summing outer product of multiple vectors in einsum

问题

I have read through the einsum manual and ajcr's basic introduction

I have zero experience with einstein summation in a non-coding context, although I have tried to remedy that with some internet research (would provide links but don't have the reputation for more than two yet). I've also tried experimenting in python with einsum to see if I could get a better handle on things.

And yet I'm still unclear on whether it is both possible and efficient to do as follows:

on two arrays of arrays (a and b) of equal length (3) and height (n) , row by row produce the outer product of ( row i: a on b) plus the outer product of (row i: b on a), and then sum all the outer product matrices to output one, final matrix.

I know that 'i,j->ij' produces the outer product of one vector on another-- it's the next steps that have lost me. ('ijk,jik->ij' is definitely not it)

my other available option is to loop through the array and call the basic functions (a double outer product, and a matrix addition) from functions I've written in cython (using the numpy built in outer and sum function is not an option, it is far too slow). It is likely I'd end up moving the loop itself to cython as well.

so:

1. how can I express einsum-ically the procedure I described above?

2. would it offer real gains over doing everything in cython? or are there other alternatives I'm not aware of? (including the possibility that I've been using numpy less efficiently than I could be...)

Thanks.

---

edit with example:

A=np.zeros((3,3))
arrays_1=np.array([[1,0,0],[1,2,3],[0,1,0],[3,2,1]])
arrays_2=np.array([[1,2,3],[0,1,0],[1,0,0],[3,2,1]])
for i in range(len(arrays_1)):
  A=A+(np.outer(arrays_1[i], arrays_2[i])+np.outer(arrays_2[i],arrays_1[i]))

(note, however, that in practice we're dealing with arrays of much greater length (ie still length 3 for each internal member but up to a few thousand such members), and this section of code gets (unavoidably) called many times)

in case it's at all helpful, here's the cython for the summing two outer products:

def outer_product_sum(np.ndarray[DTYPE_t, ndim=1] a_in, np.ndarray[DTYPE_t, ndim=1] b_in):
    cdef double *a = <double *>a_in.data
    cdef double *b = <double *>b_in.data
    return np.array([
[a[0]*b[0]+a[0]*b[0], a[0]*b[1]+a[1]*b[0], a[0] * b[2]+a[2] * b[0]],
[a[1]*b[0]+a[0]*b[1], a[1]*b[1]+a[1]*b[1], a[1] * b[2]+a[2] * b[1]],
[a[2]*b[0]+a[0]*b[2], a[2]*b[1]+a[1]*b[2], a[2] * b[2]+a[2] * b[2]]])

which, right now, I call from within a 'i in range(len(array))' loop as shown above.

回答1:

Einstein summation can only be used for the multiplicative part of question (i.e. the outer product). Luckily the summation does not have to be performed element-wise, but you can do that on the reduce matrices. Using the arrays from your example:

arrays_1 = np.array([[1,0,0],[1,2,3],[0,1,0],[3,2,1]])
arrays_2 = np.array([[1,2,3],[0,1,0],[1,0,0],[3,2,1]])
A = np.einsum('ki,kj->ij', arrays_1, arrays_2) + np.einsum('ki,kj->ij', arrays_2, arrays_1)

The input arrays are of shape (4,3), summation takes place over the first index (named 'k'). If summation should take place over the second index, change the subscripts string to 'ik,jk->ij'.

回答2:

Whatever you can do with np.einsum, you can usually do faster using np.dot. In this case, A is the sum of two dot products:

arrays_1 = np.array([[1,0,0],[1,2,3],[0,1,0],[3,2,1]])
arrays_2 = np.array([[1,2,3],[0,1,0],[1,0,0],[3,2,1]])

A1 = (np.einsum('ki,kj->ij', arrays_1, arrays_2) +
      np.einsum('ki,kj->ij', arrays_2, arrays_1))

A2 = arrays_1.T.dot(arrays_2) + arrays_2.T.dot(arrays_1)

print(np.allclose(A1, A2))
# True

%timeit (np.einsum('ki,kj->ij', arrays_1, arrays_2) +
         np.einsum('ki,kj->ij', arrays_2, arrays_1))
# 100000 loops, best of 3: 7.51 µs per loop

%timeit arrays_1.T.dot(arrays_2) + arrays_2.T.dot(arrays_1)
# 100000 loops, best of 3: 4.51 µs per loop

来源：https://stackoverflow.com/questions/35549082/summing-outer-product-of-multiple-vectors-in-einsum