在Rcpp中使用NumericMatrix和NumericVector进行矩阵乘法 [英] Matrix Multiplication Using NumericMatrix and NumericVector in Rcpp

问题描述

我想知道是否有一种使用NumericMatrix和NumericVector类计算矩阵乘法的方法.我想知道是否有任何简单的方法 为了帮助我避免以下循环进行此计算.我只想计算X％*％beta.

I am wondering is there a way of calculating matrix multiplication using NumericMatrix and NumericVector class. I am wondering if there is any simple way to help me avoid the following loop to conduct this calculation. I just want to calculate X%*%beta.

// assume X and beta are initialized and X is of dimension (nsites, p), 
// beta is a NumericVector with p elements. 
for(int j = 0; j < nsites; j++)
 {
    temp = 0;

    for(int l = 0; l < p; l++) temp = temp + X(j,l) * beta[l];

}

非常感谢您！

推荐答案

以下是基于Dirk的注释的一些案例，这些案例通过重载的*运算符演示了Armadillo库的矩阵乘法:

Building off of Dirk's comment, here are a few cases that demonstrate the Armadillo library's matrix multiplication via the overloaded * operator:

#include <RcppArmadillo.h>
// [[Rcpp::depends(RcppArmadillo)]]

// [[Rcpp::export(".mm")]]
arma::mat mm_mult(const arma::mat& lhs,
                  const arma::mat& rhs)
{
  return lhs * rhs;
}

// [[Rcpp::export(".vm")]]
arma::mat vm_mult(const arma::vec& lhs,
                  const arma::mat& rhs)
{
  return lhs.t() * rhs;
}

// [[Rcpp::export(".mv")]]
arma::mat mv_mult(const arma::mat& lhs,
                  const arma::vec& rhs)
{
  return lhs * rhs;
}

// [[Rcpp::export(".vv")]]
arma::mat vv_mult(const arma::vec& lhs,
                  const arma::vec& rhs)
{
  return lhs.t() * rhs;
}

---

然后，您可以定义R函数来分派适当的C ++函数:

---

You could then define an R function to dispatch the appropriate C++ function:

`%a*%` <- function(x,y) {

  if (is.matrix(x) && is.matrix(y)) {
    return(.mm(x,y))
  } else if (!is.matrix(x) && is.matrix(y)) {
    return(.vm(x,y))
  } else if (is.matrix(x) && !is.matrix(y)) {
    return(.mv(x,y))
  } else {
    return(.vv(x,y))
  }

}
##
mx <- matrix(1,nrow=3,ncol=3)
vx <- rep(1,3)
my <- matrix(.5,nrow=3,ncol=3)
vy <- rep(.5,3)

---

与R的%*%函数进行比较:

---

And comparing to R's %*% function:

R>  mx %a*% my
     [,1] [,2] [,3]
[1,]  1.5  1.5  1.5
[2,]  1.5  1.5  1.5
[3,]  1.5  1.5  1.5

R>  mx %*% my
     [,1] [,2] [,3]
[1,]  1.5  1.5  1.5
[2,]  1.5  1.5  1.5
[3,]  1.5  1.5  1.5
##
R>  vx %a*% my
     [,1] [,2] [,3]
[1,]  1.5  1.5  1.5

R>  vx %*% my
     [,1] [,2] [,3]
[1,]  1.5  1.5  1.5
##
R>  mx %a*% vy
     [,1]
[1,]  1.5
[2,]  1.5
[3,]  1.5

R>  mx %*% vy
     [,1]
[1,]  1.5
[2,]  1.5
[3,]  1.5
##
R>  vx %a*% vy
     [,1]
[1,]  1.5

R>  vx %*% vy
     [,1]
[1,]  1.5

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