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From: Brendan on 23 Feb 2010 20:15
Nathan <ngreco32(a)gmail.com> wrote in message <55880c2a-0994-40af-b08a-f7f7b7834e9e(a)k36g2000prb.googlegroups.com>...

> > It does, thank you very much. If you don't mind a followup:
> >
> > Given the way my code is actually structured, I'm pretty sure I can't vectorize the outer loop, but is there a way to vectorize the inner loop, i.e. replace the for jj=1:numVars loop with some sort of colon structure?
> >
> > for ii=1:numIter
> >     newTermU=3*ii;
> >     for jj=1:numVars
> >         EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> >     end
> > end
>
> Have you tried something like this:
>
> for ii=1:numIter
> newTermU=3*ii;
> jj=1:numVars; %jj is a vector to index the next line
> EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> end
>
> -Nathan


Also doesn't work is
aa=1:numVars
bob=D(ii,aa)
EofGgivenXjL{aa}(bob)=EofGgivenXjL{aa}(bob)+newTermL;
From: Nathan on 23 Feb 2010 20:20
On Feb 23, 5:12 pm, "Brendan " <btra...(a)stanford.edu> wrote:
> Nathan <ngrec...(a)gmail.com> wrote in message <55880c2a-0994-40af-b08a-f7f7b7834...(a)k36g2000prb.googlegroups.com>...
> > > Given the way my code is actually structured, I'm pretty sure I can't vectorize the outer loop, but is there a way to vectorize the inner loop, i.e. replace the for jj=1:numVars loop with some sort of colon structure?
>
> > > for ii=1:numIter
> > >     newTermU=3*ii;
> > >     for jj=1:numVars
> > >         EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> > >     end
> > > end
>
> > Have you tried something like this:
>
> > for ii=1:numIter
> >     newTermU=3*ii;
> >     jj=1:numVars; %jj is a vector to index the next line
> >     EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> > end
>
> > -Nathan
>
> I hadn't tried that, it's a nice thought, but it gives me a "Bad cell reference operation" error

Eh. Was just a thought.
Have you looked into cellfun? That will probably help. Unfortunately,
I don't know what your code looks like and don't have test data
present to help you further...

Good luck.

-Nathan
From: Nathan on 23 Feb 2010 20:31
On Feb 23, 5:15 pm, "Brendan " <btra...(a)stanford.edu> wrote:
> Nathan <ngrec...(a)gmail.com> wrote in message <55880c2a-0994-40af-b08a-f7f7b7834...(a)k36g2000prb.googlegroups.com>...
> > > It does, thank you very much. If you don't mind a followup:
>
> > > Given the way my code is actually structured, I'm pretty sure I can't vectorize the outer loop, but is there a way to vectorize the inner loop, i.e. replace the for jj=1:numVars loop with some sort of colon structure?
>
> > > for ii=1:numIter
> > >     newTermU=3*ii;
> > >     for jj=1:numVars
> > >         EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> > >     end
> > > end
>
> > Have you tried something like this:
>
> > for ii=1:numIter
> >     newTermU=3*ii;
> >     jj=1:numVars; %jj is a vector to index the next line
> >     EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> > end
>
> > -Nathan
>
> Also doesn't work is
>     aa=1:numVars
>     bob=D(ii,aa)
>     EofGgivenXjL{aa}(bob)=EofGgivenXjL{aa}(bob)+newTermL;

Ah... I guess test data wasn't too tough to come up with. Here it is,
and I hope this is what you're looking for:
EofGgivenXjU{1}=[0,0,0,0];
EofGgivenXjU{2}=[1,1,1,1];
EofGgivenXjU{3}=[1:4];
numIter = length(EofGgivenXjU{1});
numVars = length(EofGgivenXjU);
for ii=1:numIter
newTermU=3*ii;
jj=1:numVars;
tmp{ii} = cellfun(@(x)x(ii) + newTermU,EofGgivenXjU)
end

Note that the tmp variable contains the new cell arrays. Disperse them
as you like.

-Nathan
From: Brendan on 23 Feb 2010 20:51
Nathan <ngreco32(a)gmail.com> wrote in message <f6694b6c-21c9-4d44-b6bd-a2fcce2edaa7(a)c34g2000pri.googlegroups.com>...
> On Feb 23, 5:12 pm, "Brendan " <btra...(a)stanford.edu> wrote:
> > Nathan <ngrec...(a)gmail.com> wrote in message <55880c2a-0994-40af-b08a-f7f7b7834...(a)k36g2000prb.googlegroups.com>...
> > > > Given the way my code is actually structured, I'm pretty sure I can't vectorize the outer loop, but is there a way to vectorize the inner loop, i.e. replace the for jj=1:numVars loop with some sort of colon structure?
> >
> > > > for ii=1:numIter
> > > >     newTermU=3*ii;
> > > >     for jj=1:numVars
> > > >         EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> > > >     end
> > > > end
> >
> > > Have you tried something like this:
> >
> > > for ii=1:numIter
> > >     newTermU=3*ii;
> > >     jj=1:numVars; %jj is a vector to index the next line
> > >     EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
> > > end
> >
> > > -Nathan
> >
> > I hadn't tried that, it's a nice thought, but it gives me a "Bad cell reference operation" error
>
> Eh. Was just a thought.
> Have you looked into cellfun? That will probably help. Unfortunately,
> I don't know what your code looks like and don't have test data
> present to help you further...
>
> Good luck.
>
> -Nathan

If you're willing to help, I have prepared a sample input for my subroutine. Note that in the general case, the q{iter,1} will not be the same number every time. You can see the two different for jj=1:numVars loops.

Thank you very much for your help


Input Routine: (note that it calls importance sampling at the end)

clc
clear all
close all

numVars=3;
numDisc=[3 4 5];
maxIter=10;
D=zeros(maxIter,numVars);
GofX=zeros(maxIter,1);

for iter=1:maxIter
for ii=1:numVars
q{iter,ii}=(1/numDisc(ii))*ones(1,numDisc(ii));
D(iter,ii)=randi(numDisc(ii),1,1);
GofX(iter)=iter;
end
end
qcurrent=cell(1,numVars);
for var=1:numVars
qcurrent{1,var}=q{maxIter,var};
end
[EofG, EofGgivenXj]=importancesampling_test(q,D,GofX,qcurrent,numDisc)

Subfunction

function [EofG, EofGgivenXj]=importancesampling_test(q,D,GofX,qnew,numDisc)
numVars=length(numDisc);
EofGu=0; % Overall expected value of G upper sum
EofGl=0; % " " lower sum
EofGgivenXjU=cell(numVars,1); % Expected value of G given a certain value of X
EofGgivenXjL=cell(numVars,1);
EofGgivenXj=cell(numVars,1);
for ii=1:numVars
EofGgivenXj{ii}=zeros(1,numDisc(ii));
EofGgivenXjU{ii}=zeros(1,numDisc(ii));
EofGgivenXjL{ii}=zeros(1,numDisc(ii));
end
for ii=1:length(GofX)
qtheta=1;
htheta=1;
for jj=1:numVars
qtheta=qtheta*qnew{1,jj}(D(ii,jj));
htheta=htheta*q{ii,jj}(D(ii,jj));
end
newTermU=GofX(ii,1)*qtheta/htheta;
newTermL=qtheta/htheta;
EofGu=EofGu+newTermU;
EofGl=EofGl+newTermL;
for jj=1:numVars
EofGgivenXjU{jj}(D(ii,jj))=EofGgivenXjU{jj}(D(ii,jj))+newTermU;
end
end
EofG=EofGu/EofGl;
for ii=1:numVars
EofGgivenXj{ii}=EofGgivenXjU{ii}./(EofGl);
end
From: Brendan on 23 Feb 2010 21:07
Nathan <ngreco32(a)gmail.com> wrote in message <70c137ea-91ee-4cf6-aa1e-c52bf6f32ed2(a)b36g2000pri.googlegroups.com>...
> Ah... I guess test data wasn't too tough to come up with. Here it is,
> and I hope this is what you're looking for:
> EofGgivenXjU{1}=[0,0,0,0];
> EofGgivenXjU{2}=[1,1,1,1];
> EofGgivenXjU{3}=[1:4];
> numIter = length(EofGgivenXjU{1});
> numVars = length(EofGgivenXjU);
> for ii=1:numIter
> newTermU=3*ii;
> jj=1:numVars;
> tmp{ii} = cellfun(@(x)x(ii) + newTermU,EofGgivenXjU)
> end
>
> Note that the tmp variable contains the new cell arrays. Disperse them
> as you like.
>
> -Nathan

Hey, sorry, I posted my thing before I saw this reply.
Two points
1) In that code you have there it doesn't seem like you actually use jj anywhere
2) I was wondering if you could either explain or direct me to an explaination of the @(x)x(ii) part. I'm having trouble parsing what that means.

Thanks again.
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