H matrix is n-by-n, n=10000. I can use loop to generate this matrix in matlab. I just wonder if there are any methods that can do this without looping in matlab.
You can see that the upper right portion of the matrix consists of 1 / sqrt(n*(n-1)), the diagonal elements consist of -(n-1)/sqrt(n*(n-1)), the first column consists of 1/sqrt(n) and the rest of the elements are zero.
We can generate the full matrix that consists of the first column having all 1 / sqrt(n), then having the rest of the columns with 1 / sqrt(n*(n-1)) then we'll need to modify the matrix to include the rest of what you want.
As such, let's concentrate on the elements that start from row 2, column 2 as these follow a pattern. Once we're done, we can construct the other things that build up the final matrix.
x = 2:n;
Hsmall = repmat([1./sqrt(x.*(x-1))], n-1, 1);
Next, we will tackle the diagonal elements:
Hsmall(logical(eye(n-1))) = -(x-1)./sqrt(x.*(x-1));
Now, let's zero the rest of the elements:
Hsmall(tril(logical(ones(n-1)),-1)) = 0;
Now that we're done, let's create a new matrix that pieces all of this together:
H = [1/sqrt(n) 1./sqrt(x.*(x-1)); repmat(1/sqrt(n), n-1, 1) Hsmall];
Therefore, the full code is:
x = 2:n;
Hsmall = repmat([1./sqrt(x.*(x-1))], n-1, 1);
Hsmall(logical(eye(n-1))) = -(x-1)./sqrt(x.*(x-1));
Hsmall(tril(logical(ones(n-1)),-1)) = 0;
H = [1/sqrt(n) 1./sqrt(x.*(x-1)); repmat(1/sqrt(n), n-1, 1) Hsmall];
Here's an example with n = 6:
>> H
H =
Columns 1 through 3
0.408248290463863 0.707106781186547 0.408248290463863
0.408248290463863 -0.707106781186547 0.408248290463863
0.408248290463863 0 -0.816496580927726
0.408248290463863 0 0
0.408248290463863 0 0
0.408248290463863 0 0
Columns 4 through 6
0.288675134594813 0.223606797749979 0.182574185835055
0.288675134594813 0.223606797749979 0.182574185835055
0.288675134594813 0.223606797749979 0.182574185835055
-0.866025403784439 0.223606797749979 0.182574185835055
0 -0.894427190999916 0.182574185835055
0 0 -0.912870929175277
Since you are working with a pretty large n value of 10000, you might want to squeeze out as much performance as possible.
Going with that, you can use an efficient approach based on cumsum -
%// Values to be set in each column for the upper triangular region
upper_tri = 1./sqrt([1:n].*(0:n-1));
%// Diagonal indices
diag_idx = [1:n+1:n*n];
%// Setup output array
out = zeros(n,n);
%// Set the first row of output array with upper triangular values
out(1,:) = upper_tri;
%// Set the diagonal elements with the negative triangular values.
%// The intention here is to perform CUMSUM across each column later on,
%// thus therewould be zeros beyond the diagonal positions for each column
out(diag_idx) = -upper_tri;
%// Set the first element of output array with n^(-1/2)
out(1) = -1/sqrt(n);
%// Finally, perform CUMSUM as suggested earlier
out = cumsum(out,1);
%// Set the diagonal elements with the actually expected values
out(diag_idx(2:end)) = upper_tri(2:end).*[-1:-1:-(n-1)];
Runtime Tests
(I) With n = 10000, the runtime at my end were - Elapsed time is 0.457543 seconds.
(II) Now, as the final performance-squeezing practice, you can edit the pre-allocation step for out with a faster pre-allocation scheme as listed in this MATLAB Undodumented Blog. Thus, the pre-allocation step would look like this -
out(n,n) = 0;
The runtime with this edited code was - Elapsed time is 0.400399 seconds.
(III) The runtime for n = 10000 with the other answer by #rayryeng yielded - Elapsed time is 1.306339 seconds.
Related
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Element-wise array replication in Matlab
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This is a basic program but since I'm new to MATLAB, I'm not able to figure out the solution.
I have a column vector "Time" in which I want to print value "1" in first 147 cells, followed by "2" in 148 to 2*147 cells and so on. For that, I have written the following script:
Trial>> c=1;
Trial>> k=0;
Trial>> for i = c:146+c
Time(i,1)=1+k;
c=i;
k=k+1;
end
I know I need to iterate the loop over "Time(i,1)=1+k;" before it executes the next statement. I tried using break but that's not supposed to work. Can anyone suggest me the solution to get the desired results?(It was quite simple in C with just the use of curly braces.)
I am sure you don't want to run c=i; in every iteration.
My code should work for you:
x = 10; % Replace 10 by the max number you need in your array.
k = 1;
for i = 1 : x * 147
Time(i, 1) = k;
if rem(i, 147) == 0
k = k + 1;
end
end
This is the prime example of a piece of code that should be vectorized can help you understand vectorization. Your code can be written like this:
n = 147;
reps = 10; %% Replace this by the maximum number you want your matrix to have
Time = reshape(bsxfun(#plus, zeros(n,1), 0:reps), 1, []);
Explanation:
Let A be a column vector (1 column, n rows), and B be a row vector (1 row, m columns.
What bsxfun(#plus, A, B) will do here is to add all elements in A with all elements in B, like this:
A(1)+B(1) A(1)+B(2) A(1)+B(3) ... A(1)+B(m)
A(2)+B(1) A(2)+B(2) ............. A(2)+B(m)
............................................
A(n)+B(1) A(n)+B(2) .............. A(n)+B(m)
Now, for the two vectors we have: zeros(n,1), and 0:reps, this will give us;
0+0 0+1 0+2 0+reps
0+0 0+1 0+2 0+reps
% n rows of this
So, what we need to do now is place each column underneath each other, so that you will have the column with zeros first, then the row with ones, ... and finally the one with reps (147 in your case).
This can be achieved by reshaping the matrix:
reshape(bsxfun(#plus, zeros(n,1), 0:reps), [], 1);
^ ^ ^ ^
| | | Number of rows in the new matrix. When [] is used, the appropriate value will be chosen by Matlab
| | Number of rows in the new matrix
| matrix to reshape
reshape command
Another approach is using kron:
kron(ones(reps+1, 1) * 0:(n-1)
For the record, a review of your code:
You should always preallocate memory for matrices that are created inside loops. In this case you know it will become a matrix of dimensions ((reps+1)*n-by-1). This means you should do Time = zeros((reps+1)*n, 1);. This will speed up your code a lot.
You shouldn't use i and j as variable names in Matlab, as they denote the imaginary unit (sqrt(-1)). You can for instance do: for ii = 1:(n*147) instead.
You don't want c=i inside the loop, when the loop is supposed to go from c to c + 146. That doesn't make much sense.
You can use repmat,
x = 10; % Sequence length (or what ever it can be called)
M = repmat(1:x,147,1); % Replicate array 1:x for 147 columns
M = M(:); % Reshape the matrix so that is becomes a column vector.
I can assume that this is a task to practice for loops, but this will work.
An alternative solution may be to do
n = 147;
reps = 10;
a = ceil( (1:(n*reps)) / n);
You first construct an array with the length you want. Then you divide, and round of upwards. 1 to 147 will then become 1.
I have a matrix with constant consecutive values randomly distributed throughout the matrix. I want the indices of the consecutive values, and further, I want a matrix of the same size as the original matrix, where the number of consecutive values are stored in the indices of the consecutive values. For Example
original_matrix = [1 1 1;2 2 3; 1 2 3];
output_matrix = [3 3 3;2 2 0;0 0 0];
I have struggled mightily to find a solution to this problem. It has relevance for meteorological data quality control. For example, if I have a matrix of temperature data from a number of sensors, and I want to know what days had constant consecutive values, and how many days were constant, so I can then flag the data as possibly faulty.
temperature matrix is number of days x number of stations and I want an output matrix that is also number of days x number of stations, where the consecutive values are flagged as described above.
If you have a solution to that, please provide! Thank you.
For this kind of problems, I made my own utility function runlength:
function RL = runlength(M)
% calculates length of runs of consecutive equal items along columns of M
% work along columns, so that you can use linear indexing
% find locations where items change along column
jumps = diff(M) ~= 0;
% add implicit jumps at start and end
ncol = size(jumps, 2);
jumps = [true(1, ncol); jumps; true(1, ncol)];
% find linear indices of starts and stops of runs
ijump = find(jumps);
nrow = size(jumps, 1);
istart = ijump(rem(ijump, nrow) ~= 0); % remove fake starts in last row
istop = ijump(rem(ijump, nrow) ~= 1); % remove fake stops in first row
rl = istop - istart;
assert(sum(rl) == numel(M))
% make matrix of 'derivative' of runlength
% don't need last row, but needs same size as jumps for indices to be valid
dRL = zeros(size(jumps));
dRL(istart) = rl;
dRL(istop) = dRL(istop) - rl;
% remove last row and 'integrate' to get runlength
RL = cumsum(dRL(1:end-1,:));
It only works along columns since it uses linear indexing. Since you want do something similar along rows, you need to transpose back and forth, so you could use it for your case like so:
>> original = [1 1 1;2 2 3; 1 2 3];
>> original = original.'; % transpose, since runlength works along columns
>> output = runlength(original);
>> output = output.'; % transpose back
>> output(output == 1) = 0; % see hitzg's comment
>> output
output =
3 3 3
2 2 0
0 0 0
In MATLAB have a large matrix with transition probabilities transition_probs, and an adjacency matrix adj_mat. I want to compute the cumulative sum of the transition matrix along the columns and then element wise multiply it against the adjacency matrix which acts as a mask in this way:
cumsumTransitionMat = cumsum(transition_probs,2) .* adj_mat;
I get a MEMORY error because with the cumsum all the entries of the matrix are then non-zero.
I would like to avoid this problem by only having the cumulative sum entries where there are non zero entries in the first place. How can this be done without the use of a for loop?
when CUMSUM is applied on rows, for each row it will go and fill with values starting with the first nonzero column it finds up until the last column, thats what it does by definition.
The worst case in terms of storage is when the sparse matrix contains values at the first column, the best case is when all nonzero values occur at the last column. Example:
% worst case
>> M = sparse([ones(5,1) zeros(5,4)]);
>> MM = cumsum(M,2); % completely dense matrix
>> nnz(MM)
ans =
25
% best case
>> MM = cumsum(fliplr(M),2);
If the resulting matrix does not fit in memory, I dont see what else you can do, except maybe use a for-loop over the rows, and process the matrix is smaller batches...
Note that you cannot apply the masking operation before computing the cumulative sum, since this will alter the results. So you cant say cumsum(transition_probs .* adj_mat, 2).
You can apply cumsum on the non-zero elements only. Here is some code:
A = sparse(round(rand(100,1))); %some sparse data
A_cum = A; %instantiate A_cum by copy A
idx_A = find(A); %find non-zeros
A_cum(idx_A) = cumsum(A(idx_A)); %cumsum on non-zeros elements only
You can check the output with
B = cumsum(A);
A_cum B
1 1
0 1
0 1
2 2
3 3
4 4
5 5
0 5
0 5
6 6
and isequal(A_cum(find(A_cum)), B(find(A_cum))) gives 1.
Is there any way that I can sum up columns values for each group of three rows in a matrix?
I can sum three rows up in a manual way.
For example
% matrix is the one I wanna store the new data.
% data is the original dataset.
matrix(1,1:end) = sum(data(1:3, 1:end))
matrix(2,1:end) = sum(data(4:6, 1:end))
...
But if the dataset is huge, this wouldn't work.
Is there any way to do this automatically without loops?
Here are four other ways:
The obligatory for-loop:
% for-loop over each three rows
matrix = zeros(size(data,1)/3, size(data,2));
counter = 1;
for i=1:3:size(data,1)
matrix(counter,:) = sum(data(i:i+3-1,:));
counter = counter + 1;
end
Using mat2cell for tiling:
% divide each three rows into a cell
matrix = mat2cell(data, ones(1,size(data,1)/3)*3);
% compute the sum of rows in each cell
matrix = cell2mat(cellfun(#sum, matrix, 'UniformOutput',false));
Using third dimension (based on this):
% put each three row into a separate 3rd dimension slice
matrix = permute(reshape(data', [], 3, size(data,1)/3), [2 1 3]);
% sum rows, and put back together
matrix = permute(sum(matrix), [3 2 1]);
Using accumarray:
% build array of group indices [1,1,1,2,2,2,3,3,3,...]
idx = floor(((1:size(data,1))' - 1)/3) + 1;
% use it to accumulate rows (appliead to each column separately)
matrix = cell2mat(arrayfun(#(i)accumarray(idx,data(:,i)), 1:size(data,2), ...
'UniformOutput',false));
Of course all the solution so far assume that the number of rows is evenly divisble by 3.
This one-liner reshapes so that all the values needed for a particular cell are in a column, does the sum, and then reshapes the back to the expected shape.
reshape(sum(reshape(data, 3, [])), [], size(data, 2))
The naked 3 could be changed if you want to sum a different number of rows together. It's on you to make sure the number of rows in each group divides evenly.
Slice the matrix into three pieces and add them together:
matrix = data(1:3:end, :) + data(2:3:end, :) + data(3:3:end, :);
This will give an error if size(data,1) is not a multiple of three, since the three pieces wouldn't be the same size. If appropriate to your data, you might work around that by truncating data, or appending some zeros to the end.
You could also do something fancy with reshape and 3D arrays. But I would prefer the above (unless you need to replace 3 with a variable...)
Prashant answered nicely before but I would have a simple amendment:
fl = filterLength;
A = yourVector (where mod(A,fl)==0)
sum(reshape(A,fl,[]),1).'/fl;
There is the ",1" that makes the line run even when fl==1 (original values).
I discovered this while running it in a for loop like so:
... read A ...
% Plot data
hold on;
averageFactors = [1 3 10 30 100 300 1000];
colors = hsv(length(averageFactors));
clear legendTxt;
for i=1:length(averageFactors)
% ------ FILTERING ----------
clear Atrunc;
clear ttrunc;
clear B;
fl = averageFactors(i); % filter length
Atrunc = A(1:L-mod(L,fl),:);
ttrunc = t(1:L-mod(L,fl),:);
B = sum(reshape(Atrunc,fl,[]),1).'/fl;
tB = sum(reshape(ttrunc,fl,[]),1).'/fl;
length(B)
plot(tB,B,'color',colors(i,:) )
%kbhit ()
endfor
I have a 3x3 matrix, A. I also compute a value, g, as the maximum eigen value of A. I am trying to change the element A(3,3) = 0 for all values from zero to one in 0.10 increments and then update g for each of the values. I'd like all of the other matrix elements to remain the same.
I thought a for loop would be the way to do this, but I do not know how to update only one element in a matrix without storing this update as one increasingly larger matrix. If I call the element at A(3,3) = p (thereby creating a new matrix Atry) I am able (below) to get all of the values from 0 to 1 that I desired. I do not know how to update Atry to get all of the values of g that I desire. The state of the code now will give me the same value of g for all iterations, as expected, as I do not know how to to update Atry with the different values of p to then compute the values for g.
Any suggestions on how to do this or suggestions for jargon or phrases for me to web search would be appreciated.
A = [1 1 1; 2 2 2; 3 3 0];
g = max(eig(A));
% This below is what I attempted to achieve my solution
clear all
p(1) = 0;
Atry = [1 1 1; 2 2 2; 3 3 p];
g(1) = max(eig(Atry));
for i=1:100;
p(i+1) = p(i)+ 0.01;
% this makes a one giant matrix, not many
%Atry(:,i+1) = Atry(:,i);
g(i+1) = max(eig(Atry));
end
This will also accomplish what you want to do:
A = #(x) [1 1 1; 2 2 2; 3 3 x];
p = 0:0.01:1;
g = arrayfun(#(x) eigs(A(x),1), p);
Breakdown:
Define A as an anonymous function. This means that the command A(x) will return your matrix A with the (3,3) element equal to x.
Define all steps you want to take in vector p
Then "loop" through all elements in p by using arrayfun instead of an actual loop.
The function looped over by arrayfun is not max(eig(A)) but eigs(A,1), i.e., the 1 largest eigenvalue. The result will be the same, but the algorithm used by eigs is more suited for your type of problem -- instead of computing all eigenvalues and then only using the maximum one, you only compute the maximum one. Needless to say, this is much faster.
First, you say 0.1 increments in the text of your question, but your code suggests you are actually interested in 0.01 increments? I'm going to operate under the assumption you mean 0.01 increments.
Now, with that out of the way, let me state what I believe you are after given my interpretation of your question. You want to iterate over the matrix A, where for each iteration you increase A(3, 3) by 0.01. Given that you want all values from 0 to 1, this implies 101 iterations. For each iteration, you want to calculate the maximum eigenvalue of A, and store all these eigenvalues in some vector (which I will call gVec). If this is correct, then I believe you just want the following:
% Specify the "Current" A
CurA = [1 1 1; 2 2 2; 3 3 0];
% Pre-allocate the values we want to iterate over for element (3, 3)
A33Vec = (0:0.01:1)';
% Pre-allocate a vector to store the maximum eigenvalues
gVec = NaN * ones(length(A33Vec), 1);
% Loop over A33Vec
for i = 1:1:length(A33Vec)
% Obtain the version of A that we want for the current i
CurA(3, 3) = A33Vec(i);
% Obtain the maximum eigen value of the current A, and store in gVec
gVec(i, 1) = max(eig(CurA));
end
EDIT: Probably best to paste this code into your matlab editor. The stack-overflow automatic text highlighting hasn't done it any favors :-)
EDIT: Go with Rody's solution (+1) - it is much better!