I have a relatively large matrix NxN (N~20,000) and a Nx1 vector identifying the indices that must be grouped together.
I want to sum together parts of the matrix, which in principle can have a different number of elements and non-adjacent elements. I quickly wrote a double for-loop that works correctly but of course it is inefficient. The profiler identified these loops as one of the bottlenecks in my code.
I tried to find a smart vectorization method to solve the problem. I explored the arrayfun
, cellfun
, and bsxfun
functions, and looked for solutions to similar problems... but I haven't found a final solution yet.
This is the test code with the two for-loops:
M=rand(10); % test matrix
idxM=[1 2 2 3 4 4 4 1 4 2]; % each element indicates to which group each row/column of M belongs
nT=size(M,1);
sumM=zeros(max(idxM),max(idxM));
for t1=1:nT
for t2=1:nT
sumM(t1,t2) = sum(sum(M(idxM==t1,idxM==t2)));
end
end
I'd like to point those who are interested to this answer provided on another forum
S=sparse(1:N,idxM,1);
sumM=S.'*(M*S);
Credits (and useful discussion):