As Jutho said, this shouldn't happen, but is difficult to diagnose without further information. What are the types of shrt and expr? (these can be found using the typeof function).
Simon On Wednesday, 21 January 2015 07:59:34 UTC, Jutho wrote: > > Not sure what is causing the slowness, but you could avoid creating a > diagonal matrix and then doing the matrix multiplication with diagm(expr) > which will be treated as a full matrix. > Instead of shrt*diagm(expr) which is interpreted as the multiplication of > two full matrices, try scale(shrt,expr) . > > > Op woensdag 21 januari 2015 07:56:19 UTC+1 schreef Micah McClimans: >> >> I'm running into trouble with a line of matrix multiplication going very >> slowly in one of my programs. The line I'm looking into is: >> objectivematrix=shrt*diagm(expr)*(shrt') >> where shrt is 12,000x600 and expr is 600 long. This line takes several >> HOURS to run, on a computer that can run >> >> k=rand(12000,12000) >> k3=k*k*k >> >> in under a minute. I've tried devectorizing the line into the following >> loop (shrt is block-diagonal with each block ONevecs and -ONevecs >> respectively, so I split the loop in half) >> >> objectivematrix=zeros(2*size(ONevecs,1),2*size(ONevecs,1)) >> for i in 1:size(ONevecs,1) >> print(i) >> for j in 1:size(ONevecs,1) >> for k in 1:size(ONevecs,2) >> objectivematrix[i,j]+=ONevecs[i,k]*ONevecs[j,k]*expr[k] >> end >> end >> end >> for i in 1:size(ONevecs,1) >> print(i) >> for j in 1:size(ONevecs,1) >> for k in 1:size(ONevecs,2) >> >> objectivematrix[i+size(ONevecs,1),j+size(ONevecs,1)]+=ONevecs[i,k]*ONevecs[j,k]*expr[k+size(ONevecs,2)] >> end >> end >> >> end >> >> and this give a print out every couple seconds- it's faster than the >> matrix multiplication version, but not enough. Why is this taking so long? >> This should not be a hard operation. >> >
