[Rd] multiplying multidimensional arrays (was: Re: [R] Manipulation involving arrays)

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Mon 17 Jul 2006 - 02:29:42 GMT


I am moving this to r-devel.

The problem and solution below posted on r-help could have been a bit slicker if %*% worked with multidimensional arrays multiplying them so that if the first arg is a multidimensional array it is mulitplied along the last dimension (and first dimension for the second arg). Then one could have written:

Tbar <- tarray %*% t(wt) / rep(wti, each = 9)

which is a bit nicer than what had to be done, see below, given that %*% only works with matrices.

I suggest that %*% be so extended to multidimensional arrays. Note that this is upwardly compatible and all existing cases would continue to work unchanged.

On 7/16/06, Gabor Grothendieck <ggrothendieck@gmail.com> wrote:
> The double loop is the same as:
>
> Tbar[] <- matrix(tarray, 9) %*% t(wt) / rep(wti, each = 9)
>
>
> On 7/16/06, RAVI VARADHAN <rvaradhan@jhmi.edu> wrote:
> > Hi,
> >
> > I have the following piece of code that is part of a larger function. This piece is the most time consuming part of the function, and I would like to make this a bit more efficient. Could anyone suggest a way to do this faster?
> >
> > In particular, I would like to replace the nested "for" loop with a faster construct. I tried things like "kronecker" and "outer" combined with apply, but couldn't get it to work.
> >
> >
> > Here is a sample code:
> >
> > ##########################
> > n <- 120
> > sigerr <- 5
> > covmat <- diag(c(8,6,3.5))
> > mu <- c(105,12,10)
> > mcsamp <- 10000
> >
> > Tbar <- array(0, dim=c(3,3,n))
> >
> > # theta is a mcsamp x 3 matrix
> > theta <- mvrnorm(mcsamp, mu = mu, Sigma = covmat)
> >
> > wt <- matrix(runif(n*mcsamp),n,mcsamp)
> > wti <- apply(wt,1,sum)
> >
> > tarray <- array(apply(theta,1,function(x)outer(x,x)),dim=c(3,3,mcsamp))
> >
> > for (i in 1:n) {
> > for (k in 1:mcsamp) {
> > Tbar[,,i] <- Tbar[,,i] + wt[i,k] * tarray[,,k]
> > }
> > Tbar[,,i] <- Tbar[,,i] / wti[i]
> > }
> >
>



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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Mon Jul 17 12:32:50 2006

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