How can I vectorize the following code? It is basically computing the mean of each column.
mu(1) = sum(X(:,1))/C
mu(2) = sum(X(:,2))/C
and this (normalized each element, each column has different mean and std): (X is 47x2. mu, sigma are both 1x2)
X_norm(:,1) = (X(:,1)-mu(1))/sigma(1)
X_norm(:,2) = (X(:,2)-mu(2))/sigma(2)
It's as simple as:
mu = sum(X) ./ C
sum by default operates along the first dimension (on columns).
EDIT:
For the second part of the question:
X_norm = bsxfun(#rdivide, bsxfun(#minus, X, mu), sigma)
It is similar to doing repmat's, but without the memory overhead.
You can even use mu = mean(X).
Related
I am not sure if the title is correct. But here's what I want to do.
n = -10:10;
p = [-0.6 0.2];
r = [ -1.7500 2.7500];
H = zeros(size(n));
for i=1:length(p)
H = H + r(i)*(p(i).^n).*(n>=0);
end
I want to write this for loop in a one line statement. Is there a way?
H = (H + r(1)*(p(1).^n).*(n>=0))+(H + r(2)*(p(2).^n).*(n>=0))
From Matlab 2016b, when you convert r and p to vertical vectors by the operator .', you can multiply or power it by row vector n, and get the result as a matrix. That known as "arithmetic expands". It can be very useful in your case:
H=sum(r.'.*p.'.^n).*(n>=0);
For earlier versions of Matlab, you need to use bsxfun for element-wise operations, so you can write it like that:
H=sum(bsxfun(#times,r.',bsxfun(#power,p.',n))).*(n>=0)
I need to numerically evaluate some integrals which are all of the form shown in this image:
These integrals are the matrix elements of a N x N matrix, so I need to evaluate them for all possible combinations of n and m in the range of 1 to N. The integrals are symmetric in n and m which I have implemented in my current nested for loop approach:
function [V] = coulomb3(N, l, R, R0, c, x)
r1 = 0.01:x:R;
r2 = R:x:R0;
r = [r1 r2];
rl1 = r1.^(2*l);
rl2 = r2.^(2*l);
sines = zeros(N, length(r));
V = zeros(N, N);
for i = 1:N;
sines(i, :) = sin(i*pi*r/R0);
end
x1 = length(r1);
x2 = length(r);
for nn = 1:N
for mm = 1:nn
f1 = (1/6)*rl1.*r1.^2.*sines(nn, 1:x1).*sines(mm, 1:x1);
f2 = ((R^2/2)*rl2 - (R^3/3)*rl2.*r2.^(-1)).*sines(nn, x1+1:x2).*sines(mm, x1+1:x2);
value = 4*pi*c*x*trapz([f1 f2]);
V(nn, mm) = value;
V(mm, nn) = value;
end
end
I figured that calling sin(x) in the loop was a bad idea, so I calculate all the needed values and store them. To evaluate the integrals I used trapz, but as the first and the second/third integrals have different ranges the function values need to be calculated separately and then combined.
I've tried a couple different ways of vectorization but the only one that gives the correct results takes much longer than the above loop (used gmultiply but the arrays created are enourmous). I've also made an analytical solution (which is possible assuming m and n are integers and R0 > R > 0) but these solutions involve a cosine integral (cosint in MATLAB) function which is extremely slow for large N.
I'm not sure the entire thing can be vectorized without creating very large arrays, but the inner loop at least should be possible. Any ideas would be be greatly appreciated!
The inputs I use currently are:
R0 = 1000;
R = 8.4691;
c = 0.393*10^(-2);
x = 0.01;
l = 0 # Can reasonably be 0-6;
N = 20; # Increasing the value will give the same results,
# but I would like to be able to do at least N = 600;
Using these values
V(1, 1:3) = 873,379900963549 -5,80688363271849 -3,38139152472590
Although the diagonal values never converge with increasing R0 so they are less interesting.
You will lose the gain from the symmetricity of the problem with my approach, but this means a factor of 2 loss. Odds are that you'll still benefit in the end.
The idea is to use multidimensional arrays, making use of trapz supporting these inputs. I'll demonstrate the first term in your figure, as the two others should be done similarly, and the point is the technique:
r1 = 0.01:x:R;
r2 = R:x:R0;
r = [r1 r2].';
rl1 = r1.'.^(2*l);
rl2 = r2.'.^(2*l);
sines = zeros(length(r),N); %// CHANGED!!
%// V = zeros(N, N); not needed now, see later
%// you can define sines in a vectorized way as well:
sines = sin(r*(1:N)*pi/R0); %//' now size [Nr, N] !
%// note that implicitly r is of size [Nr, 1, 1]
%// and sines is of size [Nr, N, 1]
sines2mat = permute(sines,[1, 3, 2]); %// size [Nr, 1, N]
%// the first term in V: perform integral along first dimension
%//V1 = 1/6*squeeze(trapz(bsxfun(#times,bsxfun(#times,r.^(2*l+2),sines),sines2mat),1))*x; %// 4*pi*c prefactor might be physics, not math
V1 = 1/6*permute(trapz(bsxfun(#times,bsxfun(#times,r.^(2*l+2),sines),sines2mat),1),[2,3,1])*x; %// 4*pi*c prefactor might be physics, not math
The key point is that bsxfun(#times,r.^(2*l+2),sines) is a matrix of size [Nr,N,1], which is again multiplied by sines2mat using bsxfun, the result is of size [Nr,N,N] and an element (k1,k2,k3) corresponds to an integrand at radial point k1, n=k2 and m=k3. Using trapz() with explicitly the first dimension (which would be default) reduces this to an array of size [1,N,N], which is just what you need after a good squeeze(). Update: as per #Dev-iL's comment you should use permute instead of squeeze to get rid of the leading singleton dimension, as that might be more efficent.
The two other terms can be handled the same way, and of course it might still help if you restructure the integrals based on overlapping and non-overlapping parts.
I need to create a Fourier matrix in order to apply it to a huge matrix that I needed to define as sparse using spalloc. I tried:
F=dftmtx(N);
but N is too large so I can't create it.
Is there any way to solve this problem?
Thank you for your help!
For each column, you can form a reduced DFT matrix by leaving out the entries that will multiply zeros. Something like
X = my_matrix;
c = column_index;
x = X(:,c);
N = length(x);
inds = find(x);
F = exp( -1j * 2*pi/N * (0:N-1)' * (inds-1) );
Xdft(:,c) = F * x(inds);
You'll have to iterate over the columns unless the zeros in the input matrix don't change column-to-column. However, the above still seems silly to me. I'd just pull off one column at a time and use fft().
I need to multiply a matrix A with n matrices, and get n matrices back. For example, multiply a 2x2 matrix with 3 2x2 matrices stacked as a 2x2x3 Matlab array. bsxfun is what I usually use for such situations, but it only applies for element-wise operations.
I could do something like:
blkdiag(a, a, a) * blkdiag(b(:,:,1), b(:,:,2), b(:,:,3))
but I need a solution for arbitrary n - ?
You can reshape the stacked matrices. Suppose you have k-by-k matrix a and a stack of m k-by-k matrices sb and you want the product a*sb(:,:,ii) for ii = 1..m. Then all you need is
sza = size(a);
b = reshape( b, sza(2), [] ); % concatenate all matrices aloong the second dim
res = a * b;
res = reshape( res, sza(1), [], size(sb,3) ); % stack back to 3d
Your solution can be adapted to arbitrary size using comma-saparated lists obtained from cell arrays:
[k m n] = size(B);
Acell = mat2cell(repmat(A,[1 1 n]),k,m,ones(1,n));
Bcell = mat2cell(B,k,m,ones(1,n));
blkdiag(Acell{:}) * blkdiag(Bcell{:});
You could then stack the blocks on a 3D array using this answer, and keep only the relevant ones.
But in this case a good old loop is probably faster:
C = NaN(size(B));
for nn = 1:n
C(:,:,nn) = A * B(:,:,nn);
end
For large stacks of matrices and/or vectors over which to execute matrix multiplication, speed can start becoming an issue. To avoid re-inventing the wheel, you could simply compile and use the following fast MEX code:
MTIMESX - Mathworks.
As a rule of thumb, MATLAB is often quite inefficient at executing for loops over large numbers of operations which look like they should be vectorizable; I cannot think of a straightforward way of generalising Shai's answer to this case.
I wish to compute the cumulative cosine distance between sets of vectors.
The natural representation of a set of vectors is a matrix...but how do I vectorize the following?
function d = cosdist(P1,P2)
ds = zeros(size(P1,2),1);
for k=1:size(P1,2)
%#used transpose() to avoid SO formatting on '
ds(k)=transpose(P1(:,k))*P2(:,k)/(norm(P1(:,k))*norm(P2(:,k)));
end
d = prod(ds);
end
I can of course write
fz = #(v1,v2) transpose(v1)*v2/(norm(v1)*norm(v2));
ds = cellfun(fz,P1,P2);
...so long as I recast my matrices as cell arrays of vectors. Is there a better / entirely numeric way?
Also, will cellfun, arrayfun, etc. take advantage of vector instructions and/or multithreading?
Note probably superfluous in present company but for column vectors v1'*v2 == dot(v1,v2) and is significantly faster in Matlab.
Since P1 and P2 are of the same size, you can do element-wise operations here. v1'*v equals sum(v1.*v2), by the way.
d = prod(sum(P1.*P2,1)./sqrt(sum(P1.^2,1) .* sum(P2.^2,1)));
#Jonas had the right idea, but the normalizing denominator might be incorrect. Try this instead:
%# matrix of column vectors
P1 = rand(5,8);
P2 = rand(5,8);
d = prod( sum(P1.*P2,1) ./ sqrt(sum(P1.^2,1).*sum(P2.^2,1)) );
You can compare this against the results returned by PDIST2 function:
%# PDIST2 returns one minus cosine distance between all pairs of vectors
d2 = prod( 1-diag(pdist2(P1',P2','cosine')) );