Here is the code which is trying to solve a coupled PDEs using finite difference method,
clear;
Lmax = 1.0; % Maximum length
Wmax = 1.0; % Maximum wedth
Tmax = 2.; % Maximum time
% Parameters needed to solve the equation
K = 30; % Number of time steps
n = 3; % Number of space steps
m =30; % Number of space steps
M = 2;
N = 1;
Pr = 1;
Re = 1;
Gr = 5;
maxn=20; % The wave-front: intermediate point from which u=0
maxm = 20;
maxk = 20;
dt = Tmax/K;
dx = Lmax/n;
dy = Wmax/m;
%M = a*B1^2*l/(p*U)
b =1/(1+M*dt);
c =dt/(1+M*dt);
d = dt/((1+M*dt)*dy);
%Gr = gB*(T-T1)*l/U^2;
% Initial value of the function u (amplitude of the wave)
for i = 1:n
if i < maxn
u(i,1)=1.;
else
u(i,1)=0.;
end
x(i) =(i-1)*dx;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for j = 1:m
if j < maxm
v(j,1)=1.;
else
v(j,1)=0.;
end
y(j) =(j-1)*dy;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
for k = 1:K
if k < maxk
T(k,1)=1.;
else
T(k,1)=0.;
end
z(k) =(k-1)*dt;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Value at the boundary
%for k=0:K
%end
% Implementation of the explicit method
for k=0:K % Time loop
for i=1:n % Space loop
for j=1:m
u(i,j,k+1) = b*u(i,j,k)+c*Gr*T(i,j,k+1)+d*[((u(i,j+1,k)-u(i,j,k))/dy)^(N-1)*((u(i,j+1,k)-u(i,j,k))/dy)]-d*[((u(i,j,k)-u(i,j-1,k))/dy)^(N-1)*((u(i,j,k)-u(i,j-1,k))/dy)]-d*[u(i,j,k)*((u(i,j,k)-u(i-1,j,k))/dx)+v(i,j,k)*((u(i,j+1,k)-u(i,j,k))/dy)];
v(i,j,k+1) = dy*[(u(i-1,j,k+1)-u(i,j,k+1))/dx]+v(i,j-1,k+1);
T(i,j,k+1) = T(i,j,k)+(dt/(Pr*Re))*{(T(i,j+1,k)-2*T(i,j,k)+T(i,j-1,k))/dy^2-Pr*Re{u(i,j,k)*((T(i,j,k)-T(i-1,j,k))/dx)+v(i,j,k)*((T(i,j+1,k)-T(i,j,k))/dy)}};
end
end
end
% Graphical representation of the wave at different selected times
plot(x,u(:,1),'-',x,u(:,10),'-',x,u(:,50),'-',x,u(:,100),'-')
title('graphs')
xlabel('X')
ylabel('Y')
But I am getting this error
Subscript indices must either be real positive integers or logicals.
I am trying to implement this
with boundary conditions
Can someone please help me out!
Thanks
To be quite honest, it looks like you started with something that's way over your head, just typed everything down in one go without thinking much, and now you are surprised that it doesn't work...
In the future, please break down problems like these into waaaay smaller chunks that you can individually plot, check, test, etc. Better yet, try simpler problems first (wave equation, heat equation, ...), gradually working your way up to this.
I say this so harshly, because there were quite a number of fairly basic things wrong with your code:
you've used braces ({}) and brackets ([]) exactly as they are written in the equation. In MATLAB, braces are a constructor for a special container object called a cell array, and brackets are used to construct arrays and matrices. To group things like in the equation, you always have to use parentheses (()).
You had quite a number of parentheses wrong, which became apparent when I re-grouped and broke up those huge unintelligible lines into multiple lines that humans can actually read with understanding
you forgot to take the absolute values in the 3rd and 4th terms of u
you looped over k = 0:K and j = 1:m and then happily index everything with k and j-1. MATLAB is 1-based, meaning, the first element of anything is element 1, and indexing with 0 is an error
you've initialized 3 vectors u, v and T, but then index those in the loop as if they are 3D arrays
Now, I've managed to come up with the following code, which runs OK and at least more or less agrees with the equations shown. But I think it still doesn't make much sense because I get only zeros out (except for the initial values).
But, with this feedback, you should be able to correct any problems left.
Lmax = 1.0; % Maximum length
Wmax = 1.0; % Maximum wedth
Tmax = 2.; % Maximum time
% Parameters needed to solve the equation
K = 30; % Number of time steps
n = 3; % Number of space steps
m = 30; % Number of space steps
M = 2;
N = 1;
Pr = 1;
Re = 1;
Gr = 5;
maxn = 20; % The wave-front: intermediate point from which u=0
maxm = 20;
maxk = 20;
dt = Tmax/K;
dx = Lmax/n;
dy = Wmax/m;
%M = a*B1^2*l/(p*U)
b = 1/(1+M*dt);
c = dt/(1+M*dt);
d = dt/((1+M*dt)*dy);
%Gr = gB*(T-T1)*l/U^2;
% Initial value of the function u (amplitude of the wave)
u = zeros(n,m,K+1);
x = zeros(n,1);
for i = 1:n
if i < maxn
u(i,1)=1.;
else
u(i,1)=0.;
end
x(i) =(i-1)*dx;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
v = zeros(n,m,K+1);
y = zeros(m,1);
for j = 1:m
if j < maxm
v(1,j,1)=1.;
else
v(1,j,1)=0.;
end
y(j) =(j-1)*dy;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
T = zeros(n,m,K+1);
z = zeros(K,1);
for k = 1:K
if k < maxk
T(1,1,k)=1.;
else
T(1,1,k)=0.;
end
z(k) =(k-1)*dt;
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Value at the boundary
%for k=0:K
%end
% Implementation of the explicit method
for k = 2:K % Time loop
for i = 2:n % Space loop
for j = 2:m-1
u(i,j,k+1) = b*u(i,j,k) + ...
c*Gr*T(i,j,k+1) + ...
d*(abs(u(i,j+1,k) - u(i,j ,k))/dy)^(N-1)*((u(i,j+1,k) - u(i,j ,k))/dy) - ...
d*(abs(u(i,j ,k) - u(i,j-1,k))/dy)^(N-1)*((u(i,j ,k) - u(i,j-1,k))/dy) - ...
d*(u(i,j,k)*((u(i,j ,k) - u(i-1,j,k))/dx) +...
v(i,j,k)*((u(i,j+1,k) - u(i ,j,k))/dy));
v(i,j,k+1) = dy*(u(i-1,j,k+1)-u(i,j,k+1))/dx + ...
v(i,j-1,k+1);
T(i,j,k+1) = T(i,j,k) + dt/(Pr*Re) * (...
(T(i,j+1,k) - 2*T(i,j,k) + T(i,j-1,k))/dy^2 - Pr*Re*(...
u(i,j,k)*((T(i,j,k) - T(i-1,j,k))/dx) + v(i,j,k)*((T(i,j+1,k) - T(i,j,k))/dy))...
);
end
end
end
% Graphical representation of the wave at different selected times
figure, hold on
plot(x, u(:, 1), '-',...
x, u(:, 10), '-',...
x, u(:, 50), '-',...
x, u(:,100), '-')
title('graphs')
xlabel('X')
ylabel('Y')
I've found myself needing to do a least-squares (or similar matrix-based operation) for every pixel in an image. Every pixel has a set of numbers associated with it, and so it can be arranged as a 3D matrix.
(This next bit can be skipped)
Quick explanation of what I mean by least-squares estimation :
Let's say we have some quadratic system that is modeled by Y = Ax^2 + Bx + C and we're looking for those A,B,C coefficients. With a few samples (at least 3) of X and the corresponding Y, we can estimate them by:
Arrange the (lets say 10) X samples into a matrix like X = [x(:).^2 x(:) ones(10,1)];
Arrange the Y samples into a similar matrix: Y = y(:);
Estimate the coefficients A,B,C by solving: coeffs = (X'*X)^(-1)*X'*Y;
Try this on your own if you want:
A = 5; B = 2; C = 1;
x = 1:10;
y = A*x(:).^2 + B*x(:) + C + .25*randn(10,1); % added some noise here
X = [x(:).^2 x(:) ones(10,1)];
Y = y(:);
coeffs = (X'*X)^-1*X'*Y
coeffs =
5.0040
1.9818
0.9241
START PAYING ATTENTION AGAIN IF I LOST YOU THERE
*MAJOR REWRITE*I've modified to bring it as close to the real problem that I have and still make it a minimum working example.
Problem Setup
%// Setup
xdim = 500;
ydim = 500;
ncoils = 8;
nshots = 4;
%// matrix size for each pixel is ncoils x nshots (an overdetermined system)
%// each pixel has a matrix stored in the 3rd and 4rth dimensions
regressor = randn(xdim,ydim, ncoils,nshots);
regressand = randn(xdim, ydim,ncoils);
So my problem is that I have to do a (X'*X)^-1*X'*Y (least-squares or similar) operation for every pixel in an image. While that itself is vectorized/matrixized the only way that I have to do it for every pixel is in a for loop, like:
Original code style
%// Actual work
tic
estimate = zeros(xdim,ydim);
for col=1:size(regressor,2)
for row=1:size(regressor,1)
X = squeeze(regressor(row,col,:,:));
Y = squeeze(regressand(row,col,:));
B = X\Y;
% B = (X'*X)^(-1)*X'*Y; %// equivalently
estimate(row,col) = B(1);
end
end
toc
Elapsed time = 27.6 seconds
EDITS in reponse to comments and other ideas
I tried some things:
1. Reshaped into a long vector and removed the double for loop. This saved some time.
2. Removed the squeeze (and in-line transposing) by permute-ing the picture before hand: This save alot more time.
Current example:
%// Actual work
tic
estimate2 = zeros(xdim*ydim,1);
regressor_mod = permute(regressor,[3 4 1 2]);
regressor_mod = reshape(regressor_mod,[ncoils,nshots,xdim*ydim]);
regressand_mod = permute(regressand,[3 1 2]);
regressand_mod = reshape(regressand_mod,[ncoils,xdim*ydim]);
for ind=1:size(regressor_mod,3) % for every pixel
X = regressor_mod(:,:,ind);
Y = regressand_mod(:,ind);
B = X\Y;
estimate2(ind) = B(1);
end
estimate2 = reshape(estimate2,[xdim,ydim]);
toc
Elapsed time = 2.30 seconds (avg of 10)
isequal(estimate2,estimate) == 1;
Rody Oldenhuis's way
N = xdim*ydim*ncoils; %// number of columns
M = xdim*ydim*nshots; %// number of rows
ii = repmat(reshape(1:N,[ncoils,xdim*ydim]),[nshots 1]); %//column indicies
jj = repmat(1:M,[ncoils 1]); %//row indicies
X = sparse(ii(:),jj(:),regressor_mod(:));
Y = regressand_mod(:);
B = X\Y;
B = reshape(B(1:nshots:end),[xdim ydim]);
Elapsed time = 2.26 seconds (avg of 10)
or 2.18 seconds (if you don't include the definition of N,M,ii,jj)
SO THE QUESTION IS:
Is there an (even) faster way?
(I don't think so.)
You can achieve a ~factor of 2 speed up by precomputing the transposition of X. i.e.
for x=1:size(picture,2) % second dimension b/c already transposed
X = picture(:,x);
XX = X';
Y = randn(n_timepoints,1);
%B = (X'*X)^-1*X'*Y; ;
B = (XX*X)^-1*XX*Y;
est(x) = B(1);
end
Before: Elapsed time is 2.520944 seconds.
After: Elapsed time is 1.134081 seconds.
EDIT:
Your code, as it stands in your latest edit, can be replaced by the following
tic
xdim = 500;
ydim = 500;
n_timepoints = 10; % for example
% Actual work
picture = randn(xdim,ydim,n_timepoints);
picture = reshape(picture, [xdim*ydim,n_timepoints])'; % note transpose
YR = randn(n_timepoints,size(picture,2));
% (XX*X).^-1 = sum(picture.*picture).^-1;
% XX*Y = sum(picture.*YR);
est = sum(picture.*picture).^-1 .* sum(picture.*YR);
est = reshape(est,[xdim,ydim]);
toc
Elapsed time is 0.127014 seconds.
This is an order of magnitude speed up on the latest edit, and the results are all but identical to the previous method.
EDIT2:
Okay, so if X is a matrix, not a vector, things are a little more complicated. We basically want to precompute as much as possible outside of the for-loop to keep our costs down. We can also get a significant speed-up by computing XT*X manually - since the result will always be a symmetric matrix, we can cut a few corners to speed things up. First, the symmetric multiplication function:
function XTX = sym_mult(X) % X is a 3-d matrix
n = size(X,2);
XTX = zeros(n,n,size(X,3));
for i=1:n
for j=i:n
XTX(i,j,:) = sum(X(:,i,:).*X(:,j,:));
if i~=j
XTX(j,i,:) = XTX(i,j,:);
end
end
end
Now the actual computation script
xdim = 500;
ydim = 500;
n_timepoints = 10; % for example
Y = randn(10,xdim*ydim);
picture = randn(xdim,ydim,n_timepoints); % 500x500x10
% Actual work
tic % start timing
picture = reshape(picture, [xdim*ydim,n_timepoints])';
% Here we precompute the (XT*Y) calculation to speed things up later
picture_y = [sum(Y);sum(Y.*picture)];
% initialize
est = zeros(size(picture,2),1);
picture = permute(picture,[1,3,2]);
XTX = cat(2,ones(n_timepoints,1,size(picture,3)),picture);
XTX = sym_mult(XTX); % precompute (XT*X) for speed
X = zeros(2,2); % preallocate for speed
XY = zeros(2,1);
for x=1:size(picture,2) % second dimension b/c already transposed
%For some reason this is a lot faster than X = XTX(:,:,x);
X(1,1) = XTX(1,1,x);
X(2,1) = XTX(2,1,x);
X(1,2) = XTX(1,2,x);
X(2,2) = XTX(2,2,x);
XY(1) = picture_y(1,x);
XY(2) = picture_y(2,x);
% Here we utilise the fact that A\B is faster than inv(A)*B
% We also use the fact that (A*B)*C = A*(B*C) to speed things up
B = X\XY;
est(x) = B(1);
end
est = reshape(est,[xdim,ydim]);
toc % end timing
Before: Elapsed time is 4.56 seconds.
After: Elapsed time is 2.24 seconds.
This is a speed up of about a factor of 2. This code should be extensible to X being any dimensions you want. For instance, in the case where X = [1 x x^2], you would change picture_y to the following
picture_y = [sum(Y);sum(Y.*picture);sum(Y.*picture.^2)];
and change XTX to
XTX = cat(2,ones(n_timepoints,1,size(picture,3)),picture,picture.^2);
You would also change a lot of 2s to 3s in the code, and add XY(3) = picture_y(3,x) to the loop. It should be fairly straight-forward, I believe.
Results
I sped up your original version, since your edit 3 was actually not working (and also does something different).
So, on my PC:
Your (original) version: 8.428473 seconds.
My obfuscated one-liner given below: 0.964589 seconds.
First, for no other reason than to impress, I'll give it as I wrote it:
%%// Some example data
xdim = 500;
ydim = 500;
n_timepoints = 10; % for example
estimate = zeros(xdim,ydim); %// initialization with explicit size
picture = randn(xdim,ydim,n_timepoints);
%%// Your original solution
%// (slightly altered to make my version's results agree with yours)
tic
Y = randn(n_timepoints,xdim*ydim);
ii = 1;
for x = 1:xdim
for y = 1:ydim
X = squeeze(picture(x,y,:)); %// or similar creation of X matrix
B = (X'*X)^(-1)*X' * Y(:,ii);
ii = ii+1;
%// sometimes you keep everything and do
%// estimate(x,y,:) = B(:);
%// sometimes just the first element is important and you do
estimate(x,y) = B(1);
end
end
toc
%%// My version
tic
%// UNLEASH THE FURY!!
estimate2 = reshape(sparse(1:xdim*ydim*n_timepoints, ...
builtin('_paren', ones(n_timepoints,1)*(1:xdim*ydim),:), ...
builtin('_paren', permute(picture, [3 2 1]),:))\Y(:), ydim,xdim).'; %'
toc
%%// Check for equality
max(abs(estimate(:)-estimate2(:))) % (always less than ~1e-14)
Breakdown
First, here's the version that you should actually use:
%// Construct sparse block-diagonal matrix
%// (Type "help sparse" for more information)
N = xdim*ydim; %// number of columns
M = N*n_timepoints; %// number of rows
ii = 1:N;
jj = ones(n_timepoints,1)*(1:N);
s = permute(picture, [3 2 1]);
X = sparse(ii,jj(:), s(:));
%// Compute ALL the estimates at once
estimates = X\Y(:);
%// You loop through the *second* dimension first, so to make everything
%// agree, we have to extract elements in the "wrong" order, and transpose:
estimate2 = reshape(estimates, ydim,xdim).'; %'
Here's an example of what picture and the corresponding matrix X looks like for xdim = ydim = n_timepoints = 2:
>> clc, picture, full(X)
picture(:,:,1) =
-0.5643 -2.0504
-0.1656 0.4497
picture(:,:,2) =
0.6397 0.7782
0.5830 -0.3138
ans =
-0.5643 0 0 0
0.6397 0 0 0
0 -2.0504 0 0
0 0.7782 0 0
0 0 -0.1656 0
0 0 0.5830 0
0 0 0 0.4497
0 0 0 -0.3138
You can see why sparse is necessary -- it's mostly zeros, but will grow large quickly. The full matrix would quickly consume all your RAM, while the sparse one will not consume much more than the original picture matrix does.
With this matrix X, the new problem
X·b = Y
now contains all the problems
X1 · b1 = Y1
X2 · b2 = Y2
...
where
b = [b1; b2; b3; ...]
Y = [Y1; Y2; Y3; ...]
so, the single command
X\Y
will solve all your systems at once.
This offloads all the hard work to a set of highly specialized, compiled to machine-specific code, optimized-in-every-way algorithms, rather than the interpreted, generic, always-two-steps-away from the hardware loops in MATLAB.
It should be straightforward to convert this to a version where X is a matrix; you'll end up with something like what blkdiag does, which can also be used by mldivide in exactly the same way as above.
I had a wee play around with an idea, and I decided to stick it as a separate answer, as its a completely different approach to my other idea, and I don't actually condone what I'm about to do. I think this is the fastest approach so far:
Orignal (unoptimised): 13.507176 seconds.
Fast Cholesky-decomposition method: 0.424464 seconds
First, we've got a function to quickly do the X'*X multiplication. We can speed things up here because the result will always be symmetric.
function XX = sym_mult(X)
n = size(X,2);
XX = zeros(n,n,size(X,3));
for i=1:n
for j=i:n
XX(i,j,:) = sum(X(:,i,:).*X(:,j,:));
if i~=j
XX(j,i,:) = XX(i,j,:);
end
end
end
The we have a function to do LDL Cholesky decomposition of a 3D matrix (we can do this because the (X'*X) matrix will always be symmetric) and then do forward and backwards substitution to solve the LDL inversion equation
function Y = fast_chol(X,XY)
n=size(X,2);
L = zeros(n,n,size(X,3));
D = zeros(n,n,size(X,3));
B = zeros(n,1,size(X,3));
Y = zeros(n,1,size(X,3));
% These loops compute the LDL decomposition of the 3D matrix
for i=1:n
D(i,i,:) = X(i,i,:);
L(i,i,:) = 1;
for j=1:i-1
L(i,j,:) = X(i,j,:);
for k=1:(j-1)
L(i,j,:) = L(i,j,:) - L(i,k,:).*L(j,k,:).*D(k,k,:);
end
D(i,j,:) = L(i,j,:);
L(i,j,:) = L(i,j,:)./D(j,j,:);
if i~=j
D(i,i,:) = D(i,i,:) - L(i,j,:).^2.*D(j,j,:);
end
end
end
for i=1:n
B(i,1,:) = XY(i,:);
for j=1:(i-1)
B(i,1,:) = B(i,1,:)-D(i,j,:).*B(j,1,:);
end
B(i,1,:) = B(i,1,:)./D(i,i,:);
end
for i=n:-1:1
Y(i,1,:) = B(i,1,:);
for j=n:-1:(i+1)
Y(i,1,:) = Y(i,1,:)-L(j,i,:).*Y(j,1,:);
end
end
Finally, we have the main script which calls all of this
xdim = 500;
ydim = 500;
n_timepoints = 10; % for example
Y = randn(10,xdim*ydim);
picture = randn(xdim,ydim,n_timepoints); % 500x500x10
tic % start timing
picture = reshape(pr, [xdim*ydim,n_timepoints])';
% Here we precompute the (XT*Y) calculation
picture_y = [sum(Y);sum(Y.*picture)];
% initialize
est2 = zeros(size(picture,2),1);
picture = permute(picture,[1,3,2]);
% Now we calculate the X'*X matrix
XTX = cat(2,ones(n_timepoints,1,size(picture,3)),picture);
XTX = sym_mult(XTX);
% Call our fast Cholesky decomposition routine
B = fast_chol(XTX,picture_y);
est2 = B(1,:);
est2 = reshape(est2,[xdim,ydim]);
toc
Again, this should work equally well for a Nx3 X matrix, or however big you want.
I use octave, thus I can't say anything about the resulting performance in Matlab, but would expect this code to be slightly faster:
pictureT=picture'
est=arrayfun(#(x)( (pictureT(x,:)*picture(:,x))^-1*pictureT(x,:)*randn(n_ti
mepoints,1)),1:size(picture,2));