[Numpy-discussion] Is there a better way to write a stacked matrix multiplication

[Stephan Hoyer]

I would certainly use einsum. It is almost perfect for these use cases,
e.g.,
np.einsum('ki,kij,kj->k', A, inv(B), A)

On Thu, Oct 26, 2017 at 12:38 PM Charles R Harris <charlesr.harris at gmail.com>
wrote:

> On Thu, Oct 26, 2017 at 12:11 PM, Daniele Nicolodi <daniele at grinta.net>
> wrote:
>
>> Hello,
>>
>> is there a better way to write the dot product between a stack of
>> matrices?  In my case I need to compute
>>
>> y = A.T @ inv(B) @ A
>>
>> with A a 3x1 matrix and B a 3x3 matrix, N times, with N in the few
>> hundred thousands range.  I thus "vectorize" the thing using stack of
>> matrices, so that A is a Nx3x1 matrix and B is Nx3x3 and I can write:
>>
>> y = np.matmul(np.transpose(A, (0, 2, 1)), np.matmul(inv(B), A))
>>
>> which I guess could be also written (in Python 3.6 and later):
>>
>> y = np.transpose(A, (0, 2, 1)) @ inv(B) @ A
>>
>> and I obtain a Nx1x1 y matrix which I can collapse to the vector I need
>> with np.squeeze().
>>
>> However, the need for the second argument of np.transpose() seems odd to
>> me, because all other functions handle transparently the matrix stacking.
>>
>> Am I missing something?  Is there a more natural matrix arrangement that
>> I could use to obtain the same results more naturally?
>
>
> There has been discussion of adding a operator for transposing the
> matrices in a stack, but no resolution at this point. However, if you have
> a stack of vectors (not matrices) you can turn then into transposed
> matrices like `A[..., None, :]`, so `A[..., None, :] @ inv(B) @ A[...,
> None]`  and then squeeze.
>
> Another option is to use einsum.
>
> Chuck
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