How to perform operations along a certain dimension of an array? - matlab

I have a 3D array containing five 3-by-4 slices, defined as follows:
rng(3372061);
M = randi(100,3,4,5);
I'd like to collect some statistics about the array:
The maximum value in every column.
The mean value in every row.
The standard deviation within each slice.
This is quite straightforward using loops,
sz = size(M);
colMax = zeros(1,4,5);
rowMean = zeros(3,1,5);
sliceSTD = zeros(1,1,5);
for indS = 1:sz(3)
sl = M(:,:,indS);
sliceSTD(indS) = std(sl(1:sz(1)*sz(2)));
for indC = 1:sz(1)
rowMean(indC,1,indS) = mean(sl(indC,:));
end
for indR = 1:sz(2)
colMax(1,indR,indS) = max(sl(:,indR));
end
end
But I'm not sure that this is the best way to approach the problem.
A common pattern I noticed in the documentation of max, mean and std is that they allow to specify an additional dim input. For instance, in max:
M = max(A,[],dim) returns the largest elements along dimension dim. For example, if A is a matrix, then max(A,[],2) is a column vector containing the maximum value of each row.
How can I use this syntax to simplify my code?

Many functions in MATLAB allow the specification of a "dimension to operate over" when it matters for the result of the computation (several common examples are: min, max, sum, prod, mean, std, size, median, prctile, bounds) - which is especially important for multidimensional inputs. When the dim input is not specified, MATLAB has a way of choosing the dimension on its own, as explained in the documentation; for example in max:
If A is a vector, then max(A) returns the maximum of A.
If A is a matrix, then max(A) is a row vector containing the maximum value of each column.
If A is a multidimensional array, then max(A) operates along the first array dimension whose size does not equal 1, treating the elements as vectors. The size of this dimension becomes 1 while the sizes of all other dimensions remain the same. If A is an empty array whose first dimension has zero length, then max(A) returns an empty array with the same size as A.
Then, using the ...,dim) syntax we can rewrite the code as follows:
rng(3372061);
M = randi(100,3,4,5);
colMax = max(M,[],1);
rowMean = mean(M,2);
sliceSTD = std(reshape(M,1,[],5),0,2); % we use `reshape` to turn each slice into a vector
This has several advantages:
The code is easier to understand.
The code is potentially more robust, being able to handle inputs beyond those it was initially designed for.
The code is likely faster.
In conclusion: it is always a good idea to read the documentation of functions you're using, and experiment with different syntaxes, so as not to miss similar opportunities to make your code more succinct.

Related

Passing values to a sparse matrix in MATLAB

Might sound too simple to you but I need some help in regrad to do all folowings in one shot instead of defining redundant variables i.e. tmp_x, tmp_y:
X= sparse(numel(find(G==0)),2);
[tmp_x, temp_y] = ind2sub(size(G), find(G == 0));
X(:)=[tmp_x, tmp_y];
(More info: G is a sparse matrix)
I tried:
X(:)=ind2sub(size(G), find(G == 0));
but that threw an error.
How can I achieve this without defining tmp_x, tmp_y?
A couple of comments with your code:
numel(find(G == 0)) is probably one of the worst ways to determine how many entries that are zero in your matrix. I would personally do numel(G) - nnz(G). numel(G) determines how many elements are in G and nnz(G) determines how many non-zero values are in G. Subtracting these both would give you the total number of elements that are zero.
What you are doing is first declaring X to be sparse... then when you're doing the final assignment in the last line to X, it reconverts the matrix to double. As such, the first statement is totally redundant.
If I understand what you are doing, you want to find the row and column locations of what is zero in G and place these into a N x 2 matrix. Currently with what MATLAB has available, this cannot be done without intermediate variables. The functions that you'd typically use (find, ind2sub, etc.) require intermediate variables if you want to capture the row and column locations. Using one output variable will give you the column locations only.
You don't have a choice but to use intermediate variables. However, if you want to make this more efficient, you don't even need to use ind2sub. Just use find directly:
[I,J] = find(~G);
X = [I,J];

vector of variable length vectors in MATLAB

I want to sum up several vectors of different size in an array. Each time one of the vectors drops out of my program, I want to append it to my array. Like this:
array = [array, vector];
In the end I want to let this array be the output of a function. But it gives me wrong results. Is this possible with MATLAB?
Thanks and kind regards,
Damian
Okay, given that we're dealing with column vectors of different size, you can't put them all in a numerical array, since a numerical array has to be rectangular. If you really wanted to put them in the numerical array, then the column length of the array will need to be the length of the longest vector, and you'll have to pad out the shorter vectors with NaNs.
Given this, a better solution would be, as chaohuang hinted at in the comments, to use a cell array, and store one vector in each cell. The problem is that you don't know beforehand how many vectors there will be. The usual approach that I'm aware of for this problem is as follows (but if someone has a better idea, I'm keen to learn!):
UpperBound = SomeLargeNumber;
Array = cell(1, UpperBound);
Counter = 0;
while SomeCondition
Counter = Counter + 1;
if Counter > UpperBound
error('You did not choose a large enough upper bound!');
end
%#Create your vector here
Array{1, Counter} = YourVectorHere;
end
Array = Array(1, 1:Counter);
In other words, choose some upper bound beforehand that you are sure you won't go above in the loop, and then cut your cell array down to size once the loop is finished. Also, I've put in an error trap in case you're choice of upper bound turns out to be too small!
Oh, by the way, I just noted in your question the words "sum up several vectors". Was this a figure of speech or did you actually want to perform a sum operation somewhere?

MATLAB/General CS: Sampling Without Replacement From Multiple Sets (+Keeping Track of Unsampled Cases)

I currently implementing an optimization algorithm that requires me to sample without replacement from several sets. Although I am coding in MATLAB, this is essentially a CS question.
The situation is as follows:
I have a finite number of sets (A, B, C) each with a finite but possibly different number of elements (a1,a2...a8, b1,b2...b10, c1, c2...c25). I also have a vector of probabilities for each set which lists a probability for each element in that set (i.e. for set A, P_A = [p_a1 p_a2... p_a8] where sum(P_A) = 1). I normally use these to create a probability generating function for each set, which given a uniform number between 0 to 1, can spit out one of the elements from that set (i.e. a function P_A(u), which given u = 0.25, will select a2).
I am looking to sample without replacement from the sets A, B, and C. Each "full sample" is a sequence of elements from each of the different sets i.e. (a1, b3, c2). Note that the space of full samples is the set of all permutations of the elements in A, B, and C. In the example above, this space is (a1,a2...a8) x (b1,b2...b10) x (c1, c2...c25) and there are 8*10*25 = 2000 unique "full samples" in my space.
The annoying part of sampling without replacement with this setup is that if my first sample is (a1, b3, c2) then that does not mean I cannot sample the element a1 again - it just means that I cannot sample the full sequence (a1, b3, c2) again. Another annoying part is that the algorithm I am working with requires me do a function evaluation for all permutations of elements that I have not sampled.
The best method at my disposal right now is to keep track the sampled cases. This is a little inefficient since my sampler is forced to reject any case that has been sampled before (since I'm sampling without replacement). I then do the function evaluations for the unsampled cases, by going through each permutation (ax, by, cz) using nested for loops and only doing the function evaluation if that combination of (ax, by, cz) is not included in the sampled cases. Again, this is a little inefficient since I have to "check" whether each permutation (ax, by, cz) has already been sampled.
I would appreciate any advice in regards to this problem. In particular, I am looking a method to sample without replacement and keep track of unsampled cases that does not explicity list out the full sample space (I usually work with 10 sets with 10 elements each so listing out the full sample space would require a 10^10 x 10 matrix). I realize that this may be impossible, though finding efficient way to do it will allow me to demonstrate the true limits of the algorithm.
Do you really need to keep track of all of the unsampled cases? Even if you had a 1-by-1010 vector that stored a logical value of true or false indicating if that permutation had been sampled or not, that would still require about 10 GB of storage, and MATLAB is likely to either throw an "Out of Memory" error or bring your entire machine to a screeching halt if you try to create a variable of that size.
An alternative to consider is storing a sparse vector of indicators for the permutations you've already sampled. Let's consider your smaller example:
A = 1:8;
B = 1:10;
C = 1:25;
nA = numel(A);
nB = numel(B);
nC = numel(C);
beenSampled = sparse(1,nA*nB*nC);
The 1-by-2000 sparse matrix beenSampled is empty to start (i.e. it contains all zeroes) and we will add a one at a given index for each sampled permutation. We can get a new sample permutation using the function RANDI to give us indices into A, B, and C for the new set of values:
indexA = randi(nA);
indexB = randi(nB);
indexC = randi(nC);
We can then convert these three indices into a single unique linear index into beenSampled using the function SUB2IND:
index = sub2ind([nA nB nC],indexA,indexB,indexC);
Now we can test the indexed element in beenSampled to see if it has a value of 1 (i.e. we sampled it already) or 0 (i.e. it is a new sample). If it has been sampled already, we repeat the process of finding a new set of indices above. Once we have a permutation we haven't sampled yet, we can process it:
while beenSampled(index)
indexA = randi(nA);
indexB = randi(nB);
indexC = randi(nC);
index = sub2ind([nA nB nC],indexA,indexB,indexC);
end
beenSampled(index) = 1;
newSample = [A(indexA) B(indexB) C(indexC)];
%# ...do your subsequent processing...
The use of a sparse array will save you a lot of space if you're only going to end up sampling a small portion of all of the possible permutations. For smaller total numbers of permutations, like in the above example, I would probably just use a logical vector instead of a sparse vector.
Check the matlab documentation for the randi function; you'll just want to use that in conjunction with the length function to choose random entries from each vector. Keeping track of each sampled vector should be as simple as just concatenating it to a matrix;
current_values = [5 89 45]; % lets say this is your current sample set
used_values = [used_values; current_values];
% wash, rinse, repeat

What's an appropriate data structure for a matrix with random variable entries?

I'm currently working in an area that is related to simulation and trying to design a data structure that can include random variables within matrices. To motivate this let me say I have the following matrix:
[a b; c d]
I want to find a data structure that will allow for a, b, c, d to either be real numbers or random variables. As an example, let's say that a = 1, b = -1, c = 2 but let d be a normally distributed random variable with mean 0 and standard deviation 1.
The data structure that I have in mind will give no value to d. However, I also want to be able to design a function that can take in the structure, simulate a uniform(0,1), obtain a value for d using an inverse CDF and then spit out an actual matrix.
I have several ideas to do this (all related to the MATLAB icdf function) but would like to know how more experienced programmers would do this. In this application, it's important that the structure is as "lean" as possible since I will be working with very very large matrices and memory will be an issue.
EDIT #1:
Thank you all for the feedback. I have decided to use a cell structure and store random variables as function handles. To save some processing time for large scale applications, I have decided to reference the location of the random variables to save time during the "evaluation" part.
One solution is to create your matrix initially as a cell array containing both numeric values and function handles to functions designed to generate a value for that entry. For your example, you could do the following:
generatorMatrix = {1 -1; 2 #randn};
Then you could create a function that takes a matrix of the above form, evaluates the cells containing function handles, then combines the results with the numeric cell entries to create a numeric matrix to use for further calculations:
function numMatrix = create_matrix(generatorMatrix)
index = cellfun(#(c) isa(c,'function_handle'),... %# Find function handles
generatorMatrix);
generatorMatrix(index) = cellfun(#feval,... %# Evaluate functions
generatorMatrix(index),...
'UniformOutput',false);
numMatrix = cell2mat(generatorMatrix); %# Change from cell to numeric matrix
end
Some additional things you can do would be to use anonymous functions to do more complicated things with built-in functions or create cell entries of varying size. This is illustrated by the following sample matrix, which can be used to create a matrix with the first row containing a 5 followed by 9 ones and the other 9 rows containing a 1 followed by 9 numbers drawn from a uniform distribution between 5 and 10:
generatorMatrix = {5 ones(1,9); ones(9,1) #() 5*rand(9)+5};
And each time this matrix is passed to create_matrix it will create a new 10-by-10 matrix where the 9-by-9 submatrix will contain a different set of random values.
An alternative solution...
If your matrix can be easily broken into blocks of submatrices (as in the second example above) then using a cell array to store numeric values and function handles may be your best option.
However, if the random values are single elements scattered sparsely throughout the entire matrix, then a variation similar to what user57368 suggested may work better. You could store your matrix data in three parts: a numeric matrix with placeholders (such as NaN) where the randomly-generated values will go, an index vector containing linear indices of the positions of the randomly-generated values, and a cell array of the same length as the index vector containing function handles for the functions to be used to generate the random values. To make things easier, you can even store these three pieces of data in a structure.
As an example, the following defines a 3-by-3 matrix with 3 random values stored in indices 2, 4, and 9 and drawn respectively from a normal distribution, a uniform distribution from 5 to 10, and an exponential distribution:
matData = struct('numMatrix',[1 nan 3; nan 2 4; 0 5 nan],...
'randIndex',[2 4 9],...
'randFcns',{{#randn , #() 5*rand+5 , #() -log(rand)/2}});
And you can define a new create_matrix function to easily create a matrix from this data:
function numMatrix = create_matrix(matData)
numMatrix = matData.numMatrix;
numMatrix(matData.randIndex) = cellfun(#feval,matData.randFcns);
end
If you were using NumPy, then masked arrays would be the obvious place to start, but I don't know of any equivalent in MATLAB. Cell arrays might not be compact enough, and if you did use a cell array, then you would have to come up with an efficient way to find the non-real entries and replace them with a sample from the right distribution.
Try using a regular or sparse matrix to hold the real values, and leave it at zero wherever you want a random variable. Then alongside that store a sparse matrix of the same shape whose non-zero entries correspond to the random variables in your matrix. If you want, the value of the entry in the second matrix can be used to indicate which distribution (ie. 1 for uniform, 2 for normal, etc.).
Whenever you want to get a purely real matrix to work with, you iterate over the non-zero values in the second matrix to convert them to samples, and then add that matrix to your first.

MATLAB: What's [Y,I]=max(AS,[],2);?

I just started matlab and need to finish this program really fast, so I don't have time to go through all the tutorials.
can someone familiar with it please explain what the following statement is doing.
[Y,I]=max(AS,[],2);
The [] between AS and 2 is what's mostly confusing me. And is the max value getting assigned to both Y and I ?
According to the reference manual,
C = max(A,[],dim) returns the largest elements along the dimension of A specified by scalar dim. For example, max(A,[],1) produces the maximum values along the first dimension (the rows) of A.
[C,I] = max(...) finds the indices of the maximum values of A, and returns them in output vector I. If there are several identical maximum values, the index of the first one found is returned.
I think [] is there just to distinguish itself from max(A,B).
C = max(A,[],dim) returns the largest elements along the dimension of A specified by scalar dim. For example, max(A,[],1) produces the maximum values along the first dimension (the rows) of A.
Also, the [C, I] = max(...) form gives you the maximum values in C, and their indices (i.e. locations) in I.
Why don't you try an example, like this? Type it into MATLAB and see what you get. It should make things much easier to see.
m = [[1;6;2] [5;8;0] [9;3;5]]
max(m,[],2)
AS is matrix.
This will return the largest elements of AS in its 2nd dimension (i.e. its columns)
This function is taking AS and producing the maximum value along the second dimension of AS. It returns the max value 'Y' and the index of it 'I'.
note the apparent wrinkle in the matlab convention; there are a number of builtin functions which have signature like:
xs = sum(x,dim)
which works 'along' the dimension dim. max and min are the oddbal exceptions:
xm = max(x,dim); %this is probably a silent semantical error!
xm = max(x,[],dim); %this is probably what you want
I sometimes wish matlab had a binary max and a collapsing max, instead of shoving them into the same function...