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I have an nxn matrix A and a 3xm array g. In general, n will be large, so A will be pre-allocated,

I want to carry out the following insertion, where I pick index pairs from the first two rows of g and values from the last row of g, in order to form a 2x2 matrix which I insert in A:

for i = 1:m

A(g(1:2,i),g(1:2,i)) = g(3,i)*[1 2; 3 4];

end

Note that [1 2; 3 4] is some fixed matrix of different size from A. The purpose of the above code is to insert the matrix [1 2; 3 4] , scaled by g(3,i), into the matrix A at position A(g(1:2,i),g(1:2,i)).

Is there any way to vectorize this code? For example, I tried the following (ugly) solution, but it doesn't work:

A(g(1:2,:),g(1:2,:)) = [1*g(3,:) 2*g(3,:);3*g(3,:) 4*g(3,:)];

Any suggestions?

J. Alex Lee
on 11 May 2021

Edited: J. Alex Lee
on 11 May 2021

There is a minor point in David's answer, which is that not all index collisions are taken care of in how the g matrix is constructed...

So the "sparse" method I suggested, which is basically the same in spirit as David's answer except it doesn't need sub2ind and assumes we want sparse, will give a different answer because instead of overwriting repeated index (as both above methods do), using sparse with repeated subscripts will add the values that are repeated.

So slightly modifying the original loop version to be additive (I know it changes the rules, but just to keep this answer simpler), you can compare timing. On my computer the sparse method is faster as m increases. I observe that David's vectorized answer does see some speed gain versus looping, but advantage scales differently than the sparse method...I'm speculating now, but I think that's because the bottle neck is indexing into full matrices...but i'm no computer scientist so I'll let better minds than mine chime in on that.

% make up some data using David's answer

N = 1000;

m = 200;

g = randi(N,3,2*m);

% eliminate instances where g(1:2,k) is a repeated index

irep = (g(1,:)-g(2,:))==0;

g(:,irep) = [];

g = g(:,1:m);

% original, but modified to add instead of overwrite

tic

A = zeros(N);

for k = 1:m

A(g(1:2,k),g(1:2,k)) = A(g(1:2,k),g(1:2,k)) + g(3,k)*[1,2;3 4];

end

toc

% using sparse

tic

ga = g(1:2,:);

sub1 = [ga(1,:); ga; ga(2,:)];

sub2 = [ga; ga];

A2 = sparse(sub1,sub2,[1 2 3 4]'*gb,N,N);

toc

err = max(abs(A-A2),[],'all') % should be zero

A better apples-to-apples comparison would be if the matrix g was constructed such that all index collisions are avoided, or if the original application doesn't prohibit that, need some clarification on intended behavior.

David Goodmanson
on 11 May 2021

Edited: David Goodmanson
on 11 May 2021

Hi Jordan,

Here is one method. Whether or not it is faster than the for loop method is another question. The code does exactly the same as your code, inserting elements into A. Consequently any elements of A that are nonzero (from previous actions of the for loop) get overwritten. The elements are not added.

% make up some data

N = 100;

A = zeros(N,N);

m = 88;

g = randi(N,3,2*m);

% eliminate instances where g(1:2,k) is a repeated index

irep = (g(1,:)-g(2,:))==0;

g(:,irep) = [];

g = g(:,1:m);

% original

for k = 1:m

A(g(1:2,k),g(1:2,k)) = g(3,k)*[1 2; 3 4];

end

% vectorized

A1 = zeros(N,N);

ga = g(1:2,:);

gb = g(3,:);

sub1 = [ga(1,:); ga; ga(2,:)];

sub2 = [ga; ga];

ind = sub2ind([N N],sub1,sub2);

A1(ind) = [1 2 3 4]'*gb;

max(abs(A-A1),[],'all') % should be zero

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