Vectorize large NumPy multiplication

Question

I am interested in calculating a large NumPy array. I have a large array A which contains a bunch of numbers. I want to calculate the sum of different combinati

Answer 1

Instead of dot you could use tensordot. Your current method is equivalent to:

np.tensordot(A, Combinations, [2, 1]).transpose(2, 0, 1)

Note the transpose at the end to put the axes in the correct order.

Like dot, the tensordot function can call down to the fast BLAS/LAPACK libraries (if you have them installed) and so should be perform well for large arrays.

Answer 2

np.dot() won't give give you the desired output , unless you involve extra step(s) that would probably include reshaping. Here's one vectorized approach using np.einsum to do it one shot without any extra memory overhead -

Final_Product = np.einsum('ijk,lk->lij',A,Combinations)

For completeness, here's with np.dot and reshaping as discussed earlier -

M,N,R = A.shape
Final_Product = A.reshape(-1,R).dot(Combinations.T).T.reshape(-1,M,N)

Runtime tests and verify output -

In [138]: # Inputs ( smaller version of those listed in question )
     ...: A = np.random.uniform(0,1, (374, 138, 3))
     ...: Combinations = np.random.randint(0,3, (30,3))
     ...: 

In [139]: %timeit np.array([  np.sum( A*cb, axis=2)  for cb in Combinations])
1 loops, best of 3: 324 ms per loop

In [140]: %timeit np.einsum('ijk,lk->lij',A,Combinations)
10 loops, best of 3: 32 ms per loop

In [141]: M,N,R = A.shape

In [142]: %timeit A.reshape(-1,R).dot(Combinations.T).T.reshape(-1,M,N)
100 loops, best of 3: 15.6 ms per loop

In [143]: Final_Product =np.array([np.sum( A*cb, axis=2)  for cb in Combinations])
     ...: Final_Product2 = np.einsum('ijk,lk->lij',A,Combinations)
     ...: M,N,R = A.shape
     ...: Final_Product3 = A.reshape(-1,R).dot(Combinations.T).T.reshape(-1,M,N)
     ...: 

In [144]: print np.allclose(Final_Product,Final_Product2)
True

In [145]: print np.allclose(Final_Product,Final_Product3)
True