MATLAB: More efficient dot product function.

dotdot productefficiencylinear algebramatrix operations

Hello,

I am just wondering if anyone knows a more efficient function than the dot from MATLAB. I am running a very robust simulator that needs to compute over 3 million dot products (and possibly even more for different cases) throughout the course of the simulation. This leads to the dot products taking up the second most amount of time out of the many functions called by the simulator. I suspect that a lot of the time spent in the dot function is being wasted checking to make sure the vectors are properly sized.

Thanks for your help!

Best Answer

Are you using the function dot(x,y) ?

If that's so, better use

x'*y (assuming that x and y are column vectors)

In my computer, x'*y is twice faster than sum(x.*y) and twenty times faster than dot(x,y). Good luck.

Related Solutions

MATLAB: Is the built-in dot product function somewhat inefficient

Other than the supposition that dot() needs to be more generic for the multi-dimensional cases it must cover, the "why" is unknown. But this has been observed and reported on this forum and on the newsgroup several times before. The cross() function is another example of a supplied MATLAB function that can easily be beat for speed by simple hand-written m-code in simple cases.

If it is a bottleneck for timing in your application, go ahead and use your own hand-written code. That's what I do. For 1D vectors, simply writing the result as a matrix multiply would be preferred. E.g., an example with very large vectors:

>> format long g
>> v = rand(10000000,1);
>> w = rand(10000000,1);
>> tic;disp(dot(v,w));toc
           2498633.9177071
Elapsed time is 0.060657 seconds.
>> tic;disp(v'*w);toc
          2498633.91770709
Elapsed time is 0.007192 seconds.

In the latter case, the multiply itself is passed off to a very fast highly optimized BLAS library routine in the background.

MATLAB: Is there such a matrix operator

sum(X .* Y)

Best Answer

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MATLAB: Is the built-in dot product function somewhat inefficient

MATLAB: Is there such a matrix operator

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