Replacing a for loop with matrix multiplication
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In the problem I have here, x is a 2x300 matrix and SIG is a 2x2 matrix.
What I'm looking for is a 1x300 vector, where the ith entry corresponds to x(:,i)'*inv(SIG)*x(:,i). I've written this out in a for loop below:
ans = zeros(1,size(x,2));
for i = 1:size(x,2)
ans(i) = x(:,i)'*inv(SIG)*x(:,i);
end
but I think there must be a way to make this more efficient with some sort of matrix multiplication--I just can't figure it out.
Any help appreciated!
1 个评论
Note that using inv is less efficient than using mldivide:
采纳的回答
James Tursa
2021-2-1
编辑：James Tursa
2021-2-1
result = sum(x.*(inv(SIG)*x));
or
result = sum(x.*(SIG\x));
1 个评论
Bruno Luong
2021-2-1
In case complex data
result = sum(conj(x).*(SIG\x));
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J Chen
2021-2-1
0 个投票
Try x'*inv(SIG)*x. Matlab can directly handle vectors and matrices.
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