I have a triple nested for loop in matlab and it takes enormous amount of time to solve it. Do you have any recommendations how can I speed up the simulation? This specific simulation is fast, but in the real code the 't' has thousand elements and and A and B about 400 elements.
A = [1,2,3];
B = [1,2];
t=[1:1:4];
or hh = 1:length(t)
for ii = 1:length(A)
T1(ii,hh)=A(ii)*t(hh)
for jj = 1:length(B)
T2(ii,jj,hh)=A(ii)*B(jj)*t(hh)
end
end
end
T1_part=sum(T1);
T2_part1=sum(sum(T2));
T2_part2=T2_part1(:,:);
T_final=T1_part+T2_part2
Results :
T_final =
24 48 72 96
Try replacing the loops with:
T1 = A'*t;
T2 = bsxfun(#times, A'*B, permute(t,[3 1 2]));
The reason for the permute is because bsxfun will expand the matrix along a singleton dimension so you need to make sure that your matrix expands along the right dimension. If you give bsxfun a row vector and a matrix, it will try do an element-wise multiplication of your row vector and each row of your matrix. But what we want is to multiply the entire matrix with each element of a vector but along a new orthogonal dimension. So permute changes the vector from a row vector to a 3D vector allowing bsxfun to expand along the correct dimension.
But then also you should first try to just pre-allocate memory for T1 and T2 using zeros, i.e. before your loop just try T2 = zeros(size(A,2), size(B,2), size(t,2)). You should always preallocate when possible when using a loop.
for both T1 and T2 you can use the element-wise product of two vectors, which gives you a matrix :
A = [1,2,3];
B = [1,2];
> T1=B'*A
T1 =
1 2 3
2 4 6
Related
In an attempt to create my own covariance function in MatLab I need to perform matrix multiplication on a row to create a matrix.
Given a matrix D where
D = [-2.2769 0.8746
0.6690 -0.4720
-1.0030 -0.9188
2.6111 0.5162]
Now for each row I need manufacture a matrix. For example the first row R = [-2.2770, 0.8746] I would want the matrix M to be returned where M = [5.1847, -1.9915; -1.9915, 0.7649].
Below is what I have written so far. I am asking for some advice to explain how to use matrix multiplication on a rows to produce matrices?
% Find matrices using matrix multiplication
for i=1:size(D, 1)
P1 = (D(i,:))
P2 = transpose(P1)
M = P1*P2
end
You are trying to compute the outer product of each row with itself stored as individual slices in a 3D matrix.
Your code almost works. What you're doing instead is computing the inner product or the dot product of each row with itself. As such it'll give you a single number instead of a matrix. You need to change the transpose operation so that it's done on P1 not P2 and P2 will now simply be P1. Also you are overwriting the matrix M at each iteration. I'm assuming you'd like to store these as individual slices in a 3D matrix. To do this, allocate a 3D matrix where each 2D slice has an equal number of rows and columns which is the number of columns in D while the total number of slices is equal to the total number of rows in D. Then just index into each slice and place the result accordingly:
M = zeros(size(D,2), size(D,2), size(D,1));
% Find matrices using matrix multiplication
for ii=1:size(D, 1)
P = D(ii,:);
M(:,:,ii) = P.'*P;
end
We get:
>> M
M(:,:,1) =
5.18427361 -1.99137674
-1.99137674 0.76492516
M(:,:,2) =
0.447561 -0.315768
-0.315768 0.222784
M(:,:,3) =
1.006009 0.9215564
0.9215564 0.84419344
M(:,:,4) =
6.81784321 1.34784982
1.34784982 0.26646244
Depending on your taste, I would recommend using bsxfun to help you perform the same operation but perhaps doing it faster:
M = bsxfun(#times, permute(D, [2 3 1]), permute(D, [3 2 1]));
In fact, this solution is related to a similar question I asked in the past: Efficiently compute a 3D matrix of outer products - MATLAB. The only difference is that the question wanted to find the outer product of columns instead of the rows.
The way the code works is that we shift the dimensions with permute of D so that we get two matrices of the sizes 2 x 1 x 4 and 1 x 2 x 4. By performing bsxfun and specifying the times function, this allows you to efficiently compute the matrix of outer products per slice simultaneously.
So my question refers to the regress() function in matlab. Click here for the Matlab documentation
If I want to run multiple regressions using this function and output both the coefficients and the confidence intervals, what's the best way to do this in a For loop?
Matlab's own syntax for this is [b,bint] = regress(y,X). But when I try to implement this in a for loop it tells me that the dimension mismatch. My code is the following:
for i=1:6
[a, b]=regress(Dataset(:,i),capm_factors);
capm_coefs(i,:)=a;
capm_ci(i,:)=b;
end
Please help, thanks!
regress outputs a column vector of coefficients that minimize the least squared error between your input data (capm_factors) and your predicted values (Dataset(:,i)). However, in your for loop, you are assuming that a and b are row vectors.
Also, the first output of regress is the solution to your system, but the second output contains a matrix of confidence values where the first column denotes the lower end of the confidence interval for each variable and the second column denotes the upper end of the confidence interval.
Specifically, your input capm_factors should be a M x N matrix where M is the total number of input samples and N is the total number of features. In your code, a would thus give you a N x 1 vector and b would give you a N x 2 matrix.
If you'd like use a loop, make sure capm_coefs is a N x l matrix where l is the total number of times you want to loop and capm_ci should either be a N x 2 x l 3D matrix or perhaps a l element cell array. Either way is acceptable.... but I'll show you how to do both.
Something like this comes to mind:
Confidences as a 3D matrix
l = 6; %// Define # of trials
[M,N] = size(capm_factors); %// Get dimensions of data
capm_coefs = zeros(N, l);
capm_ci = zeros(N, 2, l);
for ii = 1 : l
[a,b] = regress(Dataset(:,i), capm_factors);
capm_coefs(:,ii) = a;
capm_ci(:,:,ii) = b;
end
You'd then access the coefficients for a trial via capm_coefs(:,ii) where ii is the iteration you want. Similarly, the confidence matrix can be accessed via capm_ci(:,:,ii)
Confidences as a cell array
l = 6; %// Define # of trials
[M,N] = size(capm_factors); %// Get dimensions of data
capm_coefs = zeros(N, l);
capm_ci = cell(l); %// Cell array declaration
for ii = 1 : l
[a,b] = regress(Dataset(:,i), capm_factors);
capm_coefs(:,ii) = a;
capm_ci{ii} = b; %// Assign confidences to cell array
end
Like above, you'd access the coefficients for a trial via capm_coefs(:,ii) where ii is the iteration you want. However, the confidence matrix can be accessed via capm_ci{ii} as we are now dealing with cell arrays.
For a 3N by 3N by 3N matrix A, I would like to derive a N by N by N matrix B whose entries come from summation over blocks in A.
For example, B(1,1,1) = sum of all elements of A(1:3,1:3,1:3).
Basically, A is kind of a high resolution matrix and B is a low resolution matrix from summing over entries in A.
If memory is not a concern, you can use a "labelling" approach: build a 3-component label to group the elements of A, and use that label as the first input argument to accumarray to do the sum. The label uses integers from 1 to N, so the result of accumarray already has the desired shape (NxNxN).
N = 5;
F = 3; %// block size per dimension
A = rand(15,15,15); %// example data. Size FN x FN x FN
[ii jj kk] = ind2sub(size(A), 1:numel(A));
label = ceil([ii.' jj.' kk.']/F);
result = accumarray(label, A(:));
reshape + sum based approach and as such has to be pretty efficient -
sumrows = sum(reshape(A,3,[]),1); %// Sum along rows
sumcols = sum(reshape(sumrows,N,3,[]),2); %// Sum along cols
B = reshape(sum(reshape(sumcols,N*N,3,[]),2),N,N,N); %// Sum along 3rd dim
If you are crazy about one-liners, here's that combining all steps into one -
B = reshape(sum(reshape(sum(reshape(sum(reshape(A,3,[]),1),N,3,[]),2),N*N,3,[]),2),N,N,N);
For a 2D matrix, this would work:
B = reshape(sum(im2col(A, [3 3], 'distinct')), [N N]);
NB: You need the image processing toolbox.
But for 3D matrices, I don't know of any built-in function equivalent to im2col. You might have to use a loop. Left as an exercise to the reader ;)
I have this matrix A of size 100x100. Now I have another vector Z=(1,24,5,80...) which has 100 elements. it is a column vector with 100 elements. Now for each row of the matrix A, I want its A(i,j) element to be 1 where i is the row from 1:100 and j is the column which is given by Z
So the elements that should be 1 should be
1,1
2,24
3,5
4,80
and so on
I know I can do it using a loop. But is there a direct simple way I mean one liner?
A matrix that has 100 non-zero elements out of 10000 (so only 1% non-zero) in total is best stored as sparse. Use the capability of matlab.
A = sparse(1:100,Z,1,100,100);
This is a nice, clean one-linear, that results in a matrix that will be stored more efficiently that a full matrix. It can still be used for matrix multiplies, and will be more efficient at that too. For example...
Z = randperm(100);
A = sparse(1:100,Z,1,100,100);
whos A
Name Size Bytes Class Attributes
A 100x100 2408 double sparse
This is a reduction in memory of almost 40 to 1. And, while the matrix is actually rather small as these things go, it is still faster to use it as sparse.
B = rand(100);
timeit(#() B*A)
ans =
4.5717e-05
Af = full(A);
timeit(#() B*Af)
ans =
7.4452e-05
Had A been 1000x1000, the savings would have been even more significant.
If your goal is a full matrix, then you can use full to convert it to a full matrix, or accumarray is an option. And if you want to insert values into an existing array, then use sub2ind.
One way to do it is to convert the values in Z to absolute indices in A using sub2ind, and then use vector indexing:
idx = sub2ind(size(A), 1:numel(Z), Z);
A(idx) = 1;
or simply in a one-liner:
A(sub2ind(size(A), 1:numel(Z), Z)) = 1;
Is there a way to combine 2 vectors in MATLAB such that:
mat = zeros(length(C),length(S));
for j=1:length(C)
mat(j,:)=C(j)*S;
end
Using normal MATLAB syntax similar to:
mat = C * S(1:length(S))
This gives a "Inner matrix dimensions must agree error" because it's trying to do normal matrix operations. This is not a standard Linear Algebra operation so I'm not sure how to correctly express it in MATLAB, but it seems like it should be possible without requiring a loop, which is excessively slow in MATLAB.
From your description, it sounds like a simple matrix operation. You just have to make sure you have the right dimensions for C and S. C should be a column vector (length(C)-by-1) and S should be a row vector (1-by-length(S)). Assuming they are the right dimensions, just do the following:
mat = C*S;
If you're not sure of their dimensions, this should work:
mat = (C(:))*(S(:)');
EDIT: Actually, I went a little crazy with the parentheses. Some of them are unnecessary, since there are no order-of-operation concerns. Here's a cleaner version:
mat = C(:)*S(:)';
EXPLANATION:
The matrix multiplication operator in MATLAB will produce either an inner product (resulting in a scalar value) or an outer product (resulting in a matrix) depending on the dimensions of the vectors it is applied to.
The last equation above produces an outer product because of the use of the colon operator to reshape the dimensions of the vector arguments. The syntax C(:) reshapes the contents of C into a single column vector. The syntax S(:)' reshapes the contents of S into a column vector, then transposes it into a row vector. When multiplied, this results in a matrix of size (length(C)-by-length(S)).
Note: This use of the colon operator is applicable to vectors and matrices of any dimension, allowing you to reshape their contents into a single column vector (which makes some operations easier, as shown by this other SO question).
Try executing this in MATLAB:
mat = C*S'
As In:
C = [1; 2; 3];
S = [2; 2; 9; 1];
mat = zeros(length(C),length(S));
for j=1:length(C)
mat(j,:)=C(j)*S;
end
% Equivalent code:
mat2 = C*S';
myDiff = mat - mat2
Do you mean the following?
mat = zeros(length(C),length(S));
for j=1:length(C)
mat(j,:)=C(j)*S;
end
If so, it's simply matrix multiplication:
C' * S % if C and S are row vectors
C * S' % if C and S are column vectors
If you don't know whether C and S are row vectors or column vectors, you can use a trick to turn them into column vectors, then transpose S before multiplying them:
C(:) * S(:)'
I'm not entirely clear on what you're doing - it looks like your resulting matrix will consist of length(C) rows, where the ith row is the vector S scaled by the ith entry of C (since subscripting a vector gives a scalar). In this case, you can do something like
mat = repmat(C,[1 length(S)]) .* repmat(S, [length(C) 1])
where you tile C across columns, and S down rows.
Try this:
C = 1:3
S = 1:5
mat1 = C'*S
mat2 = bsxfun(#times, C',S)
(esp. good when the function you need isn't simpler MATLAB notation)
--Loren
Try using meshgrid:
[Cm, Sm] = meshgrid(C, S);
mat = Cm .* Sm;
edit: nevermind, matrix multiplication will do too. You just need one column vector C and one row vector S. Then do C * S.