Efficient Vectorization of For Loop

2 次查看(过去 30 天)
Hi,
I have three matrices and C and am trying to compute a fourth matrix Min the following way:
for p = 1:N
for q = 1:N
M(p,q) = 2 * sum(A(:,q) .* conj(B(:,p)) .* C(:,q));
end
end
All matrices are . I am trying to compute this for N = 750 or so and the computation is extremely slow. I cannot find any obvious way to vectorize the code. Any help would be very much appreciated.
Thanks.

采纳的回答

Bruno Luong
Bruno Luong 2024-4-15
编辑:Bruno Luong 2024-4-15
Not tested but the sign reading tell me
M = 2*B' * (A.*C);
  4 个评论
James Tursa
James Tursa 2024-4-15
编辑:James Tursa 2024-4-15
I would guess that having 2*B' at the front will force MATLAB to physically compute the conjugate transpose of B first. However, if you segregate the 2* operation as 2 * (B' * (A.*C)), the B' would not need to be physically formed to do the conjugate transpose matrix multiply since this will be handled by flags passed into the BLAS routine. Maybe a bit faster? E.g.,
A = rand(5000); B = rand(5000); C = rand(5000);
timeit(@()2*B' * (A.*C))
ans = 0.5515
timeit(@()2*(B' * (A.*C)))
ans = 0.4901

请先登录,再进行评论。

更多回答(0 个)

类别

Help CenterFile Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

Community Treasure Hunt

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

Start Hunting!

Translated by