向量化大型NumPy乘法 [英] Vectorize large NumPy multiplication

问题描述

我对计算大型NumPy数组感兴趣.我有一个大数组A，其中包含一堆数字.我想计算这些数字的不同组合的总和.数据的结构如下:

I am interested in calculating a large NumPy array. I have a large array A which contains a bunch of numbers. I want to calculate the sum of different combinations of these numbers. The structure of the data is as follows:

A = np.random.uniform(0,1, (3743, 1388, 3))
Combinations = np.random.randint(0,3, (306,3))
Final_Product = np.array([  np.sum( A*cb, axis=2)  for cb in Combinations])

我的问题是，是否有一种更优雅，更省内存的方法来计算?当涉及到3-D数组时，我发现使用np.dot()令人沮丧.

My question is if there is a more elegant and memory efficient way to calculate this? I find it frustrating to work with np.dot() when a 3-D array is involved.

如果有帮助，Final_Product的形状理想情况下应为(3743，306，1388).当前Final_Product的形状为(306、3743、1388)，所以我可以重塑形状以到达那里.

If it helps, the shape of Final_Product ideally should be (3743, 306, 1388). Currently Final_Product is of the shape (306, 3743, 1388), so I can just reshape to get there.

推荐答案

np.einsum 的一种vectorized方法一键完成，没有任何额外的内存开销-

np.dot() won't give give you the desired output , unless you involve extra step(s) that would probably include reshaping. Here's one vectorized approach using np.einsum to do it one shot without any extra memory overhead -

Final_Product = np.einsum('ijk,lk->lij',A,Combinations)

对于完整性，如前所述，这里是np.dot和reshaping-

For completeness, here's with np.dot and reshaping as discussed earlier -

M,N,R = A.shape
Final_Product = A.reshape(-1,R).dot(Combinations.T).T.reshape(-1,M,N)

运行时测试并验证输出-

Runtime tests and verify output -

In [138]: # Inputs ( smaller version of those listed in question )
     ...: A = np.random.uniform(0,1, (374, 138, 3))
     ...: Combinations = np.random.randint(0,3, (30,3))
     ...: 

In [139]: %timeit np.array([  np.sum( A*cb, axis=2)  for cb in Combinations])
1 loops, best of 3: 324 ms per loop

In [140]: %timeit np.einsum('ijk,lk->lij',A,Combinations)
10 loops, best of 3: 32 ms per loop

In [141]: M,N,R = A.shape

In [142]: %timeit A.reshape(-1,R).dot(Combinations.T).T.reshape(-1,M,N)
100 loops, best of 3: 15.6 ms per loop

In [143]: Final_Product =np.array([np.sum( A*cb, axis=2)  for cb in Combinations])
     ...: Final_Product2 = np.einsum('ijk,lk->lij',A,Combinations)
     ...: M,N,R = A.shape
     ...: Final_Product3 = A.reshape(-1,R).dot(Combinations.T).T.reshape(-1,M,N)
     ...: 

In [144]: print np.allclose(Final_Product,Final_Product2)
True

In [145]: print np.allclose(Final_Product,Final_Product3)
True

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