Simplifying function by removing a loop - matlab

What would be the best way to simplify a function by getting rid of a loop?
function Q = gs(f, a, b)
X(4) = sqrt((3+2*sqrt(6/5))/7);
X(3) = sqrt((3-2*sqrt(6/5))/7);
X(2) = -sqrt((3-2*sqrt(6/5))/7);
X(1) = -sqrt((3+2*sqrt(6/5))/7);
W(4) = (18-sqrt(30))/36;
W(3) = (18+sqrt(30))/36;
W(2) = (18+sqrt(30))/36;
W(1) = (18-sqrt(30))/36;
Q = 0;
for i = 1:4
W(i) = (W(i)*(b-a))/2;
X(i) = ((b-a)*X(i)+(b+a))/2;
Q = Q + W(i) * f(X(i));
end
end
Is there any way to use any vector-like solution instead of a for loop?

sum is your best friend here. Also, declaring some constants and creating vectors is useful:
function Q = gs(f, a, b)
c = sqrt((3+2*sqrt(6/5))/7);
d = sqrt((3-2*sqrt(6/5))/7);
e = (18-sqrt(30))/36;
g = (18+sqrt(30))/36;
X = [-c -d d c];
W = [e g g e];
W = ((b - a) / 2) * W;
X = ((b - a)*X + (b + a)) / 2;
Q = sum(W .* f(X));
end
Note that MATLAB loves to handle element-wise operations, so the key is to replace the for loop at the end with scaling all of the elements in W and X with those scaling factors seen in your loop. In addition, using the element-wise multiplication (.*) is key. This of course assumes that f can handle things in an element-wise fashion. If it doesn't, then there's no way to avoid the for loop.
I would highly recommend you consult the MATLAB tutorial on element-wise operations before you venture onwards on your MATLAB journey: https://www.mathworks.com/help/matlab/matlab_prog/array-vs-matrix-operations.html

Related

Karhunen Loeve Procedure

I'm trying to apply the Karhunen Loeve procedure to a translation-invariant data set. I understand the KL procedure, and how to create a mask to smooth out missing data. However, I'm having a hard time creating a program to model my Translation invariant data set.
The data set that I need to plot in matlab is:
Translation-Invariant Data Set
And here's the matlab code that I tried to use to model it:
function [fmu] = kLProcedure(N, P, M)
for k = 1:N;
for m = 1:M;
for n = 1:P;
x(m) = ((m-1)*2.*(pi))/M;
t(n) = ((n - 1)*2.*(pi))/P;
k = 1:3;
fmu(x(m),t(n)) = (1/N).*symsum((1/k).*sin(k(x(m)-t(n))),k);
end
end
end
With N=3, P=64, M=64;
I'm trying to use a nested for-loop to calculate each iteration of m, n, and t. and keep getting the error:
Error using /
Matrix dimensions must agree.
Error in kLProcedure (line 28)
fmu(x(m),t(n)) = (1/N).*symsum((1/k).*sin(k(x(m)-t(n))),k);
And advice would be greatly appreciated. Thank you.
Honestly, I don't have an in-depth knowledge of the algorithms you are using, but looking at the formulation of the one you are trying to reproduce, I think the following code is what you are looking for:
fmu = kLProcedure(3,64,64);
plot(fmu);
function [fmu] = kLProcedure(N,M,P)
k = 1:N;
ki = 1 ./ k;
Ni = 1 / N;
m = 1:M;
x = ((m - 1) .* 2 .* pi()) ./ M;
n = 1:P;
t = ((n - 1) .* 2 .* pi()) ./ P;
fmu = zeros(M,P);
for i = m
for j = n
fmu(i,j) = Ni .* sum(ki .* sin(ki .* (x(i) - t(j))));
end
end
end
Output:
Translational-Invariant Data
function [fmu] = kLProcedure(N,M,P)
m = 1:M;
x = ((m - 1) .* 2 .* pi()) ./ M;
n = 1:P;
t = ((n - 1) .* 2 .* pi()) ./ P;
fmu = zeros(M,P);
for i = m
for j = n
fmu(i,j) = 0;
for k = 1:3
fmu(i,j) = fmu(i,j) + (1/3).*sum((1/k).*(sin((k) .* (x(i) - t(j)))));
end
end
end

Translate an equation into a code

Can you help me please translate this equation into a code?
I tried this code but its only the first part
theSum = sum(M(:, y) .* S(:, y) ./ (1 + K(:, y)))
EDIT: sorry, I was having a brainfart. The answer below makes no assumptions on the nature of M, K, etc, which is why I recommended functions like that. But they're clearly matrices. I'll make another answer, I'll leave this here for reference though in case it's useful
I would start by making the M, K, X, L, and O expressions into simple functions, so that you can easily call them as M(z,y), X(z,y) (or X(z,j) depending on the input you need ) etc.
Then you will convert each summation into a for loop and collect the result (you can think about vectorisation later, right now focus on translating the problem). The double summation is essentially a nested for loop, where the result of the inner loop is used in the outer one at each outer iteration.
So your end result should look something like:
Summation1 = 0;
for z = 1 : Z
tmp = M(z,y) / K(z,y) * (X(z,y) / (1 + L(z,y));
Summation1 = Summation1 + tmp;
end
Summation2 = 0;
for j = 1 : Y
if j ~= y
for z = 1 : Z
tmp = (M(z,j) * X(z,j) * O(j)) / (K(z,j)^2 * (1 + L(z,j)) * X(z,y);
Summation2 = Summation2 + tmp;
end
end
end
Result = Summation1 - Summation2;
(Btw, this assumes that all operations are on scalars. If M(z,y) outputs a vector, adjust for elementwise operations appropriately)
IF M, K, etc are all matrices, and all operations are expected to be element-wise, then this is a vectorised approach for this equation.
Left summation is
S1 = M(1:Z,y) ./ K(1:Z,y) .* X(1:Z,y) ./ (1 + L(1:Z,y));
S1 = sum(S1);
Right summation is (assuming (O is a horizontal vector)
S2 = M(1:Z, 1:Y) .* X(1:X, 1:Y) .* repmat(O(1:Y), [Z,1]) ./ ...
(K(1:Z, 1:Y) .^ 2 .* (1 + L(1:Z, 1:Y))) .* X(1:Z, 1:Y);
S2(:,y) = []; % remove the 'y' column from the matrix
S2 = sum(S2(:)); % add all elements
End result: S1 - S2
this is lambda version vectorized:
equation = #(y,M,K,X,L,O) ...
sum(M(:,y)./K(:,y).*X(:,y)./(1+L(:,y))) ...
-sum(sum( ...
bsxfun( ...
#times ...
,M(:,[1:y-1,y+1:end]) ...
.* X(:,[1:y-1,y+1:end]) ...
.* O(:,[1:y-1,y+1:end]) ...
./ (K(:,[1:y-1,y+1:end]) .^ 2 ...
.*(1+ L(:,[1:y-1,y+1:end]))) ...
,X(:,y) ...
) ...
));
%%% example:
y = 3;
Y = 5;
Z = 10;
M = rand(Y, Z);K = rand(Y, Z);X = rand(Y, Z);L = rand(Y, Z);O = rand(Y, Z);
equation(y,M,K,X,L,O)

matlab vectorization and avoid for loop

There are two matrix X and M and I need to obtain the following matrix D
m = 20; n = 10;
X = rand(m,n);
M = rand(m,m);
M = (M + M')/2;
D = zeros(n,n);
for i = 1:n
for j = 1:n
D(i,j) = X(:,i)'*M*X(:,j);
end
end
When n and m are large, the computation of D is very slow. Is there any way to speed up?
The answer would be:
D = 0.5*X.'*(M+M')*X
(This is a slight modification of the solution provided by Divakar, so that the correct matrix D is returned)

Optimization with Lagrange multipliers

I have an optimization problem which I have to solve using Lagrange multipliers.
I have the following code:
clear all
clc
p = #(r,sig) (r./sig.^2) .* exp(-r.^2/2*(sig.^2));
sig = 1;
Pa = 1;
Pc = 20;
a = 0.5;
b = 1;
phi = #(h_AB,h_AC,h_CB) abs(h_AB).^2 +((b .* a.^2*abs(h_AC).^2 .* abs(h_CB).^2)
.* Pc ./ (1 + b * a .^2 .* abs(h_CB) .^2 * Pc));
f1 = #(h_AB,h_AC,h_CB) .5*log((1+phi(h_AB,h_AC,h_CB)*Pa)/(1+abs(h_AC).^2*Pa));
f2 = #(h_AB,h_AC,h_CB) f1(h_AB,h_AC,h_CB) .* p(h_AB,sig) .* p(h_AC,sig).* (h_CB,sig);
q = integral3(f2,-inf,inf,-inf,inf,-inf,inf);
The constant b that I have defined should be a variable (q be a function of b), so that I would find e = jacobian(q,[b]); in the next step.
The problem is that I can't define b as symbolic while other functions are not symbolic and when I define all the functions in symbolic form, I get out of memory solving e = jacobian(q,[b]);

How to Vectorize Dependent For-Loops

I'm working on a function that takes a 1xn vector x as input and returns a nxn matrix L.
I'd like to speed things up by vectorizing the loops, but there's a catch that puzzles me: loop index b depends on loop index a. Any help would be appreciated.
x = x(:);
n = length(x);
L = zeros(n, n);
for a = 1 : n,
for b = 1 : a-1,
c = b+1 : a-1;
if all(x(c)' < x(b) + (x(a) - x(b)) * ((b - c)/(b-a))),
L(a,b) = 1;
end
end
end
From a quick test, it looks like you are doing something with the lower triangle only. You might be able to vectorize using ugly tricks like ind2sub and arrayfun similar to this
tril_lin_idx = find(tril(ones(n), -1));
[A, B] = ind2sub([n,n], tril_lin_idx);
C = arrayfun(#(a,b) b+1 : a-1, A, B, 'uniformoutput', false); %cell array
f = #(a,b,c) all(x(c{:})' < x(b) + (x(a) - x(b)) * ((b - c{:})/(b-a)));
L = zeros(n, n);
L(tril_lin_idx) = arrayfun(f, A, B, C);
I cannot test it, since I do not have x and I don't know the expected result. I normally like vectorized solutions, but this is maybe pushing it a bit too much :). I would stick to your explicit for-loop, which might be much clearer and which Matlab's JIT should be able to speed up easily. You could replace the if with L(a,b) = all(...).
Edit1
Updated version, to prevent wasting ~ n^3 space on C:
tril_lin_idx = find(tril(ones(n), -1));
[A, B] = ind2sub([n,n], tril_lin_idx);
c = #(a,b) b+1 : a-1;
f = #(a,b) all(x(c(a, b))' < x(b) + (x(a) - x(b)) * ((b - c(a, b))/(b-a)));
L = zeros(n, n);
L(tril_lin_idx) = arrayfun(f, A, B);
Edit2
Slight variant, which does not use ind2sub and which should be more easy to modify in case b would depend in a more complex way on a. I inlined c for speed, it seems that especially calling the function handles is expensive.
[A,B] = ndgrid(1:n);
v = B<A; % which elements to evaluate
f = #(a,b) all(x(b+1:a-1)' < x(b) + (x(a) - x(b)) * ((b - (b+1:a-1))/(b-a)));
L = false(n);
L(v) = arrayfun(f, A(v), B(v));
If I understand your problem correctly, L(a, b) == 1 if for any c with a < c < b, (c, x(c)) is “below” the line connecting (a, x(a)) and (b, x(b)), right?
It is not a vectorization, but I found the other approach. Rather than comparing all c with a < c < b for each new b, I saved the maximum slope from a to c in (a, b), and used it for (a, b + 1). (I tried with only one direction, but I think that using both directions is also possible.)
x = x(:);
n = length(x);
L = zeros(n);
for a = 1:(n - 1)
L(a, a + 1) = 1;
maxSlope = x(a + 1) - x(a);
for b = (a + 2):n
currSlope = (x(b) - x(a)) / (b - a);
if currSlope > maxSlope
maxSlope = currSlope;
L(a, b) = 1;
end
end
end
I don't know your data, but with some random data, the result is the same with original code (with transpose).
An esoteric answer: You could do the calculations for every a,b,c from 1:n, exclude the don't cares, and then do the all along the c dimension.
[a, b, c] = ndgrid(1:n, 1:n, 1:n);
La = x(c)' < x(b) + (x(a) - x(b)) .* ((b - c)./(b-a));
La(b >= a | c <= b | c >= a) = true;
L = all(La, 3);
Though the jit would probably do just fine with the for loops since they do very little.
Edit: still uses all of the memory, but with less maths
[A, B, C] = ndgrid(1:n, 1:n, 1:n);
valid = B < A & C > B & C < A;
a = A(valid); b = B(valid); c = C(valid);
La = true(size(A));
La(valid) = x(c)' < x(b) + (x(a) - x(b)) .* ((b - c)./(b-a));
L = all(La, 3);
Edit2: alternate last line to add the clause that c of no elements is true
L = all(La,3) | ~any(valid,3);