[Numpy-discussion] Proposal: Chaining np.dot with mdot helper function

[josef.pktd at gmail.com]

On Mon, Feb 17, 2014 at 4:57 PM,  <josef.pktd at gmail.com> wrote:
> On Mon, Feb 17, 2014 at 4:39 PM, Stefan Otte <stefan.otte at gmail.com> wrote:
>> Hey guys,
>>
>> I wrote myself a little helper function `mdot` which chains np.dot for
>> multiple arrays. So I can write
>>
>>     mdot(A, B, C, D, E)
>>
>> instead of these
>>
>>     A.dot(B).dot(C).dot(D).dot(E)
>>     np.dot(np.dot(np.dot(np.dot(A, B), C), D), E)
>>
>> I know you can use `numpy.matrix` to get nicer formulas. However, most
>> numpy/scipy function return arrays instead of numpy.matrix. Therefore,
>> sometimes you actually use array multiplication when you think you use
>> matrix multiplication. `mdot` is a simple way to avoid using
>> numpy.matrix but to improve the readability.
>>
>> What do you think? Is this useful and worthy to integrate in numpy?
>>
>>
>> I already created an issuer for this:
>> https://github.com/numpy/numpy/issues/4311
>>
>> jaimefrio also suggested to do some reordering of the arrays to
>> minimize computation:
>> https://github.com/numpy/numpy/issues/4311#issuecomment-35295857
>
> statsmodels has a convenience chaindot, but most of the time I don't
> like it's usage, because of the missing brackets.
>
> say, you have a (10000, 10) array and you use an intermediate (10000,
> 10000) array instead of (10,10) array

>>> nobs = 10000
>>> v = np.diag(np.ones(4))
>>> x = np.random.randn(nobs, 4)
>>> y = np.random.randn(nobs, 3)
>>> reduce(np.dot, [x, v, x.T, y]).shape


>>> def dotp(x, y):
xy = np.dot(x,y)
print xy.shape
return xy

>>> reduce(dotp, [x, v, x.T, y]).shape
(10000, 4)
(10000, 10000)
(10000, 3)
(10000, 3)

>>> def dotTp(x, y):
xy = np.dot(x.T,y.T)
print xy.shape
return xy.T

>>> reduce(dotTp, [x, v, x.T, y][::-1]).shape
(3, 4)
(3, 4)
(3, 10000)
(10000, 3)

Josef

>
> IIRC, for reordering I looked at this
> http://www.mathworks.com/matlabcentral/fileexchange/27950-mmtimes-matrix-chain-product
>
> Josef
> (don't make it too easy for people to shoot themselves in ...)
>
>>
>>
>> Best,
>>  Stefan
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