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

조회 수: 30 (최근 30일)
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?

채택된 답변

Bruno Luong
Bruno Luong 2019년 9월 5일
편집: Bruno Luong 2019년 9월 5일
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.

추가 답변 (3개)

Alex Mcaulley
Alex Mcaulley 2019년 9월 5일
delta = arrayfun(@(t) det(squeeze(G(t,:,:))),1:size(G,1));

Fabio Freschi
Fabio Freschi 2019년 9월 5일
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));

Jos (10584)
Jos (10584) 2019년 9월 5일
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
  댓글 수: 1
Christian Schröder
Christian Schröder 2019년 9월 5일
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!

댓글을 달려면 로그인하십시오.

카테고리

Help CenterFile Exchange에서 Matrices and Arrays에 대해 자세히 알아보기

제품


릴리스

R2019a

Community Treasure Hunt

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

Start Hunting!

Translated by