[Numpy-discussion] Is there a better way to write a stacked matrix multiplication
Daniele Nicolodi
daniele at grinta.net
Thu Oct 26 14:11:37 EDT 2017
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?
Cheers,
Daniele
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