Matlab: Efficient storage of n 2x2 matrices - matlab

I have a recursive procedure that generates a 2x2 matrix each time the loop iterates. I want to be able to call upon each of these matrices at a later point but I'm not sure how to store them all together efficiently.
If the procedure iterates n times, should I store them in a 2nx2 matrix? But then how would I call upon say the jth matrix (rows 2j-1 and 2j) within this long matrix?
Thanks!

You can use cell arrays:
matrices = cell(n,1);
for ii = 1:n
% generate your matrix
matrix_ii = rand(2);
% store it for later
matrices{ii} = matrix_ii;
% [do your stuff]
end
Recalling the jth matrix is then as simple as
matrix_j = matrices{j}
(note the curly braces).
You could also store it in a large 2D array (as you suggested),
matrices = zeros(2*n,2);
for ii = 1:n
% generate your 2x2 matrix
matrix_ii = rand(2);
% store it for later
matrices(2*(ii-1)+[0 1]+1,:) = matrix_ii;
% [do your stuff]
end
recalling values later like so:
matrix_j = matrices(2*(j-1)+[0 1]+1,:)
or in a 3D array like so,
matrices = zeros(2,2,n);
for ii = 1:n
% generate your 2x2 matrix
matrix_ii = rand(2);
% store it for later
matrices(:,:,ii) = matrix_ii;
% [do your stuff]
end
recalling values later like so:
matrix_j = matrices(:,:,j);
Comparing the methods for n = 1e5:
Elapsed time is 0.282959 seconds. % cell arrays
Elapsed time is 0.856801 seconds. % 2*n x 2 matrix
Elapsed time is 0.293186 seconds. % 2x2xn array
Memory: 9200000 bytes % Cell arrays
Memory: 3200000 bytes % 2*n x 2 matrix
Memory: 3200000 bytes % 2x2xn array
You might want to test these things on your own computer, but it appears the large 3D array is the best way to go here.

Rody Oldenhuis gave three great alternatives to store the matrices in his answer (which I already upvoted). I just wanted to improve upon the slowest of the three.
MATLAB matrices are indexed faster by columns rather than by rows, so I'm building a big wide matrix (2-by-2*n) rather than a tall matrix (2*n-by-2). Also building the index in the iterations can be simplified.
Here is the result of that, with a slightly more convenient benchmark (you will need the TIMEIT function from the File Exchange)
function [t,b] = test_2d_matrices_container()
N = 1e5;
f = {#()func_cell(N), #()func_wide_2d_mat(N), #()func_3d_mat(N)};
t = cellfun(#timeit, f);
b = cellfun(#get_mem, f);
end
function b = get_mem(f)
x = feval(f); %#ok<NASGU>
S = whos('x');
b = S.bytes;
end
function M = func_cell(N)
M = cell(N,1);
for i=1:N
M{i} = rand(2);
end
end
function M = func_wide_2d_mat(N)
M = zeros(2,2*N);
for i=1:2:2*N
M(:,[i i+1]) = rand(2);
end
end
function M = func_3d_mat(N)
M = zeros(2,2,N);
for i=1:N
M(:,:,i) = rand(2);
end
end
The results I get on my machine:
>> [t,b] = test_2d_matrices_container
t =
0.13963 0.22997 0.23434
b =
9200000 3200000 3200000
Now the "wide" 2D matrix case is as fast as the 3D "slices" method (even lightly faster, but the difference is really negligible)

Related

Block matrix inner products in Matlab

I have been using the following custom function to perform the multiplication of a vector by a matrix, in which each element of the vector multiplies a 3x3 block within a (3xN)x(3) matrix:
function [B] = BlockScalar(v,A)
N=size(v,2);
B=zeros(3*N,3);
for i=1:N
B(3*i-2:3*i,:) = v(i).*A(3*i-2:3*i,:);
end
end
Similarly, when I want to multiply a collection of 3x3 matrices by a collection of 3x3 vectors, I use the following
function [B] = BlockMatrix(A,u)
N=size(u,2);
B=zeros(N,3);
for i=1:N
B(i,:) = A(3*i-2:3*i,:)*u(:,i);
end
end
Since I call them very often, these unfortunately, slow down the running of my code significantly. I was wondering if there was a more efficient (perhaps vectorised) version of the above operations.
In both instance, you are able to do away with the for-loops (although without testing, I cannot confirm if this will necessarily speed up your computation).
For the first function, you can do it as follows:
function [B] = BlockScalar(v,A)
% We create a vector N = [1,1,1,2,2,2,3,3,3,...,N,N,N]
N=ceil((1:size(A,1))/3);
% Use N to index v, and let matlab do the expansion
B = v(N).*A;
end
For the second function, we can make a block-diagonal matrix.
function [B] = BlockMatrix(A,u)
N=size(u,2)*3;
% We use a little meshgrid+sparse magic to convert A to a block matrix
[X,Y] = meshgrid(1:N,1:3);
% Use sparse matrices to speed up multiplication and save space
B = reshape(sparse(Y+(ceil((1:N)/3)-1)*3,X,A) * (u(:)),3,size(u,2))';
end
Note that if you are able to access the individual 3x3 matrices, you can potentially make this faster/simpler by using the native blkdiag:
function [B] = BlockMatrix(a,b,c,d,...,u)
% Where A = [a;b;c;d;...];
% We make one of the input matrices sparse to make the whole block matrix sparse
% This saves memory and potentially speeds up multiplication by a lot
% For small enough values of N, however, using sparse may slow things down.
reshape(blkdiag(sparse(a),b,c,d,...) * (u(:)),3,size(u,2))';
end
Here are vectorized solutions:
function [B] = BlockScalar(v,A)
N = size(v,2);
B = reshape(reshape(A,3,N,3) .* v, 3*N, 3);
end
function [B] = BlockMatrix(A,u)
N = size(u,2);
A_r = reshape(A,3,N,3);
B = (A_r(:,:,1) .* u(1,:) + A_r(:,:,2) .* u(2,:) + A_r(:,:,3) .* u(3,:)).';
end
function [B] = BlockMatrix(A,u)
N = size(u,2);
B = sum(reshape(A,3,N,3) .* permute(u, [3 2 1]) ,3).';
end

MATLAB: Multiply 2D matrix with 3D matrix within cell arrays

I have a constant 2D double matrix mat1. I also have a 2D cell array mat2 where every cell contains a 2D or 3D double matrix. These double matrices have the same number of rows and columns as mat1. I need to dot multiply (.*) mat1 with every slice of each double matrix within mat2. The result needs to be another cell array results with the same size as mat2, whereby the contatining double matrices must equal the double matrices of mat2 in terms of size.
Here's my code to generate mat1 and mat2 for illustrating purposes. I am struggling at the point where the multiplication should take place.
rowCells = 5;
colCells = 3;
rowTimeSeries = 300;
colTimeSeries = 5;
slices = [1;10];
% Create 2D double matrix
mat1 = rand(rowTimeSeries, colTimeSeries);
% Create 2D cell matrix comprisiong 2D and/or 3D double matrices
mat2 = cell(rowCells,colCells);
for c = 1:colCells
for r = 1:rowCells
slice = randsample(slices, 1, true);
mat2{r,c} = rand(rowTimeSeries, colTimeSeries, slice);
end
end
% Multiply (.*) mat1 with mat2 (every slice)
results = cell(rowCells,colCells);
for c = 1:colCells
for r = 1:rowCells
results{r,c} = ... % I am struggling here!!!
end
end
You could use bsxfun to remove the need for your custom function multiply2D3D, it works in a similar way! Updated code:
results = cell(rowCells,colCells);
for c = 1:colCells
for r = 1:rowCells
results{r,c} = bsxfun(#times, mat1, mat2{r,c});
end
end
This will work for 2D and 3D matrices where the number of rows and cols is the same in each of your "slices", so it should work in your case.
You also don't need to loop over the rows and the columns of your cell array separately. This loop has the same number of iterations, but it is one loop not two, so the code is a little more streamlined:
results = cell(size(mat2));
for n = 1:numel(mat2) % Loop over every element of mat2. numel(mat2) = rowCells*colCells
results{n} = bsxfun(#times, mat1, mat2{n});
end
I had almost the exact same answer as Wolfie but he beat me to it.
Anyway, here is a one liner that I think is slightly nicer:
nR = rowCells; % Number of Rows
nC = colCells; % Number of Cols
results = arrayfun(#(I) bsxfun(#times, mat1, mat2{I}), reshape(1:nR*nC,[],nC), 'un',0);
This uses arrayfun to perform the loop indexing and bsxfun for the multiplications.
A few advantages
1) Specifying 'UniformOutput' ('un') in arrayfun returns a cell array so the results variable is also a cell array and doesn't need to be initialised (in contrast to using loops).
2) The dimensions of the indexes determine the dimensions of results at the output, so they can match what you like.
3) The single line can be used directly as an input argument to a function.
Disadvantage
1) Can run slower than using for loops as Wolfie pointed out in the comments.
One solution I came up with is to outsource the multiplication of a 2D with a 3D matrix into a function. However, I am curious to know whether this is the most efficient way to solve this problem?
rowCells = 5;
colCells = 3;
rowTimeSeries = 300;
colTimeSeries = 5;
slices = [1;10];
% Create 2D double matrix
mat1 = rand(rowTimeSeries, colTimeSeries);
% Create 2D cell matrix comprisiong 2D and/or 3D double matrices
mat2 = cell(rowCells,colCells);
for c = 1:colCells
for r = 1:rowCells
slice = randsample(slices, 1, true);
mat2{r,c} = rand(rowTimeSeries, colTimeSeries, slice);
end
end
% Multiply (.*) mat1 with mat2 (every slice)
results = cell(rowCells,colCells);
for c = 1:colCells
for r = 1:rowCells
results{r,c} = multiply2D3D(mat1, mat2{r,c});
end
end
function vout = multiply2D3D(mat2D, mat3D)
%MULTIPLY2D3D multiplies a 2D double matrix with every slice of a 3D
% double matrix.
%
% INPUTs:
% mat2D:
% 2D double matrix
%
% mat3D:
% 3D double matrix where the third dimension is equal or greater than 1.
%
% OUTPUT:
% vout:
% 3D double matrix with the same size as mat3D. Every slice in vout
% is the result of a multiplication of mat2D with every individual slice
% of mat3D.
[rows, cols, slices] = size(mat3D);
vout = zeros(rows, cols, slices);
for s = 1 : slices
vout(:,:,s) = mat2D .* mat3D(:,:,s);
end
end

Count the number of unique values for each column of a submatrix in a fast manner

I have a matrix X with tens of rows and thousands of columns, all elements are categorical and re-organized to an index matrix. For example, ith column X(:,i) = [-1,-1,0,2,1,2]' is converted to X2(:,i) = ic of [x,ia,ic] = unique(X(:,i)), for convenient use of function accumarray. I randomly selected a submatrix from the matrix and counted the number of unique values of each column of the submatrix. I performed this procedure 10,000 times. I know several methods for counting number of unique values in a column, the fasted way I found so far is shown below:
mx = max(X);
for iter = 1:numperm
for j = 1:ny
ky = yrand(:,iter)==uy(j);
% select submatrix from X where all rows correspond to rows in y that y equals to uy(j)
Xk = X(ky,:);
% specify the sites where to put the number of each unique value
mxj = mx*(j-1);
mxi = mxj+1;
mxk = max(Xk)+mxj;
% iteration to count number of unique values in each column of the submatrix
for i = 1:c
pxs(mxi(i):mxk(i),i) = accumarray(Xk(:,i),1);
end
end
end
This is a way to perform random permutation test to calculate information gain between a data matrix X of size n by c and categorical variable y, under which y is randomly permutated. In above codes, all randomly permutated y are stored in matrix yrand, and the number of permutations is numperm. The unique values of y are stored in uy and the unique number is ny. In each iteration of 1:numperm, submatrix Xk is selected according to the unique element of y and number of unique elements in each column of this submatrix is counted and stored in matrix pxs.
The most time costly section in the above code is the iterations of i = 1:c for large c.
Is it possible to perform the function accumarray in a matrix manner to avoid for loop? How else can I improve the above code?
-------
As requested, a simplified test function including above codes is provided as
%% test
function test(x,y)
[r,c] = size(x);
x2 = x;
numperm = 1000;
% convert the original matrix to index matrix for suitable and fast use of accumarray function
for i = 1:c
[~,~,ic] = unique(x(:,i));
x2(:,i) = ic;
end
% get 'numperm' rand permutations of y
yrand(r, numperm) = 0;
for i = 1:numperm
yrand(:,i) = y(randperm(r));
end
% get statistic of y
uy = unique(y);
nuy = numel(uy);
% main iterations
mx = max(x2);
pxs(max(mx),c) = 0;
for iter = 1:numperm
for j = 1:nuy
ky = yrand(:,iter)==uy(j);
xk = x2(ky,:);
mxj = mx*(j-1);
mxk = max(xk)+mxj;
mxi = mxj+1;
for i = 1:c
pxs(mxi(i):mxk(i),i) = accumarray(xk(:,i),1);
end
end
end
And a test data
x = round(randn(60,3000));
y = [ones(30,1);ones(30,1)*-1];
Test the function
tic; test(x,y); toc
return Elapsed time is 15.391628 seconds. in my computer. In the test function, 1000 permutations is set. So if I perform 10,000 permutation and do some additional computations (are negligible comparing to the above code), time more than 150 s is expected. I think whether the code can be improved. Intuitively, perform accumarray in a matrix manner can save lots of time. Can I?
The way suggested by #rahnema1 has significantly improved the calculations, so I posted my answer here, as also requested by #Dev-iL.
%% test
function test(x,y)
[r,c] = size(x);
x2 = x;
numperm = 1000;
% convert the original matrix to index matrix for suitable and fast use of accumarray function
for i = 1:c
[~,~,ic] = unique(x(:,i));
x2(:,i) = ic;
end
% get 'numperm' rand permutations of y
yrand(r, numperm) = 0;
for i = 1:numperm
yrand(:,i) = y(randperm(r));
end
% get statistic of y
uy = unique(y);
nuy = numel(uy);
% main iterations
mx = max(max(x2));
% preallocation
pxs(mx*nuy,c) = 0;
% set the edges of the bin for function histc
binrg = (1:mx)';
% preallocation of the range of matrix into which the results will be stored
mxr = mx*(0:nuy);
for iter = 1:numperm
yt = yrand(:,iter);
for j = 1:nuy
pxs(mxr(j)+1:mxr(j),:) = histc(x2(yt==uy(j)),binrg);
end
end
Test results:
>> x = round(randn(60,3000));
>> y = [ones(30,1);ones(30,1)*-1];
>> tic; test(x,y); toc
Elapsed time is 15.632962 seconds.
>> tic; test(x,y); toc % using the way suggested by rahnema1, i.e., revised function posted above
Elapsed time is 2.900463 seconds.

Vectorize kroniker multiplcation with trace calculations

Repost with additional details that greatly change the scope of my first question. Here is the original code:
K = zeros(N*N)
for a=1:N
for i=1:I
for j=1:J
M = kron(X(:,:,a).',Y(:,:,a,i,j));
pr = real(trace(E*M));
K = K+H(i,j,a)*M/pr;
end
end
end
Where E is a boolean mask, H is 3D matrix containing N IxJ histograms. K is the output
The goal is to vectorize the kroniker multiplication calls. My intuition is to think of X and Y as containers of matrices (for reference, the slices of X and Y being fed to kron are square matrices of the order 7x7). Under this container scheme, X appears a 1-D container and Y as a 3-D container. My next guess was to reshape Y into a 2-D container or better yet a 1-D container and then do element wise multiplication of X and Y. Questions are: how would do this reshaping in a way that preserves the trace of M and can matlab even handle this idea in this container idea or do the containers need to be further reshaped to expose the inner matrix elements further?
Matrix multiplication with 7D permute
% Get sizes
[m1,m2,~] = size(X);
[n1,n2,N,n4,n5] = size(Y);
% Perform kron format elementwise multiplication betwen the first two dims
% of X and Y, keeping the third dim aligned and "pushing out" leftover dims
% from Y to the back
mults = bsxfun(#times,permute(X,[4,2,5,1,3]),permute(Y,[1,6,2,7,3,4,5]));
mults3D = reshape(mults,m1*n1,m2*n2,[]);
Emults3D = reshape(E*reshape(mults3D,size(mults3D,1),[]),size(mults3D));
% Trace summations by using linear indices of diagonal on 3D slices in Emults3D
MN = m1*n1;
idx = 1:MN+1:MN^2;
idx2D = bsxfun(#plus,idx(:),MN^2*(0:size(Emults3D,3)-1));
pr_sums = sum(Emults3D(idx2D),1);
% Perform "M/pr" equivalent elementwise divisions and then use
% matrix-multiplication to reduce the iterative summations
Mp = bsxfun(#rdivide,mults3D,reshape(pr_sums,1,1,[]));
out = reshape(Mp,[],size(Mp,3))*reshape(permute(H,[3,1,2]),[],1);
out = reshape(out,m1*n1,m2*n2);
Benchmarking
The inputs were setup like so -
% Size parameter
n = 5;
% Setup inputs
X = rand(n,n,n);
Y = rand(n,n,n,n,n);
E = rand(n*n,n*n)>0.5;
H = rand(n,n,n);
num_iter = 500; % Number of iterations to run the approaches for
The runtime results were -
----------------------------- With Loop
Elapsed time is 8.806286 seconds.
----------------------------- With Vectorization
Elapsed time is 1.471877 seconds.
With the size parameter n set as 10, the runtimes were -
----------------------------- With Loop
Elapsed time is 5.068872 seconds.
----------------------------- With Vectorization
Elapsed time is 4.399783 seconds.

Vectorization and Nested Matrix Multiplication

Here is the original code:
K = zeros(N*N)
for a=1:N
for i=1:I
for j=1:J
M = kron(X(:,:,a).',Y(:,:,a,i,j));
%A function that essentially adds M to K.
end
end
end
The goal is to vectorize the kroniker multiplication calls. My intuition is to think of X and Y as containers of matrices (for reference, the slices of X and Y being fed to kron are square matrices of the order 7x7). Under this container scheme, X appears a 1-D container and Y as a 3-D container. My next guess was to reshape Y into a 2-D container or better yet a 1-D container and then do element wise multiplication of X and Y. Questions are: how would do this reshaping in a way that preserves the trace of M and can matlab even handle this idea in this container idea or do the containers need to be further reshaped to expose the inner matrix elements further?
Approach #1: Matrix multiplication with 6D permute
% Get sizes
[m1,m2,~] = size(X);
[n1,n2,N,n4,n5] = size(Y);
% Lose the third dim from X and Y with matrix-multiplication
parte1 = reshape(permute(Y,[1,2,4,5,3]),[],N)*reshape(X,[],N).';
% Rearrange the leftover dims to bring kron format
parte2 = reshape(parte1,[n1,n2,I,J,m1,m2]);
% Lose dims correspinding to last two dims coming in from Y corresponding
% to the iterative summation as suggested in the question
out = reshape(permute(sum(sum(parte2,3),4),[1,6,2,5,3,4]),m1*n1,m2*n2)
Approach #2: Simple 7D permute
% Get sizes
[m1,m2,~] = size(X);
[n1,n2,N,n4,n5] = size(Y);
% Perform kron format elementwise multiplication betwen the first two dims
% of X and Y, keeping the third dim aligned and "pushing out" leftover dims
% from Y to the back
mults = bsxfun(#times,permute(X,[4,2,5,1,3]),permute(Y,[1,6,2,7,3,4,5]));
% Lose the two dims with summation reduction for final output
out = sum(reshape(mults,m1*n1,m2*n2,[]),3);
Verification
Here's a setup for running the original and the proposed approaches -
% Setup inputs
X = rand(10,10,10);
Y = rand(10,10,10,10,10);
% Original approach
[n1,n2,N,I,J] = size(Y);
K = zeros(100);
for a=1:N
for i=1:I
for j=1:J
M = kron(X(:,:,a).',Y(:,:,a,i,j));
K = K + M;
end
end
end
% Approach #1
[m1,m2,~] = size(X);
[n1,n2,N,n4,n5] = size(Y);
mults = bsxfun(#times,permute(X,[4,2,5,1,3]),permute(Y,[1,6,2,7,3,4,5]));
out1 = sum(reshape(mults,m1*n1,m2*n2,[]),3);
% Approach #2
[m1,m2,~] = size(X);
[n1,n2,N,n4,n5] = size(Y);
parte1 = reshape(permute(Y,[1,2,4,5,3]),[],N)*reshape(X,[],N).';
parte2 = reshape(parte1,[n1,n2,I,J,m1,m2]);
out2 = reshape(permute(sum(sum(parte2,3),4),[1,6,2,5,3,4]),m1*n1,m2*n2);
After running, we see the max. absolute deviation with the proposed approaches against the original one -
>> error_app1 = max(abs(K(:)-out1(:)))
error_app1 =
1.1369e-12
>> error_app2 = max(abs(K(:)-out2(:)))
error_app2 =
1.1937e-12
Values look good to me!
Benchmarking
Timing these three approaches using the same big dataset as used for verification, we get something like this -
----------------------------- With Loop
Elapsed time is 1.541443 seconds.
----------------------------- With BSXFUN
Elapsed time is 1.283935 seconds.
----------------------------- With MATRIX-MULTIPLICATION
Elapsed time is 0.164312 seconds.
Seems like matrix-multiplication is doing fairly good for dataset of these sizes!