[Rd] multiplying multidimensional arrays (was: Re: [R] Manipulation involving arrays)

[RAVI VARADHAN]

Dear Gabor,

Thank you very much for your solution.  It speeded calculations by a factor of two.  

Now to your recommendation about making this solution a basic operation.  I completely agree with your suggestion. That is exactly what I would have hoped for.  In fact, my first try was to do:

Tbar <- tarray %*% t(wt)

Since tarray is (3,3,mcsamp) and wt is (n,mcsamp), I figured that the result would be a (3,3,n) array that would sum over mcsamp, as in the case of 2-dim array multiplication.  But obviously that didn't work as "non-conformable".  Your simple trick of forcing the 3-dim array to a 2-dim matrix using matrix(tarray, 3*3) is quite clever.

Thanks again for your help.

Best,
Ravi.

----- Original Message -----
From: Gabor Grothendieck <ggrothendieck at gmail.com>
Date: Sunday, July 16, 2006 10:29 pm
Subject: multiplying multidimensional arrays (was: Re: [R] Manipulation involving arrays)

> I am moving this to r-devel.
> 
> The problem and solution below posted on r-help could have been
> a bit slicker if %*% worked with multidimensional arrays multiplying
> them so that if the first arg is a multidimensional array it is 
> mulitpliedalong the last dimension (and first dimension for the 
> second arg).
> Then one could have written:
> 
> Tbar <- tarray %*% t(wt) / rep(wti, each = 9)
> 
> which is a bit nicer than what had to be done, see below, given 
> that %*% only
> works with matrices.
> 
> I suggest that %*% be so extended to multidimensional arrays.  Note
> that this is upwardly compatible and all existing cases would continue
> to work unchanged.
> 
> On 7/16/06, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:
> > The double loop is the same as:
> >
> >  Tbar[] <- matrix(tarray, 9) %*% t(wt) / rep(wti, each = 9)
> >
> >
> > On 7/16/06, RAVI VARADHAN <rvaradhan at jhmi.edu> wrote:
> > > Hi,
> > >
> > > I have the following piece of code that is part of a larger 
> function.  This piece is the most time consuming part of the 
> function, and I would like to make this a bit more efficient.  
> Could anyone suggest a way to do this faster?
> > >
> > > In particular, I would like to replace the nested "for" loop 
> with a faster construct.  I tried things like "kronecker" and 
> "outer" combined with apply, but couldn't get it to work.
> > >
> > >
> > > Here is a sample code:
> > >
> > >  ##########################
> > >  n <- 120
> > >  sigerr <- 5
> > >  covmat <- diag(c(8,6,3.5))
> > >  mu <- c(105,12,10)
> > >  mcsamp <- 10000
> > >
> > >  Tbar <- array(0, dim=c(3,3,n))
> > >
> > >  # theta is a mcsamp x 3 matrix
> > >  theta <- mvrnorm(mcsamp, mu = mu, Sigma = covmat)
> > >
> > >  wt <- matrix(runif(n*mcsamp),n,mcsamp)
> > >  wti <- apply(wt,1,sum)
> > >
> > >  tarray <- 
> array(apply(theta,1,function(x)outer(x,x)),dim=c(3,3,mcsamp))> >
> > >  for (i in 1:n) {
> > >  for (k in 1:mcsamp) {
> > >  Tbar[,,i] <- Tbar[,,i] + wt[i,k] * tarray[,,k]
> > >  }
> > >  Tbar[,,i] <- Tbar[,,i] / wti[i]
> > >  }
> > >
> >
>