MATLAB vectorization: creating a cell array of neighbor index arrays - performance

I have a logical matrix X of n points, where X(i, j) == 1 if points i and j are neighbors and 0 otherwise.
I would like to create a cell array Y with each entry Y{i} (i from 1 to n) containing an array with the indeces of point i's neighbors.
In other words, I would like to vectorize the following:
n = 10;
X = (rand(n, n) < 0.5);
Y = cell(1, 10);
for i = 1:10
[Y{i}] = find(X(i, :));
end

As one approach you can use accumarray -
[R,C] = find(X.') %//'
Y = accumarray(C(:),R(:),[],#(x) {x})
If you need each cell to be a row vector, you need to add one transpose there with x, like so -
Y = accumarray(C(:),R(:),[],#(x) {x.'})
As another approach, you can also use arrayfun, but I don't think this would be a vectorized solution -
Y = arrayfun(#(n) R(C==n),1:max(C),'Uni',0)
If you don't care about the order of elements in each cell, you can avoid the transpose of X to get R and C like so -
[R,C] = find(X)
Then, interchange the positions of R and C with the accumarray and arrayfun based approaches as listed earlier.

Here's some more voodoo:
Y = mat2cell(nonzeros(bsxfun(#times, X, 1:size(X,1)).').', 1, sum(X,2));
The most important function here is bsxfun. To see how the code works, I suggest you observe partial results from innermost outwards: first bsxfun(#times, X, 1:size(X,1)).', then nonzeros(...), etc.

Related

How to loop over matrix in Octave to generate cross-term polynomial of order n

What I am trying to do is the following, I have an n x m sized matrix, with n rows of data and m columns. Each of these columns is a different variable (think X, Y, Z, ect...).
What I want is to output a n x (m+f(m, i)) matrix, where i is the order of the polynomial requested, and f(m, i) is the number of terms, including cross terms of the polynomial.
I'll give an example, say I have a matrix with one row and three columns, and I want to return the polynomial terms up to order 3.
input = [x, y, z]
I want to get to
output = [x, y, z, x^2, y^2, z^2, x*y, x*z, y*z, x^3, y^3, z^3, x^2y, x^2*z, x*y^2, y^2*z, x*z^2, y*z^2, x*y*z]
From this we see f(3, 3) = 16.
I know I can do this with m nested loops, and I believe I can vectorize any algorithm over the number of rows, but it would be helpful to have a more efficient algorithm than brute force.
This can be done numerically using the following code, should be pretty easy to do symbolically as well.
function MatrixWithPolynomialTerms = GeneratePolynomialTerms
(InputDataMatrix, n)
resultMatrix = InputDataMatrix;
[nr, nc] = size(InputDataMatrix);
cart = nthargout ([1:nc], #ndgrid, [0:n]);
combs = cell2mat (cellfun (#(c) c(:), cart, "UniformOutput", false))';
for i = 1:length(combs)
if (sum(combs(:, i)) <= n)
resultColumn = ones(nr, 1);
for j = 1:nc
resultColumn.*=(InputDataMatrix(:, j).^combs(j, i));
end
resultMatrix = [resultMatrix, resultColumn];
end
end
MatrixWithPolynomialTerms = resultMatrix
endfunction

optimizing dynamic programming in matlab

I have a problem with a dynamic programming solution which I'm trying to implement in matlab and was trying to see if there's a better (run-time-wise) implementation than the one I could come up with.
The problem (all values are in the real):
input: let X be a T-by-d matrix, W be a k-by-d matrix and A by a k-by-k matrix.
output: Y T-by-1 array s.t for row i in X Y(i) is the number of a row in W which maximizes our goal.
A(i,j) gives us the cost of choosing row j if the previous row we chose was i.
To calculate the weight of the output, for each row i in X we sum the dot-product of the Y(i) row of W and add the relevant cost from A.
Our goal is to maximaize the said weight.
Dynamic solution:
instantiate a k-by-T matrix
Fill the first column of the matrix with the results of dot-producting the first row of X with each row of W
for each of the same columns (denote as i) fill with the dot-producting of the i row of X with each row of W and add the cost of A(j,i) where j is the row index of the cell in previous column with maximum value
backtrack from the last column, each time choosing the row index of the cell with the highest value
Matlab implementation (with instantiation of variables):
T = 8;
d = 10;
k = 20;
X = rand(T,d);
W = rand(k,d);
A = rand(k);
Y = zeros(T,1);
weight_table = zeros(k,T);
weight_table(:,1) = W*X(1,:)';
for t = 2 : T
[~, prev_ind] = max(weight_table(:,t-1));
weight_table(:,t) = W*X(t,:)' + A(:,prev_ind);
end
[~, Y] = max(weight_table);
Since there is data dependency across iterations, I would advise keeping the loop, but pre-calculate few things like the product of W and transpose of each row of X. This is done here (showing just the weight_table calculation part as the rest of the code stays the same as in the original post) -
weight_table = zeros(k,T);
weight_table(:,1) = W*X(1,:)';
WXt = W*X.'; %//' Pre-calculate
for t = 2 : T
[~, prev_ind] = max(weight_table(:,t-1));
weight_table(:,t) = WXt(:,t) + A(:,prev_ind); %// Use pre-calculated values and thus avoid that multiplication across each iteration
end
For bigger inputs like - T = 800; d = 1000; k = 2000;, I am getting 8-10x performance improvement with it on my system.

Improving performance of interpolation (Barycentric formula)

I have been given an assignment in which I am supposed to write an algorithm which performs polynomial interpolation by the barycentric formula. The formulas states that:
p(x) = (SIGMA_(j=0 to n) w(j)*f(j)/(x - x(j)))/(SIGMA_(j=0 to n) w(j)/(x - x(j)))
I have written an algorithm which works just fine, and I get the polynomial output I desire. However, this requires the use of some quite long loops, and for a large grid number, lots of nastly loop operations will have to be done. Thus, I would appreciate it greatly if anyone has any hints as to how I may improve this, so that I will avoid all these loops.
In the algorithm, x and f stand for the given points we are supposed to interpolate. w stands for the barycentric weights, which have been calculated before running the algorithm. And grid is the linspace over which the interpolation should take place:
function p = barycentric_formula(x,f,w,grid)
%Assert x-vectors and f-vectors have same length.
if length(x) ~= length(f)
sprintf('Not equal amounts of x- and y-values. Function is terminated.')
return;
end
n = length(x);
m = length(grid);
p = zeros(1,m);
% Loops for finding polynomial values at grid points. All values are
% calculated by the barycentric formula.
for i = 1:m
var = 0;
sum1 = 0;
sum2 = 0;
for j = 1:n
if grid(i) == x(j)
p(i) = f(j);
var = 1;
else
sum1 = sum1 + (w(j)*f(j))/(grid(i) - x(j));
sum2 = sum2 + (w(j)/(grid(i) - x(j)));
end
end
if var == 0
p(i) = sum1/sum2;
end
end
This is a classical case for matlab 'vectorization'. I would say - just remove the loops. It is almost that simple. First, have a look at this code:
function p = bf2(x, f, w, grid)
m = length(grid);
p = zeros(1,m);
for i = 1:m
var = grid(i)==x;
if any(var)
p(i) = f(var);
else
sum1 = sum((w.*f)./(grid(i) - x));
sum2 = sum(w./(grid(i) - x));
p(i) = sum1/sum2;
end
end
end
I have removed the inner loop over j. All I did here was in fact removing the (j) indexing and changing the arithmetic operators from / to ./ and from * to .* - the same, but with a dot in front to signify that the operation is performed on element by element basis. This is called array operators in contrast to ordinary matrix operators. Also note that treating the special case where the grid points fall onto x is very similar to what you had in the original implementation, only using a vector var such that x(var)==grid(i).
Now, you can also remove the outermost loop. This is a bit more tricky and there are two major approaches how you can do that in MATLAB. I will do it the simpler way, which can be less efficient, but more clear to read - using repmat:
function p = bf3(x, f, w, grid)
% Find grid points that coincide with x.
% The below compares all grid values with all x values
% and returns a matrix of 0/1. 1 is in the (row,col)
% for which grid(row)==x(col)
var = bsxfun(#eq, grid', x);
% find the logical indexes of those x entries
varx = sum(var, 1)~=0;
% and of those grid entries
varp = sum(var, 2)~=0;
% Outer-most loop removal - use repmat to
% replicate the vectors into matrices.
% Thus, instead of having a loop over j
% you have matrices of values that would be
% referenced in the loop
ww = repmat(w, numel(grid), 1);
ff = repmat(f, numel(grid), 1);
xx = repmat(x, numel(grid), 1);
gg = repmat(grid', 1, numel(x));
% perform the calculations element-wise on the matrices
sum1 = sum((ww.*ff)./(gg - xx),2);
sum2 = sum(ww./(gg - xx),2);
p = sum1./sum2;
% fix the case where grid==x and return
p(varp) = f(varx);
end
The fully vectorized version can be implemented with bsxfun rather than repmat. This can potentially be a bit faster, since the matrices are not explicitly formed. However, the speed difference may not be large for small system sizes.
Also, the first solution with one loop is also not too bad performance-wise. I suggest you test those and see, what is better. Maybe it is not worth it to fully vectorize? The first code looks a bit more readable..

Summation without a for loop - MATLAB

I have 2 matrices: V which is square MxM, and K which is MxN. Calling the dimension across rows x and the dimension across columns t, I need to evaluate the integral (i.e sum) over both dimensions of K times a t-shifted version of V, the answer being a function of the shift (almost like a convolution, see below). The sum is defined by the following expression, where _{} denotes the summation indices, and a zero-padding of out-of-limits elements is assumed:
S(t) = sum_{x,tau}[V(x,t+tau) * K(x,tau)]
I manage to do it with a single loop, over the t dimension (vectorizing the x dimension):
% some toy matrices
V = rand(50,50);
K = rand(50,10);
[M N] = size(K);
S = zeros(1, M);
for t = 1 : N
S(1,1:end-t+1) = S(1,1:end-t+1) + sum(bsxfun(#times, V(:,t:end), K(:,t)),1);
end
I have similar expressions which I managed to evaluate without a for loop, using a combination of conv2 and\or mirroring (flipping) of a single dimension. However I can't see how to avoid a for loop in this case (despite the appeared similarity to convolution).
Steps to vectorization
1] Perform sum(bsxfun(#times, V(:,t:end), K(:,t)),1) for all columns in V against all columns in K with matrix-multiplication -
sum_mults = V.'*K
This would give us a 2D array with each column representing sum(bsxfun(#times,.. operation at each iteration.
2] Step1 gave us all possible summations and also the values to be summed are not aligned in the same row across iterations, so we need to do a bit more work before summing along rows. The rest of the work is about getting a shifted up version. For the same, you can use boolean indexing with a upper and lower triangular boolean mask. Finally, we sum along each row for the final output. So, this part of the code would look like so -
valid_mask = tril(true(size(sum_mults)));
sum_mults_shifted = zeros(size(sum_mults));
sum_mults_shifted(flipud(valid_mask)) = sum_mults(valid_mask);
out = sum(sum_mults_shifted,2);
Runtime tests -
%// Inputs
V = rand(1000,1000);
K = rand(1000,200);
disp('--------------------- With original loopy approach')
tic
[M N] = size(K);
S = zeros(1, M);
for t = 1 : N
S(1,1:end-t+1) = S(1,1:end-t+1) + sum(bsxfun(#times, V(:,t:end), K(:,t)),1);
end
toc
disp('--------------------- With proposed vectorized approach')
tic
sum_mults = V.'*K; %//'
valid_mask = tril(true(size(sum_mults)));
sum_mults_shifted = zeros(size(sum_mults));
sum_mults_shifted(flipud(valid_mask)) = sum_mults(valid_mask);
out = sum(sum_mults_shifted,2);
toc
Output -
--------------------- With original loopy approach
Elapsed time is 2.696773 seconds.
--------------------- With proposed vectorized approach
Elapsed time is 0.044144 seconds.
This might be cheating (using arrayfun instead of a for loop) but I believe this expression gives you what you want:
S = arrayfun(#(t) sum(sum( V(:,(t+1):(t+N)) .* K )), 1:(M-N), 'UniformOutput', true)

Randomly Generate a set of numbers of n length totaling x

I'm working on a project for fun and I need an algorithm to do as follows:
Generate a list of numbers of Length n which add up to x
I would settle for list of integers, but ideally, I would like to be left with a set of floating point numbers.
I would be very surprised if this problem wasn't heavily studied, but I'm not sure what to look for.
I've tackled similar problems in the past, but this one is decidedly different in nature. Before I've generated different combinations of a list of numbers that will add up to x. I'm sure that I could simply bruteforce this problem but that hardly seems like the ideal solution.
Anyone have any idea what this may be called, or how to approach it? Thanks all!
Edit: To clarify, I mean that the list should be length N while the numbers themselves can be of any size.
edit2: Sorry for my improper use of 'set', I was using it as a catch all term for a list or an array. I understand that it was causing confusion, my apologies.
This is how to do it in Python
import random
def random_values_with_prescribed_sum(n, total):
x = [random.random() for i in range(n)]
k = total / sum(x)
return [v * k for v in x]
Basically you pick n random numbers, compute their sum and compute a scale factor so that the sum will be what you want it to be.
Note that this approach will not produce "uniform" slices, i.e. the distribution you will get will tend to be more "egalitarian" than it should be if it was picked at random among all distribution with the given sum.
To see the reason you can just picture what the algorithm does in the case of two numbers with a prescribed sum (e.g. 1):
The point P is a generic point obtained by picking two random numbers and it will be uniform inside the square [0,1]x[0,1]. The point Q is the point obtained by scaling P so that the sum is required to be 1. As it's clear from the picture the points close to the center of the have an higher probability; for example the exact center of the squares will be found by projecting any point on the diagonal (0,0)-(1,1), while the point (0, 1) will be found projecting only points from (0,0)-(0,1)... the diagonal length is sqrt(2)=1.4142... while the square side is only 1.0.
Actually, you need to generate a partition of x into n parts. This is usually done the in following way: The partition of x into n non-negative parts can be represented in the following way: reserve n + x free places, put n borders to some arbitrary places, and stones to the rest. The stone groups add up to x, thus the number of possible partitions is the binomial coefficient (n + x \atop n).
So your algorithm could be as follows: choose an arbitrary n-subset of (n + x)-set, it determines uniquely a partition of x into n parts.
In Knuth's TAOCP the chapter 3.4.2 discusses random sampling. See Algortihm S there.
Algorithm S: (choose n arbitrary records from total of N)
t = 0, m = 0;
u = random, uniformly distributed on (0, 1)
if (N - t)*u >= n - m, skip t-th record and increase t by 1; otherwise include t-th record in the sample, increase m and t by 1
if M < n, return to 2, otherwise, algorithm finished
The solution for non-integers is algorithmically trivial: you just select arbitrary n numbers that don't sum up to 0, and norm them by their sum.
If you want to sample uniformly in the region of N-1-dimensional space defined by x1 + x2 + ... + xN = x, then you're looking at a special case of sampling from a Dirichlet distribution. The sampling procedure is a little more involved than generating uniform deviates for the xi. Here's one way to do it, in Python:
xs = [random.gammavariate(1,1) for a in range(N)]
xs = [x*v/sum(xs) for v in xs]
If you don't care too much about the sampling properties of your results, you can just generate uniform deviates and correct their sum afterwards.
Here is a version of the above algorithm in Javascript
function getRandomArbitrary(min, max) {
return Math.random() * (max - min) + min;
};
function getRandomArray(min, max, n) {
var arr = [];
for (var i = 0, l = n; i < l; i++) {
arr.push(getRandomArbitrary(min, max))
};
return arr;
};
function randomValuesPrescribedSum(min, max, n, total) {
var arr = getRandomArray(min, max, n);
var sum = arr.reduce(function(pv, cv) { return pv + cv; }, 0);
var k = total/sum;
var delays = arr.map(function(x) { return k*x; })
return delays;
};
You can call it with
var myarray = randomValuesPrescribedSum(0,1,3,3);
And then check it with
var sum = myarray.reduce(function(pv, cv) { return pv + cv;},0);
This code does a reasonable job. I think it produces a different distribution than 6502's answer, but I am not sure which is better or more natural. Certainly his code is clearer/nicer.
import random
def parts(total_sum, num_parts):
points = [random.random() for i in range(num_parts-1)]
points.append(0)
points.append(1)
points.sort()
ret = []
for i in range(1, len(points)):
ret.append((points[i] - points[i-1]) * total_sum)
return ret
def test(total_sum, num_parts):
ans = parts(total_sum, num_parts)
assert abs(sum(ans) - total_sum) < 1e-7
print ans
test(5.5, 3)
test(10, 1)
test(10, 5)
In python:
a: create a list of (random #'s 0 to 1) times total; append 0 and total to the list
b: sort the list, measure the distance between each element
c: round the list elements
import random
import time
TOTAL = 15
PARTS = 4
PLACES = 3
def random_sum_split(parts, total, places):
a = [0, total] + [random.random()*total for i in range(parts-1)]
a.sort()
b = [(a[i] - a[i-1]) for i in range(1, (parts+1))]
if places == None:
return b
else:
b.pop()
c = [round(x, places) for x in b]
c.append(round(total-sum(c), places))
return c
def tick():
if info.tick == 1:
start = time.time()
alpha = random_sum_split(PARTS, TOTAL, PLACES)
end = time.time()
log('alpha: %s' % alpha)
log('total: %.7f' % sum(alpha))
log('parts: %s' % PARTS)
log('places: %s' % PLACES)
log('elapsed: %.7f' % (end-start))
yields:
[2014-06-13 01:00:00] alpha: [0.154, 3.617, 6.075, 5.154]
[2014-06-13 01:00:00] total: 15.0000000
[2014-06-13 01:00:00] parts: 4
[2014-06-13 01:00:00] places: 3
[2014-06-13 01:00:00] elapsed: 0.0005839
to the best of my knowledge this distribution is uniform

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