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From: Peter on 5 Mar 2010 11:37
Hi,

I have a 5xN matrix, A, which I want to multiply by a Nx1 vector, b,
such that the first element of b multiplies all of the first column
elements of A. Another way to say this is that I want to perform a
tensor product called the Tracy-Singh or Khatri-Rao product.
(The motivation for doing this is to save on having to write an
explicit loop to do this product, which I assume would take longer
since N is not so small. The time becomes a factor as this operation
is being done in a Monte-Carlo simulation, i.e. b is a random vector,
and so has to be repeated many times.)
Anyhow, I don't see any MatLab function that supports this operation.
Does anyone knw if such a direct operation exists or have any
suggestions?

TIA, Peter
From: Matt J on 5 Mar 2010 11:57
Peter <pi2oversix(a)gmail.com> wrote in message <a5655f2c-8fe0-4437-a6cf-fd79495c7269(a)g7g2000yqe.googlegroups.com>...

> Anyhow, I don't see any MatLab function that supports this operation.
> Does anyone knw if such a direct operation exists or have any
> suggestions?
==============

There is bsxfun(), but a for-loop over the rows (not the N columns!!) would probably be the fastest way since you have such a small number fo rows

result=A;
for ii=1:5

result(ii,:)=result(ii,:).*b(:).'

end
From: Doug Schwarz on 5 Mar 2010 12:14
Peter wrote:
> Hi,
>
> I have a 5xN matrix, A, which I want to multiply by a Nx1 vector, b,
> such that the first element of b multiplies all of the first column
> elements of A. Another way to say this is that I want to perform a
> tensor product called the Tracy-Singh or Khatri-Rao product.
> (The motivation for doing this is to save on having to write an
> explicit loop to do this product, which I assume would take longer
> since N is not so small. The time becomes a factor as this operation
> is being done in a Monte-Carlo simulation, i.e. b is a random vector,
> and so has to be repeated many times.)
> Anyhow, I don't see any MatLab function that supports this operation.
> Does anyone knw if such a direct operation exists or have any
> suggestions?
>
> TIA, Peter

The bsxfun syntax is

bsxfun(@times,A,b.')

--
Doug Schwarz
dmschwarz&ieee,org
Make obvious changes to get real email address.
From: Peter on 5 Mar 2010 12:43
On Mar 5, 11:57 am, "Matt J " <mattjacREM...(a)THISieee.spam> wrote:
> Peter <pi2over...(a)gmail.com> wrote in message <a5655f2c-8fe0-4437-a6cf-fd79495c7...(a)g7g2000yqe.googlegroups.com>...
> > Anyhow, I don't see any MatLab function that supports this operation.
> > Does anyone knw if such a direct operation exists or have any
> > suggestions?
>
> ==============
>
> There is bsxfun(), but a for-loop over the rows (not the N columns!!) would probably be the fastest way since you have such a small number fo rows
>
> result=A;
> for ii=1:5
>
>   result(ii,:)=result(ii,:).*b(:).'
>
> end

Yes, that's very nice and makes sense.

Thanks!

Peter
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