Vectorize an anonymous function

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AES 2022-8-11

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1777590-vectorize-an-anonymous-function

评论： Matt J 2022-8-11

I was wondering whether someone would be able to help/point me in the right direction for vectorizing a anonymous function?

I am trying to fit a multivariate gaussian distribution to data. Here is my code:

for n = 1:length(uniqPosOne)
    gaussElpt = @(param) (param(1) + param(2).*(exp(-1/2 .* (uniqPosOne(n, :) - [param(3), param(4)]) * ...
        ([param(5), param(6); param(6), param(7)]).^(-1) * (uniqPosOne(n, :) - [param(3), param(4)]).')));
    
    a = gaussElpt(startPoint);
    tempList(n) = a;
end

I am trying to optimize the parameters that allow for me to fit my data (not shown), I use lsqnonlin.

uniqPosOne is a n x 2 array, params(1) and (2) are offset/gain, params(3) and (4) are vector means, and params(5), (6), (7) are part of covaraince matrix. The params are the parameters used by lsqnonlin to find the parameters with the lowest error.

I want to be able to have a nx2 array (uniqPosOne) and have the function evaluate each pair separately in a vectorized manner, currently I have been unable to do so as attempting vectorization results in a nxn, while I want a nx1.

The main reason is due to time to compute is rather long for a small subset of data. Any help is appreciated.

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AES 2022-8-11

Thank you!

Walter Roberson 2022-8-11

在 MATLAB Online 中打开

Or, better yet,

[param(5), param(6); param(6), param(7)] \ (uniqPosOne(n, :) - [param(3), param(4)]).'

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Answer 1

Matt J 2022-8-11

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https://ww2.mathworks.cn/matlabcentral/answers/1777590-vectorize-an-anonymous-function#answer_1024755

在 MATLAB Online 中打开

Just replace all the uniqPosOne(n,:) with uniqPosOne:

gaussElpt = @(param) (param(1) + param(2).*(exp(-1/2 .* (uniqPosOne - [param(3), param(4)]) * ...
        ([param(5), param(6); param(6), param(7)]).^(-1) * (uniqPosOne - [param(3), param(4)]).')));
    

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AES 2022-8-11

Thank you, this is what I was looking to do. If you have time could you breifly explain, or point me towards some resources that may explain, this operation: sum((Sigma\dev).*dev)?