Vectorizing the Spline Function

Question

Hayley Rogers 2021-2-3

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/734492-vectorizing-the-spline-function

回答： Vinayak 2024-5-14

I'm trying to make my code more efficient by vectorizing, since I'm running on multiple variables on a 2M+ dataset. For the life of me, I can't figure out how to vectorizie a Matlab spline function. The inputs are vectors, and the output is a structure. I can't figure out how to make it work...

%This function is intended to take a variable from the dataset I'm working with
function [output] = Splines(Var,GroupLineNum)
output =  array2table(zeros(height(Var),6));
output.Properties.VariableNames = {'spx' 'pcx' 'mkx' 'spxx' 'pcxx' 'mkxx'};
x =  array2table(zeros(height(Var),3));
x.Properties.VariableNames = {'x1' 'x2' 'x3'};
y =  array2table(zeros(height(Var),3));
y.Properties.VariableNames = {'y1' 'y2' 'y3'};
dummy_table = table(0);
dummy_table2 = [dummy_table;dummy_table];
Variable = array2table(Var);
a_sym=3:height(Var);
a_var=1:height(Var)-2;
b_sym=2:height(Var);
b_var=1:height(Var)-1;
c=1:height(Var);
 
 if GroupLineNum{c,:}<3
     output{c,'spx'} = missing;
     output{c,'pcx'} = missing;
     output{c,'mkx'} = missing;
     output{c,'spxx'} = missing;
     output{c,'pcxx'} = missing;
     output{c,'mkxx'} = missing;
 end 
     %Spline will have three points, x just set as 1/2/3
     x(:,'x1') = {1};
     x(:,'x2') = {2};
     x(:,'x3') = {3};
    
%The Variables are from a time series, so I'm trying to grab the t-2, t-1, t observations to go in the y vector. It needed to be the same size as the total variable dataset, so I added dummy rows to the beginning. 
     y(:,'y1') = [dummy_table2;array2table( Variable{a_var,'Var'}.*(GroupLineNum{a_sym,:}>=3)+0.*(GroupLineNum{a_sym,:}<3))];
     y(:,'y2') = [dummy_table;array2table(Variable{b_var,'Var'}.*(GroupLineNum{b_sym,:}>=3)+0.*(GroupLineNum{b_sym,:}<3))];
     y(:,'y3') = array2table( Variable{c,'Var'}.*(GroupLineNum{c,:}>=3)+0.*(GroupLineNum{c,:}<3));
     sp(z,:) = struct2table(spline(z,y{c,:})); % This is where I'm stuck! I can't get this to vectorize. The rest of the code is similar, and basically take the first/second derivative of the spline/pchip/makima fitted lines, then puts it all back together. If I can figure this bit out, hopefully I can finish vectorizing the rest of the code. 
pc = pchip(x,y); 
mk = makima(x,y);  
 
spx = fnder(sp,1);
pcx = fnder(pc,1);
mkx = fnder(mk,1);
spxx = fnder(sp,2);
pcxx = fnder(pc,2);
mkxx = fnder(mk,2);
   
output{c,'spx'} = ppval(spx,3);
output{c,'pcx'} = ppval(pcx,3);
output{c,'mkx'} = ppval(mkx,3);
output{c,'spxx'} = ppval(spxx,3);
output{c,'pcxx'} = ppval(pcxx,3);
output{c,'mkxx'} = ppval(mkxx,3);
 end

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Answer 1

Vinayak 2024-5-14

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https://ww2.mathworks.cn/matlabcentral/answers/734492-vectorizing-the-spline-function#answer_1457311

在 MATLAB Online 中打开

Hi Hayley,

Vectorizing spline functions, especially under various conditions, might not always be straightforward. It might be worth exploring alternative approaches for optimization or vectorization in your case.

For instance, if we maintain the loop “for c = 1:height(Var)”, we can optimize by setting “xValues” statically as “[1,2,3]” since they don't change. This not only saves memory but also simplifies the calculation of “yValues” for cases where “GroupLineNum{c} >= 3”.

When it comes to calculating splines, doing so conditionally—only when necessary—and assigning missing values otherwise can streamline the process. Additionally, I noticed the use of "dummy_tables" for padding; consider adding them back only if they serve a critical purpose outside the demonstrated scope.

output = array2table(zeros(height(Var), 6), 'VariableNames', {'spx', 'pcx', 'mkx', 'spxx', 'pcxx', 'mkxx'}); 
% Constants for x values 
xValues = [1, 2, 3]; 
% Loop through each set of points 
for c = 1:height(Var) 
    if GroupLineNum{c} < 3 
        % Assign missing values if condition is met 
        output{c, :} = missing; 
    else 
        % Extract y values for current set, considering conditions 
        yValues = Var(max(1, c-2):c) .* (GroupLineNum{max(1, c-2):c} >= 3); 
        % Skips rows when previous 2 data points doesn’t exist 
        if numel(yValues) < 3 
            continue; 
        end 
        % Spline and its derivatives 
        sp = spline(xValues, yValues); 
        pc = pchip(xValues, yValues); 
        mk = makima(xValues, yValues); 
        
        spx = fnder(sp, 1); 
        pcx = fnder(pc, 1); 
        mkx = fnder(mk, 1); 
        
        spxx = fnder(sp, 2); 
        pcxx = fnder(pc, 2); 
        mkxx = fnder(mk, 2); 
        
        % Evaluate derivatives at x = 3 
        output{c, 'spx'} = ppval(spx, 3); 
        output{c, 'pcx'} = ppval(pcx, 3); 
        output{c, 'mkx'} = ppval(mkx, 3); 
        output{c, 'spxx'} = ppval(spxx, 3); 
        output{c, 'pcxx'} = ppval(pcxx, 3); 
        output{c, 'mkxx'} = ppval(mkxx, 3); 
    end 
end 

This approach should offer a more streamlined and efficient way to handle your data, especially considering the volume you mentioned (2M+ data points). If performance is still a concern, leveraging “parfor” for parallel execution might further enhance the process.

I hope this helps!