I have a matrix called vec with two columns, vec[:,0] and vec[:,1]. P contains two matrices, P[0,:,:] and P[1,:,:]. I want to mulitiply P[0,:,:] with the first column of vec and multiply P[1,:,:] with the second column of vec. However, the operation P@vec also gives me the matrix product of P[0,:,:] with the second column of vec and the matrix product of P[1,:,:] with the first column of vec, which slows my code.
Is it possible to directly compute the pairs column 1 to matrix 1 and column 2 to matrix 2 without the "off" products?
import numpy as np
P=np.arange(50).reshape(2, 5, 5)
vec=np.arange(10).reshape(5,2)
have=P@vec
want=np.column_stack((have[0,:,0],have[1,:,1]))
have,want
CodePudding user response:
There is a very powerful function in numpy called np.einsum. It can perform all kind of tensor contractions, axis reordering and matrix multiplication. For your example you could use
res = np.einsum('nij,jn->in', P, vec)
after which res is exactly like want.
How does this work:
You give the np.einsum function both your arrays as well as a signature (that 'nij,jn->in' string) that tells the function how to multiply the arrays. In short, you want the third axis of the P tensor to be contracted with the first axis of vec. Therefore you choose the same index j in the signature string and leave it out in the part after the ->. A mere broadcast is done if indices appear on the left and right hand side of the ->, which is done here for the n and i indices.
A more complete explanation of this very powerful function with many examples of how to use it can be found at the corresponding numpy documentation.
CodePudding user response:
@/matmul handles batches nicely, but the rules are that for 3d arrays, the first dimension is the batch, and dot is done on the last 2 dimensions, with the usual "last of A with the second to the last of B" pairing.
It took a bit of reading to decipher you description but it appears that you want the first of p to the batch, and last of vec to be the batch. That means vec needs to transformed to a (2,5,1) to work with the (2,5,5) p.
In [176]: [email protected][:,:,None]
Out[176]:
array([[[ 60],
[ 160],
[ 260],
[ 360],
[ 460]],
[[ 695],
[ 820],
[ 945],
[1070],
[1195]]])
The result is (2,5,1). We can squeeze out the the last to get (2,5), but apparently you want a (5,2)
In [179]: ([email protected][:,:,None])[...,0].T
Out[179]:
array([[ 60, 695],
[ 160, 820],
[ 260, 945],
[ 360, 1070],
[ 460, 1195]])
np.einsum('nij,jn->in', P, vec) does effectively the same, with the n as the batch dimension that is 'carried through' to the result, and sum-of-products on the shared j dimension.
