Le jeu. 8 mai à 17:20, Giuseppe Paleologo a écrit :
I am struggling with R code optimization, a recurrent topic on this
list.
I have three arrays, say A, B and C, all having the same number of
columns.
I need to compute an array D whose generic element is
D[i, j, k] <- sum_n A[i, n]*B[j, n]*C[k, n]
Cycling over the three indices and subsetting the columns won't do.
Is there
any way to implement this efficiently in R or should I resign to do
this in
C?
Hum, interesting one. Here's one solution relying on indexing. Will
this be fast enough for your purposes?
> set.seed(1)
> (A <- matrix(sample(1:10, 4), 2, 2))
[,1] [,2]
[1,] 3 5
[2,] 4 7
> (B <- matrix(sample(1:10, 6), 3, 2))
[,1] [,2]
[1,] 3 5
[2,] 9 4
[3,] 8 1
> (C <- matrix(sample(1:10, 8), 4, 2))
[,1] [,2]
[1,] 3 5
[2,] 2 7
[3,] 6 8
[4,] 10 4
> nrA <- nrow(A)
> nrB <- nrow(B)
> nrC <- nrow(C)
> res <- structure(numeric(prod(nrA, nrB, nrC)), dim = c(nrA, nrB,
nrC))
> res[] <- rowSums(A[slice.index(res, 1), ] * B[slice.index(res,
2), ] * C[slice.index(res, 3), ])
> res
, , 1
[,1] [,2] [,3]
[1,] 152 181 97
[2,] 211 248 131
, , 2
[,1] [,2] [,3]
[1,] 193 194 83
[2,] 269 268 113
, , 3
[,1] [,2] [,3]
[1,] 254 322 184
[2,] 352 440 248
, , 4
[,1] [,2] [,3]
[1,] 190 350 260
[2,] 260 472 348
HTH
---
Vincent Goulet, Associate Professor
École d'actuariat
Université Laval, Québec
[EMAIL PROTECTED] http://vgoulet.act.ulaval.ca
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