| Transpose(A)*P*A [message #62838] |
Fri, 10 October 2008 07:25 |
mapper4u6@gmail.com
Messages: 3
Registered: October 2008
|
Junior Member |
|
|
hello,
I have a question about how to improve the computation speed when deal
with non-linear equation
A x = l, P is the weight for each
row, P is M*M
M*N N*1 M*1
then I have to build normal matrix which is
Transpose(A)*P*A x = Transpose(A)*P*l
N*N N*1 N*1
then x can be solved.
When M is bigger as 20000, N as 3000, the time to build AtPA is almost
one hour, that is too long. the code is:
PRO NormalMatrix, A, l, ATPA, ATPL, Weight = P
szA = SIZE(A, /DIMENSIONS)
if N_ELEMENTS(szA) ne 2 then begin
mess = dialog_message('Input matrix must be M*N format!', /
information)
return
endif
szL = SIZE(L, /DIMENSIONS)
if (N_ELEMENTS(szL) ne 2 and szL[0] ne 1) then begin
mess = dialog_message('Input l must be 1*M format!', /information)
return
endif
if (szA[1] ne szL[1]) then begin
mess = dialog_message('Input A and l must be same rows!', /
information)
return
endif
if not keyword_set(P) then P = fltarr(szA[1])*0.0+1.0
ATPA = fltarr([szA[0], szA[0]])
ATPL = fltarr(1, szA[0])
for i=0L, szA[0]-1 do begin
t1 = systime(1)
ATPA[i, i:szA[0]-1] = (p*A[i, *])##A[i:szA[0]-1, *]
ATPA[i:szA[0]-1, i] = ATPA[i, i:szA[0]-1]
ATPL[0, i] = (p*A[i, *])##l
t2 = systime(1)
print, sza[0], i, t2-t1
endfor
END
I like to know how I can improve it to few seconds.
|
|
|
|
comp.lang.idl-pvwave archive
Members
Search
Help
Login
Home
