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Loop for nested matrix multiplication

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Kevin van Berkel
Kevin van Berkel 2013-4-27
Hello guys,
My problem is the following.
I have two matrices: a 155*3 matrix and a 465*3 matrix. I have to multiply each 1x3 row (from the 155*3 matrix) with each consecutive 3x3 matrix from the 465*3 matrix.
Now the loop I tried did not work out and I just can't get my thought's around it.
Here's my code:
m = size(A,2);
n = B(D:E);
D = B(1,:);
E = B(1:3,:);
C = zeros(m,n);
for ii = 1:m
for jj = 1:n
C(ii,jj) = sum(A(ii,:).*B(:,jj).');
end
end
Where matrix A is the 155*3 matrix and matrix B is the 465*3 matrix.
Any suggestions how to adjust the loop?
Thanks a million.
Kevin
  2 个评论
the cyclist
the cyclist 2013-4-27
This code will not get past the line
n = B(D:E)
unless D and E were already define previously. Can you post the entire code?
What do you want the shape of the final output to be? 155*3?
Is this a school assignment?
Kevin van Berkel
Kevin van Berkel 2013-4-27
Hi Cyclist,
thank you for your response.
I tried to define D and E as integers but did not work out.
my code looks like this now:
d = [19261103; 20121231];
ddte = datenum(num2str(d),'yyyymmdd');
ndte = (ddte(1):ddte(2))';
t = weekday(ndte);
ndte = ndte(t ~= 1 & t ~= 7);
yourdata = [date,mkt,hml,mom];
[yy,mm,dd] = datevec(yourdata(:,1));
ymd = [yy,mm,dd];
im = mm == 11 & dd >= 3;
ii = strfind([~im(1),im(:)'],[0 1]);
sb = zeros(numel(ndte),1);
sb(ii) = 1;
sbc = cumsum(sb);
t = sbc > 0 & sbc ~= max(sbc);
sbb = sbc(t);
sb1 = find(sb(t));
wdta = yourdata(t,:);
[r, c] = ndgrid(sbb,1:size(wdta,2)-1);
out1 = accumarray([r(:) c(:)],reshape(wdta(:,2:4),[],1),[],@mean);
means = [ymd(ii(1:end-1),:),out1] ;
d = [19261103; 20121231];
ddte = datenum(num2str(d),'yyyymmdd');
ndte = (ddte(1):ddte(2))';
t = weekday(ndte);
ndte = ndte(t ~= 1 & t ~= 7);
yourdata = [date,mkt,hml,mom];
[yy,mm,dd] = datevec(yourdata(:,1));
ymd = [yy,mm,dd];
im = mm == 11 & dd >= 3;
ii = strfind([~im(1),im(:)'],[0 1]);
sb = zeros(size(yourdata,1),1);
sb(ii) = 1;
sbc = cumsum(sb);
t = sbc > 0 & sbc ~= max(sbc);
sb1 = diff(find([sb(t);1]));
wdta = yourdata(t,:);
s = size(wdta,2) - 1;
ydcell = mat2cell(wdta(:,2:end),sb1,s);
invcov = cellfun(@(x)cov(x)\eye(s),ydcell,'un',0);
*m = size(A,2);
D = B(1,:);
E = B(1:3,:);
n = B(D:E);
C = zeros(m,n);
for ii = 1:m
for jj = 1:n
C(ii,jj) = sum(B(ii,:).*A(:,jj).');
end
end*
Where the latter part is where I got stuck.
This is no school assignment but I need to determine portfolio weights to do further research. I am quite new to matlab so still have to get familiar with certain parts of it..
Thanks anyway for your help!
The final shape should indeed be 155*3!

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采纳的回答

Andrei Bobrov
Andrei Bobrov 2013-4-28
eg:
A = randi(4,155,3);
B = randi(8,455,3);% your matrices A and B
one variant;
s = size(A);
C = zeros(s);
for j1 = 1:s(1)
C(j1,:) = A(j1,:)*B((j1-1)*s(2)+1:j1*s(2),:);
end
other variant
s = size(A);
C = zeros(s);
for j1 = 1:s(1)
C(j1,:) = B((j1-1)*s(2)+1:j1*s(2),:)*A(j1,:)';
end

更多回答（4 个）

Matt J
Matt J 2013-4-27
编辑：Matt J 2013-4-27
Here's a way with very short loops, using my DOWNSAMPN utility below
a=reshape(A.',[],1);
C=bsxfun(@times,a,B);
C=downsampn(C,[3,1]);
function M=downsampn(M,bindims)
%DOWNSAMPN - simple tool for downsampling n-dimensional nonsparse arrays
%
% M=downsampn(M,bindims)
%
%in:
%
% M: an array
% bindims: a vector of integer binning dimensions
%
%out:
%
% M: the downsized array
nn=length(bindims);
[sz{1:nn}]=size(M); %M is the original array
sz=[sz{:}];
newdims=sz./bindims;
args=num2cell([bindims;newdims]);
M=reshape(M,args{:});
for ii=1:nn
M=mean(M,2*ii-1);
end
M=reshape(M,newdims);
  2 个评论
Matt J
Matt J 2013-4-28
Kevin van Berkel Commented:
Hello Matt,
Thank you for your response.
I tried your code but Matlab yields some errors. The first error is that the
function M=downsampn(M,bindims) is wrong. Matlab does not know what to do with the "function" part. The next error I get is:
Error using bsxfun Non-singleton dimensions of the two input arrays must match each other.
Error in mult (line 2) C=bsxfun(@times,a,B);.
Do you have any clue how to resolve this?
Cheers.
Matt J
Matt J 2013-4-28
编辑：Matt J 2013-4-28
function M=downsampn(M,bindims) is wrong. Matlab does not know what to do with the "function" part.
You were supposed to put the code for downsampn in its own mfile. If that's not the problem, I need to see copy/pastes of the error messages.
Error using bsxfun Non-singleton dimensions of the two input arrays must match each other.
I don't receive this error. In all likelihood, it means that A is not 155x3 or B is not 465x3 like you posted. Here is the output of WHOS when I run. You should examine your matrix sizes in a similar way.
>> whos
Name Size Bytes Class Attributes
A 155x3 3720 double
B 465x3 11160 double
C 155x3 3720 double
a 465x1 3720 double

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Kevin van Berkel
Kevin van Berkel 2013-4-28
编辑：Matt J 2013-4-28
Relocated to Comment by Matt J
Kevin van Berkel
Kevin van Berkel 2013-4-29
Hello Matt, thanks for your effort but Andrei's solution is more suitable to me.
Andrei, thanks again, got it running perfectly now.
Matt J
Matt J 2013-4-29
编辑：Matt J 2013-4-29
Another loopless way. Note that it would all be much simpler/faster (i.e., no transposes) if the data were organized in columns instead of rows
Ar=reshape(A.',1,3,[]);
Br=reshape(B.',3,3,[]);
Cr=sum(bsxfun(@times,Ar,Br),2);
C=squeeze(Cr);
One could also use FEX: mtimes for part of the above
Cr=mtimesx(Ar,Br,'t');

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