Fast computation of diagonal elements

12 次查看（过去 30 天）
Saurabh
Saurabh 2013-11-5
评论： Matt J 2013-11-5
I have two matrices, A of size m-by-n and B of size m-by-m. I need to quickly compute the digonal elements of (A'*B*A). Here m is of order 100 while n is of order 10000.
How would I do it ? Doing diag(A'*B*A) will be slow.
Neither B nor A is diagonal. they are full matrices.

请先登录，再回答此问题。

采纳的回答

Matt J
Matt J 2013-11-5
编辑：Matt J 2013-11-5
diagonal = sum(A.*(B*A),1);

更多回答（2 个）

Sean de Wolski
Sean de Wolski 2013-11-5
m = 100;
n = 10000;
A = rand(m,n);
B = rand(m);
timeit(@()diag(A'*B*A)) % R2013b
ans = 0.8128
So it takes slightly less than a second on my Win7x64 laptop. How many times do you need to do this computation?
  2 个评论
Saurabh
Saurabh 2013-11-5
I need to compute this for possibly 200 iterations.
Sean de Wolski
Sean de Wolski 2013-11-5
编辑：Sean de Wolski 2013-11-5
I.e. less than three minutes total? I would just do the above 200x and go get a cup of coffee while MATLAB is crunchin'

请先登录，再进行评论。

Azzi Abdelmalek
Azzi Abdelmalek 2013-11-5
编辑：Azzi Abdelmalek 2013-11-5
This will reduce the time
S=A'*B;
d1=arrayfun(@(x) S(x,:)*A(:,x),1:n);

类别

在 Help Center 和 File Exchange 中查找有关 Operating on Diagonal Matrices 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by