How can I vectorize this loop?

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Michael
Michael on 30 Jul 2014
Edited: Andrei Bobrov on 30 Jul 2014
I am trying to remove a loop from my code without using repmat.
A and B are matrices that have the same number of rows, say m. Otherwise they have arbitrary column size.
Let
The loop I want to vectorize.
k = size(A, 2);
l = size(B, 2);
for t = 1:m
ARP = ARP + A(t,:)' * B(t,:)
end
Which is a sum of matrices size (kX1)X(1Xl) = kXl. I actually want the average so:
ARP = (1/m) * ARP
So far I have tried using repmat which balloons up the size of my matrices and in fact fails when the matrices get largish.
%Create copies of A stacked on top of each other to a depth of l
exA = repmat(A, l, 1); % (m * k)Xl
%Reshape it so that exA has each column of A cloned k times
exA = reshape(exA, m, k * l); % mX(k * l)
%Create copies of B stacked next to each other to a width k
exB = repmat(B, 1, k); % mX(l * k)
%Both matrices are now m X k*l so we can element-wise multiply
%and take the mean of the rows.
ARP = mean(exA .* exB, 1); % 1X(k * l)
ARP = reshape(ARP, l, k)';
I am also aware that repmat can be replaced in vectorizations with bsxfun, although it is not clear how to implement bsxfun in this case. I appreciate any help that gets me to an optimized solution and also illustrates techniques for vectorization that I can study for similar problems.
Thanks in advance Mike

Accepted Answer

Jian Wei
Jian Wei on 30 Jul 2014
Please try the following code to see if it gives you the same result as your code.
ARP = (1/m)*A'*B;

More Answers (1)

Andrei Bobrov
Andrei Bobrov on 30 Jul 2014
Edited: Andrei Bobrov on 30 Jul 2014
ARP = mean(bsxfun(@times,permute(A,[2,3,1]),permute(B,[3,2,1])),3);
or
ARP = squeeze(mean(bsxfun(@times,A,reshape(B,size(B,1),1,[]))));

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