MatLab: Large time inputting matix elements? Vectorization the solution? - matlab

I have some MatLab function which calculates a Wavelet Bispectrum. In this a matrix is initialised and values (complex) are put in it after they are calculated in nested for loops. However when I time the the entire function I see a third of the time (~1000s) is spent adding these values to the matrix.
The Matrix size is (1025 x 1025) and so about 1million values are input. If I generate random numbers and put them in a matrix in a similar way it takes less than I second. So why is it taking up so much time in my code?
Anyone able to help me out?
I've included a sample of the code. It is putting the million or so values into the Bisp Matrix that takes over 1000s. WT is a matrix containing complex values and freq is a vector containing all the values that match the 1st dimension of the WT matrix.
`
nfreq = 1025;
Bisp = nan(nfreq, nfreq);
Norm = nan(nfreq, nfreq);
for j = 1 : nfreq
for k = 1 : nfreq
f3 = freq(j) + freq(k);
if f3 <= freq(end)
idx3 = find(freq <= f3);
idx3 = idx3(end);
x = (WT(j, :) .* WT(k, :)) .* conj(WT(indx3, :));
bb = nansum(x);
norm1 = nansum(abs(WT(j, :) .* WT(k, :)).^2);
norm2 = nansum(abs(WT(idx3, :).^2));
a = sqrt(norm1 * norm2);
Norm(j, k) = a;
Bisp(j, k) = bb; **This takes about 1000seconds**
end
end
end
`

Related

Which Bins are occupied in a 3D histogram in MatLab

I got 3D data, from which I need to calculate properties.
To reduce computung I wanted to discretize the space and calculate the properties from the Bin instead of the individual data points and then reasign the propertie caclulated from the bin back to the datapoint.
I further only want to calculate the Bins which have points within them.
Since there is no 3D-binning function in MatLab, what i do is using histcounts over each dimension and then searching for the unique Bins that have been asigned to the data points.
a5pre=compositions(:,1);
a7pre=compositions(:,2);
a8pre=compositions(:,3);
%% BINNING
a5pre_edges=[0,linspace(0.005,0.995,19),1];
a5pre_val=(a5pre_edges(1:end-1) + a5pre_edges(2:end))/2;
a5pre_val(1)=0;
a5pre_val(end)=1;
a7pre_edges=[0,linspace(0.005,0.995,49),1];
a7pre_val=(a7pre_edges(1:end-1) + a7pre_edges(2:end))/2;
a7pre_val(1)=0;
a7pre_val(end)=1;
a8pre_edges=a7pre_edges;
a8pre_val=a7pre_val;
[~,~,bin1]=histcounts(a5pre,a5pre_edges);
[~,~,bin2]=histcounts(a7pre,a7pre_edges);
[~,~,bin3]=histcounts(a8pre,a8pre_edges);
bins=[bin1,bin2,bin3];
[A,~,C]=unique(bins,'rows','stable');
a5pre=a5pre_val(A(:,1));
a7pre=a7pre_val(A(:,2));
a8pre=a8pre_val(A(:,3));
It seems like that the unique function is pretty time consuming, so I was wondering if there is a faster way to do it, knowing that the line only can contain integer or so... or a totaly different.
Best regards
function [comps,C]=compo_binner(x,y,z,e1,e2,e3,v1,v2,v3)
C=NaN(length(x),1);
comps=NaN(length(x),3);
id=1;
for i=1:numel(x)
B_temp(1,1)=v1(sum(x(i)>e1));
B_temp(1,2)=v2(sum(y(i)>e2));
B_temp(1,3)=v3(sum(z(i)>e3));
C_id=sum(ismember(comps,B_temp),2)==3;
if sum(C_id)>0
C(i)=find(C_id);
else
comps(id,:)=B_temp;
id=id+1;
C_id=sum(ismember(comps,B_temp),2)==3;
C(i)=find(C_id>0);
end
end
comps(any(isnan(comps), 2), :) = [];
end
But its way slower than the histcount, unique version. Cant avoid find-function, and thats a function you sure want to avoid in a loop when its about speed...
If I understand correctly you want to compute a 3D histogram. If there's no built-in tool to compute one, it is simple to write one:
function [H, lindices] = histogram3d(data, n)
% histogram3d 3D histogram
% H = histogram3d(data, n) computes a 3D histogram from (x,y,z) values
% in the Nx3 array `data`. `n` is the number of bins between 0 and 1.
% It is assumed all values in `data` are between 0 and 1.
assert(size(data,2) == 3, 'data must be Nx3');
H = zeros(n, n, n);
indices = floor(data * n) + 1;
indices(indices > n) = n;
lindices = sub2ind(size(H), indices(:,1), indices(:,2), indices(:,3));
for ii = 1:size(data,1)
H(lindices(ii)) = H(lindices(ii)) + 1;
end
end
Now, given your compositions array, and binning each dimension into 20 bins, we get:
[H, indices] = histogram3d(compositions, 20);
idx = find(H);
[x,y,z] = ind2sub(size(H), idx);
reduced_compositions = ([x,y,z] - 0.5) / 20;
The bin centers for H are at ((1:20)-0.5)/20.
On my machine this runs in a fraction of a second for 5 million inputs points.
Now, for each composition(ii,:), you have a number indices(ii), which matches with another number idx[jj], corresponding to reduced_compositions(jj,:). One easy way to make the assignment of results is as follows:
H(H > 0) = 1:numel(idx);
indices = H(indices);
Now for each composition(ii,:), your closest match in the reduced set is reduced_compositions(indices(ii),:).

vectorize two nested for-loops in MATLAB

I have two nested for-loops that are used to format data that I load it. The loops have the following construction:
data = magic(20000);
data = data(:,1:3);
for i=0:10
for j=0:10
data_tmp = data((1:100)+100*j+100*10*i,:);
vx(:, i+1,j+1) = data_tmp(:,1);
vy(:, i+1,j+1) = data_tmp(:,2);
vz(:, i+1,j+1) = data_tmp(:,3);
end
end
Arrays vx, vy and vz I do pre-allocate to their desired size. However, is there a way to vectorize the for-loops to increase the efficiency? I'm not convinced it is the case due to the first line in the second loop, data((1:100)+100*j+100*10*i,:), is there a better way to do this?
It turns out that you have repeated index in loop
at i=k, j=10 and i=k+1, j=0 for k<10
for example, you read 1:100 + 100*10 + 100*10*0 and then read 1:100 + 100*0 + 100*10*1 which are identical.
Reshape w/ Repeated index
If this was what you intended to do, then vectorization needs one more step (index generation).
Following is my suggestion (N=100, M=10 where N is the length of data_tmp and M is the maximum loop variable)
index = bsxfun(#plus,bsxfun(#plus,(1:N)',reshape(N*(0:M),1,1,M+1)),M*N*(0:M)); %index generation
vx = data(index);
vy = data(index + size(data,1));
vz = data(index + size(data,1)*2);
This is not that desirable, but it will work.
When I tested on my laptop, it is twice faster than your original code with pre-allocation. As I increase the size of data, the gap gets smaller and smaller.
Reshape w/o Repeated index
If not i.e., you want to reshape each column in the direction of 3rd dimension first, 2nd dimension last), then following would work.
Firstly, this is how I interpreted your code
data = magic(20000);
data = data(:,1:3);
N = 100; M = 10;
for i=0:(M-1)
for j=0:(M-1)
data_tmp = data((1:N)+M*j+N*M*i,:);
vx(:, i+1,j+1) = data_tmp(:,1);
vy(:, i+1,j+1) = data_tmp(:,2);
vz(:, i+1,j+1) = data_tmp(:,3);
end
end
Note that loop ended at (M-1).
Following is my suggestion.
vx = permute(reshape(dat(1:N*M*M,1), N, M, M),[1,3,2]);
vy = permute(reshape(dat(1:N*M*M,2), N, M, M),[1,3,2]);
vz = permute(reshape(dat(1:N*M*M,3), N, M, M),[1,3,2]);
In my laptop, it is 4 times faster than original code. As I increase the size, the gap approaches to 2.
Just in case you want to stick with the loop, here is a much faster way to do this:
data = randi(100,20000,3);
[vx,vy,vz] = deal(zeros(100,11,11));
[J,I] = ndgrid(1:11,1:11);
c = 1;
for k = 0:100:11000
vx(:,I(c),J(c)) = data((1:100)+k,1);
vy(:,I(c),J(c)) = data((1:100)+k,2);
vz(:,I(c),J(c)) = data((1:100)+k,3);
c = c+1;
end
My guess is that reshape from #Dohyun answer is what you looking for (and it's x10 faster than this, and x10000 faster than your code), but for next time you use loops, this may be useful.
And here is another option to do this without reshape, in a similar time to the reshape version:
[vx,vy,vz] = deal(zeros(100,10,11));
vx(:) = data(1:11000,1);
vy(:) = data(1:11000,2);
vz(:) = data(1:11000,3);
vx = permute(vx,[1 3 2]);
vy = permute(vy,[1 3 2]);
vz = permute(vz,[1 3 2]);
The idea is that you define the shape of [vx,vy,vz] while allocating them.

how to vectorize array reformatting?

I have a .csv file with data on each line in the format (x,y,z,t,f), where f is the value of some function at location (x,y,z) at time t. So each new line in the .csv gives a new set of coordinates (x,y,z,t), with accompanying value f. The .csv is not sorted.
I want to use imagesc to create a video of this data in the xy-plane, as time progresses. The way I've done this is by reformatting M into something more easily usable by imagesc. I'm doing three nested loops, roughly like this
M = csvread('file.csv');
uniqueX = unique(M(:,1));
uniqueY = unique(M(:,2));
uniqueT = unique(M(:,4));
M_reformatted = zeros(length(uniqueX), length(uniqueY), length(uniqueT));
for i = 1:length(uniqueX)
for j = 1:length(uniqueY)
for k = 1:length(uniqueT)
M_reformatted(i,j,k) = M( ...
M(:,1)==uniqueX(i) & ...
M(:,2)==uniqueY(j) & ...
M(:,4)==uniqueT(k), ...
5 ...
);
end
end
end
once I have M_reformatted, I can loop through timesteps k and use imagesc on M_reformatted(:,:,k). But doing the above nested loops is very slow. Is it possible to vectorize the above? If so, an outline of the approach would be very helpful.
edit: as noted in answers/comments below, I made a mistake in that there are several possible z-values, which I haven't taken into account. If only a single z-value, the above would be ok.
This vectorized solution allows for negative values of x and y and is many times faster than the non-vectorized solution (close to 20x times for the test case at the bottom).
The idea is to sort the x, y, and t values in lexicographical order using sortrows and then using reshape to build the time slices of M_reformatted.
The code:
idx = find(M(:,3)==0); %// find rows where z==0
M2 = M(idx,:); %// M2 has only the rows where z==0
M2(:,3) = []; %// delete z coordinate in M2
M2(:,[1 2 3]) = M2(:,[3 1 2]); %// change from (x,y,t,f) to (t,x,y,f)
M2 = sortrows(M2); %// sort rows by t, then x, then y
numT = numel(unique(M2(:,1))); %// number of unique t values
numX = numel(unique(M2(:,2))); %// number of unique x values
numY = numel(unique(M2(:,3))); %// number of unique y values
%// fill the time slice matrix with data
M_reformatted = reshape(M2(:,4), numY, numX, numT);
Note: I am assuming y refers to the columns of the image and x refers to the rows. If you want these flipped, use M_reformatted = permute(M_reformatted,[2 1 3]) at the end of the code.
The test case I used for M (to compare the result to other solutions) has a NxNxN space with T times slices:
N = 10;
T = 10;
[x,y,z] = meshgrid(-N:N,-N:N,-N:N);
numPoints = numel(x);
x=x(:); y=y(:); z=z(:);
s = repmat([x,y,z],T,1);
t = repmat(1:T,numPoints,1);
M = [s, t(:), rand(numPoints*T,1)];
M = M( randperm(size(M,1)), : );
I don't think you need to vectorize. I think you change your algorithm.
You only need one loop to step through the lines of the CSV file. For every line, you have (x,y,z,t,f) so just store it in M_reformatted where it belongs. Something like this:
M_reformatted = zeros(max(M(:,1)), max(M(:,2)), max(M(:,4)));
for line = 1:size(M,2)
z = M(line, 3);
if z ~= 0, continue; end;
x = M(line, 1);
y = M(line, 2);
t = M(line, 4);
f = M(line, 5);
M_reformatted(x, y, t) = f;
end
Also note that pre-allocating M_reformatted is a very good idea, but your code may have been getting the size wrong (depending on the data). I think using max like I did will always do the right thing.

Matlab Vectorize

I have a probability matrix(glcm) of size 256x256x20. I have reshaped the matrix to
65536x20, so that I can eliminate one loop (along the 3rd dimension).
I want to do the following calculation.
for y = 1:256
for x = 1:256
if (ismember((x + y),(2:2*256)))
p_xplusy((x+y),:) = p_xplusy((x+y),:) + glcm(((y-1)*256+x),:);
end
end
end
So the p_xplusy will be a 511x20 matrix which each element is the sum of the diagonal of nxn sub matrix (where n belongs to 1:256) of the original 256x256x20 matrix.
This code block is making my program inefficient and I want to vectorize this loop. Any help would be appreciated.
Since your if statement is just checking whether x+y is less than or equal to 256, just force it to always be, and remove excess loops:
for y = 1:256
for x = 1:256-y
p_xplusy((x+y),:) = p_xplusy((x+y),:) + glcm(((y-1)*256+x),:);
end
end
This should provide a noticeable speed-up to your code.
You can reduce the complexity from O(n^2) to O(2*n) and thus improve runtime efficiency -
N = 256;
for k1 = 1:N
idx_glcm = k1:N-1:N*(k1-1)+1;
p_xplusy(k1+1,:) = p_xplusy(k1+1,:) + sum(glcm(idx_glcm,:),1);
end
for k1 = 2:N
idx_glcm = k1*N:N-1:N*(N-1)+k1;
p_xplusy(N+k1,:) = p_xplusy(N+k1,:) + sum(glcm(idx_glcm,:),1);
end
Some quick runtime tests seem to confirm our efficiency theory too.

Matlab - How to improve efficiency of two port matrix calculations?

I'm looking for a way to speed up some simple two port matrix calculations. See the below code example for what I'm doing currently. In essence, I create a [Nx1] frequency vector first. I then loop through the frequency vector and create the [2x2] matrices H1 and H2 (all functions of f). A bit of simple matrix math including a matrix left division '\' later, and I got my result pb as a [Nx1] vector. The problem is the loop - it takes a long time to calculate and I'm looking for way to improve efficiency of the calculations. I tried assembling the problem using [2x2xN] transfer matrices, but the mtimes operation cannot handle 3-D multiplications.
Can anybody please give me an idea how I can approach such a calculation without the need for looping through f?
Many thanks: svenr
% calculate frequency and wave number vector
f = linspace(20,200,400);
w = 2.*pi.*f;
% calculation for each frequency w
for i=1:length(w)
H1(i,1) = {[1, rho*c*k(i)^2 / (crad*pi); 0,1]};
H2(i,1) = {[1, 1i.*w(i).*mp; 0, 1]};
HZin(i,1) = {H1{i,1}*H2{i,1}};
temp_mat = HZin{i,1}*[1; 0];
Zin(i,1) = temp_mat(1,1)/temp_mat(2,1);
temp_mat= H1{i,1}\[1; 1/Zin(i,1)];
pb(i,1) = temp_mat(1,1); Ub(i,:) = temp_mat(2,1);
end
Assuming that length(w) == length(k) returns true , rho , c, crad, mp are all scalars and in the last line is Ub(i,1) = temp_mat(2,1) instead of Ub(i,:) = temp_mat(2,1);
temp = repmat(eyes(2),[1 1 length(w)]);
temp1(1,2,:) = rho*c*(k.^2)/crad/pi;
temp2(1,2,:) = (1i.*w)*mp;
H1 = permute(num2cell(temp1,[1 2]),[3 2 1]);
H2 = permute(num2cell(temp2,[1 2]),[3 2 1]);
HZin = cellfun(#(a,b)(a*b),H1,H2,'UniformOutput',0);
temp_cell = cellfun(#(a,b)(a*b),H1,repmat({[1;0]},length(w),1),'UniformOutput',0);
Zin_cell = cellfun(#(a)(a(1,1)/a(2,1)),temp_cell,'UniformOutput',0);
Zin = cell2mat(Zin);
temp2_cell = cellfun(#(a)({[1;1/a]}),Zin_cell,'UniformOutput',0);
temp3_cell = cellfun(#(a,b)(pinv(a)*b),H1,temp2_cell);
temp4 = cell2mat(temp3_cell);
p(:,1) = temp4(1:2:end-1);
Ub(:,1) = temp4(2:2:end);