Does anybody know an efficent way to retrieve such a result?
I could of course use rand(n,1) and then replace by iterating over the array values with zeros until the number of zeros is sufficient. (as written above atleast X% zeros it can also be more but not less)
I would prefer a completly random distribution but also a uniform distribution would be fine. (So I have no real clue how the distribution effects the result)
(Currently using MATLAB 2017a)
Use A=rand(n); to generate random vector, then use num = randi([n*proc,n]); to figure out how many of the numbers should be changed for 0 (proc is the minimum fraction of numbers which should be 0). Substitute for 0 with A(1:num)=0; and then shuffle the array with B = A(randperm(n));.
In total:
A=rand(n);
proc = 0.3;
num = randi([n*proc,n]);
A(1:num)=0;
B = A(randperm(n));
Related
I am doing a Monte-Carlo simulation, where each repetition requires the sum or product of a random number of random variables. My problem is how to do this efficiently as the entire simulation should be as vectorized as possible.
For example, say we want to take the sum of 5, 10 and 3 random numbers, represented by the vector len = [5;10;3]. Then what I am currently doing is drawing a full matrix of random numbers:
A = randn(length(len),max(len));
Creating a mask of the non-needed numbers:
lenlen = repmat(len,1,max(len));
idx = repmat(1:max(len),length(len),1);
mask = idx>lenlen;
and then I can "pad", the matrix as I am interested in the sum the padding have to be zero (for the case with the product the padding had to be 1)
A(mask)=0;
To obtain:
A =
1.7708 -1.4609 -1.5637 -0.0340 0.9796 0 0 0 0 0
1.8034 -1.5467 0.3938 0.8777 0.6813 1.0594 -0.3469 1.7472 -0.4697 -0.3635
1.5937 -0.1170 1.5629 0 0 0 0 0 0 0
Whereafter I can sum them together
B = sum(A,2);
However, I find it rather superfluous that I have to draw too many random numbers and then throw them away. In the real case, I need in the range of hundred thousands of repetitions and the vector len might vary a lot, i.e. it can easily be that I have to draw twice or three times the number of random numbers than of what is needed.
You can generate the exact amount of random numbers required, create a grouping variable with repelem, and compute the sum of each group using accumarray:
len = [5; 10; 3];
B = accumarray(repelem(1:numel(len), len).', randn(sum(len),1));
You could just use arrayfun or a loop. You say "efficient" and "vectorized" in the same breath, but they are not necessarily the same thing - since the new(ish) JIT compiler, loops are pretty fast in MATLAB. arrayfun is basically a loop in disguise, but means you could create B like so:
len = [5;10;3];
B = arrayfun( #(x) sum( randn(x,1) ), len );
For each element in len, this creates a vector of length len(i) and takes the sum. The output is an array with one value for each value in len.
This will certainly be a lot more memory friendly for large values and largely different values within len. It may therefore be quicker, your mileage may vary but it cuts out a lot of the operations you're doing.
You mention wanting to take the product sometimes, in which case use prod in place of sum.
Edit: rough and ready benchmark to compare arrayfun and a loop...
len = randi([1e3, 1e7], 100, 1);
tic;
B = arrayfun( #(x) sum( randn(x,1) ), len );
toc % ~8.77 seconds
tic;
out=zeros(size(len));
for ii = 1:numel(len)
out(ii) = sum(randn(len(ii),1));
end
toc % ~8.80 seconds
The "advantage" of the loop over arrayfun is you can pre-generate all of the random numbers in one go, then index. This isn't necesarryily quicker because you're addressing much bigger chunks of memory, and the call to randn is the main bottleneck anyway!
tic;
out = zeros(size(len));
rnd = randn(sum(len),1);
idx = [0; cumsum(len)]; % note: cumsum is very quick (~0.001sec here) so negligible
for ii = 1:numel(len)
out(ii) = sum(rnd(idx(ii)+1:idx(ii+1)),1);
end
toc % ~10.2 sec! Slower because of massive call to randn and the indexing into large array.
As stated at the top, arrayfun and looping are basically the same under the hood, so no reason to expect a big time difference.
The sum of multiple random numbers drawn from a specific distribution is also a random number with a (different) specific distribution. Therefore you can just cut the middleman and draw directly from the latter distribution.
In your case you are summing 3, 10 and 5 numbers drawn from a N(0,1) distribution. As explained here, the resulting distributions therefore are N(0,3), N(0,10) and N(0,5). This page explains how you can draw from non-standard normal distributions in Matlab. As such, we can in this case generate those numbers with randn(3,1).*sqrt([5; 10; 3]).
In case you would want 1000 triples, you could then use
randn(3,1000).*sqrt([5; 10; 3])
or pre Matlab2016b
bsxfun(#times, randn(3,1000), sqrt([5; 10; 3]))
which is of course very fast.
Different distributions have different summation rules, but as long as you are not summing up numbers drawn from different distributions the rules are usually quite simple and found quickly with google.
You can do this using a combination of cumsum and diff. The plan is:
Create all the random numbers in a single call to randn up front
Then, use cumsum to produce a vector of cumulative summations
Use cumsum on the list of number-of-samples-per-result to work out where to read out the results
We also need diff to correct for the prior summations.
Note that this method might lose accuracy if you weren't using randn for the random samples, as cumsum would then build up arithmetic rounding errors.
% We want 100 sums of random numbers
numSamples = 100;
% Here's where we define how many random samples contribute to each sum
numRandsPerSample = randi(5, 1, numSamples);
% Let's make all the random numbers in one call
allRands = randn(1, sum(numRandsPerSample));
% Use CUMSUM to build up a cumulative sum of the whole of allRands. We also
% need a leading 0 for the first sum.
allRandsCS = [0, cumsum(allRands)];
% Use CUMSUM again to pick out the places we need to pick from
% allRandsCS
endIdxs = 1 + [0, cumsum(numRandsPerSample)];
% Use DIFF to subtract the prior sums from the result.
result = diff(allRandsCS(endIdxs))
I want to obtain an array of binary numbers of length say N=10 where the probability of 0 = 0.6 and probability of 1's is 0.4. But, during validating if actually the probability is correct, I am getting incorrect probability values. So, symbols is an array of 0/1 integers generated. Then I am checking if the probability is correct or not using p_1 = sum(symbols==1)/length(symbols) .Where am I going wrong?
N =10;
p_0 = 0.6;% probability of zeros
*for n = 1:N
xr=rand;
if xr<p_0
symbols(n)=1;
else
symbols(n)=0;
end
end
p_1 = sum(symbols==1)/length(symbols)
p_0 = 1-p_1*
I think your confusion lies in understanding probability and not in Matlab. You are using the built-in function rand, which generates uniformly distributed values between 0..1. When you test the hypothesis that the values are less than some threshold, you generate a new distribution. The code is correct.
observations = rand(N, 1) > p_0
produces a distribution of 1s and 0s as you state. As you increase N you will find that the empirical results,
p_1 = sum(observations == 1)
consistently approaches your expected value of 0.4
If you want to test if the probability is correct, generate an array with a million values. Out of 10 random values, it is impossible to know that the underlying probabilities are.
Note that you can do what you are doing without a loop:
symbols = rand(N,1) > p_0;
(This generates a logical array, +symbols would be a numeric array.)
I'm trying to index a large matrix in MATLAB that contains numbers monotonically increasing across rows, and across columns, i.e. if the matrix is called A, for every (i,j), A(i+1,j) > A(i,j) and A(i,j+1) > A(i,j).
I need to create a random number n and compare it with the values of the matrix A, to see where that random number should be placed in the matrix A. In other words, the value of n may not equal any of the contents of the matrix, but it may lie in between any two rows and any two columns, and that determines a "bin" that identifies its position in A. Once I find this position, I increment the corresponding index in a new matrix of the same size as A.
The problem is that I want to do this 1,000,000 times. I need to create a random number a million times and do the index-checking for each of these numbers. It's a Monte Carlo Simulation of a million photons coming from a point landing on a screen; the matrix A consists of angles in spherical coordinates, and the random number is the solid angle of each incident photon.
My code so far goes something like this (I haven't copy-pasted it here because the details aren't important):
for k = 1:1000000
n = rand(1,1)*pi;
for i = length(A(:,1))
for j = length(A(1,:))
if (n > A(i-1,j)) && (n < A(i+1,j)) && (n > A(i,j-1)) && (n < A(i,j+1))
new_img(i,j) = new_img(i,j) + 1; % new_img defined previously as zeros
end
end
end
end
The "if" statement is just checking to find the indices of A that form the bounds of n.
This works perfectly fine, but it takes ridiculously long, especially since my matrix A is an image of dimensions 11856 x 11000. is there a quicker / cleverer / easier way of doing this?
Thanks in advance.
You can get rid of the inner loops by performing the calculation on all elements of A at once. Also, you can create the random numbers all at once, instead of one at a time. Note that the outermost pixels of new_img can never be different from zero.
randomNumbers = rand(1,1000000)*pi;
new_img = zeros(size(A));
tmp_img = zeros(size(A)-2);
for r = randomNumbers
tmp_img = tmp_img + A(:,1:end-2)<r & A(:,3:end)>r & A(1:end-1,:)<r & A(3:end,:)>r;
end
new_img(2:end-1,2:end-1) = tmp_img;
/aside: If the arrays were smaller, I'd have used bsxfun for the comparison, but with the array sizes in the OP, the approach would run out of memory.
Are the values in A bin edges? Ie does A specify a grid? If this is the case then you can QUICKLY populate A using hist3.
Here is an example:
numRand = 1e
n = randi(100,1e6,1);
nMatrix = [floor(data./10), mod(data,10)];
edges = {0:1:9, 0:10:99};
A = hist3(dataMat, edges);
If your A doesn't specify a grid, then you should create all of your random values once and sort them. Then iterate through those values.
Because you know that n(i) >= n(i-1) you don't have to check bins that were too small for n(i-1). This is a very easy way to optimize away most redundant checks.
Here is a snippet that should help a lot in the inner loop, it finds the location of the greatest point that is smaller than your value.
idx1 = A<value
idx2 = A(idx1) == max(A(idx1))
if you want to find the exact location you can wrap it with a find.
I've got a huge array of values, all or which are much smaller than 1, so using a round up/down function is useless. Is there anyway I can use/make the 'find' function on these non-integer values?
e.g.
ind=find(x,9.5201e-007)
FWIW all the values are in acceding sequential order in the array.
Much appreciated!
The syntax you're using isn't correct.
find(X,k)
returns k non-zero values, which is why k must be an integer. You want
find(x==9.5021e-007);
%# ______________<-- logical index: ones where condition is true, else zeros
%# the single-argument of find returns all non-zero elements, which happens
%# at the locations of your value of interest.
Note that this needs to be an exact representation of the floating point number, otherwise it will fail. If you need tolerance, try the following example:
tol = 1e-9; %# or some other value
val = 9.5021e-007;
find(abs(x-val)<tol);
When I want to find real numbers in some range of tolerance, I usually round them all to that level of toleranace and then do my finding, sorting, whatever.
If x is my real numbers, I do something like
xr = 0.01 * round(x/0.01);
then xr are all multiples of .01, i.e., rounded to the nearest .01. I can then do
t = find(xr=9.22)
and then x(t) will be every value of x between 9.2144444444449 and 9.225.
It sounds from your comments what you want is
`[b,m,n] = unique(x,'first');
then b will be a sorted version of the elements in x with no repeats, and
x = b(n);
So if there are 4 '1's in n, it means the value b(1) shows up in x 4 times, and its locations in x are at find(n==1).
I am currently trying to code up a function to assign probabilities to a collection of vectors using a histogram count. This is essentially a counting exercise, but requires some finesse to be able to achieve efficiently. I will illustrate with an example:
Say that I have a matrix X = [x1, x2....xM] with N rows and M columns. Here, X represents a collection of M, N-dimensional vectors. IN other words, each of the columns of X is an N-dimensional vector.
As an example, we can generate such an X for M = 10000 vectors and N = 5 dimensions using:
X = randint(5,10000)
This will produce a 5 x 10000 matrix of 0s and 1s, where each column is represents a 5 dimensional vector of 1s and 0s.
I would like to assign a probability to each of these vectors through a basic histogram count. The steps are simple: first find the unique columns of X; second, count the number of times each unique column occurs. The probability of a particular occurrence is then the #of times this column was in X / total number of columns in X.
Returning to the example above, I can do the first step using the unique function in MATLAB as follows:
UniqueXs = unique(X','rows')'
The code above will return UniqueXs, a matrix with N rows that only contains the unique columns of X. Note that the transposes are due to weird MATLAB input requirements.
However, I am unable to find a good way to count the number of times each of the columns in UniqueX is in X. So I'm wondering if anyone has any suggestions?
Broadly speaking, I can think of two ways of achieving the counting step. The first way would be to use the find function, though I think this may be slow since find is an elementwise operation. The second way would be to call unique recursively as it can also provide the index of one of the unique columns in X. This should allow us to remove that column from X and redo unique on the resulting X and keep counting.
Ideally, I think that unique might already be doing some counting so the most efficient way would probably be to work without the built-in functions.
Here are two solutions, one assumes all values are either 0's or 1's (just like the example in your description), the other does not. Both codes should be very fast (more so the one with binary values), even on large data.
1) only zeros and ones
%# random vectors of 0's and 1's
x = randi([0 1], [5 10000]); %# RANDINT is deprecated, use RANDI instead
%# convert each column to a binary string
str = num2str(x', repmat('%d',[1 size(x,1)])); %'
%# convert binary representation to decimal number
num = (str-'0') * (2.^(size(s,2)-1:-1:0))'; %'# num = bin2dec(str);
%# count frequency of how many each number occurs
count = accumarray(num+1,1); %# num+1 since it starts at zero
%# assign probability based on count
prob = count(num+1)./sum(count);
2) any positive integer
%# random vectors with values 0:MAX_NUM
x = randi([0 999], [5 10000]);
%# format vectors as strings (zero-filled to a constant length)
nDigits = ceil(log10( max(x(:)) ));
frmt = repmat(['%0' num2str(nDigits) 'd'], [1 size(x,1)]);
str = cellstr(num2str(x',frmt)); %'
%# find unique strings, and convert them to group indices
[G,GN] = grp2idx(str);
%# count frequency of occurrence
count = accumarray(G,1);
%# assign probability based on count
prob = count(G)./sum(count);
Now we can see for example how many times each "unique vector" occurred:
>> table = sortrows([GN num2cell(count)])
table =
'000064850843749' [1] # original vector is: [0 64 850 843 749]
'000130170550598' [1] # and so on..
'000181606710020' [1]
'000220492735249' [1]
'000275871573376' [1]
'000525617682120' [1]
'000572482660558' [1]
'000601910301952' [1]
...
Note that in my example with random data, the vector space becomes very sparse (as you increase the maximum possible value), thus I wouldn't be surprised if all counts were equal to 1...