Matlab Question on Sparse Matrices - matlab

I have a sparse matrix S.
I perform the following operation
D1 = diag(sum(S,2)), basically forming a diagonal matrix.
Now I need to perform (D1)^(-0.5), but I get an error
"Error using mpower, use full(x)^full(y)"
Converting to full will defeat the purpose of using a sparse matrix.
Any advice will be very helpful.

Raising a diagonal matrix to a power can be done simply by doing the operation on the diagonal elements elementwise... so:
D1_diagonal_elements = sum(S,2);
your_result = diag(D1_diagonal_elements .^ (-0.5));

Related

Multiplying a 3D Matrix with a 1D

I attempted to use the solution from this post: Multiply a 3D matrix with a 2D matrix, to vectorize the multiplication of a one dimensional with a three dimensional, but to no avail. Any help would be greatly appreciated!
for s = 1: s_length
for a = 1: a_length
for g = g_length
two_dim(s,a) = two_dim(s,a) + one_dim(g) * three_dim(s,a,g);
end
end
end
I think this does what you want.
two_dim = reshape(three_dim, [], size(three_dim,3))*one_dim(:);
two_dim = reshape(two_dim, size(three_dim,1), size(three_dim,2));
This works as follows:
First line reshapes your 3D array into a matrix, collapsing the first two dimensions into one. That way the operation you want is standard multiplication of the resulting matrix times a column vector.
Second line reshapes the result into matrix shape.
mtimes does not work with inputs with dimension larger than 2, so you have to find a way to do the multiplication by yourself. The solution of Luis Mendo is a nice solution; here is another one using bsxfun:
two_dim = two_dim + squeeze(sum(bsxfun(#times, three_dim, reshape(one_dim,[1 1 g_length])),3));
Here is how it works:
reshape makes the vector one_dim looking like a 3D array. This must be done because the multiplication between the vector and the 3D array is performed along the 3rd dimension, so Matlab need a hint on sizes.
bsxfun perfoms the element-wise multiplcation, so the result must be sumed up along the 3rd dimension (and squeezed to be compliant with a 2D matrix format)

How to multiply matrix of nxm with matrix nxmxp different dimensions in matlab

In my current analysis, I am trying to multiply a matrix (flm), of dimension nxm, with the inverse of a matrix nxmxp, and then use this result to multiply it by the inverse of the matrix (flm).
I was trying using the following code:
flm = repmat(Data.fm.flm(chan,:),[1 1 morder]); %chan -> is a vector 1by3
A = (flm(:,:,:)/A_inv(:,:,:))/flm(:,:,:);
However. due to the problem of dimensions, I am getting the following error message:
Error using ==> mrdivide
Inputs must be 2-D, or at least one
input must be scalar.
To compute elementwise RDIVIDE, use
RDIVIDE (./) instead.
I have no idea on how to proceed without using a for loop, so anyone as any suggestion?
I think you are looking for a way to conveniently multiply matrices when one is of higher dimensionality than the other. In that case you can use bxsfun to automatically 'expand' the smaller matrix.
x = rand(3,4);
y = rand(3,4,5);
bsxfun(#times,x,y)
It is quite simple, and very efficient.
Make sure to check out doc bsxfun for more examples.

Matlab - Create N sparse matrices and sum them

I have N kx1 sparse vectors and I need to multiply each of them by their transpose, creating N square matrices, which I then have to sum over. The desired output is a k by k matrix. I have tried doing this in a loop and using arrayfun, but both solutions are too slow. Perhaps one of you can come up with something faster. Below are specific details about the best solution I've come up with.
mdev_big is k by N sparse matrix, containing each of the N vectors.
fun_sigma_i = #(i) mdev_big(:,i)*mdev_big(:,i)';
sigma_i = arrayfun(fun_sigma_i,1:N,'UniformOutput',false);
sigma = sum(reshape(full([sigma_i{:}]),k,k,N),3);
The slow part of this process is making sigma_i full, but I cannot reshape it into a 3d array otherwise. I've also tried cat instead of reshape (slower), ndSparse instead of full (way slower), and making fun_sigma_i return a full matrix rather than a sparse one (slower).
Thanks for the help! ,

Storing a sparse matrix in blocks in Matlab?

I have to perform this operation:
N = A'*P*A
The structure of the P matrix is block diagonal while the A matrix is largely sparse (also in a banded structure). The multiplication is performed in blocks. But the problem is storage.
The N matrix is too huge to store in full (out of memory when trying to allocate). So, I want to store in a sparse fashion. While the sparse command generates only the values in row,column format, can it be applied to store banded matrices with the row column as the index of the block?
I have tried spalloc given in the this question but it hasnt helped storing the row and index of the block.
Thank you.
Image for A P A' formation
The problem lies in the blocks. The blocks are themselves sparse. So is it possible to make blocks as sparse matrices themselves while saving.
So, if a block has a row = 1 and col = 1, then can this be done?
N(row,col) = sparse(A'*P*A)
There may be some additional tricks to play but the first thing to try is to make sure the full matrix N is never created in memory. The immediate problem is that if you call sparse(A'*P*A) then you multiple A'*P then (A'*P)*A and only then do you make it sparse and take out the zeros. Right before making it sparse, the entire non-sparse matrix representation of N is in memory. To force MATLAB to be smarter do the following:
SA = sparse(A);
N = SA'*sparse(P)*SA;
whos N
You should see that N is sparse but, more importantly, each multiplication result is sparse as well because you are multiplying a sparse matrix times a sparse matrix.

Matlab: a smart way to create a sparse matrix

I have to create a matlab matrix that is much bigger that my phisical memory, and i want to take advantage of the sparsity.
This matrix is really really sparse [say N elements in an NxN matrix], and my ram is enought for this. I create the matrix in this way:
A=sparse(zeros(N));
but it goes out of memory.
Do you know the right way to create this matrix?
zeros(N) is creating an NxN matrix, which is not sparse, hence you are running out of memory. Your code is equivalent to
temp = zeros(N)
A = sparse(temp)
Just do sparse(N,N).
Creating an all zeros sparse matrix, and then modifying it is extremely inefficient in matlab.
Instead of doing something like:
A = sparse(N,N) % or even A = sparse([],[],[],N,N,N)
A(1:N,7) = 1:N
It is much more efficient to construct the matrix in triplet form. That is,
construct the column and row indices and the nonzero entries first, then
form the matrix. For example,
i = 1:N;
j = 7*ones(1,N);
x = 1:N;
A = sparse(i,j,x,N,N);
I'd actually recommend the full syntax of sparse([],[],[],N,N,N).
It's useful to preallocate if you know the maximum number of nonzero elements as otherwise you'll get reallocs when you insert new elements.