. Well, maybe you could skip the reshape, by replacing B with A in your function (saves a little memory as well), and writing
A(:) = sum(H.*I,1)./sum(H,1);
You may also want to look into upgrading to a more recent version of Matlab - they've worked hard on improving performance.