optimizing a matlab code involving for loop - matlab

I have a Matlab code that goes like this
s=[0.5 0.6 0.7];
u=[0.3618 0.9826 0.7237 0.0346 0.5525 0.0692 0.8949 0.1384
0.3418 0.9226 0.7213 0.0346 0.7525 0.0692 0.8949 0.1384
0.3318 0.9326 0.7237 0.0336 0.5575 0.0792 0.8949 0.1385]
A= u(1:2:7); % Here u is a 1-D vector and hence A
B=u(2:2:8); % Here u is a 1-D vector and hence B
C=mod(s(1)-(A+B),1);
I want to implement this code for the other two values of s also using next 8 values of u i.e now my code becomes
A=u(9:2:15);
B=u(10:2:16);
C=mod(s(2)-(A+B),1);
Similarly for last value of s. But each time i need the next 8 values of u. How do i code this so that it takes less time.

So you start with a 24 element array in u that you wish to perform this operation on in a vectorized fashion. I assume you have many more elements but that they all fit in memory. The way to do this is to reshape u to where you want the elements to be. You can do this via:
u1 = reshape(u1,[2,4,3]);
From there you also need to modify s to match it
s1 = permute(s,[1 3 2]);
Finally, you can calculate your C matrix in vectorized form
C1 = mod(s1-sum(u1),1);
For this problem, this gives a 1x4x3 matrix where the 3rd dimension represents each set of 8. From there you can then extract the problem set you want
C = squeeze(C1(1,:,1));

Related

Matlab: creating vector from 2 input vectors [duplicate]

I'm trying to insert multiple values into an array using a 'values' array and a 'counter' array. For example, if:
a=[1,3,2,5]
b=[2,2,1,3]
I want the output of some function
c=somefunction(a,b)
to be
c=[1,1,3,3,2,5,5,5]
Where a(1) recurs b(1) number of times, a(2) recurs b(2) times, etc...
Is there a built-in function in MATLAB that does this? I'd like to avoid using a for loop if possible. I've tried variations of 'repmat()' and 'kron()' to no avail.
This is basically Run-length encoding.
Problem Statement
We have an array of values, vals and runlengths, runlens:
vals = [1,3,2,5]
runlens = [2,2,1,3]
We are needed to repeat each element in vals times each corresponding element in runlens. Thus, the final output would be:
output = [1,1,3,3,2,5,5,5]
Prospective Approach
One of the fastest tools with MATLAB is cumsum and is very useful when dealing with vectorizing problems that work on irregular patterns. In the stated problem, the irregularity comes with the different elements in runlens.
Now, to exploit cumsum, we need to do two things here: Initialize an array of zeros and place "appropriate" values at "key" positions over the zeros array, such that after "cumsum" is applied, we would end up with a final array of repeated vals of runlens times.
Steps: Let's number the above mentioned steps to give the prospective approach an easier perspective:
1) Initialize zeros array: What must be the length? Since we are repeating runlens times, the length of the zeros array must be the summation of all runlens.
2) Find key positions/indices: Now these key positions are places along the zeros array where each element from vals start to repeat.
Thus, for runlens = [2,2,1,3], the key positions mapped onto the zeros array would be:
[X 0 X 0 X X 0 0] % where X's are those key positions.
3) Find appropriate values: The final nail to be hammered before using cumsum would be to put "appropriate" values into those key positions. Now, since we would be doing cumsum soon after, if you think closely, you would need a differentiated version of values with diff, so that cumsum on those would bring back our values. Since these differentiated values would be placed on a zeros array at places separated by the runlens distances, after using cumsum we would have each vals element repeated runlens times as the final output.
Solution Code
Here's the implementation stitching up all the above mentioned steps -
% Calculate cumsumed values of runLengths.
% We would need this to initialize zeros array and find key positions later on.
clens = cumsum(runlens)
% Initalize zeros array
array = zeros(1,(clens(end)))
% Find key positions/indices
key_pos = [1 clens(1:end-1)+1]
% Find appropriate values
app_vals = diff([0 vals])
% Map app_values at key_pos on array
array(pos) = app_vals
% cumsum array for final output
output = cumsum(array)
Pre-allocation Hack
As could be seen that the above listed code uses pre-allocation with zeros. Now, according to this UNDOCUMENTED MATLAB blog on faster pre-allocation, one can achieve much faster pre-allocation with -
array(clens(end)) = 0; % instead of array = zeros(1,(clens(end)))
Wrapping up: Function Code
To wrap up everything, we would have a compact function code to achieve this run-length decoding like so -
function out = rle_cumsum_diff(vals,runlens)
clens = cumsum(runlens);
idx(clens(end))=0;
idx([1 clens(1:end-1)+1]) = diff([0 vals]);
out = cumsum(idx);
return;
Benchmarking
Benchmarking Code
Listed next is the benchmarking code to compare runtimes and speedups for the stated cumsum+diff approach in this post over the other cumsum-only based approach on MATLAB 2014B-
datasizes = [reshape(linspace(10,70,4).'*10.^(0:4),1,[]) 10^6 2*10^6]; %
fcns = {'rld_cumsum','rld_cumsum_diff'}; % approaches to be benchmarked
for k1 = 1:numel(datasizes)
n = datasizes(k1); % Create random inputs
vals = randi(200,1,n);
runs = [5000 randi(200,1,n-1)]; % 5000 acts as an aberration
for k2 = 1:numel(fcns) % Time approaches
tsec(k2,k1) = timeit(#() feval(fcns{k2}, vals,runs), 1);
end
end
figure, % Plot runtimes
loglog(datasizes,tsec(1,:),'-bo'), hold on
loglog(datasizes,tsec(2,:),'-k+')
set(gca,'xgrid','on'),set(gca,'ygrid','on'),
xlabel('Datasize ->'), ylabel('Runtimes (s)')
legend(upper(strrep(fcns,'_',' '))),title('Runtime Plot')
figure, % Plot speedups
semilogx(datasizes,tsec(1,:)./tsec(2,:),'-rx')
set(gca,'ygrid','on'), xlabel('Datasize ->')
legend('Speedup(x) with cumsum+diff over cumsum-only'),title('Speedup Plot')
Associated function code for rld_cumsum.m:
function out = rld_cumsum(vals,runlens)
index = zeros(1,sum(runlens));
index([1 cumsum(runlens(1:end-1))+1]) = 1;
out = vals(cumsum(index));
return;
Runtime and Speedup Plots
Conclusions
The proposed approach seems to be giving us a noticeable speedup over the cumsum-only approach, which is about 3x!
Why is this new cumsum+diff based approach better than the previous cumsum-only approach?
Well, the essence of the reason lies at the final step of the cumsum-only approach that needs to map the "cumsumed" values into vals. In the new cumsum+diff based approach, we are doing diff(vals) instead for which MATLAB is processing only n elements (where n is the number of runLengths) as compared to the mapping of sum(runLengths) number of elements for the cumsum-only approach and this number must be many times more than n and therefore the noticeable speedup with this new approach!
Benchmarks
Updated for R2015b: repelem now fastest for all data sizes.
Tested functions:
MATLAB's built-in repelem function that was added in R2015a
gnovice's cumsum solution (rld_cumsum)
Divakar's cumsum+diff solution (rld_cumsum_diff)
knedlsepp's accumarray solution (knedlsepp5cumsumaccumarray) from this post
Naive loop-based implementation (naive_jit_test.m) to test the just-in-time compiler
Results of test_rld.m on R2015b:
Old timing plot using R2015a here.
Findings:
repelem is always the fastest by roughly a factor of 2.
rld_cumsum_diff is consistently faster than rld_cumsum.
repelem is fastest for small data sizes (less than about 300-500 elements)
rld_cumsum_diff becomes significantly faster than repelem around 5 000 elements
repelem becomes slower than rld_cumsum somewhere between 30 000 and 300 000 elements
rld_cumsum has roughly the same performance as knedlsepp5cumsumaccumarray
naive_jit_test.m has nearly constant speed and on par with rld_cumsum and knedlsepp5cumsumaccumarray for smaller sizes, a little faster for large sizes
Old rate plot using R2015a here.
Conclusion
Use repelem below about 5 000 elements and the cumsum+diff solution above.
There's no built-in function I know of, but here's one solution:
index = zeros(1,sum(b));
index([1 cumsum(b(1:end-1))+1]) = 1;
c = a(cumsum(index));
Explanation:
A vector of zeroes is first created of the same length as the output array (i.e. the sum of all the replications in b). Ones are then placed in the first element and each subsequent element representing where the start of a new sequence of values will be in the output. The cumulative sum of the vector index can then be used to index into a, replicating each value the desired number of times.
For the sake of clarity, this is what the various vectors look like for the values of a and b given in the question:
index = [1 0 1 0 1 1 0 0]
cumsum(index) = [1 1 2 2 3 4 4 4]
c = [1 1 3 3 2 5 5 5]
EDIT: For the sake of completeness, there is another alternative using ARRAYFUN, but this seems to take anywhere from 20-100 times longer to run than the above solution with vectors up to 10,000 elements long:
c = arrayfun(#(x,y) x.*ones(1,y),a,b,'UniformOutput',false);
c = [c{:}];
There is finally (as of R2015a) a built-in and documented function to do this, repelem. The following syntax, where the second argument is a vector, is relevant here:
W = repelem(V,N), with vector V and vector N, creates a vector W where element V(i) is repeated N(i) times.
Or put another way, "Each element of N specifies the number of times to repeat the corresponding element of V."
Example:
>> a=[1,3,2,5]
a =
1 3 2 5
>> b=[2,2,1,3]
b =
2 2 1 3
>> repelem(a,b)
ans =
1 1 3 3 2 5 5 5
The performance problems in MATLAB's built-in repelem have been fixed as of R2015b. I have run the test_rld.m program from chappjc's post in R2015b, and repelem is now faster than other algorithms by about a factor 2:

How to find a value of one vector, in a range of value in another vector in matlab

I have a vector A with size of 54000 x 1 and vector B with size of 54000 x 1 which is standard deviation of elements of A. From the other side, I have vector C with size of 300000 x 1. Now I want to find that each element of vector C correspondences to which row of vector A with accepted range 3*standard deviation? I have written the below code and it works fine for small vector but for large vector such that I have it is too too slow!!
for i=1:length(A)
L=A(i,1)- 3*B(i,1);
U=A(i,1)+ 3*B(i,1);
inds{i,1} = not(abs(sign(sign(L - C) + sign(U - C))));
end
Does anybody know how can I make this code faster or does anybody know another solution? THX.
MATLAB is an acronym for Matrix Laboratory and was developed to simply and speed up matrix(vector) calculations. Compared to C or any other programming language you can often skip the for loops when working with matrices. For your code you should be able to skip the for loop and do it as this:
L = A - 3*STD;
U = A + 3*STD;
inds = not(abs(sign(sign(L - C) + sign(U - C))));
And remember that i means the complex number in Matlab. Don't know if it affects speed though.
Edit:
Getting the result as a cell:
inds = num2cell(inds)

element by element matrix multiplication in Matlab

So I have the following matrices:
A = [1 2 3; 4 5 6];
B = [0.5 2 3];
I'm writing a function in MATLAB that will allow me to multiply a vector and a matrix by element as long as the number of elements in the vector matches the number of columns. In A there are 3 columns:
1 2 3
4 5 6
B also has 3 elements so this should work. I'm trying to produce the following output based on A and B:
0.5 4 9
2 10 18
My code is below. Does anyone know what I'm doing wrong?
function C = lab11(mat, vec)
C = zeros(2,3);
[a, b] = size(mat);
[c, d] = size(vec);
for i = 1:a
for k = 1:b
for j = 1
C(i,k) = C(i,k) + A(i,j) * B(j,k);
end
end
end
end
MATLAB already has functionality to do this in the bsxfun function. bsxfun will take two matrices and duplicate singleton dimensions until the matrices are the same size, then perform a binary operation on the two matrices. So, for your example, you would simply do the following:
C = bsxfun(#times,mat,vec);
Referencing MrAzzaman, bsxfun is the way to go with this. However, judging from your function name, this looks like it's homework, and so let's stick with what you have originally. As such, you need to only write two for loops. You would use the second for loop to index into both the vector and the columns of the matrix at the same time. The outer most for loop would access the rows of the matrix. In addition, you are referencing A and B, which are variables that don't exist in your code. You are also initializing the output matrix C to be 2 x 3 always. You want this to be the same size as mat. I also removed your checking of the length of the vector because you weren't doing anything with the result.
As such:
function C = lab11(mat, vec)
[a, b] = size(mat);
C = zeros(a,b);
for i = 1:a
for k = 1:b
C(i,k) = mat(i,k) * vec(k);
end
end
end
Take special note at what I did. The outer-most for loop accesses the rows of mat, while the inner-most loop accesses the columns of mat as well as the elements of vec. Bear in mind that the number of columns of mat need to be the same as the number of elements in vec. You should probably check for this in your code.
If you don't like using the bsxfun approach, one alternative is to take the vector vec and make a matrix out of this that is the same size as mat by stacking the vector vec on top of itself for as many times as we have rows in mat. After this, you can do element-by-element multiplication. You can do this stacking by using repmat which repeats a vector or matrices a given number of times in any dimension(s) you want. As such, your function would be simplified to:
function C = lab11(mat, vec)
rows = size(mat, 1);
vec_mat = repmat(vec, rows, 1);
C = mat .* vec_mat;
end
However, I would personally go with the bsxfun route. bsxfun basically does what the repmat paradigm does under the hood. Internally, it ensures that both of your inputs have the same size. If it doesn't, it replicates the smaller array / matrix until it is the same size as the larger array / matrix, then applies an element-by-element operation to the corresponding elements in both variables. bsxfun stands for Binary Singleton EXpansion FUNction, which is a fancy way of saying exactly what I just talked about.
Therefore, your function is further simplified to:
function C = lab11(mat, vec)
C = bsxfun(#times, mat, vec);
end
Good luck!

Multiplying a 3x3 matrix to 3nx1 array without using loops

In my code, I have to multiply a matrix A (dimensions 3x3) to a vector b1 (dimensions 3x1), resulting in C. So C = A*b1. Now, I need to repeat this process n times keeping A fixed and updating b to a different (3x1) vector each time. This can be done using loops but I want to avoid it to save computational cost. Instead I want to do it as matrix and vector product. Any ideas?
You need to build a matrix of b vectors, eg for n equal to 4:
bMat = [b1 b2 b3 b4];
Then:
C = A * bMat;
provides the solution of size 3x4 in this case. If you want the solution in the form of a vector of length 3n by 1, then do:
C = C(:);
Can we construct bMat for arbitrary n without a loop? That depends on what the form of all your b vectors is. If you let me know in a comment, I can update the answer.

Update only one matrix element for iterative computation

I have a 3x3 matrix, A. I also compute a value, g, as the maximum eigen value of A. I am trying to change the element A(3,3) = 0 for all values from zero to one in 0.10 increments and then update g for each of the values. I'd like all of the other matrix elements to remain the same.
I thought a for loop would be the way to do this, but I do not know how to update only one element in a matrix without storing this update as one increasingly larger matrix. If I call the element at A(3,3) = p (thereby creating a new matrix Atry) I am able (below) to get all of the values from 0 to 1 that I desired. I do not know how to update Atry to get all of the values of g that I desire. The state of the code now will give me the same value of g for all iterations, as expected, as I do not know how to to update Atry with the different values of p to then compute the values for g.
Any suggestions on how to do this or suggestions for jargon or phrases for me to web search would be appreciated.
A = [1 1 1; 2 2 2; 3 3 0];
g = max(eig(A));
% This below is what I attempted to achieve my solution
clear all
p(1) = 0;
Atry = [1 1 1; 2 2 2; 3 3 p];
g(1) = max(eig(Atry));
for i=1:100;
p(i+1) = p(i)+ 0.01;
% this makes a one giant matrix, not many
%Atry(:,i+1) = Atry(:,i);
g(i+1) = max(eig(Atry));
end
This will also accomplish what you want to do:
A = #(x) [1 1 1; 2 2 2; 3 3 x];
p = 0:0.01:1;
g = arrayfun(#(x) eigs(A(x),1), p);
Breakdown:
Define A as an anonymous function. This means that the command A(x) will return your matrix A with the (3,3) element equal to x.
Define all steps you want to take in vector p
Then "loop" through all elements in p by using arrayfun instead of an actual loop.
The function looped over by arrayfun is not max(eig(A)) but eigs(A,1), i.e., the 1 largest eigenvalue. The result will be the same, but the algorithm used by eigs is more suited for your type of problem -- instead of computing all eigenvalues and then only using the maximum one, you only compute the maximum one. Needless to say, this is much faster.
First, you say 0.1 increments in the text of your question, but your code suggests you are actually interested in 0.01 increments? I'm going to operate under the assumption you mean 0.01 increments.
Now, with that out of the way, let me state what I believe you are after given my interpretation of your question. You want to iterate over the matrix A, where for each iteration you increase A(3, 3) by 0.01. Given that you want all values from 0 to 1, this implies 101 iterations. For each iteration, you want to calculate the maximum eigenvalue of A, and store all these eigenvalues in some vector (which I will call gVec). If this is correct, then I believe you just want the following:
% Specify the "Current" A
CurA = [1 1 1; 2 2 2; 3 3 0];
% Pre-allocate the values we want to iterate over for element (3, 3)
A33Vec = (0:0.01:1)';
% Pre-allocate a vector to store the maximum eigenvalues
gVec = NaN * ones(length(A33Vec), 1);
% Loop over A33Vec
for i = 1:1:length(A33Vec)
% Obtain the version of A that we want for the current i
CurA(3, 3) = A33Vec(i);
% Obtain the maximum eigen value of the current A, and store in gVec
gVec(i, 1) = max(eig(CurA));
end
EDIT: Probably best to paste this code into your matlab editor. The stack-overflow automatic text highlighting hasn't done it any favors :-)
EDIT: Go with Rody's solution (+1) - it is much better!