Re: Dot product (nx1).*(nxm)

[Mike Miller]

On Sun, 5 Dec 1999, Andre Bonfrer wrote:

> I'm trying to minimise a function that requires a lot of dot products of
> the
> form  (dimensions)
> (nx1).*(nxm)
> e.g. p .* v
> where
> p is size nx1
> v is size nxm
> 
> Right now I'm using kron(p,ones(1,m)).*v but it's very slow.


Outer product is faster.  Use this:

(p*ones(1,m)).*v


Here's proof:
--------------------------------------------------------------------------
GNU Octave, version 2.0.14 (sparc-sun-solaris2.6).
Copyright (C) 1996, 1997, 1998, 1999 John W. Eaton.
This is free software with ABSOLUTELY NO WARRANTY.
For details, type `warranty'.

octave:1> p=rand(100,1);
octave:2> q=ones(1,50);
octave:3> p2=p*q;
octave:4> t0=cputime; for i=1:1000, p2=p*q; end , cputime-t0
ans = 2.4600
octave:5> t0=cputime; for i=1:1000, p2=kron(p,q); end , cputime-t0
ans = 188.48
--------------------------------------------------------------------------

So kron is super slow and outer product is about 77 times faster in this
case.

Regards,

Mike

-- 
Michael B. Miller
University of Missouri--Columbia
http://taxa.psyc.missouri.edu/~mbmiller/



-----------------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.che.wisc.edu/octave/octave.html
How to fund new projects:  http://www.che.wisc.edu/octave/funding.html
Subscription information:  http://www.che.wisc.edu/octave/archive.html
-----------------------------------------------------------------------