Clear Filters
Clear Filters

Is there a way to vectorise this vector/matrix product?

1 view (last 30 days)
I have a piece of code inside a for loop, which looks like
for k = 1:size(G, 1)
G(k) = real(W(:,k)' * R * W(:,k))
G is preallocated (which is how I know the length of it). W and R are 2D matrices (so W(:,k) is a vector). This loop is a real bottleneck in my code, that one line taking 90% of the total time that it takes to run a script which itself calls other functions and files. It's not possible to use a parfor loop as I'm already using one in a wrapper function.
Is there a way to vectorise that loop, in order to reduce the number of times the calculation is done? I'm sure it can be done, but it's not at all obvious to me.

Accepted Answer

Matt J
Matt J on 7 May 2021
Edited: Matt J on 7 May 2021
G=real( sum((R*W).*conj(W),1) );
Matt J
Matt J on 7 May 2021
Here is a test of a agreement with random data:
%%% Original method
for k = 1:size(G, 1)
G(k) = real(W(:,k)' * R * W(:,k));
%%% Proposed alternative
G=real( sum((R*W).*conj(W),1) ).';
Discrepancy = 1.9860e-15
Daniel Pollard
Daniel Pollard on 7 May 2021
You're right, and I just came back to your answer to say that. Thank you!

Sign in to comment.

More Answers (1)

Bruno Luong
Bruno Luong on 7 May 2021
G = real(dot(W,R*W,1)).';


Find more on Loops and Conditional Statements in Help Center and File Exchange




Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!