[Numpy-discussion] Enhancing dot()
Bill Baxter
wbaxter at gmail.com
Thu Jul 6 21:20:58 CDT 2006
On 7/7/06, Tim Hochberg <tim.hochberg at cox.net> wrote:
> I'd caution here though that the H is another thing that's going to
> encourage people to write code that's less accurate and slower than it
> needs to be. Consider the simple equation:
>
> [Side note: Here's something I periodically think about -- it would be
> nice if dot could take multiple arguments and chain them into a series
> of matrix multiplies so that dot(dot(a, b), a.H) could be written dot(a,
> b, a.H). I'll use that here for clarity].
>
> x = dot(a, b, a.H)
>
> versus:
>
> x = dot(a.real, b, a.real.transpose()) + dot(a.imag, b, a.imag.transpose
> ())
>
> The latter should be about twice as fast and won't have any pesky
> imaginary residuals showing up from the finite precision of the various
> operations.
The funny thing is that having a dot(a,b,c,...) would lead to the exact same
kind of hidden performance problems you're arguing against. The cost of a
series of matrix multiplications can vary dramatically with the order in
which you perform them. E.g. A*B*C*v where A,B,C are 2-dim and v is a
column vector. Then you should do (A*(B*(C*v))), and definitely not
((A*B)*C)*v)
But that said, dot could maybe be made smart enough to figure out the best
order. That would be a nice feature.
dot(A, dot(B, dot(C, v))) is pretty darn ugly. I seem to remember finding
the best order being an example of a dynamic programming problem, and
probably O(N^2) in the number of terms. But presumably N is never going to
be very big, and the N==2 (no choice) and N=3 (only one choice) cases could
be optimized.
--bb
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