Best way to calculate the determinants of a series of matrices?

33 vues (au cours des 30 derniers jours)
I've got a series of time-dependent matrices which I'd like to calculate the determinants of. These matrices are stored as a three-dimensional array, where the first dimension indicates the period; in other words, the matrix at time t is given by
Gt = squeeze(G(t, :, :))
I'd now like a snippet of code which, being run, will ensure that
Delta(t) = det(squeeze(G(t, :, :)))
holds for all t. Of course I could do this with a loop, but I feel that there must be a more succinct, vectorized way of doing it. Sadly, MATLAB's det function itself is of no help. Is there something else I could use, or will I have to bite the proverbial bullet and use a loop after all?

Réponse acceptée

Bruno Luong
Bruno Luong le 5 Sep 2019
Modifié(e) : Bruno Luong le 5 Sep 2019
I reverse the order and put the page in third dimension (avoid to use squeeze).
For small size, you can save CPU time by 4 fold using MultipleQR available on FEX
A=rand(3,3,1e5);
tic
n = size(A,1);
% FEX https://fr.mathworks.com/matlabcentral/fileexchange/68976-multipleqr
[Q,R] = MultipleQR(A);
R = reshape(R,n*n,[]);
d1 = (-1)^n * prod(R(1:n+1:end,:),1);
toc % Elapsed time is 0.087167 seconds.
tic
d2 = arrayfun(@(k) det(A(:,:,k)), 1:size(A,3));
toc % Elapsed time is 0.376470 seconds.
% Check correctness
norm(d1-d2)/norm(d2) % 4.2026e-16
MultipleQR will be less efficient for large n.

Plus de réponses (3)

Alex Mcaulley
Alex Mcaulley le 5 Sep 2019
delta = arrayfun(@(t) det(squeeze(G(t,:,:))),1:size(G,1));

Fabio Freschi
Fabio Freschi le 5 Sep 2019
Not sure if it you can speedup your code, but a single line code to do the job is
Delta = arrayfun(@(i)det(squeeze(G(i,:,:))),1:size(G,1));
  1 commentaire
Christian Schröder
Christian Schröder le 5 Sep 2019
Thank you! I wasn't aware of arrayfun --- this is just what I need.

Connectez-vous pour commenter.


Jos (10584)
Jos (10584) le 5 Sep 2019
Elaborating on the answers using arrayfun, you can avoid the multiple squeeze operations by permuting the dimension order first:
G = permute(G,[2 3 1]) ; % last dimension is running fastest
D = arrayfun(@(k) det(G(:,:,k)), 1:size(G,3)) % per Fabio and Alex
  1 commentaire
Christian Schröder
Christian Schröder le 5 Sep 2019
Good to know, I hadn't previously been aware that squeeze() could be avoided if the singleton dimension was in fact last --- or that you could use permute to rearrange the dimensions of an array. Still very much a MATLAB newbie, so thanks to you and everyone who pointed this out!

Connectez-vous pour commenter.

Catégories

En savoir plus sur Matrices and Arrays dans Help Center et File Exchange

Produits


Version

R2019a

Community Treasure Hunt

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

Start Hunting!

Translated by