Is there a faster way to do the following
s = rand(1, 10);
sum_following = zeros(length(s), 1);
for i = 1:length(s)-1
sum_following(i) = sum(s(i+1:end), 'all');
end
without doing
sum_following = sum(s,"all") - cumsum(s);
?

9 commentaires

sum_following = sum(s,"all") - cumsum(s);
I doubt there is a faster method than this.
And as the input is a vector, you don't need to specify 'all' for the sum() call.
Ivan Bioli
Ivan Bioli le 9 Déc 2023
The point is that doing this is fast but not numerically stable if the last entries of s are close to zero.
Dyuman Joshi
Dyuman Joshi le 9 Déc 2023
Modifié(e) : Dyuman Joshi le 9 Déc 2023
Well, the function sum() is instable.
I am referring to another type of instability. Try the following
s = [1, eps].^2
s = 1×2
1.0000 0.0000
sum_following = zeros(length(s), 1);
for i = 1:length(s)-1
sum_following(i) = sum(s(i+1:end), 'all');
end
sum_following
sum_following = 2×1
1.0e-31 * 0.4930 0
sum_following_cumsum = sum(s,"all") - cumsum(s);
sum_following_cumsum
sum_following_cumsum = 1×2
0 0
Dyuman Joshi
Dyuman Joshi le 9 Déc 2023
Yes, that shows that sum() is not stable.
Take a look at the FEX submission I linked.
Matt J
Matt J le 9 Déc 2023
Technically, this is not "instability". It's just limited precision.
Dyuman Joshi
Dyuman Joshi le 9 Déc 2023
How is that due to limited precision?
Because
1+eps^2 == 1
ans = logical
1
The point is that doing this is fast but not numerically stable if the last entries of s are close to zero.
The loop with
sum(s(i+1:end), 'all');
is not numerically stable either. The trailing suffix [... A B -B -A] is going to come out as -A if abs(A) < eps(B)
Side note: You are using linear indexing. Linear indexing of anything always gives a vector result, and for a vector being added together, 'all' as a parameter does not provide any value.
Linear indexing of row vector: gives a row vector
Linear indexing of column ector: gives a column vector
Linear indexing of non-vectors: gives a result that is the same shape as the indices. Which, for i+1:end would be a row vector.

Connectez-vous pour commenter.

 Réponse acceptée

Matt J
Matt J le 9 Déc 2023
Modifié(e) : Matt J le 9 Déc 2023
sum_following = cumsum([s(2:end),0],"reverse");

Plus de réponses (0)

Catégories

En savoir plus sur Operators and Elementary Operations dans Centre d'aide et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by