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Efficiently ways to solve for multiple for loops, of which the indices are the parameters of a function
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Hi guys, I have code as follows, which involves 3 for loops. It runs very slow. Can I get some suggestion on how to make it run faster? Thanks.
function Grid_Output = Grid_Conv_Assign(x,y,t) % x, y, t are big vectors
Grid_Output = zeros(size(Grid_Pre));
for i = 1:length(x)
for j = 1:length(y)
for k = 1:length(t)
Grid_Output(i,j,k) = Grid_Calculation(x(i),y(j),t(k));
end
end
end
end
function Prob = Grid_Calculation(x,y,t)
%This function includes matrix multiplication and logrithmn
mu = rand(3,3)
sig = rand(3,3)
g = [cos(t),-sin(t),x;
sin(t), cos(t),y;
0 , 0 ,1];
y_m = logm(mu\g);
y_v = [y_m(1,3);y_m(2,3);y_m(2,1)];
Prob = exp(-0.5*y_v'/sig*y_v);
end
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Walter Roberson
am 26 Mai 2020
Bearbeitet: Walter Roberson
am 26 Mai 2020
You can do at least part of it in vectorized form.
The following deliberately creates random numbers in the same order as if you had run your function over multiple iterations
N = length(x);
rands = rand(3,3,2,N);
mu_rc = reshape(rands(:,:,1,:), 3, []); %arrange them as 3 x 3 beside each other
sigs = reshape(rands(:,:,2,:), 3, []); %arrange them as 3 x 3 beside each other
ct = cos(t(:));
st = sin(t(:));
g_r1 = reshape([ct, -st, x(:)].', 1, []);
g_r2 = reshape([st, ct, y(:)].', 1, []);
g_r3 = repmat([0 0 1], 1, N);
g_r = [g_r1; g_r2; g_r3];
mu_c = mat2cell(mu_rc, 3, 3*ones(1,N));
g_c = mat2cell(g_r, 3, 3*ones(1,N));
mu_blk = blkdiag(mu_c{:});
g_blk = blkdiag(g_c{:});
mug_blk = mu_blk \ g_blk;
mug_c = mat2cell(mug_blk, 3*ones(1,N), 3*ones(1,N));
y_mc = cellfun(@logm, mug_c(1:N+1:end), 'uniform', 0);
At this point, y_mc is a cell array of the y_m results. What remains is to do the vectorized calculation of the remaining two steps, namely
y_v = [y_m(1,3);y_m(2,3);y_m(2,1)];
Prob = exp(-0.5*y_v'/sig*y_v);
I am not going to do this at the moment; I am tired and need to do some other things.
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